SMB HML WML Rm Rf Rm-Rf

Feb-10 -2.518067 0.464687 3.944134 -0.909741 0.32012 -1.226152

Mar-10 -0.590918 3.067862 1.339866 4.151626 0.354079 3.78477
Apr-10 5.81863 3.17995 2.632766 1.802041 0.329093 1.468366
May-10 0.731371 -6.026777 -2.477164 -3.553922 0.349554 -3.890458
Jun-10 2.776707 -2.782384 -1.579905 4.801866 0.451443 4.331758
Jul-10 -0.050476 4.291708 5.291662 1.894286 0.468867 1.419048
Aug-10 -0.857825 3.566583 4.135324 0.825297 0.519871 0.303886
Sep-10 -3.199661 2.540658 -0.292233 8.342279 0.50017 7.804987
Oct-10 0.21193 5.664127 3.371388 0.342976 0.531697 -0.187832
Nov-10 3.515711 -9.723877 5.411618 -5.191537 0.55558 -5.716871
Dec-10 -3.24777 1.414943 -6.112677 3.137714 0.605975 2.517189
Jan-11 -1.015187 -1.916858 4.811069 -9.904707 0.554666 -10.40443
Feb-11 4.786433 -12.01116 2.758661 -3.982289 0.555292 -4.513802
Mar-11 -6.881498 6.515356 1.311319 7.765196 0.613782 7.109814
Apr-11 7.011517 0.781438 0.818988 0.918667 0.508674 0.40801
May-11 -1.224513 -0.529356 4.311852 -2.688592 0.675014 -3.342008
Jun-11 -0.464024 -2.770113 4.70739 0.181039 0.696798 -0.512389
Jul-11 3.972412 1.515061 3.914743 -1.543754 0.661537 -2.191504
Aug-11 2.437588 -7.392023 10.50976 -8.440964 0.677075 -9.059552
Sep-11 3.998525 -2.341259 -1.08369 -1.686323 0.680305 -2.351443
Oct-11 -1.271583 -1.258956 -1.142845 4.764344 0.622945 4.1171
Nov-11 -2.127672 -0.750513 9.542947 -9.111123 0.677296 -9.725746
Dec-11 -0.94421 -2.322599 7.527902 -5.769827 0.693073 -6.420487
Jan-12 -0.063897 5.675034 -20.23911 13.26887 0.726507 12.45619
Feb-12 0.292587 -0.354905 -2.1813 4.882647 0.683875 4.17163
Mar-12 -0.238624 -2.127828 9.078766 -2.2099 0.763063 -2.951498
Apr-12 3.24027 -0.388371 2.91764 -0.574931 0.665476 -1.232588
May-12 -0.400209 -1.891103 7.039255 -5.83908 0.713493 -6.508215
Jun-12 -1.876121 -1.245045 -3.521336 5.969352 0.670386 5.265366
Jul-12 1.029268 1.088626 4.706754 -1.100915 0.698493 -1.787504
Aug-12 2.416033 -1.384628 7.421672 0.282084 0.666568 -0.382066
Sep-12 -0.827523 0.638692 -8.70089 7.782251 0.628739 7.111099
Oct-12 4.763866 -2.709043 4.062854 -1.392045 0.656135 -2.035465
Nov-12 -4.982903 9.299098 -5.095376 4.125858 0.629626 3.475454
Dec-12 -0.961588 0.628728 0.098107 1.706078 0.630795 1.068874
Jan-13 -4.25993 -2.811517 -1.246044 1.418019 0.71387 0.699369
Feb-13 0.321718 -9.540147 8.610915 -6.940946 0.616495 -7.513383
Mar-13 -1.011473 -5.651188 11.48366 -2.234393 0.592932 -2.811537
Apr-13 -10.13196 16.64444 -1.993392 3.941114 0.605142 3.316893
May-13 -2.717161 -2.16613 6.816305 0.637386 0.65894 -0.021425
Jun-13 -3.476523 2.122001 18.12652 -4.024192 0.573615 -4.572882
Jul-13 -4.596747 4.890408 9.182156 -2.323269 0.731491 -3.034055
Aug-13 1.753324 -3.157724 -10.04196 -3.650154 0.856405 -4.470274
Sep-13 -3.474565 3.924022 -1.418508 5.479295 0.822767 4.62057
Oct-13 -0.888722 1.152414 -4.557696 7.875766 0.729808 7.096748
Nov-13 3.861246 4.807866 -3.270747 -0.536574 0.675913 -1.204731
Dec-13 3.614545 5.251351 -1.809701 3.530959 0.705232 2.806862
Jan-14 1.455423 -6.695629 9.686061 -3.947494 0.773278 -4.686099
Feb-14 1.100663 -3.491666 4.502143 2.174806 0.660187 1.505207
Mar-14 -1.916128 3.402713 -9.646012 7.925169 0.738344 7.136698
Apr-14 6.764591 9.865588 -4.030764 1.040994 0.614854 0.423667
May-14 2.015131 12.61494 -15.86127 12.31308 0.709158 11.52628
Jun-14 7.734367 7.866372 3.171084 7.351133 0.692562 6.614981
Jul-14 -0.558278 -9.238427 -2.243841 0.003529 0.726316 -0.717842
Aug-14 2.557881 -4.760476 2.020013 2.661645 0.632181 2.017372
Sep-14 8.197548 1.782419 3.785295 1.386229 0.727578 0.654078
Oct-14 -1.935105 0.444679 4.384077 3.383548 0.58742 2.780684
Nov-14 -0.634384 -0.490855 5.419942 2.67839 0.576328 2.090684
Dec-14 0.836836 -3.025091 2.099001 -1.490917 0.702911 -2.179205
Jan-15 -1.017132 -0.033621 4.712961 5.077839 0.673395 4.376395
Feb-15 0.80147 -2.760065 -0.133467 1.045101 0.639769 0.402868
Mar-15 2.675 -8.199243 5.016045 -2.861378 0.671909 -3.510824
Apr-15 1.323393 4.044676 -1.362265 -2.598459 0.580249 -3.161306
May-15 0.480166 -4.937278 3.383494 3.409817 0.612949 2.780651
Jun-15 4.85337 -8.006895 1.709965 -1.058528 0.655885 -1.703791
Jul-15 9.665848 2.731398 8.821012 3.415833 0.670114 2.728233
Aug-15 3.692781 -9.659184 3.903029 -6.27303 0.6018 -6.835698
Sep-15 0.870593 2.056705 2.292597 -0.45795 0.5756 -1.027966
Oct-15 2.490032 4.292846 -5.552972 1.744591 0.548147 1.190236
Nov-15 4.52833 2.908404 -0.33183 -0.444825 0.524318 -0.964362
Dec-15 2.490131 1.242924 3.037503 1.235252 0.613066 0.618563
Jan-16 1.012515 -7.041389 3.363576 -6.17943 0.505067 -6.653128
Feb-16 -7.397765 -4.99048 -2.641291 -8.164892 0.426453 -8.55631
Mar-16 -3.347684 5.073619 -0.99486 10.65474 0.506116 10.09902
Apr-16 3.842418 2.979221 0.641026 2.375185 0.483023 1.88354
May-16 1.471036 -4.844045 0.913191 2.06819 0.584424 1.475526
Jun-16 4.471724 5.165716 -0.941741 3.691572 0.580549 3.093879
Jul-16 -1.894803 0.691989 2.401027 5.473835 0.512275 4.937557
Aug-16 -2.644484 -1.86211 1.091444 1.996024 0.560701 1.427675
Sep-16 2.665665 -1.105138 -1.242412 -0.764189 0.507787 -1.26589
Oct-16 6.173879 5.115222 4.018926 2.818285 0.472279 2.335563
Nov-16 -7.554666 3.982165 -1.012915 -5.33454 0.501856 -5.808735
Dec-16 2.188848 -4.680932 -0.484355 -1.636848 0.52181 -2.147963
Jan-17 -0.417173 7.120611 1.624819 5.893556 0.510167 5.357383
Feb-17 -0.040283 2.272239 -1.425593 4.689539 0.45568 4.215685
Mar-17 0.239737 0.616071 3.10739 3.65885 0.509907 3.133687
Apr-17 3.615429 4.67873 5.125952 3.110115 0.419616 2.679883
May-17 -1.64244 -7.280845 3.129849 0.483164 0.535225 -0.051812
Jun-17 3.319165 -1.543921 2.314739 -0.000948 0.512891 -0.511344
Jul-17 -1.53102 5.381231 1.878243 5.422724 0.507743 4.891359
Aug-17 -1.176615 -1.235068 9.209965 -0.38608 0.501838 -0.883716
Sep-17 3.14904 -2.104177 -0.683895 -0.917083 0.498656 -1.409063
Oct-17 -3.8722 14.00713 3.3612 7.640565 0.474212 7.134268
Nov-17 5.256667 -3.837778 1.511661 0.35722 0.52341 -0.165373
Dec-17 2.798948 1.95275 -2.38139 3.92592 0.479514 3.430784
Jan-18 -4.148123 -2.439582 0.624638 0.818899 0.540104 0.277349
Feb-18 1.682452 -9.837362 1.189937 -3.694425 0.471071 -4.146996
Mar-18 -3.275995 -7.887064 3.435437 -4.24488 0.465774 -4.689935
Apr-18 1.212931 -1.748095 6.916328 6.79898 0.500323 6.268827
May-18 -4.62409 -3.525071 5.089653 -2.622046 0.539234 -3.145077
Jun-18 -6.090944 -3.566625 1.979908 -2.50704 0.529407 -3.021213
Jul-18 -1.731056 -0.975632 0.368098 5.540432 0.559189 4.954825
Aug-18 -1.414611 0.789122 2.465074 3.809283 0.550567 3.24173
Sep-18 -4.253012 -10.87864 8.467641 -9.315389 0.485245 -9.755837
Oct-18 0.287941 10.71595 -4.139316 -4.079893 0.570849 -4.625649
Nov-18 0.92168 -4.387132 3.876454 3.214088 0.534237 2.66632
Dec-18 -0.906962 4.948278 -4.98947 1.205244 0.51925 0.682608
