Al- abbas sugar mill limited

Time MPS Return(Ri) Ri-R̅ (Ri-R̅)2

1-Jan-20 258.99 0 0 0
2-Jan-20 257.21 -0.006872852233677 -0.00901839123368 -0.018036782467
3-Jan-20 255.86 -0.005248629524513 -0.00524862952451 -0.010497259049
6-Jan-20 251.35 -0.017626827171109 -0.01762682717111 -0.035253654342
7-Jan-20 263.91 0.049970161129899 0.0499701611299 0.0999403222598
8-Jan-20 261.72 -0.008298283505741 -0.00829828350574 -0.016596567011
9-Jan-20 268.64 0.02644047073208 0.02644047073208 0.0528809414642
10-Jan-20 267.49 -0.004280821917808 -0.00428082191781 -0.008561643836
13-Jan-20 264 -0.013047216718382 -0.01304721671838 -0.026094433437
14-Jan-20 262.32 -0.006363636363636 -0.00636363636364 -0.012727272727
15-Jan-20 262.5 0.000686184812443 0.00068618481244 0.0013723696249
16-Jan-20 252.34 -0.038704761904762 -0.03870476190476 -0.07740952381
17-Jan-20 221.09 -0.123840849647301 -0.1238408496473 -0.247681699295
20-Jan-20 221 -0.000407074042245 -0.00040707404225 -0.000814148084
21-Jan-20 224.14 0.01420814479638 0.01420814479638 0.0284162895928
22-Jan-20 225 0.003836887659499 0.0038368876595 0.007673775319
23-Jan-20 227 0.008888888888889 0.00888888888889 0.0177777777778
24-Jan-20 228.27 0.005594713656388 0.00559471365639 0.0111894273128
27-Jan-20 226.01 -0.009900556358698 -0.0099005563587 -0.019801112717
28-Jan-20 228 0.008804920136277 0.00880492013628 0.0176098402726
29-Jan-20 224.45 -0.015570175438597 -0.0155701754386 -0.031140350877
30-Jan-20 224 -0.00200490086879 -0.00200490086879 -0.004009801738
31-Jan-20 224.4 0.001785714285714 0.00178571428571 0.0035714285714
3-Feb-20 219.88 -0.020142602495544 -0.02014260249554 -0.040285204991
4-Feb-20 225.33 0.024786247043842 0.02478624704384 0.0495724940877
7-Feb-20 217.05 -0.036746105711623 -0.03674610571162 -0.073492211423
10-Feb-20 225.19 0.037502879520848 0.03750287952085 0.0750057590417
13-Feb-20 224.9 -0.001287801412141 -0.00128780141214 -0.002575602824
17-Feb-20 220 -0.02178746109382 -0.02178746109382 -0.043574922188
18-Feb-20 216.02 -0.018090909090909 -0.01809090909091 -0.036181818182
19-Feb-20 216.08 0.000277752059994 0.00027775205999 0.00055550412
20-Feb-20 220 0.018141429100333 0.01814142910033 0.0362828582007
21-Feb-20 219 -0.004545454545455 -0.00454545454545 -0.009090909091
25-Feb-20 207.51 -0.052465753424658 -0.05246575342466 -0.104931506849
26-Feb-20 218 0.050551780637078 0.05055178063708 0.1011035612742
27-Feb-20 213.56 -0.020366972477064 -0.02036697247706 -0.040733944954
28-Feb-20 205.12 -0.0395205094587 -0.0395205094587 -0.079041018917
2-Mar-20 205.12 0 0 0
3-Mar-20 215 0.048166926677067 0.04816692667707 0.0963338533541
4-Mar-20 214.5 -0.002325581395349 -0.00232558139535 -0.004651162791
6-Mar-20 204.05 -0.048717948717949 -0.04871794871795 -0.097435897436
9-Mar-20 204.25 0.000980151923548 0.00098015192355 0.0019603038471
10-Mar-20 204 -0.001223990208078 -0.00122399020808 -0.002447980416
11-Mar-20 204 0 0 0
12-Mar-20 196.33 -0.037598039215686 -0.03759803921569 -0.075196078431
