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NIFTY EDEL
MEAN 2.8529027E-05 0.0001052847247
VARIANCE 0.0001144373 0.0010880858232
COVARIANCE 0.0001144373 0.0001563993636
BETA 1.366681539516
Risk free rate 5%
Risk free rate daily 0.0001336806
Return on Security -0.0001437228
Date NIFTY_Adj Close Edelweiss_Adj Close Return_nifReturn_edelwiess
3/30/2020 8597.75 38.400002 -0.007217 0.100287
3/23/2020 8660.25 34.900002 -0.009742 -0.151883
3/16/2020 8745.450195 41.150002 -0.121519 -0.384903
3/9/2020 9955.200195 66.900002 -0.094113 -0.130604
3/2/2020 10989.450195 76.949997 -0.018952 -0.119061
2/24/2020 11201.75 87.349998 -0.072768 -0.026198
2/17/2020 12080.849609 89.699997 -0.002691 0.012987
2/10/2020 12113.450195 88.550003 0.001248 -0.026388
2/3/2020 12098.349609 90.949997 0.01139 0.01337
1/27/2020 11962.099609 89.75 -0.023363 -0.027627
1/20/2020 12248.25 92.300003 -0.008428 -0.128011
1/13/2020 12352.349609 105.849998 0.007796 -0.001415
1/6/2020 12256.799805 106 0.002466 -0.111111
12/30/2019 12226.650391 119.25 -0.001564 0.042851
12/23/2019 12245.799805 114.349998 -0.002119 -0.011668
12/16/2019 12271.799805 115.699997 0.015314 -0.004731
12/9/2019 12086.700195 116.25 0.013857 0.011309
12/2/2019 11921.5 114.949997 -0.01116 -0.068854
11/25/2019 12056.049805 123.449997 0.011889 0.004884
11/18/2019 11914.400391 122.849998 0.001593 -0.04878
11/11/2019 11895.450195 129.149994 -0.001067 0.165088
11/4/2019 11908.150391 110.849998 0.001476 0.188103
10/28/2019 11890.599609 93.300003 0.026476 0.094428
10/21/2019 11583.900391 85.25 -0.006684 -0.050668
10/14/2019 11661.849609 89.800003 0.031561 0.260351
10/7/2019 11305.049805 71.25 0.01166 -0.157801
9/30/2019 11174.75 84.599998 -0.029329 -0.198864
9/23/2019 11512.400391 105.599998 0.021128 -0.148044
9/16/2019 11274.200195 123.949997 0.017904 0.180476
9/9/2019 11075.900391 105 0.011849 0.001908
9/2/2019 10946.200195 104.800003 -0.00699 -0.050725
8/26/2019 11023.25 110.400002 0.017905 0.107878
8/19/2019 10829.349609 99.650002 -0.019773 -0.254953
8/12/2019 11047.799805 133.75 -0.005567 -0.074074
8/5/2019 11109.650391 144.449997 0.010212 -0.03507
7/29/2019 10997.349609 149.699997 -0.025429 0.017675
7/22/2019 11284.299805 147.100006 -0.011818 -0.029291
7/15/2019 11419.25 151.538727 -0.011534 -0.122797
7/8/2019 11552.5 172.752167 -0.021899 0.01585
7/1/2019 11811.150391 170.056808 0.001892 0.003239
6/24/2019 11788.849609 169.507751 0.005523 -0.038233
6/17/2019 11724.099609 176.24614 -0.00839 -0.019167
6/10/2019 11823.299805 179.690201 -0.003989 -0.001387
6/3/2019 11870.650391 179.939758 -0.004374 -0.111412
5/27/2019 11922.799805 202.50087 0.006645 0.110898
5/20/2019 11844.099609 182.285721 0.038305 0.187256
5/13/2019 11407.150391 153.535294 0.011371 -0.031181
5/6/2019 11278.900391 158.476761 -0.037 0.118746
4/29/2019 11712.25 141.655762 -0.003607 -0.112015
4/22/2019 11754.650391 159.524963 0.000157 -0.109501
4/15/2019 11752.799805 179.141144 0.009392 0.005886
4/8/2019 11643.450195 178.092941 -0.001929 -0.073968