Jan-19 -3.99995 -2.280649 5.759911 -2.682006 0.592791 -3.256334
Feb-19 -2.779448 -3.719612 -1.043315 -0.397484 0.502953 -0.896174
Mar-19 -1.271256 6.007789 -3.918078 7.410463 0.469786 6.909976
Apr-19 -0.283542 -5.113293 5.926752 0.124954 0.465023 -0.338588
May-19 -0.013202 -1.461809 12.35496 1.109128 0.547326 0.558833
Jun-19 -6.109086 1.037065 12.90811 -1.570547 0.445302 -2.007381
Jul-19 -3.00438 -6.936675 7.659276 -6.760363 0.524943 -7.248859
Aug-19 0.534214 -4.763361 8.678124 -0.285534 0.429547 -0.71221
Sep-19 3.571912 -7.878413 4.201514 4.291048 0.396424 3.880013
Oct-19 -4.433875 -3.866972 -5.963407 4.692373 0.404875 4.271045
Nov-19 -2.334562 0.012786 -7.226742 0.255699 0.393417 -0.13721
Dec-19 -1.031962 -4.163211 5.059692 0.225183 0.409071 -0.183171
 Rm-Rf SMB HML WML SUMMARY OUTPUT
Feb-10 -1.226152 -2.518067 0.464687 3.94413414
Mar-10 3.78477 -0.590918 3.067862 1.33986595 Regression Statistics
Apr-10 1.468366 5.81863 3.17995 2.6327664 Multiple R 0.691452188942
May-10 -3.890458 0.731371 -6.026777 -2.4771638 R Square 0.478106129592
Jun-10 4.331758 2.776707 -2.782384 -1.579905 Adjusted R 0.459794063964
Jul-10 1.419048 -0.050476 4.291708 5.29166189 Standard E 5.40621917313
Aug-10 0.303886 -0.857825 3.566583 4.13532388 Observatio 119
Sep-10 7.804987 -3.199661 2.540658 -0.2922329
Oct-10 -0.187832 0.21193 5.664127 3.37138795 ANOVA
Nov-10 -5.716871 3.515711 -9.723877 5.41161824 df
Dec-10 2.517189 -3.24777 1.414943 -6.1126765 Regression 4
Jan-11 -10.40443 -1.015187 -1.916858 4.8110695 Residual 114
Feb-11 -4.513802 4.786433 -12.01116 2.75866143 Total 118
Mar-11 7.109814 -6.881498 6.515356 1.31131853
Apr-11 0.40801 7.011517 0.781438 0.81898814 Coefficients
May-11 -3.342008 -1.224513 -0.529356 4.31185233 Intercept -0.677944188798
Jun-11 -0.512389 -0.464024 -2.770113 4.70738994 X Variable 1.283580293914
Jul-11 -2.191504 3.972412 1.515061 3.91474328 X Variable -0.241615301817
Aug-11 -9.059552 2.437588 -7.392023 10.5097634 X Variable -0.094621954737
Sep-11 -2.351443 3.998525 -2.341259 -1.0836897 X Variable 0.21053568807
Oct-11 4.1171 -1.271583 -1.258956 -1.1428447
Nov-11 -9.725746 -2.127672 -0.750513 9.54294679
Dec-11 -6.420487 -0.94421 -2.322599 7.52790155
Jan-12 12.45619 -0.063897 5.675034 -20.239107
Feb-12 4.17163 0.292587 -0.354905 -2.1813001
Mar-12 -2.951498 -0.238624 -2.127828 9.07876615
Apr-12 -1.232588 3.24027 -0.388371 2.91764026
May-12 -6.508215 -0.400209 -1.891103 7.03925495
Jun-12 5.265366 -1.876121 -1.245045 -3.5213364
Jul-12 -1.787504 1.029268 1.088626 4.70675441
Aug-12 -0.382066 2.416033 -1.384628 7.42167169
Sep-12 7.111099 -0.827523 0.638692 -8.7008896
Oct-12 -2.035465 4.763866 -2.709043 4.06285441
Nov-12 3.475454 -4.982903 9.299098 -5.0953762
Dec-12 1.068874 -0.961588 0.628728 0.09810732
Jan-13 0.699369 -4.25993 -2.811517 -1.2460439
Feb-13 -7.513383 0.321718 -9.540147 8.61091516
Mar-13 -2.811537 -1.011473 -5.651188 11.483662
Apr-13 3.316893 -10.13196 16.64444 -1.9933916
May-13 -0.021425 -2.717161 -2.16613 6.81630493
Jun-13 -4.572882 -3.476523 2.122001 18.1265209
Jul-13 -3.034055 -4.596747 4.890408 9.18215581
Aug-13 -4.470274 1.753324 -3.157724 -10.041957
Sep-13 4.62057 -3.474565 3.924022 -1.41850814
Oct-13 7.096748 -0.888722 1.152414 -4.5576961
Nov-13 -1.204731 3.861246 4.807866 -3.27074686
Dec-13 2.806862 3.614545 5.251351 -1.809701
Jan-14 -4.686099 1.455423 -6.695629 9.68606138
Feb-14 1.505207 1.100663 -3.491666 4.50214293
Mar-14 7.136698 -1.916128 3.402713 -9.6460121
Apr-14 0.423667 6.764591 9.865588 -4.0307645
May-14 11.52628 2.015131 12.61494 -15.861272
Jun-14 6.614981 7.734367 7.866372 3.17108387
Jul-14 -0.717842 -0.558278 -9.238427 -2.2438408
Aug-14 2.017372 2.557881 -4.760476 2.02001326
Sep-14 0.654078 8.197548 1.782419 3.78529465
Oct-14 2.780684 -1.935105 0.444679 4.3840766
Nov-14 2.090684 -0.634384 -0.490855 5.4199418
Dec-14 -2.179205 0.836836 -3.025091 2.09900082
Jan-15 4.376395 -1.017132 -0.033621 4.71296084
Feb-15 0.402868 0.80147 -2.760065 -0.1334668
Mar-15 -3.510824 2.675 -8.199243 5.01604491
Apr-15 -3.161306 1.323393 4.044676 -1.362265
May-15 2.780651 0.480166 -4.937278 3.38349351
Jun-15 -1.703791 4.85337 -8.006895 1.70996469
Jul-15 2.728233 9.665848 2.731398 8.82101234
Aug-15 -6.835698 3.692781 -9.659184 3.90302873
Sep-15 -1.027966 0.870593 2.056705 2.29259651
Oct-15 1.190236 2.490032 4.292846 -5.55297213
Nov-15 -0.964362 4.52833 2.908404 -0.3318302
Dec-15 0.618563 2.490131 1.242924 3.03750335
Jan-16 -6.653128 1.012515 -7.041389 3.36357641
Feb-16 -8.55631 -7.397765 -4.99048 -2.6412909
Mar-16 10.09902 -3.347684 5.073619 -0.9948603
Apr-16 1.88354 3.842418 2.979221 0.64102568
May-16 1.475526 1.471036 -4.844045 0.91319065
Jun-16 3.093879 4.471724 5.165716 -0.9417407
Jul-16 4.937557 -1.894803 0.691989 2.40102731
Aug-16 1.427675 -2.644484 -1.86211 1.09144445
Sep-16 -1.26589 2.665665 -1.105138 -1.2424118
Oct-16 2.335563 6.173879 5.115222 4.01892644
Nov-16 -5.808735 -7.554666 3.982165 -1.0129146
Dec-16 -2.147963 2.188848 -4.680932 -0.4843555
Jan-17 5.357383 -0.417173 7.120611 1.62481859
Feb-17 4.215685 -0.040283 2.272239 -1.425593
Mar-17 3.133687 0.239737 0.616071 3.10738958
Apr-17 2.679883 3.615429 4.67873 5.12595171
May-17 -0.051812 -1.64244 -7.280845 3.1298492
Jun-17 -0.511344 3.319165 -1.543921 2.31473947
Jul-17 4.891359 -1.53102 5.381231 1.87824335
Aug-17 -0.883716 -1.176615 -1.235068 9.2099646
Sep-17 -1.409063 3.14904 -2.104177 -0.6838953
Oct-17 7.134268 -3.8722 14.00713 3.36119991
Nov-17 -0.165373 5.256667 -3.837778 1.51166091
Dec-17 3.430784 2.798948 1.95275 -2.3813903
Jan-18 0.277349 -4.148123 -2.439582 0.62463791
Feb-18 -4.146996 1.682452 -9.837362 1.18993701
Mar-18 -4.689935 -3.275995 -7.887064 3.43543695
Apr-18 6.268827 1.212931 -1.748095 6.91632751
May-18 -3.145077 -4.62409 -3.525071 5.0896529
Jun-18 -3.021213 -6.090944 -3.566625 1.97990823
Jul-18 4.954825 -1.731056 -0.975632 0.36809783
Aug-18 3.24173 -1.414611 0.789122 2.46507408
Sep-18 -9.755837 -4.253012 -10.87864 8.46764138
Oct-18 -4.625649 0.287941 10.71595 -4.1393159
Nov-18 2.66632 0.92168 -4.387132 3.87645384
Dec-18 0.682608 -0.906962 4.948278 -4.9894704
Jan-19 -3.256334 -3.99995 -2.280649 5.7599108
Feb-19 -0.896174 -2.779448 -3.719612 -1.04331455
Mar-19 6.909976 -1.271256 6.007789 -3.9180777
Apr-19 -0.338588 -0.283542 -5.113293 5.9267524
May-19 0.558833 -0.013202 -1.461809 12.3549641
Jun-19 -2.007381 -6.109086 1.037065 12.9081105
Jul-19 -7.248859 -3.00438 -6.936675 7.65927595
Aug-19 -0.71221 0.534214 -4.763361 8.67812399
Sep-19 3.880013 3.571912 -7.878413 4.20151393
Oct-19 4.271045 -4.433875 -3.866972 -5.9634068
Nov-19 -0.13721 -2.334562 0.012786 -7.2267415
Dec-19 -0.183171 -1.031962 -4.163211 5.05969229
 SS MS F Significance F
3052.35 763.0874 26.1088 2.255E-15
3331.901 29.22721
6384.251

Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%

Upper 95.0%
0.539155 -1.257419 0.211172 -1.746007 0.390119 -1.746007 0.390119
0.143902 8.919838 9.016E-15 0.998512 1.568649 0.998512 1.568649
0.143635 -1.682151 0.095277 -0.526155 0.042924 -0.526155 0.042924
0.113591 -0.833005 0.406584 -0.319645 0.130401 -0.319645 0.130401
0.10498 2.005493 0.047279 0.002572 0.418499 0.002572 0.418499
 ACC.NS HINDUNILVINFY.NS TCS.NS MARUTI.N HDFCBANKTATASTEELNESTLEIND^NSEI
Jan-10 700 200 125 273 1268 128 417 2192 4882
Feb-10 741 195 131 284 1333 134 421 2274 4922
Mar-10 764 198 132 291 1294 152 463 2312 5249
Apr-10 737 185 138 286 1168 157 454 2392 5278
May-10 666 196 134 277 1129 149 367 2511 5086
Jun-10 715 221 148 280 1300 151 356 2511 5313
Jul-10 676 208 148 317 1094 179 394 2634 5368
Aug-10 717 222 144 320 1148 179 390 2685 5402
Sep-10 815 259 162 351 1322 209 486 2950 6030
Oct-10 812 247 158 399 1423 192 439 3039 6018
Nov-10 810 254 166 408 1304 192 436 3162 5863
Dec-10 886 265 188 443 1304 197 507 3351 6135
Jan-11 817 230 170 441 1149 172 477 2924 5506
Feb-11 799 239 163 424 1108 173 453 3118 5333
Mar-11 885 243 177 452 1158 197 464 3248 5834
Apr-11 928 242 158 445 1209 193 460 3509 5750
May-11 857 258 152 442 1128 202 439 3588 5473
Jun-11 793 291 168 452 1064 211 455 3631 5647
Jul-11 844 274 160 440 1107 220 420 3854 5482
Aug-11 837 274 135 406 1001 213 357 3879 5001
Sep-11 927 291 146 404 1000 211 316 3758 4943
Oct-11 1008 294 166 434 1039 221 368 3751 5327
Nov-11 965 340 158 436 898 200 293 3732 4832
Dec-11 959 352 167 454 848 193 255 3619 4624
Jan-12 1006 327 166 443 1096 222 343 3768 5199
Feb-12 1102 328 174 481 1159 233 360 3926 5385
Mar-12 1147 332 173 460 1247 235 359 4119 5296
Apr-12 1057 361 149 490 1267 245 353 4170 5248
May-12 975 370 147 490 1016 228 307 4019 4924
Jun-12 1083 393 164 503 1080 254 336 4049 5279
Jul-12 1131 404 146 496 1048 270 316 3995 5229
Aug-12 1118 449 154 538 1056 273 284 4135 5259
Sep-12 1267 476 166 519 1255 289 315 3943 5703
Oct-12 1188 481 154 527 1336 291 308 4210 5620
Nov-12 1192 461 168 529 1369 323 303 4270 5880
Dec-12 1234 461 160 505 1385 311 336 4471 5905
Jan-13 1140 416 192 541 1470 295 318 4266 6035
Feb-13 1096 389 200 613 1258 287 268 4281 5693
Mar-13 999 410 199 637 1190 287 245 4136 5683
Apr-13 1080 414 154 557 1551 313 238 4491 5930
May-13 1068 516 166 606 1492 321 229 4780 5986
Jun-13 1071 514 189 614 1429 307 215 4376 5842
Jul-13 1028 538 225 747 1232 284 169 4772 5742
Aug-13 852 560 235 840 1155 277 222 4429 5472
Sep-13 983 557 228 797 1270 277 220 4721 5735
Oct-13 1003 541 251 873 1529 317 271 5063 6299
Nov-13 970 533 267 832 1567 308 325 4654 6176
Dec-13 980 511 277 901 1649 310 344 4800 6304
Jan-14 894 511 295 930 1529 293 289 4580 6090
Feb-14 977 492 304 948 1485 312 279 4414 6277
Mar-14 1237 542 261 888 1843 349 319 4563 6704
Apr-14 1143 508 253 912 1797 336 325 4339 6696
May-14 1182 540 234 892 2123 370 385 4514 7230
Jun-14 1299 567 291 1010 2280 383 428 4509 7611
Jul-14 1234 575 301 1095 2359 396 449 4691 7721
Aug-14 1334 673 321 1075 2602 400 425 5514 7954
Sep-14 1251 676 335 1166 2875 414 380 5459 7965
Oct-14 1340 688 362 1111 3133 432 406 5741 8322
Nov-14 1318 718 415 1131 3141 454 392 5692 8588
Dec-14 1251 694 375 1095 3126 451 331 5858 8283
Jan-15 1394 852 407 1062 3424 511 323 6534 8809
Feb-15 1495 811 431 1144 3383 500 290 6450 8845
Mar-15 1396 798 422 1097 3471 485 262 6382 8491
Apr-15 1296 777 369 1058 3497 469 298 6038 8182
May-15 1367 785 385 1121 3553 498 272 6202 8434
Jun-15 1306 838 374 1096 3777 506 252 5857 8369
Jul-15 1254 851 449 1099 4066 527 204 5862 8533
Aug-15 1216 789 456 1127 3912 495 192 5501 7949
Sep-15 1227 752 484 1137 4424 515 181 5872 7949
Oct-15 1257 725 473 1097 4201 529 210 5693 8066
Nov-15 1225 756 462 1052 4301 519 195 5404 7935
Dec-15 1239 803 469 1080 4364 521 222 5374 7946
Jan-16 1130 761 494 1060 3868 505 213 5075 7564
Feb-16 1088 773 460 970 3056 468 213 4631 6987
Mar-16 1265 810 517 1123 3509 516 273 5324 7738
Apr-16 1321 808 513 1130 3583 545 300 5294 7850
May-16 1399 790 530 1145 3930 569 285 5638 8160
Jun-16 1479 837 497 1137 3954 566 275 6071 8288
Jul-16 1546 868 466 1191 4492 610 303 6722 8639
Aug-16 1565 863 450 1148 4772 632 323 6102 8786
Sep-16 1474 817 450 1111 5208 623 327 6026 8611
Oct-16 1397 787 433 1097 5587 616 354 6544 8638
Nov-16 1237 794 433 1046 5007 587 363 5892 8225
Dec-16 1226 784 449 1087 5058 1159 342 5647 8186
Jan-17 1302 812 412 1025 5605 630 405 5496 8561
Feb-17 1300 822 449 1140 5631 680 422 5873 8880