13-Mar-20 196.33 0 0 0
16-Mar-20 195 -0.006774308562115 -0.00677430856211 -0.013548617124
17-Mar-20 190 -0.025641025641026 -0.02564102564103 -0.051282051282
18-Mar-20 175.78 -0.074842105263158 -0.07484210526316 -0.149684210526
19-Mar-20 177.2 0.008078279667767 0.00807827966777 0.0161565593355
20-Mar-20 181.33 0.023306997742664 0.02330699774266 0.0466139954853
24-Mar-20 172.5 -0.048695748083605 -0.0486957480836 -0.097391496167
25-Mar-20 175 0.014492753623189 0.01449275362319 0.0289855072464
26-Mar-20 180 0.028571428571429 0.02857142857143 0.0571428571429
30-Mar-20 187.51 0.041722222222222 0.04172222222222 0.0834444444444
31-Mar-20 197.75 0.054610420777559 0.05461042077756 0.1092208415551
1-Apr-20 197 -0.003792667509482 -0.00379266750948 -0.007585335019
2-Apr-20 200 0.015228426395939 0.01522842639594 0.0304568527919
3-Apr-20 201.33 0.00665 0.00665 0.0133
6-Apr-20 208.25 0.034371429990563 0.03437142999056 0.0687428599811
8-Apr-20 208 -0.001200480192077 -0.00120048019208 -0.002400960384
9-Apr-20 210.91 0.013990384615385 0.01399038461538 0.0279807692308
13-Apr-20 210 -0.004314636574842 -0.00431463657484 -0.00862927315
14-Apr-20 216.3 0.03 0.03 0.06
15-Apr-20 216 -0.001386962552011 -0.00138696255201 -0.002773925104
16-Apr-20 214.45 -0.007175925925926 -0.00717592592593 -0.014351851852
17-Apr-20 219.25 0.022382839822803 0.0223828398228 0.0447656796456
20-Apr-20 218.97 -0.001277080957811 -0.00127708095781 -0.002554161916
21-Apr-20 218 -0.004429830570398 -0.0044298305704 -0.008859661141
22-Apr-20 220 0.009174311926605 0.00917431192661 0.0183486238532
23-Apr-20 223 0.013636363636364 0.01363636363636 0.0272727272727
24-Apr-20 223 0 0 0
27-Apr-20 223 0 0 0
28-Apr-20 239 0.071748878923767 0.07174887892377 0.1434977578475
29-Apr-20 230 -0.037656903765691 -0.03765690376569 -0.075313807531
30-Apr-20 231.21 0.005260869565217 0.00526086956522 0.0105217391304
4-May-20 230 -0.005233337658406 -0.00523333765841 -0.010466675317
5-May-20 230 0 0 0
6-May-20 233 0.01304347826087 0.01304347826087 0.0260869565217
7-May-20 231.53 -0.006309012875536 -0.00630901287554 -0.012618025751
8-May-20 228.05 -0.01503044961776 -0.01503044961776 -0.030060899236
13-May-20 228.05 0 0 0
14-May-20 228 -0.000219250164438 -0.00021925016444 -0.000438500329
15-May-20 232 0.017543859649123 0.01754385964912 0.0350877192982
19-May-20 235 0.012931034482759 0.01293103448276 0.0258620689655
20-May-20 235 0 0 0
21-May-20 239.33 0.018425531914894 0.01842553191489 0.0368510638298
28-May-20 237.49 -0.007688129361133 -0.00768812936113 -0.015376258722
29-May-20 245.25 0.032675060002526 0.03267506000253 0.0653501200051
1-Jun-20 247.99 0.011172273190622 0.01117227319062 0.0223445463812
2-Jun-20 245.2 -0.011250453647325 -0.01125045364732 -0.022500907295
3-Jun-20 245 -0.000815660685155 -0.00081566068515 -0.00163132137
8-Jun-20 245.5 0.002040816326531 0.00204081632653 0.0040816326531
9-Jun-20 247 0.006109979633401 0.0061099796334 0.0122199592668
