Day End Closing Percentage Change in DSEx Percentage Change in

Date Price (X-xx)^2

Closing Price, X Index DSEx Index, Y
(RECKITTBEN)
3/Jun/18 1683.5 7034.597
4/Jun/18 1691.3 0.0046332046 0.000011876 6888.294 -0.0207975962
5/Jun/18 1687.6 -0.0021876663 0.000011388 6869.788 -0.0026865809
6/Jun/18 1725.1 0.0222209054 0.000442425 6949.249 0.0115666372
7/Jun/18 1711.7 -0.0077676656 0.000080186 6936.348 -0.0018563863
10/Jun/18 1704.1 -0.0044400304 0.000031664 6965.625 0.0042207699
11/Jun/18 1712.2 0.0047532422 0.000012718 7093.954 0.0184232226
12/Jun/18 1712.2 0 0.000001409 7082.29 -0.0016442226
18/Jun/18 1684.8 -0.0160028034 0.000295490 7088.37 0.0008585034
19/Jun/18 1678.5 -0.0037393162 0.000024269 7102.308 0.001966222
20/Jun/18 1672.9 -0.0033363122 0.000020460 7050.2 -0.0073367435
21/Jun/18 1645.8 -0.0161994142 0.000302288 6950.76 -0.0141045589
24/Jun/18 1650.3 0.0027342326 0.000002394 6940.244 -0.0015128576
25/Jun/18 1825.9 0.1064048961 0.011070803 6909.034 -0.00449699
26/Jun/18 1832.4 0.0035598883 0.000005631 6906.982 -0.0002969822
27/Jun/18 1825.7 -0.0036564069 0.000023459 6832.129 -0.0108373044
28/Jun/18 1726.8 -0.0541710029 0.003064510 6774.57 -0.0084247366
2/Jul/18 1836.1 0.0632962706 0.003857560 6798.429 0.003521844
3/Jul/18 1857.7 0.0117640651 0.000111874 6804.943 0.0009581551
4/Jul/18 1768.7 -0.0479087043 0.002410389 6870.834 0.0096828257
5/Jul/18 1747.1 -0.0122123594 0.000179543 6883.388 0.001827059
8/Jul/18 1750 0.0016598935 0.000000224 6835.337 -0.0069807123
9/Jul/18 1642.2 -0.0616 0.003942209 6847.817 0.0018257593
10/Jul/18 1647.4 0.003166484 0.000003918 6822.188 -0.0037425769
11/Jul/18 1641.2 -0.0037635061 0.000024508 6827.989 0.0008502609
12/Jul/18 1653.2 0.0073117231 0.000037512 6773.366 -0.0079998492
15/Jul/18 1660.4 0.0043551899 0.000010037 6705.573 -0.0100087979
16/Jul/18 1649.5 -0.0065646832 0.000060089 6623.643 -0.0122181617
17/Jul/18 1653.8 0.0026068506 0.000002016 6635.053 0.0017225823
18/Jul/18 1661 0.0043536099 0.000010027 6720.598 0.0128929799
19/Jul/18 1743.2 0.0494882601 0.002333011 6721.697 0.0001634884
22/Jul/18 1750.1 0.0039582377 0.000007680 6663.766 -0.0086184338
23/Jul/18 1750 -5.713959202326E-05 0.000001548 6648.907 -0.002229817
24/Jul/18 1756.2 0.0035428571 0.000005550 6572.058 -0.0115581651
25/Jul/18 1679.9 -0.0434460768 0.001992112 6580.587 0.0012977152
26/Jul/18 1683.1 0.0019048753 0.000000515 6570.187 -0.0015803514
29/Jul/18 1617 -0.0392727705 0.001636994 6491.797 -0.0119311956
30/Jul/18 1611.2 -0.0035868893 0.000022790 6488.869 -0.0004510769
31/Jul/18 1714.6 0.0641757696 0.003967584 6597.444 0.0167324958
1/Aug/18 1716.6 0.0011664528 0.000000000 6747.143 0.0226904866
2/Aug/18 1702.1 -0.00844693 0.000092813 6827.517 0.0119122361
5/Aug/18 1801.7 0.0585159509 0.003286607 6790.286 -0.0054529989
 6/Aug/18 1887.9 0.0478437032 0.002176847 6793.052 0.0004073687
7/Aug/18 1701.9 -0.0985221675 0.009941920 6841.192 0.0070865479
8/Aug/18 1689.9 -0.0070509431 0.000067864 6865.385 0.0035363986
9/Aug/18 1688.2 -0.0010059767 0.000004809 6879.417 0.002043983
12/Aug/18 1698.1 0.0058642341 0.000021876 6859.609 -0.0028794066
13/Aug/18 1699 0.0005300041 0.000000432 6833.264 -0.003840547
14/Aug/18 1692 -0.0041200706 0.000028165 6813.137 -0.0029455001
16/Aug/18 1698.1 0.0036052009 0.000005848 6773.607 -0.0058019472
19/Aug/18 1697.5 -0.0003533361 0.000002373 6784.673 0.0016336598
20/Aug/18 1692.2 -0.0031222386 0.000018570 6777.954 -0.0009903941
26/Aug/18 1690 -0.0013000827 0.000006186 6822.996 0.006645466
27/Aug/18 1720.2 0.0178698225 0.000278316 6843.47 0.0030006773
28/Aug/18 1684.5 -0.0207534008 0.000481382 6813.287 -0.004410479
29/Aug/18 1701.2 0.009913921 0.000076159 6806.133 -0.0010499939
30/Aug/18 1628.1 -0.0429696685 0.001949812 6777.358 -0.0042277737
3/Sep/18 1655.5 0.0168294331 0.000244685 6802.029 0.0036401278
4/Sep/18 1789.8 0.0811235276 0.006389847 6813.795 0.0017298486
5/Sep/18 1715 -0.041792379 0.001847228 6739.23 -0.0109433243
6/Sep/18 1684.9 -0.0175510204 0.000351114 6698.689 -0.0060155408