Mar-17 1332 865 454 1124 5720 706 422 6274 9174
Apr-17 1511 887 408 1051 6204 757 392 6290 9304
May-17 1521 1013 434 1177 6857 801 441 6240 9621
Jun-17 1457 1025 415 1092 6863 809 477 6364 9521
Jul-17 1610 1107 463 1165 7369 879 495 6392 10077
Aug-17 1683 1168 419 1170 7322 875 567 6727 9918
Sep-17 1549 1124 412 1142 7662 890 580 6832 9789
Oct-17 1692 1185 422 1230 7886 891 626 6853 10335
Nov-17 1560 1219 453 1240 8258 913 617 7255 10227
Dec-17 1644 1319 484 1270 9344 922 651 7452 10531
Jan-18 1604 1320 534 1463 9133 988 658 7101 11028
Feb-18 1518 1270 544 1430 8500 928 627 7379 10493
Mar-18 1410 1285 525 1342 8510 929 533 7799 10114
Apr-18 1484 1455 557 1664 8465 958 555 8933 10739
May-18 1267 1553 572 1641 8199 1054 537 9178 10736
Jun-18 1280 1582 607 1756 8476 1045 530 9391 10714
Jul-18 1461 1682 638 1844 9143 1081 525 10080 11357
Aug-18 1566 1729 674 1979 8736 1022 570 11087 11681
Sep-18 1483 1562 683 2079 7182 995 552 9302 10930
Oct-18 1313 1575 642 1845 6467 948 526 9732 10387
Nov-18 1419 1713 631 1878 7489 1055 503 10324 10877
Dec-18 1441 1777 623 1806 7297 1052 495 10631 10863
Jan-19 1360 1722 709 1922 6491 1031 453 11079 10831
Feb-19 1359 1692 698 1896 6676 1030 475 10252 10793
Mar-19 1592 1667 707 1914 6522 1150 495 10562 11624
Apr-19 1589 1717 714 2161 6516 1149 529 10508 11748
May-19 1641 1747 701 2100 6715 1203 464 11104 11923
Jun-19 1521 1746 696 2130 6387 1212 479 11556 11789
Jul-19 1519 1699 765 2126 5346 1123 410 11327 11118
Aug-19 1479 1852 786 2183 5986 1111 336 12490 11023
Sep-19 1565 1950 777 2028 6656 1227 351 13682 11474
Oct-19 1526 2140 661 2193 7492 1230 371 14724 11877
Nov-19 1482 2013 687 2023 7181 1275 417 14238 12056
Dec-19 1407 1902 721 2130 7303 1272 460 14565 12168
Jan-20 1464 2012 766 2049 6852 1226 428 15189 12170
Feb-20 1286 2224 722 1975 6697 1178 372 16356 11202
Mar-20 943 2273 633 1803 4250 862 263 16120 8598
Apr-20 1165 2171 706 2004 5311 1002 291 17726 9860
May-20 1255 2035 682 1962 5561 952 288 17346 9580
Jun-20 1332 2156 736 2071 5786 1066 318 17111 10302
Jul-20 1425 2200 966 2276 6207 1033 357 16522 11073
Aug-20 1322 2117 929 2257 6779 1116 403 15950 11388
Sep-20 1393 2068 1008 2492 6743 1079 360 15919 11248
 ACC.NS HINDUNILVINFY.NS TCS.NS MARUTI.NSHDFCBANK.TATASTEEL.NESTLEIND.^NSEI
Feb-10 5.73 -2.55 4.98 3.95 4.95 4.42 0.92 3.64 0.82
Mar-10 2.98 1.41 0.54 2.44 -2.92 12.59 9.57 1.65 6.43
Apr-10 -3.61 -6.91 4.57 -1.97 -10.26 3.40 -2.11 3.41 0.55
May-10 -10.05 5.93 -2.97 -2.96 -3.41 -5.76 -21.19 4.87 -3.70
Jun-10 7.02 12.04 9.74 1.06 14.07 1.60 -3.05 0.01 4.35
Jul-10 -5.51 -6.21 -0.09 12.21 -17.21 16.88 10.05 4.78 1.03
Aug-10 5.81 6.38 -2.71 0.94 4.80 0.34 -0.99 1.91 0.65
Sep-10 12.87 15.57 11.69 9.40 14.10 15.39 22.08 9.40 10.99
Oct-10 -0.46 -4.75 -2.62 12.74 7.40 -8.79 -10.07 2.98 -0.20
Nov-10 -0.16 2.73 5.32 2.17 -8.72 0.24 -0.78 3.96 -2.61
Dec-10 8.92 4.29 12.08 8.38 -0.03 2.63 15.14 5.83 4.53
Jan-11 -8.13 -14.32 -9.92 -0.53 -12.64 -13.63 -6.17 -13.64 -10.81
Feb-11 -2.27 3.92 -3.94 -4.00 -3.63 0.24 -5.22 6.43 -3.19
Mar-11 10.30 1.79 7.83 6.42 4.37 13.37 2.46 4.08 8.97
Apr-11 4.75 -0.66 -10.91 -1.55 4.30 -2.17 -0.93 7.71 -1.45
May-11 -8.00 6.56 -4.24 -0.73 -6.87 4.43 -4.56 2.22 -4.93
Jun-11 -7.77 12.08 10.29 2.31 -5.88 4.72 3.54 1.20 3.14
Jul-11 6.24 -5.89 -4.73 -2.70 3.95 3.83 -7.88 5.95 -2.97
Aug-11 -0.87 -0.07 -16.96 -8.16 -10.02 -3.10 -16.43 0.66 -9.18
Sep-11 10.22 6.11 7.80 -0.49 -0.14 -0.92 -12.05 -3.17 -1.16
Oct-11 8.42 0.70 12.75 7.30 3.83 4.67 15.05 -0.19 7.47
Nov-11 -4.34 14.66 -5.38 0.53 -14.63 -10.20 -22.58 -0.50 -9.74
Dec-11 -0.65 3.47 5.99 3.96 -5.70 -3.60 -13.86 -3.07 -4.39
Jan-12 4.83 -7.24 -0.79 -2.46 25.64 14.22 29.59 4.04 11.72
Feb-12 9.04 0.33 4.88 8.16 5.58 4.96 4.71 4.10 3.51
Mar-12 4.01 1.25 -0.60 -4.45 7.35 0.53 -0.17 4.81 -1.68
Apr-12 -8.13 8.13 -15.20 6.44 1.57 4.26 -1.73 1.22 -0.90
May-12 -8.09 2.46 -1.34 -0.10 -22.06 -6.93 -13.86 -3.68 -6.37
Jun-12 10.56 6.01 11.02 2.54 6.13 10.73 8.95 0.75 6.95
Jul-12 4.33 2.79 -11.93 -1.39 -3.03 5.78 -6.31 -1.34 -0.95
Aug-12 -1.19 10.64 5.87 8.23 0.74 1.28 -10.69 3.44 0.56
Sep-12 12.48 5.80 7.08 -3.63 17.30 5.52 10.37 -4.76 8.12
Oct-12 -6.39 1.16 -7.02 1.50 6.26 0.80 -2.19 6.55 -1.48
Nov-12 0.35 -4.29 8.27 0.34 2.47 10.43 -1.54 1.42 4.53
Dec-12 3.43 0.04 -4.97 -4.53 1.09 -3.67 10.39 4.61 0.43
Jan-13 -7.92 -10.20 18.49 6.79 5.96 -5.38 -5.67 -4.70 2.17
Feb-13 -3.90 -6.74 4.13 12.55 -15.51 -2.79 -17.03 0.34 -5.83
Mar-13 -9.33 5.25 -0.61 3.80 -5.55 0.00 -8.76 -3.44 -0.18
Apr-13 7.87 1.00 -25.66 -13.38 26.48 8.72 -3.28 8.22 4.27
May-13 -1.19 21.88 7.59 8.35 -3.91 2.63 -3.70 6.24 0.94