4/1/2019 11665.950195 192.31842 0.003618 -0.02579
3/25/2019 11623.900391 197.409637 0.014576 0.005338
3/18/2019 11456.900391 196.36145 0.00263 0.047112
3/11/2019 11426.849609 187.526688 0.035472 0.156
3/4/2019 11035.400391 162.220322 0.015824 0.164457
2/25/2019 10863.5 139.309814 0.006658 -0.04679
2/18/2019 10791.650391 146.148026 0.006271 0.041252
2/11/2019 10724.400391 140.358017 -0.02003 0.014399
2/4/2019 10943.599609 138.365723 0.004585 -0.049353
1/28/2019 10893.650391 145.549057 0.010491 -0.074937
1/21/2019 10780.549805 157.33963 -0.011589 -0.04222
1/14/2019 10906.950195 164.275253 0.010375 -0.065652
1/7/2019 10794.950195 175.8181 0.006302 -0.026338
12/31/2018 10727.349609 180.573975 -0.012206 0.008299
12/24/2018 10859.900391 179.087769 0.009848 -0.05416
12/17/2018 10754 189.34259 -0.004762 0.045405
12/10/2018 10805.450195 181.118912 0.01045 -0.034847
12/3/2018 10693.700195 187.658203 -0.016829 0.116087
11/26/2018 10876.75 168.139374 0.033249 0.016168
11/19/2018 10526.75 165.464218 -0.014552 -0.014168
11/12/2018 10682.200195 167.842133 0.009164 -0.020243
11/5/2018 10585.200195 171.309937 0.003051 -0.008317
10/29/2018 10553 172.746628 0.052144 0.240484
10/22/2018 10030 139.257446 -0.026549 -0.081673
10/15/2018 10303.549805 151.642502 -0.016133 -0.14854
10/8/2018 10472.5 178.09697 0.015126 0.021888
10/1/2018 10316.450195 174.282364 -0.056173 -0.071768
9/24/2018 10930.450195 187.757294 -0.019084 -0.196693
9/17/2018 11143.099609 233.730576 -0.032314 -0.127589
9/10/2018 11515.200195 267.9133 -0.006377 0.032061
9/3/2018 11589.099609 259.590576 -0.007825 -0.06512
8/27/2018 11680.5 277.672729 0.010677 0.02281
8/20/2018 11557.099609 271.480225 0.007528 -0.079146
8/13/2018 11470.75 294.813629 0.003609 0.024445
8/6/2018 11429.5 287.778931 0.006047 -0.079252
7/30/2018 11360.799805 312.549042 0.00731 0.053959
7/23/2018 11278.349609 296.547516 0.024355 0.070798
7/16/2018 11010.200195 276.940613 -0.00079 -0.060286
7/9/2018 11018.900391 294.707184 0.022859 0.011723
7/2/2018 10772.650391 291.29245 0.005446 -0.000679
6/25/2018 10714.299805 291.490417 -0.009938 -0.050153
6/18/2018 10821.849609 306.8815 0.000384 -0.01743
6/11/2018 10817.700195 312.325287 0.004648 -0.004417
6/4/2018 10767.650391 313.710968 0.00668 0.018968
5/28/2018 10696.200195 307.871246 0.008585 0.00161
5/21/2018 10605.150391 307.376373 0.000826 -0.013657
5/14/2018 10596.400391 311.632416 -0.019442 0.091334
5/7/2018 10806.5 285.551727 0.017729 -0.013506
4/30/2018 10618.25 289.461334 -0.006926 0.029572
4/23/2018 10692.299805 281.147186 0.01214 0.053793
4/16/2018 10564.049805 266.795349 0.007962 0.024321
4/9/2018 10480.599609 260.460785 0.014422 0.022935
4/2/2018 10331.599609 254.621048 0.021545 0.079975
3/26/2018 10113.700195 235.765747 0.011567 0.026724
3/19/2018 9998.049805 229.629105 -0.019333 -0.125354
3/12/2018 10195.150391 262.539337 -0.0031 0.019604
3/5/2018 10226.849609 257.491425 -0.022135 -0.064713
2/26/2018 10458.349609 275.307465 -0.003117 0.067344
2/19/2018 10491.049805 257.936859 0.003707 -0.00306
