Fin460 Assignment Group2

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Week 1
Company Name
1 LAFARGE SURMA CEMENT LTD.
2 UNITED COMMERCIAL BANK LTD.
3 ACI LIMITED
4 BSRM STEELS LIMITED
5 Eastern Housing Limited
Total
N0. of Shares
Date
2,500
2,500
500
1,000
600
7,100
5/29/2014
5/29/2014
5/29/2014
5/29/2014
5/29/2014
Week 2
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Company name
3 ACI LIMITED
Total
Week 3
Company name
3 ACI LIMITED
Total
Week 4
Company name
3 ACI LIMITED
Total
Week 5
Company name
3 ACI LIMITED
No of shares
Date
2,500
2,500
500
1,000
600
7,100
No of shares
5/6/2014
5/6/2014
5/6/2014
5/6/2014
5/6/2014
Date
2,500
2,500
500
1,000
600
7,100
No of shares
11/6/2014
11/6/2014
11/6/2014
11/6/2014
11/16/2014
Date
2,500
2,500
500
1,000
600
7,100
No of shares
18/02014
18/02015
18/02016
18/02017
18/02018
Date
2,500
2,500
500
18/02014
18/02015
18/02016

Total
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Week 6
Company name
1 LAFARGE SURMA CEMENT LTD.(buy)
2 UNITED COMMERCIAL BANK LTD.(Sold)
3 ACI LIMITED
Total
1,000
600
7,100
No of shares
18/02017
18/02018
Date
2,500
2,500
500
1,000
600
7,100
18/02014
18/02015
18/02016
18/02017
18/02018
Buying Price(TK)
Total Value(TK)
79.9
199,750
26.4
66,000
238.6
119,300
74.9
74,900
62.1
37,260
497,210
Price
Total Value
89.5
25.7
260.3
85.9
59.4
Price
79.8
25.8
246.1
88.5
64.8
84.6
26.8
249.9
89.8
61
% Return
AM
-9.7 -0.10837989 -0.007573
0.1 0.003891051
-14.2 -0.05455244
2.6 0.030267753
5.4 0.090909091
Return(tk)
% Return
AM
4.8 0.060150376 0.01408
1 0.03875969
3.8 0.015440878
1.3 0.014689266
-3.8 -0.05864198
Return(tk)
% Return
AM
-1.8 -0.0212766 -0.01189
-0.1 -0.00373134
18.1 0.072428972
211500
67000
124950
89800
36600
529850
Total Value
82.8
26.7
268
Return(tk)
199500
64500
123050
88500
38880
514430
Total Value
Price
% Return
AM
9.6 0.120150188 0.057593
-0.7 -0.02651515
21.7 0.090947192
11 0.146862483
-2.7 -0.04347826
223750
64250
130150
85900
35640
539690
Total Value
Price
Return(tk)
207000
66750
134000
83
59.1
Price
83000
35460
526210
Total Value
81.1
27.4
257.5
82.1
59.9
-6.8 -0.07572383
-1.9 -0.03114754
Return(tk)
202750
68500
128750
82100
35940
518040
% Return
AM
-1.7 -0.0205314 -0.00616
0.7 0.026217228
-10.5 -0.0391791
-0.9 -0.01084337
0.8 0.013536379
weight
0.393379069
0.126850497
0.254651185
0.157731704
0.067387545
1
weight
0.391379044
0.132229171
0.248532932
0.158481971
0.069376882
1
WEEK 2 DATA CACULATION

Calculation Of GM
Return
(1+R)
GM(1+GM) GM
0.12015019 1.12015 1.05468572 0.054686
-0.0265152 0.973485
0.09094719 1.090947
0.14686248 1.146862
-0.0434783 0.956522
Calculation of Expected return for of the each stock

Possible return calculation
LSC
Ucbl
ACI
EHL
BSRM
0.12
-0.026
0.09
-0.04
0.11
0.01
0.1
0.01
0.13
0.05
0.11
-0.03
0.06
0.034
0.07
0.03
Expected Return for LSC
0.105
0.14
0.11
0.15
0.16
Expected return for UCBL

0.017
Calculation of SD
SD for LSC
0.0310912635
SD for UCBL
0.033045423
Calculation of Correlation
Corelation between LSC & UCBL
-0.201150328
Correlation between LSC & ACI