10-Jun-20 249.06 0.00834008097166 0.00834008097166 0.0166801619433
11-Jun-20 242.01 -0.028306432185016 -0.02830643218502 -0.05661286437
12-Jun-20 242.01 0 0 0
15-Jun-20 236.55 -0.022561051196232 -0.02256105119623 -0.045122102392
16-Jun-20 236.21 -0.00143732826041 -0.00143732826041 -0.002874656521
17-Jun-20 235.65 -0.002370771770882 -0.00237077177088 -0.004741543542
18-Jun-20 235.65 0 0 0
19-Jun-20 235.03 -0.002631020581371 -0.00263102058137 -0.005262041163
22-Jun-20 236.41 0.005871590860741 0.00587159086074 0.0117431817215
23-Jun-20 236.25 -0.000676790321898 -0.0006767903219 -0.001353580644
24-Jun-20 236.25 0 0 0
25-Jun-20 234.99 -0.005333333333333 -0.00533333333333 -0.010666666667
29-Jun-20 250.31 0.065194263585684 0.06519426358568 0.1303885271714
30-Jun-20 262.59 0.049059166633374 0.04905916663337 0.0981183332667
1-Jul-20 258 -0.017479721238433 -0.01747972123843 -0.034959442477
2-Jul-20 258 0 0 0
3-Jul-20 258.03 0.000116279069767 0.00011627906977 0.0002325581395
6-Jul-20 250 -0.031120412355152 -0.03112041235515 -0.06224082471
7-Jul-20 250 0 0 0
8-Jul-20 250.5 0.002 0.002 0.004
9-Jul-20 253.72 0.012854291417166 0.01285429141717 0.0257085828343
10-Jul-20 250.01 -0.014622418414 -0.014622418414 -0.029244836828
13-Jul-20 256.89 0.02751889924403 0.02751889924403 0.0550377984881
14-Jul-20 256.89 0 0 0
15-Jul-20 256.89 0 0 0
16-Jul-20 257 0.00042819883997 0.00042819883997 0.0008563976799
17-Jul-20 257 0 0 0
20-Jul-20 261 0.01556420233463 0.01556420233463 0.0311284046693
21-Jul-20 263.01 0.007701149425287 0.00770114942529 0.0154022988506
22-Jul-20 261.01 -0.007604273601764 -0.00760427360176 -0.015208547204
23-Jul-20 261.16 0.00057469062488 0.00057469062488 0.0011493812498
24-Jul-20 259 -0.008270791851739 -0.00827079185174 -0.016541583703
27-Jul-20 270 0.042471042471042 0.04247104247104 0.0849420849421
28-Jul-20 282 0.044444444444445 0.04444444444444 0.0888888888889
29-Jul-20 303.15 0.075 0.075 0.15
30-Jul-20 325.88 0.074979383143658 0.07497938314366
average return R̅= 0.002145539

beta is less then one the risk of Al-abbas sugar mill limites is less then to the risk of market therefo
MPS Return(Rm) (Rm-Rm̅) (Rm-Rm̅)2 (Ri-R̅ )(Rm-Rm̅)
41,400.00 0 0 0 0
42,480.76 0.026105314 0.025846574009662 0.051693148019324 -0.000233094516
42,323.30 -0.003706619 -0.003706619184779 -0.00741323836956 1.945467089E-05
41,357.56 -0.022818164 -0.022818163990048 -0.0456363279801 0.000402211833
42,523.07 0.028181305 0.028181304699794 0.056362609399588 0.0014082243367
43,207.05 0.016084916 0.016084915788065 0.03216983157613 -0.000133477191
43,218.67 0.000268938 0.00026893759236 0.000537875184721 7.11083654E-06
43,207.04 -0.000269097 -0.000269096665862 -0.00053819333172 1.151954905E-06
43,167.77 -0.00090888 -0.000908879664055 -0.00181775932811 1.185834995E-05
42,747.63 -0.009732724 -0.009732724206045 -0.01946544841209 6.193551767E-05
42,626.48 -0.002834075 -0.002834075245809 -0.00566815049162 -1.944699391E-06