2/12/2018 10452.299805 258.728668 -0.000254 0.0456
2/5/2018 10454.950195 247.44516 -0.028404 -0.040032
1/29/2018 10760.599609 257.763947 -0.027919 -0.101718
1/22/2018 11069.650391 286.952179 0.016058 0.0391
1/15/2018 10894.700195 276.15451 0.019984 -0.009549
1/8/2018 10681.25 278.816956 0.011592 -0.033994
1/1/2018 10558.849609 288.628571 0.002673 -0.014478
12/25/2017 10530.700195 292.868744 0.003593 0.010204
12/18/2017 10493 289.910492 0.01546 0.022965
12/11/2017 10333.25 283.402283 0.006585 0.002966
12/4/2017 10265.650391 282.564117 0.014212 -0.00122
11/27/2017 10121.799805 282.90921 -0.025785 -0.021821
11/20/2017 10389.700195 289.220154 0.010317 0.002735
11/13/2017 10283.599609 288.431335 -0.003696 0.038154
11/6/2017 10321.75 277.830841 -0.012509 -0.035928
10/30/2017 10452.5 288.184814 0.01254 0.084617
10/23/2017 10323.049805 265.701965 0.017395 -0.065059
10/16/2017 10146.549805 284.191162 -0.002056 -0.007234
10/9/2017 10167.450195 286.261902 0.018813 0.086859
10/2/2017 9979.700195 263.384674 0.019523 -0.004843
9/25/2017 9788.599609 264.666565 -0.017643 0.024623
9/18/2017 9964.400391 258.306305 -0.011998 -0.072415
9/11/2017 10085.400391 278.471832 0.015159 0.103772
9/4/2017 9934.799805 252.291153 -0.00397 0.040464
8/28/2017 9974.400391 242.479538 0.011905 0.041508
8/21/2017 9857.049805 232.815872 0.001997 -0.064024
8/14/2017 9837.400391 248.741211 0.013037 0.064795
8/7/2017 9710.799805 233.604721 -0.035325 0.052187
7/31/2017 10066.400391 222.018173 0.005183 0.116262
7/24/2017 10014.5 198.894348 0.01001 0.015885
7/17/2017 9915.25 195.784348 0.002923 0.021053
7/10/2017 9886.349609 191.747543 0.022818 0.011163
7/3/2017 9665.799805 189.630707 0.015219 0.006007
6/26/2017 9520.900391 188.498428 -0.005645 0.00367
6/19/2017 9574.950195 187.809219 -0.001366 -0.080944
6/12/2017 9588.049805 204.35022 -0.008295 0.024432
6/5/2017 9668.25 199.476532 0.001528 0.134696
5/29/2017 9653.5 175.797302 0.006086 -0.005015
5/22/2017 9595.099609 176.683426 0.017735 0.019602
5/15/2017 9427.900391 173.286606 0.002872 -0.018952
5/8/2017 9400.900391 176.634186 0.01245 0.057471
5/1/2017 9285.299805 167.0345 -0.002015 0.01193
4/24/2017 9304.049805 165.065338 0.020248 -0.037048
4/17/2017 9119.400391 171.415909 -0.003431 -0.008824
4/10/2017 9150.799805 172.942001 -0.005164 -0.031698
4/3/2017 9198.299805 178.603378 0.002676 0.150286
3/27/2017 9173.75 155.268738 0.007219 0.129656
3/20/2017 9108 137.447815 -0.005682 0.016752
3/13/2017 9160.049805 135.183258 0.025239 0.010302
3/6/2017 8934.549805 133.80484 0.004158 0.018741
2/27/2017 8897.549805 131.343353 -0.004693 -0.003875
2/20/2017 8939.5 131.854309 0.013353 0.140781
2/13/2017 8821.700195 115.582512 0.003201 -0.002506
2/6/2017 8793.549805 115.87291 0.006018 -0.031161
1/30/2017 8740.950195 119.599815 0.011538 0.095301
1/23/2017 8641.25 109.19352 0.034961 0.040111
1/16/2017 8349.349609 104.982605 -0.006071 0.011189
1/9/2017 8400.349609 103.820976 0.01899 0.10624
1/2/2017 8243.799805 93.850281 0.007085 -0.00666