0.91025899
Correlation between UCBL & LSC

-0.201150328
Correlation between UCBL &ACI

0.147660398
Correlation between ACI & LSC

0.9102589898
Correlation between ACI &UCBL

-0.147660398
Correlation between EHL & LSC

-0.859886682
Correlation between EHL & UCBL

0.357197379
Correlation between BSRM & LSC

-0.397033334
CACULAITON OF PRICE WEIGHTED INDEX

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Company Name
3 ACI LIMITED
PORTFOILO INDEX
DIVISOR=5
Correlation between BSRM & UCBL

0.410909997
Buying Price(TK)
79.9
26.4
238.6
74.9
62.1
96.38
Calculaiton of value weighted index

Company Name
LAFARGE SURMA CEMENT LTD.
UNITED COMMERCIAL BANK LTD.
ACI LIMITED
BSRM STEELS LIMITED
Eastern Housing Limited
Assuming beginning index value is 100

Portfolio index in week 2
1085.436737
Buying Price(TK)
79.9
26.4
238.6
74.9
62.1
No. of Shares
2,500
2,500
500
1,000
600
Expected Retrun for ACI

0.0925
Expected return for EHL

-0.0075
SD for ACI
0.017078
SD for EHL
0.0330403793
Correlation between LSC & EHL

-0.859887
Correlation between LSC & BSRM

-0.3970333336
Correlation between UCBL & EHL

0.357197
Correlation between UCBL & BSRM

0.4109099974
Correlation between ACI & EHL

-0.6055
Correlation between ACI & BSRM

-0.4517539515
Correlation between EHL & ACI

-0.6055
Correlation between EHL & BSRM

0.00212
o. of Shares
Correlation between BSRM & ACI

-0.451754
Correlation between BSRM & EHL

0.00212
PRICE IN WEEK 2
89.5
25.7
260.3
85.9
59.4
104.16
Total Value
199750
66000
119300
74900
37260
497210
PRICE IN WEEK 2
89.5
25.7
260.3
85.9
59.4
No. of Shares
2,500
2,500
500
1,000
600
Expected return for BSRM

0.14
SD for BSRM
0.021602
Total value
223750
64250
130150
85900
35640
539690

Calculation Of GM
Return
(1+R)
GM (1+GM) GM
-0.1083799 0.89162 0.99003035 -0.00997
0.00389101 1.003891
-0.0545524 0.945448
0.03026775 1.030268
0.09090909 1.090909

LSC
Ucbl
ACI
EHL
BSRM
0.02
-0.026
-0.09
0.04
0.08
0.01
-0.04
0.01
0.1
0.05
0.01
0.03
0.09
0.034
0.07
0.03
0.065
0.11
0.19
0.06
0.05

0.017
Calculation of SD
SD for LSC
0.0359397644
SD for UCBL
0.033045423
0.9570763376

0.802284311

0.9570763376

0.835000837

0.802284311

-0.835000837

-0.49753211

-0.232476601

-0.2646161

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Company Name
3 ACI LIMITED
PORTFOILO INDEX
DIVISOR=5

-0.509354122
Buying Price(TK)
79.9
26.4
238.6
74.9
62.1
96.38

Company Name
ACI LIMITED
BSRM STEELS LIMITED

1034.6332536
Buying Price(TK)
79.9
26.4
238.6
74.9
62.1
No. of Shares
2,500
2,500
500
1,000
600

-0.0125

0.0275
SD for ACI
0.068496
SD for EHL
0.0125830574

-0.497532

-0.2646161004

-0.232477

-0.5093541224

-0.087018

-0.6295540908

-0.087018

0.00212
o. of Shares

-0.629554

0.00212
PRICE IN WEEK 2
89.5
25.7
260.3
85.9
59.4
104.16
PRICE IN WEEK 3
79.8
25.8
246.1
88.5
64.8
101
Total Value
199750
66000
119300
74900
37260
497210
PRICE IN WEEK 2
89.5
25.7
260.3
85.9
59.4
No. of Shares
2,500
2,500
500
1,000
600

0.1025
SD for BSRM
0.063966
Total value
223750
64250
130150
85900
35640
539690
PRICE IN WEEK 3
79.8
25.8
246.1
88.5
64.8
No. of Shares
2,500
2,500
500
1,000
600
Total value
199500
64500
123050
88500
38880
514430

Calculation Of GM
Company
LSC
UCBL
ACI
BSRM
EHL
% Return (1+R)
GM (1+GM) GM
0.06015 1.06015038 1.0132696114 0.01327
0.03876 1.03875969
0.015441 1.01544088
0.014689 1.01468927
-0.058642
0.941358