42,561.27 -0.0015298 -0.001529800255616 -0.00305960051123 5.921055466E-05
42,506.95 -0.001276278 -0.001276277705059 -0.00255255541012 0.0001580553154
42,299.19 -0.004887671 -0.004887671310221 -0.00977534262044 1.989644117E-06
41,898.70 -0.00946803 -0.009468030002466 -0.01893606000493 -0.000134523141
41,903.51 0.000114801 0.000114800697874 0.000229601395747 4.40477381E-07
41,630.94 -0.006504706 -0.006504705691719 -0.01300941138344 -5.781960615E-05
40,409.38 -0.0293426 -0.029342599518531 -0.05868519903706 -0.000164163442
40,143.63 -0.006576443 -0.006576443390124 -0.01315288678025 6.511044842E-05
39,296.70 -0.021097494 -0.021097494172799 -0.0421949883456 -0.000185761751
39,714.46 0.010630918 0.010630918117806 0.021261836235613 -0.00016552526
40,531.13 0.020563543 0.020563542850639 0.041127085701279 -4.122786493E-05
40,455.44 -0.001867453 -0.001867453485753 -0.00373490697151 -3.334738367E-06
40,175.35 -0.00692342 -0.006923419940557 -0.01384683988111 0.0001394556958
40,574.52 0.009935694 0.009935694399675 0.019871388799351 0.0002462685759
39,143.73 -0.035263264 -0.035263263742861 -0.07052652748572 0.0012957876172
38,087.32 -0.026987975 -0.026987974830197 -0.05397594966039 -0.001012126769
39,199.68 0.02920552 0.029205520367409 0.058411040734817 -3.761091037E-05
37,058.95 -0.054610905 -0.05461090498698 -0.10922180997396 0.0011898329677
37,695.75 0.017183433 0.017183433421616 0.034366866843232 -0.000310863932
37,673.25 -0.000596884 -0.000596884264141 -0.00119376852828 -1.657858339E-07
35,956.69 -0.045564426 -0.045564425686661 -0.09112885137332 -0.000826603798
36,060.88 0.002897653 0.00289765270385 0.0057953054077 -1.317114865E-05
30,129.83 -0.164473246 -0.164473246354498 -0.328946492709 0.0086292127882
30,667.41 0.017842119 0.017842118591442 0.035684237182885 0.0009019508651
28,564.83 -0.068560729 -0.068560729451884 -0.13712145890377 0.0013963744898
27,228.80 -0.046771852 -0.04677185195921 -0.09354370391842 0.0018484474178
28,023.39 0.029181969 0.02918196909155 0.0583639381831 0
29,231.63 0.043115412 0.043115411804211 0.086230823608422 0.002076736879
29,505.57 0.009371356 0.009371355617186 0.018742711234372 -2.179385027E-05
31,621.79 0.071722729 0.071722728962701 0.143445457925402 -0.003494184232
30,971.27 -0.02057189 -0.020571890459079 -0.04114378091816 -2.0163578E-05
31,837.30 0.027962366 0.027962366412485 0.05592473282497 -3.422566268E-05
32,033.20 0.00615316 0.006153159972736 0.012306319945473 0
31,032.99 -0.031224167 -0.031224167426295 -0.06244833485259 0.0011739674714
31,222.74 0.006114461 0.00611446077223 0.01222892154446 0
32,831.83 0.051535836 0.051535835740233 0.103071671480466 -0.000349119653
33,499.65 0.020340627 0.020340626763723 0.040681253527446 -0.000521554532
32,422.83 -0.032144216 -0.032144216432112 -0.06428843286422 0.0024057408298
32,464.23 0.001276878 0.001276878051669 0.002553756103338 1.0314978E-05
32,850.83 0.011908491 0.0119084912841 0.023816982568199 0.0002775511795
