SECTOR

Textiles

Fuel & Power

Pharmaceuticals & Chemicals

Engineering

Finance
Ceramics
COMPANY NAME DSE Code WEIGHT
Dulamia Cotton Spinning Mills Ltd. DULAMIACOT 0.091
Bangladesh Export Import Company Ltd. BEXIMCO 0.091
United Power Generation & Distribution Company Ltd. UPGDCL 0.091
Orion Infusions Ltd. ORIONINFU 0.091
Marico Bangladesh Ltd MARICO 0.091
Square Pharmaceuticals Ltd. SQURPHARMA 0.091
Western Marine Shipyard Ltd WMSHIPYARD 0.091
Renwick Jajneswar & Co. (Bd) Ltd RENWICJA 0.091
BD. Thai Aluminium Ltd. BDTHAI 0.091
GSP Finance Company (Bangladesh) Ltd GSPFINANCE 0.091
RAK Ceramics (Bangladesh) Ltd RAKCERAMIC 0.091
AVG. RETURN STDV Weighted Return PORTFOLIO RETURN PORTFOLIO STDV
1.58% 14.25% 0.14%
-0.22% 11.34% -0.02%
7.09% 16.35% 0.64%
2.20% 10.16% 0.20%
2.49% 4.43% 0.23%
-1.14% 3.99% -0.10% 1.43% 4.34%
1.17% 7.84% 0.11%
7.01% 15.85% 0.64%
-2.47% 7.06% -0.22%
-0.44% 13.93% -0.04%
-1.57% 6.55% -0.14%
SHARPE RATIO

-1.4761816138
 MONTHLY CLOSING PRICE
COMPANY NAME DSE Code 1 2
Dulamia Cotton Spinning Mills Ltd. DULAMIACOT 44 45
Bangladesh Export Import Company Ltd. BEXIMCO 24.3 31.6
United Power Generation & Distribution CompaUPGDCL 155.1 201.8
Orion Infusions Ltd. ORIONINFU 52.9 50
Marico Bangladesh Ltd MARICO 1214.6 1215
Square Pharmaceuticals Ltd. SQURPHARMA 310 306.9
Singer Bangladesh Ltd SINGERBD 179.1 172.1
Renwick Jajneswar & Co. (Bd) Ltd RENWICJA 562.8 606.9
BD. Thai Aluminium Ltd. BDTHAI 25.7 24
GSP Finance Company (Bangladesh) Ltd GSPFINANCE 19 19
RAK Ceramics (Bangladesh) Ltd RAKCERAMIC 47.6 46.1
HLY CLOSING PRICE
3 4 5 6 7 8 9 10 11 12
38.4 30.2 24.6 20.9 25.5 30.6 32.9 33.4 34 39.4
27.3 26.2 25.3 26.4 23.9 24.6 21.9 23.5 25.3 23.6
214.3 249.6 341 353.5 336.5 319.3 289.3 290.7 391.3 407.7
49.2 58.7 58.3 54.6 49.4 46.6 54.6 52.6 63.6 59.7
1184.4 1160 1144.9 1133 1181.4 1189.9 1213.9 1200.2 1238.1 1310.1
282.2 293.1 267.6 277.4 272.7 267.2 263.6 254.2 263.3 273.8
166.2 181.6 198.2 201.6 210.9 216.4 215.1 221.2 235.9 241.1
586.5 851.1 999.5 851.4 808.4 734 788.1 870.7 1197 1465
25 24.1 22.7 25.3 24 22 22.5 21.7 21 20.6
16.8 17.6 17.5 23.9 19.9 20.2 19.6 20.4 24 20.3
44.8 43 42.9 42.1 40.9 37.6 38.7 39 42.4 41.7

COV MATRIX
DULAMIACBEXIMCO UPGDCL ORIONINFMARICO SQURPHA
DULAMIAC0.019101 -0.00155 -0.00976 -0.00489 0.003476 0.000135
BEXIMCO -0.00155 0.012104 0.006268 -0.00073 -0.00118 0.001139
UPGDCL -0.00976 0.006268 0.025161 0.003847 -0.0006 0.000322
ORIONINF -0.00489 -0.00073 0.003847 0.009715 0.000157 0.000927
MARICO 0.003476 -0.00118 -0.0006 0.000157 0.001846 0.000252
SQURPHA 0.000135 0.001139 0.000322 0.000927 0.000252 0.001497
SINGERBD -0.00409 -0.00142 0.005392 0.002883 -0.00018 0.000476
RENWICJA -0.00535 0.001394 0.01164 0.008609 -0.00088 0.001936
BDTHAI -0.00403 0.001612 0.000364 0.000524 -0.00087 0.00083
GSPFINAN -0.00791 0.006493 0.008624 0.002396 -0.0017 0.002072
RAKCERAM-0.00329 0.002255 0.003603 0.003347 -0.00021 0.000734