LSC
Ucbl
ACI
EHL
BSRM
0.03
0.04
0.0134
-0.0125
0.091
0.05
0.05
0.012
0.01
0.0821
0.08
0.06
0.02
0.034
0.06
0.09
0.065
-0.0123
-0.053
0.05
0.055

0.05375
Calculation of SD
SD for LSC
0.02753785
SD for UCBL
0.011087
0.99626795

-0.490697

0.99626795

-0.515408

-0.49069737

0.515408

-0.19018634

-0.202672

-0.99213186

-0.982757

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Company Name
3 ACI LIMITED
PORTFOILO INDEX
DIVISOR=5
Buying Price(TK)
79.9
26.4
238.6
74.9
62.1
96.38
Base Calculation
Company Name
ACI LIMITED
BSRM STEELS LIMITED
Buying Price(TK)
79.9
26.4
238.6
74.9
62.1
No. of Shares
2,500
2,500
500
1,000
600

1065.6463
Calculation of Unweighted Index WEEK 4

Stock
LSC
UCBL
ACI
BSRM
EHL
Price in Week 1
79.9
26.4
238.6
74.9
62.1
AM
0.06051064
INDEX VALUE
Price in Week 4
84.6
26.8
249.9
89.8
61
HPR
HPY
1.058824 0.058824
1.015152 0.015152
1.04736 0.04736
1.198932 0.198932
0.982287 -0.017713
1060.5106
HL & UCBL

0.008275

-0.005375
SD for ACI
0.014153
SD for EHL
0.036994

-0.190186

-0.992132

-0.202672

-0.982757

0.930956

0.553505

0.930956

0.00212
SRM & UCBL
o. of Shares

0.553505

0.00212
PRICE IN WEEK 2
89.5
25.7
260.3
85.9
59.4
104.16
PRICE IN WEEK 3
79.8
25.8
246.1
88.5
64.8
101
Total Value
199750
66000
119300
74900
37260
497210
PRICE IN WEEK 4
84.6
26.8
249.9
89.8
61
Price in Week 4
84.6
26.8
249.9
89.8
61
102.42
No. of Shares
2,500
2,500
500
1,000
600
C & BSRM
CBL & BSRM
CI & BSRM
HL & BSRM

0.070775
SD for BSRM
0.019018
SRM & EHL
rice in Week 4
Total value
211500
67000
124950
89800
36600
529850

Calculation Of GM
Company
LSC
UCBL
ACI
BSRM
EHL
% Return
(1+R)
GM (1+GM) GM
-0.0212766
0.9787234 0.9587156367 -0.041284
-0.0037313
0.9962687
-0.07242
0.92758
-0.07572
0.92428
-0.0311475
0.9688525

LSC
Ucbl
ACI
EHL
BSRM
-0.0312
-0.04
-0.0134
-0.0125
-0.191
-0.011
0.012
0.012
-0.01
-0.021
0.02
-0.023
-0.02
0.034
0.01
0.001
0.02
-0.0123
-0.033
0.02
0.00945

-0.00775
Calculation of SD
SD for LSC
0.02147153
SD for UCBL
0.028477
0.2789607

-0.337184

0.2789607

0.527798

-0.337184

-0.527798

0.56871006

-0.509993

0.85776804

0.730126

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Company Name
3 ACI LIMITED
PORTFOILO INDEX
DIVISOR=5
Buying Price(TK)
79.9
26.4
238.6
74.9
62.1
96.38
Base Calculation
Company Name
ACI LIMITED
BSRM STEELS LIMITED
Buying Price(TK)
79.9
26.4
238.6
74.9
62.1

1058.3255

Stock
LSC
UCBL
ACI
BSRM
EHL
Price in Week 1
79.9
26.4
238.6
74.9
62.1
AM
0.04614256
INDEX VALUE
Price in Week 5
82.8
26.7
268
83
59.1
HPR
1.036295
1.011364
1.123219
1.108144
0.951691
1041.426
Calculaiton of Expected Return & Standard Deviation of the Portfolio
Company Name
LSC
UCBL
ACI
BSRM
EHL
E(R)=
-0.00332287
Sd(P)=
0.122588056
Expected Return
0.00945
-0.00775
-0.00843
-0.00538
-0.0455
Possible returns
Probability LSC
Ucbl
0.25
-0.0312
0.25
-0.011
0.25
0.02
0.25
0.001
Covariance(LSC,M)
0.00072783
Variance(M)
0.00227892
Calcultion of Beta
LSC
UCBL
ACI
EHL
BSRM
0.31937324
0.229083629
-0.00454437
0.196214393
1.478059751
ACI
-0.04
0.012
-0.023
0.02
weight
0.3933
0.1268
0.2546
0.1577
0.0673
EHL
BSRM
-0.0134
-0.0125
-0.191
0.012
-0.01
-0.021
-0.02
0.034
0.01
-0.0123
-0.033
0.02
Covariance(UCBL,M)
0.0005220625
turn for UCBL