33,158.84 0.009376019 0.009376018809875 0.018752037619749 -0.00045657225
34,111.64 0.028734419 0.028734418936248 0.057468837872495 0.0004164408541
33,916.64 -0.005716524 -0.005716523743801 -0.0114330474876 -0.00016332925
33,267.69 -0.019133676 -0.019133675977337 -0.03826735195467 -0.000798299481
33,283.79 0.000483953 0.000483953048739 0.000967906097478 2.642887963E-05
33,603.02 0.009591155 0.009591155334173 0.019182310668346 -3.637606321E-05
33,693.04 0.002678926 0.002678925882257 0.005357851764514 4.079582562E-05
33,804.90 0.003319974 0.003319973501946 0.006639947003892 2.207782379E-05
34,158.55 0.010461501 0.010461501143325 0.020923002286651 0.0003595767541
33,836.61 -0.009424873 -0.009424873128397 -0.01884974625679 1.13143735E-05
33,695.42 -0.004172699 -0.004172699333651 -0.0083453986673 -5.837766856E-05
34,401.42 0.020952402 0.020952402433328 0.041904804866655 -9.040200187E-05
34,119.39 -0.008198208 -0.008198208097224 -0.01639641619445 -0.000245946243
34,350.42 0.006771223 0.006771223049415 0.013542446098831 -9.391432801E-06
34,749.57 0.011619945 0.011619945258311 0.023239890516623 -8.338386644E-05
34,803.60 0.001554839 0.001554839383624 0.003109678767248 3.480172087E-05
34,609.09 -0.00558879 -0.005588789665437 -0.01117757933087 7.137336859E-06
33,824.51 -0.022669767 -0.022669766815597 -0.04533953363119 0.0001004232261
34,019.12 0.00575352 0.005753520154468 0.011507040308936 5.278458857E-05
33,848.68 -0.005010124 -0.005010123718662 -0.01002024743732 -6.831986889E-05
33,539.85 -0.009123842 -0.009123841756902 -0.0182476835138 0
34,052.61 0.015288083 0.015288082683733 0.030576165367466 0
34,034.65 -0.000527419 -0.000527419190482 -0.00105483838096 -3.784173564E-05
33,709.63 -0.00954968 -0.009549679517786 -0.01909935903557 0.0003596113626
33,939.49 0.006818823 0.006818822989158 0.013637645978315 3.587293833E-05
34,978.18 0.030604172 0.030604172307834 0.061208344615668 -0.000160161967
35,051.38 0.002092733 0.002092733241123 0.004185466482247 0
35,202.77 0.004319088 0.004319088150024 0.008638176300049 5.633593239E-05
35,373.35 0.004845641 0.004845641408332 0.009691282816665 -3.057121404E-05
35,694.89 0.009089894 0.009089893945583 0.018179787891167 -0.000136625193
36,679.03 0.027570893 0.02757089320068 0.055141786401359 0
37,001.44 0.008790036 0.008790036159626 0.017580072319252 -1.927216873E-06
37,330.85 0.008902626 0.008902626492374 0.017805252984748 0.0001561864297
37,578.21 0.006626155 0.006626155043349 0.013252310086698 8.568303935E-05
37,607.62 0.000782634 0.000782634404353 0.001565268808706 0
38,221.16 0.016314247 0.016314246953144 0.032628493906288 0.0003005986779
40,166.12 0.050886996 0.050886995580459 0.101773991160917 -0.000391225805
40,029.69 -0.003396644 -0.003396643738554 -0.00679328747711 -0.000110985538
40,473.18 0.011079027 0.011079026592512 0.022158053185023 0.0001237779118
40,290.74 -0.004507676 -0.004507676441535 -0.00901535288307 5.071340486E-05
40,122.50 -0.004175649 -0.004175649293113 -0.00835129858623 3.405912963E-06