Jun-13 0.32 -0.32 13.18 1.31 -4.32 -4.53 -6.37 -8.83 -2.43
Jul-13 -4.10 4.58 17.26 19.67 -14.79 -7.68 -23.83 8.67 -1.73
Aug-13 -18.73 4.04 4.48 11.78 -6.44 -2.62 27.17 -7.45 -4.82
Sep-13 14.27 -0.64 -3.04 -5.32 9.43 -0.16 -0.90 6.38 4.70
Oct-13 2.04 -2.85 9.40 9.13 18.60 13.80 20.97 6.98 9.38
Nov-13 -3.43 -1.61 6.23 -4.84 2.41 -2.91 17.91 -8.42 -1.97
Dec-13 1.10 -4.14 3.83 8.04 5.10 0.69 5.72 3.09 2.05
Jan-14 -9.24 -0.10 6.00 3.13 -7.51 -5.77 -17.51 -4.69 -3.46
Feb-14 8.90 -3.73 3.29 1.89 -2.93 6.33 -3.50 -3.69 3.03
Mar-14 23.64 9.76 -15.28 -6.47 21.58 11.18 13.62 3.32 6.58
Apr-14 -7.92 -6.49 -3.16 2.59 -2.50 -3.74 1.69 -5.05 -0.12
May-14 3.35 6.13 -7.89 -2.21 16.67 9.45 17.04 3.95 7.67
Jun-14 9.43 4.75 21.69 12.46 7.12 3.57 10.63 -0.11 5.14
Jul-14 -5.12 1.40 3.39 8.10 3.41 3.20 4.62 3.95 1.43
Aug-14 7.74 15.77 6.64 -1.88 9.82 1.14 -5.44 16.17 2.97
Sep-14 -6.43 0.48 4.06 8.15 9.96 3.39 -11.14 -1.00 0.13
Oct-14 6.88 1.72 7.79 -4.82 8.58 4.39 6.52 5.03 4.39
Nov-14 -1.61 4.34 13.66 1.74 0.27 4.85 -3.46 -0.85 3.15
Dec-14 -5.23 -3.36 -10.00 -3.26 -0.49 -0.58 -16.99 2.87 -3.62
Jan-15 10.84 20.45 8.24 -3.02 9.11 12.41 -2.27 10.93 6.16
Feb-15 6.99 -4.99 5.62 7.41 -1.18 -2.19 -10.75 -1.30 0.40
Mar-15 -6.84 -1.54 -2.11 -4.16 2.55 -3.01 -10.17 -1.05 -4.08
Apr-15 -7.45 -2.69 -13.29 -3.60 0.77 -3.37 12.90 -5.55 -3.71
May-15 5.34 1.08 4.08 5.78 1.59 6.06 -9.25 2.69 3.04
Jun-15 -4.59 6.44 -2.73 -2.30 6.09 1.57 -7.55 -5.72 -0.78
Jul-15 -4.04 1.59 18.12 0.27 7.38 4.09 -21.00 0.08 1.94
Aug-15 -3.09 -7.51 1.60 2.53 -3.87 -6.37 -6.07 -6.36 -7.09
Sep-15 0.89 -4.82 5.99 0.93 12.32 3.95 -5.85 6.53 0.00
Oct-15 2.41 -3.72 -2.31 -3.65 -5.18 2.84 14.84 -3.09 1.46
Nov-15 -2.54 4.21 -2.44 -4.13 2.35 -2.01 -7.40 -5.22 -1.63
Dec-15 1.16 6.06 1.60 2.63 1.46 0.41 12.62 -0.55 0.14
Jan-16 -9.28 -5.46 5.24 -1.89 -12.08 -3.03 -3.97 -5.73 -4.94
Feb-16 -3.79 1.64 -7.19 -8.91 -23.55 -7.72 -0.24 -9.15 -7.93
Mar-16 15.09 4.60 11.68 14.65 13.82 9.73 24.95 13.94 10.21
Apr-16 4.34 -0.18 -0.84 0.60 2.09 5.56 9.37 -0.56 1.43
May-16 5.78 -2.30 3.30 1.33 9.23 4.28 -4.89 6.29 3.88
Jun-16 5.53 5.77 -6.44 -0.64 0.61 -0.46 -3.78 7.40 1.55
Jul-16 4.40 3.73 -6.31 4.63 12.77 7.40 9.79 10.18 4.15
Aug-16 1.24 -0.60 -3.60 -3.69 6.04 3.55 6.49 -9.67 1.70
Sep-16 -5.99 -5.51 0.02 -3.26 8.74 -1.43 1.12 -1.25 -2.01
Oct-16 -5.34 -3.68 -3.79 -1.33 7.03 -1.09 8.01 8.25 0.31
Nov-16 -12.21 0.89 -0.08 -4.71 -10.96 -4.84 2.34 -10.50 -4.91
Dec-16 -0.85 -1.27 3.53 3.86 1.01 68.04 -5.91 -4.24 -0.47
Jan-17 6.01 3.46 -8.46 -5.91 10.26 -61.04 16.85 -2.72 4.49
Feb-17 -0.14 1.22 8.64 10.65 0.48 7.73 4.16 6.65 3.65
Mar-17 2.42 5.16 0.97 -1.41 1.56 3.70 0.00 6.60 3.26
Apr-17 12.61 2.51 -10.65 -6.75 8.12 6.96 -7.18 0.26 1.41
May-17 0.64 13.21 6.13 11.36 10.00 5.64 11.64 -0.79 3.35
Jun-17 -4.31 1.17 -4.34 -7.51 0.09 0.96 7.82 1.95 -1.05
Jul-17 10.01 7.71 10.84 6.45 7.12 8.37 3.84 0.45 5.68
Aug-17 4.44 5.39 -10.00 0.46 -0.64 -0.45 13.55 5.10 -1.59
Sep-17 -8.30 -3.83 -1.66 -2.45 4.54 1.63 2.25 1.55 -1.31
Oct-17 8.81 5.27 2.41 7.44 2.88 0.15 7.56 0.31 5.43
Nov-17 -8.15 2.79 7.10 0.77 4.62 2.47 -1.38 5.70 -1.06
Dec-17 5.28 7.88 6.54 2.41 12.35 1.00 5.36 2.67 2.93
Jan-18 -2.48 0.11 9.88 14.17 -2.29 6.88 1.04 -4.82 4.61
Feb-18 -5.53 -3.84 1.92 -2.28 -7.18 -6.25 -4.86 3.84 -4.97
Mar-18 -7.39 1.18 -3.54 -6.32 0.11 0.10 -16.22 5.54 -3.68
Apr-18 5.15 12.37 5.81 21.49 -0.52 3.04 4.10 13.58 6.00
May-18 -15.84 6.58 2.66 -1.43 -3.20 9.56 -3.30 2.70 -0.03
Jun-18 1.05 1.83 5.94 6.78 3.32 -0.82 -1.38 2.29 -0.20
Jul-18 13.25 6.12 5.12 4.88 7.58 3.31 -0.83 7.09 5.82
Aug-18 6.88 2.76 5.42 7.08 -4.56 -5.58 8.21 9.52 2.81
Sep-18 -5.42 -10.14 1.31 4.94 -19.58 -2.71 -3.26 -17.55 -6.64
Oct-18 -12.15 0.82 -6.17 -11.93 -10.49 -4.82 -4.83 4.52 -5.10
Nov-18 7.74 8.41 -1.72 1.75 14.67 10.74 -4.50 5.90 4.61
Dec-18 1.51 3.67 -1.28 -3.90 -2.59 -0.32 -1.61 2.93 -0.13
Jan-19 -5.78 -3.15 12.88 6.20 -11.70 -1.99 -8.90 4.13 -0.29
Feb-19 -0.07 -1.75 -1.51 -1.32 2.80 -0.11 4.86 -7.76 -0.36
Mar-19 15.83 -1.50 1.29 0.91 -2.33 10.99 4.02 2.97 7.42
Apr-19 -0.21 2.94 1.00 12.15 -0.09 -0.06 6.72 -0.51 1.06
May-19 3.25 1.74 -1.83 -2.86 3.01 4.55 -13.20 5.52 1.48
Jun-19 -7.63 -0.05 -0.78 1.39 -5.00 0.76 3.24 3.99 -1.13
Jul-19 -0.11 -2.75 9.49 -0.16 -17.79 -7.57 -15.48 -2.01 -5.86
Aug-19 -2.63 8.61 2.64 2.65 11.30 -1.06 -19.95 9.78 -0.86
Sep-19 5.65 5.18 -1.14 -7.36 10.61 9.92 4.42 9.12 4.01
Oct-19 -2.53 9.31 -16.14 7.80 11.83 0.24 5.41 7.34 3.45
Nov-19 -2.97 -6.14 3.85 -8.05 -4.24 3.56 11.63 -3.35 1.49
Dec-19 -5.16 -5.68 4.88 5.15 1.68 -0.22 9.91 2.27 0.93