-0.008425

-0.005375
SD for ACI
0.014035
SD for EHL
0.0282
between LSC & ACI

0.56871
Correlation between LSC & BSR

0.857768
between UCBL &ACI

-0.509993
Correlation between UCBL & BS

0.730126
between ACI &UCBL

-0.343405

0.079053
between EHL & UCBL

-0.343405
Correlation between EHL & BSR

0.00212
between BSRM & UCBL
uying Price(TK)
No. of Shares
2,500
2,500
500
1,000
600
HPY
0.0362953692
0.0113636364
0.1232187762
0.1081441923
-0.0483091787

0.079053
Correlation between BSRM & EH

0.00212
PRICE IN WEEK 2
89.5
25.7
260.3
85.9
59.4
104.16
PRICE IN WEEK 3
79.8
25.8
246.1
88.5
64.8
101
Total Value
199750
66000
119300
74900
37260
497210
PRICE IN WEEK 5
82.8
26.7
268
83
59.1
No. of Shares
2,500
2,500
500
1,000
600
Portfolio
Standard Deviation
0.0214715
0.028477
0.0140135
0.0282
0.09855
Return on Market
0.086
Market
-0.032
0.045
0.08
0.05
Covariance(ACI,M)
-1.03563E-005
Covariance(EHL,M)
0.000447
Covariance(BSRM,M)
0.003368
turn for EHL
between LSC & BSRM
between UCBL & BSRM
between ACI & BSRM
between EHL & BSRM

-0.0455
SD for BSRM
0.098558
between BSRM & EHL
Price in Week 4
84.6
26.8
249.9
89.8
61
102.42
o. of Shares
Total value
207000
66750
134000
83000
35460
526210
Price in Week 5
82.8
26.7
268
83
59.1
103.92
(BSRM,M)

Calculation Of GM
Company
LSC
UCBL
ACI
BSRM
EHL
% Return
(1+R)
GM (1+GM) GM
-0.02534
0.97466 0.9925852536 -0.007415
0.02621
1.02621
-0.03917
0.96083
-0.01084
0.98916
0.01353
1.01353

LSC
Ucbl
ACI
EHL
BSRM
0.012
0.021
0.1
0.0123
0.012
-0.011
-0.012
0.07
0.02
0.075
0.034
0.023
0.05
0.034
0.01
0.032
0.02
0.0123
0.032
0.02
0.02375

0.013
Calculation of SD
SD for LSC
0.02099802
SD for UCBL
0.016713
0.88807719

-0.590033

0.88807719

-0.197275

-0.59003342

0.197275

0.71365211

0.315804

-0.85583632

-0.996419

sl.
Company Name
3 ACI LIMITED
PORTFOILO INDEX
DIVISOR=5
Buying Price(TK)
79.9
26.4
238.6
74.9
62.1
96.38
Base Calculation
Company Name
ACI LIMITED
BSRM STEELS LIMITED
Buying Price(TK)
79.9
26.4
238.6
74.9
62.1

1041.8938

Stock
LSC
UCBL
ACI
BSRM
EHL
Price in Week 1
79.9
26.4
238.6
74.9
62.1
AM
0.03856221
INDEX VALUE
Price in Week 6
81.1
27.4
257.5
82.1
59.9
HPR
1.015019
1.037879
1.079212
1.096128
0.964573
1038.5622
Company Name
LSC
UCBL
ACI
BSRM
EHL
Expected Return
0.02375
0.013
0.058075
0.024575
0.02925
E(Rp)=
0.031619173
Sd(P)=
0.126372455
Possible returns
Probability LSC
0.25
0.25
0.25
0.25
Ucbl
0.012
-0.011
0.034
0.032
Covariance(LSC,M)
0.0004045
Variance(M)
0.00107267
Calcultion of Beta
LSC
UCBL
ACI
EHL
BSRM
0.377097576
0.375466128
-0.00557023
0.031976383
-0.69965817
ACI
0.021
-0.012
0.023
0.02
weight
0.3933
0.1268
0.2546
0.1577
0.0673
EHL
BSRM
0.1
0.0123
0.012
0.07
0.02
0.075
0.05
0.034
0.01
0.0123
0.032
0.02
Covariance(UCBL,M)
0.00040275
turn for UCBL

