Documentation

Name Amal Shaju

Date Thursday, October 29, 2020

To find the Mean , Variance, Standadrd

Purpose deviation and Covariance of a portfolio
Portfolio Management
Prices Returns

Future Shoppers Stop Future

Month Enterprises Ltd. Ltd. Enterprises Ltd.
Mar-12 153.05 388.7
Apr-12 187.7 355.25 0.20
May-12 150.45 320.8 -0.22
Jun-12 181.9 339.6 0.19
Jul-12 164.9 357.95 -0.10
Aug-12 138.55 346.5 -0.17
Sep-12 214 400.3 0.43
Oct-12 179.45 441 -0.18
Nov-12 210.7 429.95 0.16
Dec-12 257.3 466.3 0.20
Jan-13 248.2 441.4 -0.04
Feb-13 176.2 416.65 -0.34
Mar-13 149.7 401.25 -0.16
Apr-13 146.1 372.9 -0.02
May-13 136.05 375 -0.07
Jun-13 90.45 390.5 -0.41
Jul-13 81.7 350.95 -0.10
Aug-13 68.65 345.25 -0.17
Sep-13 70.8 360.15 0.03
Oct-13 75.8 346.2 0.07
Nov-13 72.2 329.75 -0.05
Dec-13 77.65 429.95 0.07
Jan-14 82.5 386.3 0.06
Feb-14 80.9 383.7 -0.02
Mar-14 82.25 384.25 0.02
Apr-14 131.65 367.05 0.47
May-14 123.2 396.5 -0.07
Jun-14 134.55 399.55 0.09
Jul-14 125.05 392.85 -0.07
Aug-14 123.05 453.1 -0.02
Sep-14 117 553.2 -0.05
Oct-14 115.45 537.65 -0.01
Nov-14 83.6 481.15 -0.32
Dec-14 105 496.2 0.23
Jan-15 117.7 464.05 0.11
Feb-15 113.9 468.4 -0.03
Mar-15 98.6 411 -0.14
Apr-15 115.7 352.75 0.16
May-15 121.9 405.2 0.05
Jun-15 102.8 398.55 -0.17
Jul-15 121.6 403.95 0.17
Aug-15 114.65 386.25 -0.06
Sep-15 121.8 377.1 0.06
Oct-15 118.75 389.3 -0.03
Nov-15 167.3 395.25 0.34
Dec-15 149.05 405.6 -0.12
Jan-16 140.7 397.15 -0.06
Feb-16 122 342.75 -0.14
Mar-16 128.5 363.25 0.05
Apr-16 144.6 385 0.12
May-16 26.45 351 -1.70
Jun-16 24.9 380.95 -0.06
Jul-16 22.05 376.3 -0.12
Aug-16 17.35 390.55 -0.24
Sep-16 16.15 367.15 -0.07
Oct-16 17.1 372.55 0.06
Nov-16 16.45 295.05 -0.04
Dec-16 16.7 289.15 0.02
Jan-17 22.05 288.55 0.28
Feb-17 28 327.7 0.24
Mar-17 30.25 365.15 0.08

Future
Enterprises Ltd.
Monthly mean -2.70%
Monthly variance 7.66%
Monthly standard deviation 27.67%

Annual mean -32.43%

Annual variance 91.87%
Annual standard deviation 95.85%

Covariance 0.58%
Returns Return Minus Mean

Shoppers Stop Shoppers Stop

Ltd. Future Enterprises Ltd. Ltd.

-0.09 23.11% -8.89%

-0.10 -19.42% -10.10%
0.06 21.68% 5.80%
0.05 -7.11% 5.37%
-0.03 -14.71% -3.15%
0.14 46.18% 14.54%
0.10 -14.91% 9.79%
-0.03 18.76% -2.43%
0.08 22.68% 8.22%
-0.05 -0.90% -5.38%
-0.06 -31.56% -5.67%
-0.04 -13.60% -3.66%
-0.07 0.27% -7.22%
0.01 -4.42% 0.67%
0.04 -38.12% 4.15%
-0.11 -7.47% -10.57%
-0.02 -14.70% -1.53%
0.04 5.79% 4.33%
-0.04 9.53% -3.85%
-0.05 -2.16% -4.76%
0.27 9.98% 26.64%
-0.11 8.76% -10.60%
-0.01 0.74% -0.57%
0.00 4.36% 0.25%
-0.05 49.74% -4.48%
0.08 -3.93% 7.82%
0.01 11.51% 0.87%
-0.02 -4.62% -1.59%
0.14 1.09% 14.37%
0.20 -2.34% 20.06%
-0.03 1.37% -2.75%
-0.11 -29.58% -11.00%
0.03 25.49% 3.18%
-0.07 14.12% -6.59%
0.01 -0.58% 1.04%
-0.13 -11.72% -12.97%
-0.15 18.70% -15.18%
 0.14 7.92% 13.97%
-0.02 -14.34% -1.55%
0.01 19.50% 1.45%
-0.04 -3.18% -4.38%
-0.02 8.75% -2.29%
0.03 0.17% 3.29%
0.02 36.98% 1.62%
0.03 -8.85% 2.69%
-0.02 -3.06% -2.00%
-0.15 -11.56% -14.63%
0.06 7.89% 5.91%
0.06 14.51% 5.92%
-0.09 -167.17% -9.14%
0.08 -3.34% 8.29%
-0.01 -9.45% -1.12%
0.04 -21.27% 3.82%
-0.06 -4.47% -6.07%
0.01 8.42% 1.56%
-0.23 -1.17% -23.22%
-0.02 4.21% -1.92%
0.00 30.49% -0.10%
0.13 26.59% 12.83%
0.11 10.43% 10.93%

Shoppers Stop
Ltd.
-0.10%
0.77%
8.77%

-1.25%
9.23%
30.38%