Average ReSlope
0.1352179 1.1171143
15.7861 0.4036613
10.767109 0.5465067
13.797323 0.3660124
10.748093 1.4556437
16.223788 0.8836277
-5.912736 1.3707191
12.190798 0.575003
 ACC.NS HINDUNILVR.NS INFY.NS TCS.NS
Feb-10 5.41 -2.87 4.66 3.63
Mar-10 2.63 1.05 0.18 2.09
Apr-10 -3.94 -7.24 4.24 -2.30
May-10 -10.40 5.58 -3.32 -3.31
Jun-10 6.57 11.59 9.28 0.61
Jul-10 -5.98 -6.68 -0.56 11.74
Aug-10 5.29 5.86 -3.23 0.42
Sep-10 12.37 15.07 11.19 8.90
Oct-10 -0.99 -5.29 -3.15 12.21
Nov-10 -0.71 2.17 4.76 1.61
Dec-10 8.32 3.68 11.47 7.78
Jan-11 -8.68 -14.88 -10.47 -1.08
Feb-11 -2.83 3.37 -4.50 -4.56
Mar-11 9.69 1.18 7.22 5.81
Apr-11 4.24 -1.17 -11.42 -2.06
May-11 -8.67 5.89 -4.91 -1.41
Jun-11 -8.47 11.38 9.59 1.61
Jul-11 5.57 -6.55 -5.39 -3.36
Aug-11 -1.55 -0.75 -17.63 -8.84
Sep-11 9.54 5.43 7.12 -1.17
Oct-11 7.80 0.08 12.13 6.67
Nov-11 -5.02 13.98 -6.06 -0.14
Dec-11 -1.34 2.77 5.29 3.27
Jan-12 4.11 -7.97 -1.51 -3.19
Feb-12 8.35 -0.35 4.20 7.48
Mar-12 3.24 0.49 -1.36 -5.21
Apr-12 -8.79 7.46 -15.87 5.78
May-12 -8.81 1.75 -2.05 -0.81
Jun-12 9.89 5.34 10.35 1.87
Jul-12 3.63 2.09 -12.63 -2.09
Aug-12 -1.86 9.97 5.21 7.57
Sep-12 11.85 5.17 6.45 -4.25
Oct-12 -7.05 0.50 -7.68 0.84
Nov-12 -0.28 -4.92 7.64 -0.29
Dec-12 2.80 -0.59 -5.60 -5.16
Jan-13 -8.64 -10.91 17.77 6.08
Feb-13 -4.51 -7.36 3.51 11.94
Mar-13 -9.92 4.66 -1.20 3.21
Apr-13 7.26 0.40 -26.26 -13.99
May-13 -1.85 21.22 6.93 7.69
Jun-13 -0.25 -0.89 12.61 0.73
Jul-13 -4.83 3.84 16.53 18.94
Aug-13 -19.59 3.18 3.63 10.92
Sep-13 13.44 -1.46 -3.86 -6.15
Oct-13 1.31 -3.57 8.67 8.40
Nov-13 -4.10 -2.28 5.55 -5.51
Dec-13 0.40 -4.84 3.13 7.33
Jan-14 -10.02 -0.87 5.22 2.35
Feb-14 8.24 -4.39 2.63 1.23
Mar-14 22.90 9.02 -16.02 -7.21
Apr-14 -8.53 -7.10 -3.77 1.98
May-14 2.64 5.42 -8.60 -2.92
Jun-14 8.74 4.06 21.00 11.76
Jul-14 -5.85 0.67 2.66 7.37
Aug-14 7.11 15.14 6.01 -2.51
Sep-14 -7.16 -0.25 3.33 7.42
Oct-14 6.29 1.13 7.20 -5.41
Nov-14 -2.18 3.76 13.09 1.17
Dec-14 -5.93 -4.07 -10.70 -3.96
Jan-15 10.17 19.77 7.56 -3.70
Feb-15 6.35 -5.63 4.98 6.77
Mar-15 -7.52 -2.22 -2.79 -4.83
Apr-15 -8.03 -3.27 -13.87 -4.18
May-15 4.73 0.46 3.47 5.17
Jun-15 -5.25 5.78 -3.38 -2.96
Jul-15 -4.71 0.92 17.45 -0.40
Aug-15 -3.70 -8.11 1.00 1.93
Sep-15 0.31 -5.40 5.41 0.36
Oct-15 1.86 -4.27 -2.86 -4.20
Nov-15 -3.06 3.69 -2.96 -4.65
Dec-15 0.54 5.45 0.98 2.02
Jan-16 -9.79 -5.97 4.74 -2.39
Feb-16 -4.22 1.21 -7.62 -9.34
Mar-16 14.59 4.09 11.17 14.15
Apr-16 3.85 -0.67 -1.32 0.12
May-16 5.20 -2.88 2.72 0.74
Jun-16 4.95 5.19 -7.02 -1.22
Jul-16 3.89 3.22 -6.83 4.12
Aug-16 0.68 -1.16 -4.16 -4.25
Sep-16 -6.50 -6.02 -0.49 -3.77
Oct-16 -5.81 -4.15 -4.26 -1.80
Nov-16 -12.71 0.39 -0.58 -5.21
Dec-16 -1.37 -1.79 3.01 3.34
Jan-17 5.50 2.94 -8.97 -6.42
Feb-17 -0.60 0.76 8.18 10.19
Mar-17 1.91 4.65 0.46 -1.92
Apr-17 12.19 2.09 -11.07 -7.17
May-17 0.11 12.68 5.60 10.82
Jun-17 -4.82 0.66 -4.85 -8.02
Jul-17 9.51 7.20 10.33 5.94
Aug-17 3.93 4.89 -10.50 -0.04
Sep-17 -8.80 -4.33 -2.16 -2.95
 Oct-17 8.34 4.80 1.94 6.96
Nov-17 -8.67 2.27 6.58 0.24
Dec-17 4.80 7.40 6.06 1.93
Jan-18 -3.02 -0.43 9.34 13.63
Feb-18 -6.00 -4.31 1.45 -2.75
Mar-18 -7.85 0.71 -4.01 -6.79
Apr-18 4.65 11.87 5.31 20.99
May-18 -16.38 6.04 2.12 -1.96
Jun-18 0.53 1.30 5.41 6.25
Jul-18 12.69 5.56 4.56 4.32
Aug-18 6.33 2.21 4.87 6.53
Sep-18 -5.90 -10.63 0.82 4.46
Oct-18 -12.72 0.25 -6.74 -12.50
Nov-18 7.21 7.88 -2.25 1.22
Dec-18 0.99 3.16 -1.80 -4.41
Jan-19 -6.38 -3.74 12.29 5.61
Feb-19 -0.58 -2.25 -2.01 -1.82
Mar-19 15.36 -1.97 0.82 0.44
Apr-19 -0.67 2.47 0.54 11.69
May-19 2.70 1.19 -2.37 -3.41
Jun-19 -8.07 -0.50 -1.23 0.94
Jul-19 -0.64 -3.27 8.96 -0.69
Aug-19 -3.06 8.18 2.21 2.22
Sep-19 5.25 4.78 -1.54 -7.75
Oct-19 -2.93 8.91 -16.54 7.40
Nov-19 -3.36 -6.53 3.46 -8.44
Dec-19 -5.57 -6.08 4.47 4.74