0.058075

0.024575
SD for ACI
0.03679
SD for EHL
0.010256
between LSC & ACI

0.713652
Correlation between LSC & BS

-0.855836
between UCBL &ACI

0.315804
Correlation between UCBL & B

-0.996419
between ACI &UCBL

-0.870318
Correlation between ACI & BSR

0.118012
between EHL & UCBL

-0.870318
Correlation between EHL & BS

0.00212
between BSRM & UCBL
uying Price(TK)
No. of Shares
2,500
2,500
500
1,000
600
HPY
0.0150187735
0.0378787879
0.0792120704
0.0961281709
-0.0354267311

0.118012
Correlation between BSRM & E

0.00212
PRICE IN WEEK 2
89.5
25.7
260.3
85.9
59.4
104.16
PRICE IN WEEK 3
79.8
25.8
246.1
88.5
64.8
101
Total Value
199750
66000
119300
74900
37260
497210
PRICE IN WEEK 6
81.1
27.4
257.5
82.1
59.9
Portfolio
Standard Deviation
0.020998
0.016713
0.03679
0.010256
0.030804
Return on Market
0.086
Market
0.087
0.015
0.08
0.07
Covariance(ACI,M)
-0.000005975
Covariance(EHL,M)
0.0000343
Covariance(BSRM,M)
-0.000751
xpected return for EHL

0.02925
D for EHL
SD for BSRM
0.030804
orrelation between LSC & BSRM
orrelation between UCBL & BSRM
orrelation between ACI & BSRM
orrelation between EHL & BSRM
orrelation between BSRM & EHL
Price in Week 4
84.6
26.8
249.9
89.8
61
102.42
No. of Shares
2,500
2,500
500
1,000
600
Total value
202750
68500
128750
82100
35940
518040
Price in Week 5
82.8
26.7
268
83
59.1
103.92
Price in Week 6
81.1
27.4
257.5
82.1
59.9
101.6
ovariance(BSRM,M)
Summary of The Porfolio Management

Company Name
ACI LIMITED
BSRM STEELS LIMITED
Buying Price(TK)
79.9
26.4
238.6
74.9
62.1
No. of Shares
2,500
2,500
500
1,000
600
AM
0.006949463
Company
LSC
UCBL
ACI
BSRM
EHL
% Return (1+R)
GM (1+GM) GM
-0.00884 0.99116 1.005629015 0.005629
0.003774 1.003774
0.06724 1.06724
0.050697 1.050697
-0.07813 0.92187
Holding Period Return

LSC
UCBL
ACI
BSRM
EHL
Buying Price(TK)
79.9
26.4
238.6
74.9
62.1
Selling Price
79.2
26.5
255.8
78.9
57.6
HPR
HPY
0.991239 -0.008761
1.003788 0.003788
1.072087 0.072087
1.053405 0.053405
0.927536 -0.072464
Expected Return of the Portfolio

Week 1
Week 2
Week 3
LSC
0.12015 -0.10838 0.06015038
UCBL
-0.026515 0.003891 0.03875969
ACI
0.090947 -0.054552 0.01544088
BSRM
0.146862 0.030268 0.01468927
EHL
-0.043478 0.090909
-0.058642
Week 4 Week 5
-0.021277 -0.02534
-0.003731 0.02621
-0.07242 -0.03917
-0.07572 -0.01084
-0.031148 0.01353