12/26/2016 8185.799805 94.4795 0.025051 -0.00611
12/19/2016 7985.75 95.06031 -0.018883 0.18599
12/12/2016 8139.450195 80.152695 -0.014803 -0.130252
12/5/2016 8261.75 92.156242 0.021634 -0.001573
11/28/2016 8086.799805 92.301437 -0.003389 0.006864
11/21/2016 8114.299805 91.672226 0.004979 0.022126
11/14/2016 8074.100098 89.687767 -0.026783 -0.110418
11/7/2016 8296.299805 100.820084 -0.016298 -0.069674
10/31/2016 8433.75 108.370705 -0.023646 -0.082377
10/24/2016 8638 118.099373 -0.006333 -0.012146
10/17/2016 8693.049805 119.551414 0.012775 0.064196
10/10/2016 8583.400391 112.339622 -0.01313 -0.04799
10/3/2016 8697.599609 118.002579 0.010039 0.071648
9/26/2016 8611.150391 110.113152 -0.024956 -0.056017
9/19/2016 8831.549805 116.647339 0.005889 0.083146
9/12/2016 8779.849609 107.693085 -0.009795 0.046074
9/5/2016 8866.700195 102.949738 0.006476 -0.051716
8/29/2016 8809.650391 108.564301 0.027658 0.035549
8/22/2016 8572.549805 104.837402 -0.010886 -0.005966
8/15/2016 8666.900391 105.466606 0.0087 0.091137
8/8/2016 8592.150391 96.65757 -0.01048 -0.10888
8/1/2016 8683.150391 108.467514 0.005169 0.183835
7/25/2016 8638.5 91.623825 0.011392 0.088557
7/18/2016 8541.200195 84.170013 -2.34E-05 0.114029
7/11/2016 8541.400391 75.554565 0.026216 0.010356
7/4/2016 8323.200195 74.780136 -0.000618 0.020476
6/27/2016 8328.349609 73.279686 0.02964 0.022282
6/20/2016 8088.600098 71.682442 -0.009988 -0.09308
6/13/2016 8170.200195 79.039459 1.841E-05 0.038804
6/6/2016 8170.049805 76.086983 -0.006173 0.085635
5/30/2016 8220.799805 70.085205 0.007865 -0.036593
5/23/2016 8156.649902 72.747276 0.052512 0.100293
5/16/2016 7749.700195 66.116302 -0.008343 0.141187
5/9/2016 7814.899902 57.936455 0.010532 0.031008
5/2/2016 7733.450195 56.194008 -0.014822 0
4/25/2016 7849.799805 56.194008 -0.006266 -0.011073
4/18/2016 7899.299805 56.823227 0.006223 0.038938
4/11/2016 7850.450195 54.693562 0.039079 0.024479
4/4/2016 7555.200195 53.386726 -0.020465 -0.015179
3/28/2016 7713.049805 54.209557 -0.000447 -0.053254
3/21/2016 7716.5 57.258839 0.014748 0.049694
3/14/2016 7604.350098 54.548145 0.012536 -0.033305
3/7/2016 7510.200195 56.427456 0.00332 -0.01098
2/29/2016 7485.350098 57.053886 0.06481 0.220618
2/22/2016 7029.75 46.741787 -0.025101 0.005181
2/15/2016 7210.75 46.500847 0.032918 0.048913
2/8/2016 6980.950195 44.332417 -0.067852 -0.101239
2/1/2016 7489.100098 49.326145 -0.009843 0.00096
1/25/2016 7563.549805 49.278843 0.01901 0.029644
1/18/2016 7422.450195 47.860069 -0.002064 -0.022222
1/11/2016 7437.799805 48.947803 -0.021516 -0.064195
1/4/2016 7601.350098 52.305569 -0.043416 -0.046552
12/28/2015 7946.350098 54.859375 0.010851 0.009574
12/21/2015 7861.049805 54.339157 0.012767 -0.006914
12/14/2015 7761.950195 54.717495 0.019907 0.021183
12/7/2015 7610.450195 53.582474 -0.022032 -0.030796
11/30/2015 7781.899902 55.285007 -0.020245 -0.009322
11/23/2015 7942.700195 55.805218 0.010965 0.039647
11/16/2015 7856.549805 53.677059 0.012149 -0.004386
11/9/2015 7762.25 53.913525 -0.024144 0.006178