9/Sep/18 1682.4 -0.0014837676 0.000007133 6694.28 -0.000658272
10/Sep/18 1683.4 0.000594389 0.000000351 6683.535 -0.0016050554
11/Sep/18 1690 0.0039206368 0.000007473 6642.467 -0.0061446583
12/Sep/18 1696.8 0.0040236686 0.000008047 6627.333 -0.0022784456
13/Sep/18 1691.8 -0.0029467232 0.000017088 6587.218 -0.006052853
16/Sep/18 1691.8 0 0.000001409 6558.67 -0.0043339614
17/Sep/18 1691.1 -0.0004137605 0.000002562 6557.575 -0.0001668921
18/Sep/18 1700.9 0.0057950446 0.000021234 6548.895 -0.0013237271
19/Sep/18 1701 5.8792404021347E-05 0.000001273 6511.763 -0.0056699416
20/Sep/18 1768.4 0.0396237507 0.001477383 6443.309 -0.0105123808
23/Sep/18 1755.4 -0.007351278 0.000072902 6390.701 -0.0081647339
24/Sep/18 1751 -0.0025065512 0.000013642 6413.286 0.0035340835
26/Sep/18 1716.9 -0.019474586 0.000426902 6391.891 -0.0033360714
27/Sep/18 1779.9 0.0366940416 0.001260749 6361.094 -0.0048181393
30/Sep/18 1882.1 0.0574189561 0.003162032 6429.693 0.0107841705
1/Oct/18 1870.8 -0.0060039318 0.000051710 6456.82 0.0042190709
2/Oct/18 1858.1 -0.0067885397 0.000063609 6417.422 -0.0061018642
3/Oct/18 1798 -0.0323448684 0.001124387 6409.699 -0.0012033727
4/Oct/18 1862.2 0.0357063404 0.001191584 6395.755 -0.0021755031
7/Oct/18 1784.4 -0.0417785415 0.001846039 6343.878 -0.0081111084
8/Oct/18 1753.9 -0.0170925801 0.000334143 6316.966 -0.004242178
9/Oct/18 1744.3 -0.0054735162 0.000044363 6313.708 -0.0005157159
10/Oct/18 1759.3 0.0085994382 0.000054944 6346.802 0.0052415582
11/Oct/18 1776.6 0.0098334565 0.000074761 6398.76 0.0081864361
14/Oct/18 1776.6 0 0.000001409 6366.669 -0.0050151797
15/Oct/18 1777.9 0.0007317348 0.000000207 6323.294 -0.0068128044
16/Oct/18 1756.1 -0.012261657 0.000180867 6326.444 0.0004981676
17/Oct/18 1759.4 0.0018791641 0.000000479 6365.222 0.0061294686
18/Oct/18 1766.3 0.0039217915 0.000007479 6341.297 -0.0037587551
21/Oct/18 1767.3 0.0005661552 0.000000385 6344.964 0.0005783801
22/Oct/18 1758.4 -0.0050359305 0.000038725 6384.873 0.0062898748
23/Oct/18 1747.8 -0.0060282075 0.000052059 6441.758 0.0089092482
24/Oct/18 1768 0.0115573864 0.000107545 6521.998 0.0124562665
25/Oct/18 1768.2 0.0001131222 0.000001153 6433.79 -0.0135247207
28/Oct/18 1777.7 0.0053726954 0.000017520 6411.277 -0.0034991647
29/Oct/18 1651 -0.0712718681 0.005250289 6429.041 0.0027706993
30/Oct/18 1760 0.0660205936 0.004203393 6405.461 -0.0036676484
31/Oct/18 1777.3 0.0098295455 0.000074693 6322.412 -0.0129653556
1/Nov/18 1857 0.0448433016 0.001905872 6273.168 -0.007788806
4/Nov/18 1851.8 -0.0028002154 0.000015898 6309.119 0.0057309577
5/Nov/18 1859.3 0.0040501134 0.000008197 6362.279 0.0084259258
6/Nov/18 1854.5 -0.0025816167 0.000014203 6366.022 0.0005883159
7/Nov/18 1851.1 -0.0018333783 0.000009123 6341.274 -0.0038875657
8/Nov/18 1848.3 -0.0015126141 0.000007288 6371.301 0.0047351888
11/Nov/18 1855.2 0.0037331602 0.000006483 6379.242 0.0012462964
12/Nov/18 1852.2 -0.0016170763 0.000007863 6358.908 -0.0031874259
13/Nov/18 1753 -0.0535579311 0.002997009 6336.75 -0.0034846185
14/Nov/18 1743.1 -0.0056474615 0.000046710 6339.914 0.0004992954
15/Nov/18 1743.5 0.0002294762 0.000000917 6325.482 -0.0022763543
18/Nov/18 1853.9 0.0633209062 0.003860621 6334.181 0.0013751932
19/Nov/18 1875.9 0.0118668752 0.000114060 6337.424 0.0005120252
20/Nov/18 1878.3 0.0012793859 0.000000009 6339.183 0.0002774755
22/Nov/18 1776.2 -0.0543576638 0.003085211 6348.066 0.0014014094
25/Nov/18 1751.6 -0.0138497917 0.000226105 6335.381 -0.0019982605
25/Jul/18 1850 0.0561772094 0.003023922 6319.444 -0.002515525
26/Nov/18 1850 0 0.000001409 6305.174 -0.0022581384
27/Nov/18 1847.1 -0.0015675676 0.000007588 6280.071 -0.0039813793
28/Nov/18 1839 -0.0043852526 0.000031050 6262.913 -0.0027320806
29/Nov/18 1844.9 0.0032082654 0.000004085 6302.637 0.0063427559
xx = 0.0011870106 σ² = 0.000839219 0.7393 ȳ = -0.0008997569
0.04077
0.0958716959 -0.1040514020 correlation, ρ = 0.0407699276
β = 0.7392997305
Ri = 0.0958716959 Rm = -0.104051402
(Y-ȳ)^2