Average Re 0.14 15.79 10.77 13.80

Slope 1.12 0.40 0.55 0.37

SML
20.00

15.00

10.00

5.00

0.00

-5.00
 5.00

0.00

-5.00

-10.00
0.20 0.40 0.60 0.80 1.00 1.20 1
MARUTI.NS HDFCBANK.NS TATASTEEL.NS NESTLEIND.NS ^NSEI
4.63 4.10 0.60 3.32 0.50
-3.27 12.23 9.22 1.30 6.07
-10.59 3.07 -2.44 3.08 0.22
-3.76 -6.11 -21.54 4.52 -4.05
13.62 1.15 -3.50 -0.44 3.90
-17.68 16.41 9.58 4.31 0.56
4.28 -0.17 -1.51 1.39 0.13
13.60 14.89 21.58 8.90 10.49
6.87 -9.32 -10.60 2.45 -0.74
-9.28 -0.31 -1.34 3.41 -3.17
-0.63 2.03 14.54 5.22 3.93
-13.19 -14.19 -6.72 -14.19 -11.37
-4.18 -0.31 -5.78 5.88 -3.74
3.75 12.76 1.84 3.47 8.36
3.79 -2.68 -1.44 7.20 -1.96
-7.55 3.76 -5.24 1.55 -5.60
-6.58 4.02 2.85 0.50 2.44
3.29 3.17 -8.54 5.29 -3.63
-10.70 -3.78 -17.10 -0.01 -9.86
-0.82 -1.60 -12.73 -3.85 -1.84
3.21 4.05 14.43 -0.82 6.85
-15.31 -10.87 -23.26 -1.18 -10.42
-6.39 -4.29 -14.55 -3.76 -5.09
24.91 13.50 28.86 3.31 10.99
4.90 4.27 4.03 3.41 2.83
6.59 -0.23 -0.93 4.05 -2.44
0.90 3.60 -2.40 0.55 -1.56
-22.78 -7.64 -14.57 -4.40 -7.08
5.45 10.06 8.28 0.08 6.28
-3.73 5.08 -7.01 -2.04 -1.65
0.08 0.62 -11.35 2.77 -0.10
16.67 4.89 9.74 -5.39 7.49
5.61 0.14 -2.85 5.90 -2.13
1.84 9.80 -2.17 0.79 3.90
0.46 -4.30 9.76 3.98 -0.20
5.25 -6.09 -6.38 -5.41 1.46
-16.13 -3.41 -17.65 -0.27 -6.45
-6.15 -0.59 -9.36 -4.04 -0.78
25.87 8.11 -3.89 7.62 3.66
-4.57 1.97 -4.36 5.58 0.28
-4.89 -5.10 -6.94 -9.41 -3.00
-15.52 -8.41 -24.56 7.94 -2.46
-7.30 -3.47 26.32 -8.31 -5.68
8.60 -0.98 -1.72 5.56 3.88
17.87 13.07 20.24 6.25 8.65
 1.74 -3.58 17.24 -9.09 -2.65
4.40 -0.02 5.02 2.38 1.34
-8.29 -6.55 -18.29 -5.46 -4.24
-3.59 5.67 -4.16 -4.35 2.37
20.84 10.44 12.88 2.58 5.85
-3.12 -4.36 1.07 -5.66 -0.73
15.96 8.74 16.33 3.24 6.96
6.42 2.88 9.94 -0.80 4.45
2.69 2.47 3.90 3.22 0.71
9.19 0.51 -6.07 15.54 2.34
9.23 2.66 -11.87 -1.73 -0.60
7.99 3.81 5.94 4.45 3.80
-0.31 4.27 -4.03 -1.43 2.57
-1.19 -1.28 -17.69 2.17 -4.33
8.44 11.74 -2.94 10.25 5.49
-1.82 -2.83 -11.39 -1.94 -0.24
1.87 -3.69 -10.84 -1.73 -4.75
0.19 -3.95 12.32 -6.13 -4.29
0.98 5.44 -9.87 2.07 2.42
5.43 0.91 -8.21 -6.38 -1.43
6.71 3.42 -21.67 -0.59 1.27
-4.47 -6.98 -6.67 -6.97 -7.69
11.75 3.37 -6.42 5.95 -0.58
-5.73 2.29 14.29 -3.64 0.91
1.83 -2.53 -7.93 -5.74 -2.16
0.85 -0.21 12.01 -1.16 -0.47
-12.59 -3.54 -4.47 -6.24 -5.44
-23.97 -8.15 -0.67 -9.58 -8.35
13.32 9.22 24.45 13.44 9.71
1.60 5.07 8.89 -1.04 0.95
8.65 3.70 -5.47 5.71 3.29
0.03 -1.04 -4.36 6.82 0.97
12.26 6.89 9.27 9.67 3.63
5.48 2.99 5.93 -10.23 1.13
8.24 -1.94 0.61 -1.76 -2.52
6.56 -1.56 7.53 7.77 -0.16
-11.46 -5.34 1.84 -11.00 -5.41
0.49 67.52 -6.43 -4.77 -0.99
9.75 -61.55 16.34 -3.23 3.97
0.02 7.28 3.70 6.19 3.19
1.05 3.19 -0.51 6.09 2.75
7.70 6.54 -7.60 -0.16 0.99
9.46 5.10 11.10 -1.32 2.82
-0.42 0.45 7.31 1.44 -1.56
6.61 7.86 3.33 -0.06 5.17
-1.15 -0.95 13.05 4.60 -2.09
4.04 1.13 1.75 1.05 -1.81
 2.41 -0.32 7.09 -0.16 4.96
4.09 1.95 -1.90 5.18 -1.58
11.87 0.52 4.88 2.19 2.45
-2.83 6.34 0.50 -5.36 4.07
-7.65 -6.72 -5.33 3.37 -5.44
-0.35 -0.36 -16.68 5.07 -4.15
-1.02 2.54 3.60 13.08 5.50
-3.74 9.02 -3.84 2.16 -0.57
2.79 -1.35 -1.91 1.76 -0.73
7.02 2.76 -1.39 6.53 5.26
-5.11 -6.13 7.66 8.97 2.26
-20.07 -3.20 -3.74 -18.04 -7.12
-11.06 -5.39 -5.40 3.95 -5.67
14.13 10.20 -5.03 5.37 4.08
-3.11 -0.84 -2.13 2.41 -0.65
-12.29 -2.58 -9.49 3.54 -0.88
2.30 -0.62 4.36 -8.26 -0.86
-2.80 10.52 3.55 2.50 6.95
-0.56 -0.53 6.25 -0.97 0.60
2.46 4.00 -13.75 4.97 0.93
-5.45 0.31 2.80 3.55 -1.58
-18.31 -8.09 -16.01 -2.53 -6.38
10.87 -1.49 -20.38 9.35 -1.29
10.22 9.53 4.03 8.72 3.62
11.43 -0.17 5.01 6.93 3.05
-4.63 3.17 11.24 -3.75 1.10
1.27 -0.63 9.50 1.86 0.52

10.75 16.22 -5.91 12.19 2.31

1.46 0.88 1.37 0.58 1.00
1.00 1.20 1.40 1.60
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.66974448
R Square 0.44855766 0.551442
Adjusted R Sq 0.44384448
Standard Error 5.48544794
Observations 119

ANOVA
df SS MS F Significance F
Regression 1 2863.705 2863.705 95.17087 8.211E-17
Residual 117 3520.546 30.09014
Total 118 6384.251

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept -0.2033608 0.503331 -0.40403 0.686928 -1.200182 0.79346 -1.200182 0.79346
X Variable 1 1.11711429 0.114511 9.755556 8.211E-17 0.890332 1.343896 0.890332 1.343896

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.65000503
R Square 0.42250655
Adjusted R Sq 0.32625764
Standard Error 6.49436877
Observations 8

ANOVA
df SS MS F Significance F
Regression 1 185.1448 185.1448 4.389728 0.081017
Residual 6 253.061 42.17683
Total 7 438.2058

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept 19.1975789 5.288131 3.630314 0.010961 6.257988 32.13717 6.257988 32.13717
X Variable 1 -11.884715 5.67244 -2.095168 0.081017 -25.76468 1.995247 -25.76468 1.995247