11/2/2015 7954.299805 53.582474 -0.013824 -0.050293
10/26/2015 8065.799805 56.420025 -0.027684 0.024034
10/19/2015 8295.450195 55.095829 0.006955 -0.012712
10/12/2015 8238.150391 55.805218 0.005916 0.00941
10/5/2015 8189.700195 55.285007 0.030034 -0.023392
9/28/2015 7950.899902 56.609196 0.010472 0.04908
9/21/2015 7868.5 53.960808 -0.014207 0.001756
9/14/2015 7981.899902 53.866226 0.024726 0.004409
9/7/2015 7789.299805 53.629761 0.017537 0.062793
8/31/2015 7655.049805 50.461163 -0.043352 -0.03176
8/24/2015 8001.950195 52.116398 -0.035904 -0.083195
8/17/2015 8299.950195 56.845661 -0.025662 -0.065319
8/10/2015 8518.549805 60.818237 -0.005377 -0.002327
8/3/2015 8564.599609 60.960106 0.003721 -0.015279
7/27/2015 8532.849609 61.905956 0.001326 0.017094
7/20/2015 8521.549805 60.865517 -0.010256 -0.043123
7/13/2015 8609.849609 63.60849 0.029819 0.098015
7/6/2015 8360.549805 57.930416 -0.014656 -0.041342
6/29/2015 8484.900391 60.428635 0.012385 0.05082
6/22/2015 8381.099609 57.506195 0.018985 -0.037855
6/15/2015 8224.950195 59.768734 0.030321 0.078232
6/8/2015 7982.899902 55.43219 -0.016242 -0.054663
6/1/2015 8114.700195 58.637463 -0.037819 -0.030397
5/25/2015 8433.650391 60.475773 -0.002991 0.057708
5/18/2015 8458.950195 57.176239 0.023795 -0.009796
5/11/2015 8262.349609 57.741871 0.008649 0.037257
5/4/2015 8191.5 55.667877 0.001222 -0.045271
4/27/2015 8181.5 58.307499 -0.0149 -0.018254
4/20/2015 8305.25 59.39164 -0.034947 -0.039634
4/13/2015 8606 61.84272 -0.019857 -0.062187
4/6/2015 8780.349609 65.943581 0.022606 0.050301
3/30/2015 8586.25 62.785435
NIFTY EDELWEISS
MEAN 0.000226 0.0013
VARIANCE 0.000435 0.006229
COVARIANCE 0.000435 0.000843
BETA 1.939062
Risk free rate 5%
Risk free rate weekly 0.000939
Return on security -0.001383
Date NIFTY_Adj Close EDELWEISS_Adj Close Return_Nifty Return_edelwiess
3/1/2020 8597.75 38.400002 -0.2324636776 -0.560389205733
2/1/2020 11201.75 87.349998 -0.0795490199 -0.083901417596
1/1/2020 12169.849609 95.349998 0.0001150035 -0.126831496158
12/1/2019 12168.450195 109.199997 0.0093231524 -0.115431351529
11/1/2019 12056.049805 123.449997 0.0150368646 0.3360388996528
10/1/2019 11877.450195 92.400002 0.0351215085 -0.026343518939
9/1/2019 11474.450195 94.900002 0.0409316848 -0.140398548181
8/1/2019 11023.25 110.400002 -0.0085222162 -0.243309303629
7/1/2019 11118 145.898453 -0.0569054345 -0.139281524654
6/1/2019 11788.849609 169.507751 -0.0112347937 -0.162928282728
5/1/2019 11922.799805 202.50087 0.01486612 0.3636975690589
4/1/2019 11748.150391 148.493973 0.0106891831 -0.247787619406
3/1/2019 11623.900391 197.409637 0.0770350142 0.456979399162
2/1/2019 10792.5 135.492401 -0.0035500297 -0.112301268486
1/1/2019 10830.950195 152.633316 -0.0029090417 -0.154500421201
12/1/2018 10862.549805 180.524414 -0.001305555 0.0736593678528
11/1/2018 10876.75 168.139374 0.0471906504 0.0436653933227
10/1/2018 10386.599609 161.104675 -0.0497555523 -0.141952509179
9/1/2018 10930.450195 187.757294 -0.064213844 -0.323818026076