39,802.60 -0.007973082 -0.007973082435043 -0.01594616487009 -1.627159681E-05
40,292.82 0.012316281 0.012316280845975 0.02463256169195 7.525222513E-05
40,862.59 0.014140733 0.014140732765788 0.028281465531576 0.0001179348563
41,081.94 0.005367991 0.005367990624187 0.010735981248375 -0.000151948663
41,056.22 -0.000626066 -0.000626065857649 -0.0012521317153 0
41,834.85 0.01896497 0.018964970472196 0.037929940944393 -0.00042786967
42,188.11 0.008444156 0.008444156008687 0.016888312017373 -1.213702407E-05
42,023.00 -0.003913662 -0.003913661929866 -0.00782732385973 9.278399224E-06
42,295.75 0.006490493 0.006490493301287 0.012980986602575 0
41,985.19 -0.007342582 -0.007342581701471 -0.01468516340294 1.931848358E-05
42,530.67 0.0129922 0.012992200344931 0.025984400689862 7.628488481E-05
42,531.31 1.504796E-05 1.504796421026E-05 3.00959284205E-05 -1.018431654E-08
42,346.42 -0.00434715 -0.004347150369928 -0.00869430073986 0
42,282.28 -0.00151465 -0.001514649880675 -0.00302929976135 8.078132697E-06
41,828.91 -0.010722459 -0.01072245867536 -0.02144491735072 -0.000699042797
41,876.26 0.001131992 0.001131992203478 0.002263984406957 5.553459414E-05
41,806.37 -0.001668965 -0.001668964706972 -0.00333792941394 2.917303783E-05
41,701.23 -0.002514928 -0.002514927749049 -0.0050298554981 0
40,740.95 -0.023027618 -0.023027618130209 -0.04605523626042 -2.677630015E-06
40,676.92 -0.001571637 -0.001571637382044 -0.00314327476409 4.89100034E-05
40,070.83 -0.014900096 -0.014900095680794 -0.02980019136159 0
39,072.47 -0.024914882 -0.024914881972747 -0.04982976394549 -4.982976395E-05
39,127.48 0.001407897 0.00140789665972 0.002815793319439 1.809751395E-05
39,849.96 0.018464772 0.018464772073233 0.036929544146467 -0.000269999623
40,209.82 0.009030373 0.009030372928856 0.018060745857712 0.0002485059228
40,006.67 -0.005052248 -0.005052248430856 -0.01010449686171 0
40,144.29 0.003439926 0.003439926392274 0.006879852784548 0
40,068.49 -0.001888189 -0.00188818883084 -0.00377637766168 -8.08520267E-07
40,164.02 0.002384168 0.002384167708841 0.004768335417681 0
41,535.92 0.034157437 0.034157437427827 0.068314874855655 0.0005316332674
41,199.02 -0.008111052 -0.008111051831764 -0.01622210366353 -6.246442215E-05
41,266.00 0.001625767 0.001625766826493 0.003251533652985 -1.236277576E-05
41,850.47 0.014163476 0.014163475985072 0.028326951970145 8.139616864E-06
41,381.83 -0.011197963 -0.011197962651316 -0.02239592530263 9.261601825E-05
39,112.18 -0.054846535 -0.054846535303055 -0.10969307060611 -0.00232938953
 40,480.88 0.034994214 0.034994214078581 0.069988428157162 0.0015552984035
40,281.96 -0.004913925 -0.004913924796101 -0.0098278495922 -0.00036854436
41,071.30 0.019595372 0.019595372221213 0.039190744442426 0.0014692489216
average return Rm̅= 0.00025874 0.066237243752567 0.0153501175508
varience of maket 0.000513467005834 covarience 0.000119
Beta 0.231744509299506

the risk of market therefor the return of al-abbas sugar mill should less to the return of market