Portfolio 0.001887
Variance

Portfolio
STDV 4.34%
 Monthly Returns
13 14 15 16 17 18
49.6 50.9 47.3 45.4 49.9 49 0.0227272727 -0.14667 -0.21354
22.5 22.9 23 22.4 18.5 21.2 0.3004115226 -0.13608 -0.04029
410.1 295 343.8 375.1 380.7 410.8 0.3010960671 0.061943 0.164722
53.9 53.8 56.8 57.4 63.1 71 -0.0548204159 -0.016 0.193089
1436.8 1408.9 1418 1517.5 1697.4 1818 0.0003293265 -0.02519 -0.0206
266.9 259.9 254.8 264.3 250.9 251.6 -0.01 -0.08048 0.038625
193.8 169.9 178.6 193.2 211.4 207.3 -0.0390843104 -0.03428 0.092659
1506.4 1552.1 1502.1 1495.9 1462.7 1514.3 0.078358209 -0.03361 0.451151
19.3 18 18.2 17.9 14.6 16.1 -0.0661478599 0.041667 -0.036
20 16.5 18.4 17.5 14.6 15.2 0 -0.11579 0.047619
35.1 32.8 32.9 33.8 31.1 35.1 -0.031512605 -0.0282 -0.04018

SINGERBDRENWICJABDTHAI GSPFINANRAKCERAMIC Weights

-0.00409 -0.00535 -0.00403 -0.00791 -0.00329 0.0909090909
-0.00142 0.001394 0.001612 0.006493 0.002255 0.0909090909
0.005392 0.01164 0.000364 0.008624 0.003603 0.0909090909
0.002883 0.008609 0.000524 0.002396 0.003347 0.0909090909
-0.00018 -0.00088 -0.00087 -0.0017 -0.00021 0.0909090909
0.000476 0.001936 0.00083 0.002072 0.000734 0.0909090909
0.005789 0.003113 -0.00049 0.001607 0.002037 0.0909090909
0.003113 0.023653 -0.00147 0.000714 0.002464 0.0909090909
-0.00049 -0.00147 0.00469 0.005051 0.002456 0.0909090909
0.001607 0.000714 0.005051 0.018263 0.002685 0.0909090909
0.002037 0.002464 0.002456 0.002685 0.004041 0.0909090909
-0.18543 -0.15041 0.220096 0.2 0.075163 0.015198 0.017964 0.158824 0.258883 0.02621
-0.03435 0.043478 -0.0947 0.029289 -0.10976 0.073059 0.076596 -0.06719 -0.04661 0.017778
0.366186 0.036657 -0.04809 -0.05111 -0.09396 0.004839 0.346061 0.041912 0.005887 -0.28066
-0.00681 -0.06346 -0.09524 -0.05668 0.171674 -0.03663 0.209125 -0.06132 -0.09715 -0.00186
-0.01302 -0.01039 0.042718 0.007195 0.02017 -0.01129 0.031578 0.058154 0.09671 -0.01942
-0.087 0.036622 -0.01694 -0.02017 -0.01347 -0.03566 0.035799 0.039878 -0.0252 -0.02623
0.09141 0.017154 0.046131 0.026079 -0.00601 0.028359 0.066456 0.022043 -0.19618 -0.12332
0.174363 -0.14817 -0.05051 -0.09203 0.073706 0.104809 0.374756 0.223893 0.028259 0.030337
-0.05809 0.114537 -0.05138 -0.08333 0.022727 -0.03556 -0.03226 -0.01905 -0.06311 -0.06736
-0.00568 0.365714 -0.16736 0.015075 -0.0297 0.040816 0.176471 -0.15417 -0.01478 -0.175
-0.00233 -0.01865 -0.0285 -0.08068 0.029255 0.007752 0.087179 -0.01651 -0.15827 -0.06553
 Average Monthly Return
-0.07073 -0.04017 0.099119 -0.01804 1.58% 14.25%
0.004367 -0.02609 -0.17411 0.145946 -0.22% 11.34%
0.165424 0.091041 0.014929 0.079065 7.09% 16.35%
0.055762 0.010563 0.099303 0.125198 2.20% 10.16%
0.006459 0.070169 0.11855 0.07105 2.49% 4.43%
-0.01962 0.037284 -0.0507 0.00279 -1.14% 3.99%
0.051207 0.081747 0.094203 -0.01939 1.17% 7.84%
-0.03221 -0.00413 -0.02219 0.035277 7.01% 15.85%
0.011111 -0.01648 -0.18436 0.10274 -2.47% 7.06%
0.115152 -0.04891 -0.16571 0.041096 -0.44% 13.93%
0.003049 0.027356 -0.07988 0.128617 -1.57% 6.55%