8/1/2018 11680.5 277.672729 0.0285299168 -0.093424926063
7/1/2018 11356.5 306.287628 0.059938606 0.0507639707414
6/1/2018 10714.299805 291.490417 -0.0020352347 -0.097456187821
5/1/2018 10736.150391 322.965393 -0.0002978968 0.1377265639498
4/1/2018 10739.349609 283.86908 0.0618615741 0.2040302020632
3/1/2018 10113.700195 235.765747 -0.0361340749 -0.1103572782
2/1/2018 10492.849609 265.011719 -0.0485006462 -0.042572054945
1/1/2018 11027.700195 276.795471 0.0471953423 -0.054882172746
12/1/2017 10530.700195 292.868744 0.0297412515 0.0078044356448
11/1/2017 10226.549805 290.600769 -0.0105221911 0.0470777862228
10/1/2017 10335.299805 277.535034 0.0558507057 0.0486214380725
9/1/2017 9788.599609 264.666565 -0.0130371124 0.0855408827377
8/1/2017 9917.900391 243.810776 -0.0157981189 0.2082385261513
7/1/2017 10077.099609 201.790268 0.0584187624 0.0705143281089
6/1/2017 9520.900391 188.498428 -0.010429997 0.105688792818
5/1/2017 9621.25 170.480545 0.0340927017 0.0328064454089
4/1/2017 9304.049805 165.065338 0.0142035487 0.0630944781686
3/1/2017 9173.75 155.268738 0.0331265377 0.1690743403904
2/1/2017 8879.599609 132.8134 0.0371789111 0.2455742263425
1/1/2017 8561.299805 106.62825 0.0458721211 0.1285860953964
12/1/2016 8185.799805 94.4795 -0.0047054769 -0.039842645556
11/1/2016 8224.5 98.400017 -0.0478698773 -0.166803222571
10/1/2016 8638 118.099373 0.0031180049 0.0725274034477
9/1/2016 8611.150391 110.113152 -0.019923266 -0.017702885226
8/1/2016 8786.200195 112.097603 0.0170978984 0.2234547400744
7/1/2016 8638.5 91.623825 0.0423214986 0.2470357087691
6/1/2016 8287.75 73.473297 0.0156431784 0.0652630270407
5/1/2016 8160.100098 68.971977 0.0395297079 0.2273902406107
4/1/2016 7849.799805 56.194008 0.0143957284 0.0347429907699
3/1/2016 7738.399902 54.307213 0.1075346703 0.2100364562521
2/1/2016 6987.049805 44.880642 -0.0762208242 -0.089251304054
1/1/2016 7563.549805 49.278843 -0.0481730969 -0.108640015185
12/1/2015 7946.350098 55.285007 0.0013988341 -0.024206988467
11/1/2015 7935.25 56.65649 -0.0161855995 0.0041911537615
10/1/2015 8065.799805 56.420025 0.0147064253 0.0311149112363
9/1/2015 7948.899902 54.717495 -6.326999E-06 0.0367382909667
8/1/2015 7948.950195 52.778503 -0.0684295916 -0.144612967961
7/1/2015 8532.849609 61.701313 0.0196390762 0.080033052159
6/1/2015 8368.5 57.129097 -0.0077250524 -0.055339119022
5/1/2015 8433.650391 60.475773 0.0308195797 0.0371868805417
4/1/2015 8181.5 58.307499
NIFTY EDELWEISS
MEAN 0.0021376308 0.008892063315
VARIANCE 0.0024667626 0.0299596031809
COVARIANCE 0.0024667626 0.0057837323979
BETA 2.3446651709506
Risk free rate 5%
Risk free rate monthly 0.0040741238
Return on security -0.0045483173
Date NIFTY_Adj_close Edelweiss_Adj Close Return_NIFTY Return_Edelweiss
1/1/2020 12169.84961 95.349998 0.024618028708 0.0319263629453
10/1/2019 11877.4502 92.400002 0.068308166936 -0.366682784498
7/1/2019 11118 145.898453 -0.053638263819 -0.017478958557
4/1/2019 11748.15039 148.493973 0.084683261677 -0.027119524809