 Al noor sugar mills limited (ALNRS)
Time MPS Return(Ri) Ri-R̅ (Ri-R̅)2
1-Jan-20 51 0 0 0
2-Jan-20 51 0 0.000605641 0.001211282
3-Jan-20 51.2 0.003921568627451 0.003921568627 0.007843137254902
6-Jan-20 51.49 0.0056640625 0.0056640625 0.011328125
7-Jan-20 50.95 -0.01048747329579 -0.010487473296 -0.020974946591571
8-Jan-20 48.41 -0.04985279685967 -0.04985279686 -0.099705593719333
9-Jan-20 49.19 0.016112373476555 0.016112373477 0.032224746953109
10-Jan-20 48.99 -0.00406586704615 -0.004065867046 -0.008131734092295
13-Jan-20 49 0.000204123290467 0.00020412329 0.000408246580935
15-Jan-20 46.55 -0.05 -0.05 -0.1
16-Jan-20 46.55 0 0 0
17-Jan-20 42.5 -0.08700322234157 -0.087003222342 -0.174006444683136
20-Jan-20 41.15 -0.03176470588235 -0.031764705882 -0.063529411764706
21-Jan-20 41.25 0.002430133657351 0.002430133657 0.004860267314702
22-Jan-20 43.47 0.053818181818182 0.053818181818 0.107636363636364
23-Jan-20 45.85 0.05475040257649 0.054750402576 0.109500805152979
24-Jan-20 48.37 0.054961832061069 0.054961832061 0.109923664122137
27-Jan-20 51.03 0.054992764109986 0.05499276411 0.109985528219971
28-Jan-20 53.83 0.054869684499314 0.054869684499 0.109739368998628
29-Jan-20 56.79 0.054987924948913 0.054987924949 0.109975849897827
30-Jan-20 59 0.038915301989787 0.03891530199 0.077830603979574
31-Jan-20 58 -0.01694915254237 -0.016949152542 -0.033898305084746
4-Feb-20 58.75 0.012931034482759 0.012931034483 0.025862068965517
6-Feb-20 55.52 -0.05497872340426 -0.054978723404 -0.109957446808511
7-Feb-20 55.5 -0.00036023054755 -0.000360230548 -0.000720461095101
10-Feb-20 58 0.045045045045045 0.045045045045 0.09009009009009
12-Feb-20 59.9 0.032758620689655 0.03275862069 0.06551724137931
13-Feb-20 57.25 -0.04424040066778 -0.044240400668 -0.088480801335559
18-Feb-20 56.25 -0.0174672489083 -0.017467248908 -0.034934497816594
27-Feb-20 59 0.048888888888889 0.048888888889 0.097777777777778
6-Mar-20 60 0.016949152542373 0.016949152542 0.033898305084746
11-Mar-20 56 -0.06666666666667 -0.066666666667 -0.133333333333333
12-Mar-20 52.5 -0.0625 -0.0625 -0.125
16-Mar-20 48.7 -0.07238095238095 -0.072380952381 -0.144761904761905
17-Mar-20 45.2 -0.07186858316222 -0.071868583162 -0.143737166324435
13-Apr-20 42 -0.07079646017699 -0.070796460177 -0.141592920353983
14-Apr-20 42 0 0 0
15-Apr-20 45 0.071428571428571 0.071428571429 0.142857142857143
16-Apr-20 45.1 0.002222222222222 0.002222222222 0.004444444444445
20-Apr-20 48 0.06430155210643 0.064301552106 0.12860310421286
21-Apr-20 48 0 0 0
24-Apr-20 49.01 0.021041666666667 0.021041666667 0.042083333333333
28-Apr-20 49.57 0.011426239542951 0.011426239543 0.022852479085901
29-Apr-20 50.15 0.011700625378253 0.011700625378 0.023401250756506
30-Apr-20 51 0.016949152542373 0.016949152542 0.033898305084746
4-May-20 54.82 0.074901960784314 0.074901960784 0.149803921568628
13-May-20 54.82 0 0 0
19-May-20 58 0.058008026267786 0.058008026268 0.116016052535571