X Variable 5 0 0
X Variable 6 1.25E-306 1.25E-306
X Variable 7 19.1975789 5.288131 3.630314 0.010961 6.257988 32.13717 6.257988 32.13717
X Variable 8 -11.884715 5.67244 -2.095168 0.081017 -25.76468 1.995247 -25.76468 1.995247
 Rm-Rf SMB HML WML
Feb-10 -1.226152 -2.518067 0.464687 3.94413414 SUMMARY OUTPUT
Mar-10 3.78477 -0.590918 3.067862 1.33986595
Apr-10 1.468366 5.81863 3.17995 2.6327664 Regression Statistics
May-10 -3.890458 0.731371 -6.026777 -2.4771638 Multiple R
Jun-10 4.331758 2.776707 -2.782384 -1.579905 R Square
Jul-10 1.419048 -0.050476 4.291708 5.29166189 Adjusted R Squa
Aug-10 0.303886 -0.857825 3.566583 4.13532388 Standard Error
Sep-10 7.804987 -3.199661 2.540658 -0.2922329 Observations
Oct-10 -0.187832 0.21193 5.664127 3.37138795
Nov-10 -5.716871 3.515711 -9.723877 5.41161824 ANOVA
Dec-10 2.517189 -3.24777 1.414943 -6.1126765
Jan-11 -10.40443 -1.015187 -1.916858 4.8110695 Regression
Feb-11 -4.513802 4.786433 -12.01116 2.75866143 Residual
Mar-11 7.109814 -6.881498 6.515356 1.31131853 Total
Apr-11 0.40801 7.011517 0.781438 0.81898814
May-11 -3.342008 -1.224513 -0.529356 4.31185233 Coefficients
Jun-11 -0.512389 -0.464024 -2.770113 4.70738994 Intercept
Jul-11 -2.191504 3.972412 1.515061 3.91474328 X Variable 1
Aug-11 -9.059552 2.437588 -7.392023 10.5097634 X Variable 2
Sep-11 -2.351443 3.998525 -2.341259 -1.0836897 X Variable 3
Oct-11 4.1171 -1.271583 -1.258956 -1.1428447 X Variable 4
Nov-11 -9.725746 -2.127672 -0.750513 9.54294679
Dec-11 -6.420487 -0.94421 -2.322599 7.52790155
Jan-12 12.45619 -0.063897 5.675034 -20.239107
Feb-12 4.17163 0.292587 -0.354905 -2.1813001
Mar-12 -2.951498 -0.238624 -2.127828 9.07876615
Apr-12 -1.232588 3.24027 -0.388371 2.91764026
May-12 -6.508215 -0.400209 -1.891103 7.03925495
Jun-12 5.265366 -1.876121 -1.245045 -3.5213364
Jul-12 -1.787504 1.029268 1.088626 4.70675441
Aug-12 -0.382066 2.416033 -1.384628 7.42167169
Sep-12 7.111099 -0.827523 0.638692 -8.7008896
Oct-12 -2.035465 4.763866 -2.709043 4.06285441
Nov-12 3.475454 -4.982903 9.299098 -5.0953762
Dec-12 1.068874 -0.961588 0.628728 0.09810732
Jan-13 0.699369 -4.25993 -2.811517 -1.2460439
Feb-13 -7.513383 0.321718 -9.540147 8.61091516
Mar-13 -2.811537 -1.011473 -5.651188 11.483662
Apr-13 3.316893 -10.13196 16.64444 -1.9933916
May-13 -0.021425 -2.717161 -2.16613 6.81630493
Jun-13 -4.572882 -3.476523 2.122001 18.1265209
Jul-13 -3.034055 -4.596747 4.890408 9.18215581
Aug-13 -4.470274 1.753324 -3.157724 -10.041957
Sep-13 4.62057 -3.474565 3.924022 -1.41850814
Oct-13 7.096748 -0.888722 1.152414 -4.5576961
Nov-13 -1.204731 3.861246 4.807866 -3.27074686
Dec-13 2.806862 3.614545 5.251351 -1.809701
Jan-14 -4.686099 1.455423 -6.695629 9.68606138
Feb-14 1.505207 1.100663 -3.491666 4.50214293
Mar-14 7.136698 -1.916128 3.402713 -9.6460121
Apr-14 0.423667 6.764591 9.865588 -4.0307645
May-14 11.52628 2.015131 12.61494 -15.861272
Jun-14 6.614981 7.734367 7.866372 3.17108387
Jul-14 -0.717842 -0.558278 -9.238427 -2.2438408
Aug-14 2.017372 2.557881 -4.760476 2.02001326
Sep-14 0.654078 8.197548 1.782419 3.78529465
Oct-14 2.780684 -1.935105 0.444679 4.3840766
Nov-14 2.090684 -0.634384 -0.490855 5.4199418
Dec-14 -2.179205 0.836836 -3.025091 2.09900082
Jan-15 4.376395 -1.017132 -0.033621 4.71296084
Feb-15 0.402868 0.80147 -2.760065 -0.1334668
Mar-15 -3.510824 2.675 -8.199243 5.01604491
Apr-15 -3.161306 1.323393 4.044676 -1.362265
May-15 2.780651 0.480166 -4.937278 3.38349351
Jun-15 -1.703791 4.85337 -8.006895 1.70996469
Jul-15 2.728233 9.665848 2.731398 8.82101234
Aug-15 -6.835698 3.692781 -9.659184 3.90302873
Sep-15 -1.027966 0.870593 2.056705 2.29259651
Oct-15 1.190236 2.490032 4.292846 -5.55297213
Nov-15 -0.964362 4.52833 2.908404 -0.3318302
Dec-15 0.618563 2.490131 1.242924 3.03750335
Jan-16 -6.653128 1.012515 -7.041389 3.36357641
Feb-16 -8.55631 -7.397765 -4.99048 -2.6412909
Mar-16 10.09902 -3.347684 5.073619 -0.9948603
Apr-16 1.88354 3.842418 2.979221 0.64102568
May-16 1.475526 1.471036 -4.844045 0.91319065
Jun-16 3.093879 4.471724 5.165716 -0.9417407
Jul-16 4.937557 -1.894803 0.691989 2.40102731
Aug-16 1.427675 -2.644484 -1.86211 1.09144445
Sep-16 -1.26589 2.665665 -1.105138 -1.2424118
Oct-16 2.335563 6.173879 5.115222 4.01892644
Nov-16 -5.808735 -7.554666 3.982165 -1.0129146
Dec-16 -2.147963 2.188848 -4.680932 -0.4843555
Jan-17 5.357383 -0.417173 7.120611 1.62481859
Feb-17 4.215685 -0.040283 2.272239 -1.425593
Mar-17 3.133687 0.239737 0.616071 3.10738958
Apr-17 2.679883 3.615429 4.67873 5.12595171
May-17 -0.051812 -1.64244 -7.280845 3.1298492
Jun-17 -0.511344 3.319165 -1.543921 2.31473947
Jul-17 4.891359 -1.53102 5.381231 1.87824335
Aug-17 -0.883716 -1.176615 -1.235068 9.2099646
Sep-17 -1.409063 3.14904 -2.104177 -0.6838953
Oct-17 7.134268 -3.8722 14.00713 3.36119991
Nov-17 -0.165373 5.256667 -3.837778 1.51166091
Dec-17 3.430784 2.798948 1.95275 -2.3813903
Jan-18 0.277349 -4.148123 -2.439582 0.62463791
Feb-18 -4.146996 1.682452 -9.837362 1.18993701
Mar-18 -4.689935 -3.275995 -7.887064 3.43543695
Apr-18 6.268827 1.212931 -1.748095 6.91632751
May-18 -3.145077 -4.62409 -3.525071 5.0896529
Jun-18 -3.021213 -6.090944 -3.566625 1.97990823
Jul-18 4.954825 -1.731056 -0.975632 0.36809783
Aug-18 3.24173 -1.414611 0.789122 2.46507408
Sep-18 -9.755837 -4.253012 -10.87864 8.46764138
Oct-18 -4.625649 0.287941 10.71595 -4.1393159
Nov-18 2.66632 0.92168 -4.387132 3.87645384
Dec-18 0.682608 -0.906962 4.948278 -4.9894704
Jan-19 -3.256334 -3.99995 -2.280649 5.7599108
Feb-19 -0.896174 -2.779448 -3.719612 -1.04331455
Mar-19 6.909976 -1.271256 6.007789 -3.9180777
Apr-19 -0.338588 -0.283542 -5.113293 5.9267524
May-19 0.558833 -0.013202 -1.461809 12.3549641
Jun-19 -2.007381 -6.109086 1.037065 12.9081105
Jul-19 -7.248859 -3.00438 -6.936675 7.65927595
Aug-19 -0.71221 0.534214 -4.763361 8.67812399
Sep-19 3.880013 3.571912 -7.878413 4.20151393
Oct-19 4.271045 -4.433875 -3.866972 -5.9634068
Nov-19 -0.13721 -2.334562 0.012786 -7.2267415
Dec-19 -0.183171 -1.031962 -4.163211 5.05969229
MMARY OUTPUT

egression Statistics
0.691452
0.478106 0.521894
0.459794
5.406219
119

df SS MS F Significance F
4 3052.35 763.0874 26.1088 2.255E-15
114 3331.901 29.22721
118 6384.251

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
-0.677944 0.539155 -1.257419 0.211172 -1.746007 0.390119 -1.746007 0.390119
1.28358 0.143902 8.919838 9.016E-15 0.998512 1.568649 0.998512 1.568649
-0.241615 0.143635 -1.682151 0.095277 -0.526155 0.042924 -0.526155 0.042924
-0.094622 0.113591 -0.833005 0.406584 -0.319645 0.130401 -0.319645 0.130401
0.210536 0.10498 2.005493 0.047279 0.002572 0.418499 0.002572 0.418499
 ACC.NS HUL INFY TCS MARUTI
Ret 0.14 15.79 10.77 13.80 10.75
Beta 1.28 0.67 0.74 0.61 1.57
SMB -0.24 -0.15 -0.13 -0.18 0.22
HML -0.09 -0.22 -0.37 -0.24 -0.21
WML 0.21 0.29 0.32 0.33 -0.13

Ret Beta SMB HML WML

ACC.NS 0.14 1.28 -0.24 -0.09 0.21
HUL 15.79 0.67 -0.15 -0.22 0.29
INFY 10.77 0.74 -0.13 -0.37 0.32
TCS 13.80 0.61 -0.18 -0.24 0.33
MARUTI 10.75 1.57 0.22 -0.21 -0.13
HDFCBANK 16.22 0.91 -0.07 -0.39 -0.11
TATASTEEL -5.91 0.96 -0.32 -0.03 -0.74
NESTLEIND 12.19 0.87 0.01 -0.14 0.30
HDFCBANK TATASTEEL NESTLEIND
16.22 -5.91 12.19
0.91 0.96 0.87
-0.07 -0.32 0.01
-0.39 -0.03 -0.14
-0.11 -0.74 0.30

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.94610083261
R Square 0.89510678547
Adjusted R Square 0.7552491661
Standard Error 3.91428196995
Observations 8

ANOVA
df SS MS F Significance F
Regression 4 392.24094 98.060236 6.4001289 0.0795848
Residual 3 45.96481 15.321603
Total 7 438.20575

Coefficients Standard Error t Stat P-value Lower 95%

Intercept 19.7310 9.8 2.0 0.138 -11.5
X Variable 1 -12.0856 6.9 -1.8 0.177 -34.0
X Variable 2 30.7982 13.0 2.4 0.099 -10.6
X Variable 3 -18.9718 15.2 -1.2 0.301 -67.4
X Variable 4 4.7247 4.7 1.0 0.390 -10.3
ignificance F

Upper 95%Lower 95.0%

Upper 95.0%
50.9 -11.5 50.9
9.8 -34.0 9.8
72.2 -10.6 72.2
29.4 -67.4 29.4
19.7 -10.3 19.7
 1 2B 4000 S WML
M1
M2
M3
M4
M5
M6
M7
M8
M9
M10
M11
M12
M13
M14
M15
M16
M17
M18
M19
M200