1/1/2019 10830.9502 152.633316 0.042781141729 -0.052582949564
10/1/2018 10386.59961 161.104675 -0.085404868577 -0.474008545327
7/1/2018 11356.5 306.287628 0.057466272392 0.078974955638
4/1/2018 10739.34961 283.86908 -0.026147844498 0.025555363946
1/1/2018 11027.7002 276.795471 0.066993740165 -0.00266475547
10/1/2017 10335.29981 277.535034 0.025622471742 0.3753638208162
7/1/2017 10077.09961 201.790268 0.083087453443 0.2224872310866
4/1/2017 9304.049805 165.065338 0.086756686124 0.5480450818615
1/1/2017 8561.299805 106.62825 -0.008879392799 -0.097131108393
10/1/2016 8638 118.099373 -5.78804191E-05 0.2889592090267
7/1/2016 8638.5 91.623825 0.100473924761 0.6304910124937
4/1/2016 7849.799805 56.194008 0.037845985996 0.1403272597127
1/1/2016 7563.549805 49.278843 -0.062269088267 -0.126571762419
10/1/2015 8065.799805 56.420025 -0.054735501667 -0.085594418388
7/1/2015 8532.849609 61.701313 0.042944400049 0.0582054462669
4/1/2015 8181.5 58.307499
NIFTY EDELWIESS
MEAN 0.022655194404 0.0605526808615
VARIANCE 0.003254305732 0.0738236729464
COVARIANCE 0.003254305732 0.0083589039467
BETA 2.5685675023346
Risk free rate 5%
Risk free rate quaterly 0.012272234429
Return on security 0.026796755689
Date NIFTY_Adj Close Edelweiss_Adj Close Return_NI Return_Edelweiss
10/1/2019 11877.4502 92.400002 0.011006 -0.377753
4/1/2019 11748.15039 148.493973 0.131087 -0.078276
10/1/2018 10386.59961 161.104675 -0.032846 -0.432468
4/1/2018 10739.34961 283.86908 0.039094 0.022823
10/1/2017 10335.29981 277.535034 0.110839 0.681365
4/1/2017 9304.049805 165.065338 0.077107 0.397682
10/1/2016 8638 118.099373 0.10041 1.101636
4/1/2016 7849.799805 56.194008 -0.02678 -0.004006
10/1/2015 8065.799805 56.420025 -0.014142 -0.032371
4/1/2015 8181.5 58.307499
NIFTY EDELWEISS
MEAN 0.043975 0.14207
VARIANCE 0.003967 0.248974
COVARIEANCE 0.003967 0.020227
BETA 5.098518
Risk free rate 5%
Risk free rate semi an 0.024695
Return on security 0.098775
Date NIFTY_Adj Close Edelweiss_Adj Close Return_NIFTY Return_Edelweiss
4/1/2019 11748.15039 148.493973 0.093934997614814 -0.476892752814
4/1/2018 10739.34961 283.86908 0.154266135186494 0.7197376713941
4/1/2017 9304.049805 165.065338 0.185259501659355 1.9374188436604
4/1/2016 7849.799805 56.194008 -0.040542711605452 -0.036247327295
4/1/2015 8181.5 58.307499
NIFTY EDELWEISS
MEAN 0.098229480713803 0.5360041087364
VARIANCE 0.009996831712152 1.1170510131625
COVARIANCE 0.009996831712152 0.0720078075628
BETA 7.203062893943
Risk free rate 5%
Risk free rate annually 5%
Return on security 34.981145695942200%
Date NIFTY_Adj Close Muthoot_Adj Close Bajaj Holdings_Adj Close Bajaj Finance_Adj Close
4/1/2019 11748.15039 571.190063 3021.950684 3083.445557
4/1/2018 10739.34961 431.358551 2613.68457 1896.735107
4/1/2017 9304.049805 368.280731 2011.71936 1265.598633
4/1/2016 7849.799805 186.68866 1362.719849 671.70874
4/1/2015 8181.5 166.223312 1177.045654 373.415894
Edelweiss
0.536004108736366
1.11705101316251
0.072007807562791
7.20306289394301
-0.04288608196435
-4%
5.98
6535.5
Edelweiss_Return