0.005060814

0.007723
Calculation of SD
SD for LSC
SD for UCBL
0.08770275
0.025609
-0.228890482

0.886684

-0.228890482

-0.341954

0.886683682

0.341954

-0.856371252

-0.011788

0.583228993

-0.483834

Company Name
Expected Return
weight
Standard Deviation
LSC
0.005061
0.3933
0.087703
UCBL
0.007723
0.1268
0.0256
ACI
0.1567
0.2546
0.066239
BSRM
0.21238
0.1577
0.081141
EHL
-0.00577
0.0673
0.060375
0.9997
E(Rp)=
0.07597
Sd(P)=
0.112302
Possible returns
Week 1
Week 2
Week 3
LSC
0.12015 -0.10838 0.06015038
UCBL
-0.026515 0.003891 0.03875969
ACI
0.090947 -0.054552 0.01544088
BSRM
0.146862 0.030268 0.01468927
Week 4 Week 5
-0.021277 -0.02534
-0.003731 0.02621
-0.07242 -0.03917
-0.07572 -0.01084
EHL
Market
-0.043478 0.090909
0.1
0.11
Covariance(LSC,M)
-0.000746418
-0.058642 -0.031148
0.09
0.12
Covariance(UCBL,M)
6.9318E-005
0.01353
0.15
Covariance(ACI,M)
-0.000654
Variance(M)
0.00053
Calcultion of Beta
LSC
UCBL
ACI
EHL
BSRM
-1.408337
0.130788
-1.234065
0.736854
-1.273301
Stock Valuation
CAPM
Rf=
Rm=
E(RLSC)
E(RUCBL)
0.075
0.1
RPI=
0.025
0.039792
0.07827
E(RACI)
0.044148
E(REHL)
0.093421
E(RBSRM)
0.043167
VALUATION
NAME
REQUIRED RETURN ESTIMATED RETRUN

0.039792
-0.0088
0.07827
0.00377
0.044148
0.06724
0.093421
0.05069
0.043167
-0.078125
VALUATION
OVER VALUED
OVER VALUED
UNDER VALUED
OVER VALUED
OVER VALUED
o. of Shares
Total Value
199750
66000
119300
74900
37260
497210
Selling Price
No. of Shares
Total Value
79.2
2,500
198000
26.5
2,500
66250
255.8
500
127900
78.9
1,000
78900
57.6
600
34560
505610

-0.011951

0.021052
SD for ACI
SD for BSRM
0.066239
0.081141

0.583229

-0.856371
Correlation between UCBL & BSMR

-0.483834

-0.011788

0.888347

-0.527466
HL & UCBL

-0.527466

-0.085549
SRM & UCBL

0.888347

-0.085549
tandard Deviation
Return on Market
0.1
ovariance(ACI,M)
ALUATION
OVER VALUED
OVER VALUED
NDER VALUED
OVER VALUED
OVER VALUED
Covariance(EHL,M)
0.000391
Covariance(BSRM,M)
-0.000675
Total Retrun%
-0.0088383838
0.0037735849
0.0672400313
0.0506970849
-0.078125
0.0166135955
turn for BSRM
SD for EHL

-0.005766
0.0603753222
between LSC & EHL
between UCBL & EHL
between ACI & BSRM
between EHL & BSRM
between BSRM & EHL
(BSRM,M)

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4 BSRM STEELS LIMITED

WEEK 2 DATA CACULATION

Calculation of Expected return for of the each stock

Expected return for UCBL

Correlation between LSC & ACI

Correlation between UCBL & LSC

Correlation between UCBL &ACI

Correlation between ACI & LSC

Correlation between ACI &UCBL

Correlation between EHL & LSC

Correlation between EHL & UCBL

Correlation between BSRM & LSC

CACULAITON OF PRICE WEIGHTED INDEX

Correlation between BSRM & UCBL

Calculaiton of value weighted index

Assuming beginning index value is 100

Expected Retrun for ACI

Expected return for EHL

Correlation between LSC & EHL

Correlation between LSC & BSRM

Correlation between UCBL & EHL

Correlation between UCBL & BSRM

Correlation between ACI & EHL

Correlation between ACI & BSRM

Correlation between EHL & ACI

Correlation between EHL & BSRM

Correlation between BSRM & ACI

Correlation between BSRM & EHL

Expected return for BSRM

WEEK 3 DATA CACULATION

Calculation of Expected return for of the each stock

Expected return for UCBL

Correlation between LSC & ACI

Correlation between UCBL & LSC

Correlation between UCBL &ACI

Correlation between ACI & LSC

Correlation between ACI &UCBL

Correlation between EHL & LSC

Correlation between EHL & UCBL

Correlation between BSRM & LSC

CACULAITON OF PRICE WEIGHTED INDEX

Correlation between BSRM & UCBL

Calculaiton of value weighted index

Assuming beginning index value is 100

Expected Retrun for ACI

Expected return for EHL

Correlation between LSC & EHL

Correlation between LSC & BSRM

Correlation between UCBL & EHL

Correlation between UCBL & BSRM

Correlation between ACI & EHL

Correlation between ACI & BSRM

Correlation between EHL & ACI

Correlation between EHL & BSRM

Correlation between BSRM & ACI

Correlation between BSRM & EHL

Expected return for BSRM

WEEK 4 DATA CACULATION

Calculation of Expected return for of the each stock

Expected return for UCBL

Correlation between LSC & ACI

Correlation between UCBL & LSC

Correlation between UCBL &ACI