0.000395924 Stock Rf Rm β Rs Ri α
0.000003193 RECKITTBEN 1.52% -10.41% 73.93% -7.30% -9.59% -2.29%
0.000155411
0.000000915
0.000026220
0.000373378
0.000000554
0.000003091
0.000008214
0.000041435
0.000174367
0.000000376
0.000012940
0.000000363
0.000098755
0.000056625
0.000019551
0.000003452
0.000111991
0.000007436
0.000036978
0.000007428
0.000008082
0.000003063
0.000050411
0.000082975
0.000128106
0.000006877
0.000190240
0.000001130
0.000059578
0.000001769
0.000113602
0.000004829
0.000000463
0.000121693
0.000000201
0.000310896
0.000556500
0.000164147
0.000020732
0.000001709
0.000063781
0.000019679
0.000008666
0.000003919
0.000008648
0.000004185
0.000024031
0.000006418
0.000000008
0.000056930
0.000015213
0.000012325
0.000000023
0.000011076
0.000020611
0.000006915
0.000100873
0.000026171
0.000000058
0.000000497
0.000027509
0.000001901
0.000026554
0.000011794
0.000000537
0.000000180
0.000022755
0.000092403
0.000052780
0.000019659
0.000005936
0.000015354
0.000136514
0.000026202
0.000027062
0.000000092
0.000001628
0.000052004
0.000011172
0.000000147
0.000037716
0.000082559
0.000016937
0.000034964
 0.000001954
0.000049410
0.000008174
0.000002185
0.000051691
0.000096217
0.000178383
0.000159390
0.000006757
0.000013472
0.000007661
0.000145579
0.000047459
0.000043966
0.000086968
0.000002214
0.000008927
0.000031753
0.000004606
0.000005233
0.000006682
0.000001957
0.000001895
0.000005175
0.000001993
0.000001386
0.000005295
0.000001207
0.000002611
0.000001845
0.000009496
0.000003357
0.000052454
σ² = 0.0000462801
Source: List of Treasury Bonds Outstanding (https://www.bb.org.bd/monetaryactivity/tbillnbond/treasurybondsoutstanding.pd

DSEx Index: Recent Market Information (https://www.dsebd.org/recent_market_information.php)

d/treasurybondsoutstanding.pdf)