1-Jun-20 53.65 -0.075 -0.075 -0.15
3-Jun-20 53.65 0 0 0
4-Jun-20 53.65 0 0 0
8-Jun-20 53 -0.0121155638397 -0.01211556384 -0.024231127679403
22-Jun-20 53 0 0 0
24-Jun-20 49.03 -0.07490566037736 -0.074905660377 -0.149811320754717
2-Jul-20 51 0.040179481949827 0.04017948195 0.080358963899653
15-Jul-20 51 0 0 0
22-Jul-20 51 0 0 0
23-Jul-20 47.18 -0.07490196078431 -0.074901960784 -0.149803921568628
27-Jul-20 44.01 -0.06718948707079 -0.067189487071 -0.134378974141586
28-Jul-20 47.31 0.074982958418541 0.074982958419 0.149965916837083
averge return R̅ -0.000605641

beta is less then one the risk of Al-abbas sugar mill limites is less then to the risk of market therefor the retu
MPS Return(Rm) Rm-Rm̅ (Rm-Rm̅)2 (Ri-R̅)(Rm-Rm̅
41,400.00 0 0 0 0
42,480.76 0.026105314009662 0.025478063009662 0.050956126019 1.543055955923E-05
42,323.30 -0.003706619184779 -0.00370661918478 -0.00741323837 -1.453576150894E-05
41,357.56 -0.022818163990048 -0.02281816399005 -0.04563632798 -0.000129243506975
42,523.07 0.028181304699794 0.028181304699794 0.0563626094 -0.000295550680479
43,207.05 0.016084915788065 0.016084915788065 0.032169831576 -0.000801878039287
43,218.67 0.00026893759236 0.00026893759236 0.000537875185 4.333222929995E-06
43,207.04 -0.000269096665862 -0.00026909666586 -0.00053819333 1.094111265957E-06
43,167.77 -0.000908879664055 -0.00090887966405 -0.00181775933 -1.855235076659E-07
42,626.48 -0.012539216179108 -0.01253921617911 -0.02507843236 0.000626960808955
42,561.27 -0.001529800255616 -0.00152980025562 -0.00305960051 0
42,506.95 -0.001276277705059 -0.00127627770506 -0.00255255541 0.000111040272943
42,299.19 -0.004887671310221 -0.00488767131022 -0.00977534262 0.000155255441619
41,898.70 -0.009468030002466 -0.00946803000247 -0.01893606 -2.30085783778E-05
41,903.51 0.000114800697874 0.000114800697874 0.000229601396 6.178364831023E-06
41,630.94 -0.006504705691719 -0.00650470569172 -0.01300941138 -0.000356135255263
40,409.38 -0.029342599518531 -0.02934259951853 -0.05868519904 -0.001612723026973
40,724.41 0.007795962224612 0.007795962224612 0.015591924449 0.000428721511628
40,143.63 -0.014261225638383 -0.01426122563838 -0.02852245128 -0.000782508951352
39,296.70 -0.021097494172799 -0.0210974941728 -0.04219498835 -0.001160107426184
39,714.46 0.010630918117806 0.010630918117806 0.021261836236 0.000413705388983
40,531.13 0.020563542850639 0.020563542850639 0.041127085701 -0.000348534624587
40,574.52 0.001070535166426 0.001070535166426 0.002141070333 1.384312715207E-05
40,249.22 -0.008017346847233 -0.00801734684723 -0.01603469369 0.00044078349475
39,143.73 -0.027466122324855 -0.02746612232485 -0.05493224465 9.894136284172E-06
38,087.32 -0.026987974830197 -0.0269879748302 -0.05397594966 -0.001215674541901
39,296.30 0.031742322641761 0.031742322641761 0.063484645284 0.00103983470723
39,199.68 -0.00245875565893 -0.00245875565893 -0.00491751132 0.000108776335495
37,695.75 -0.038365874415301 -0.0383658744153 -0.07673174883 0.000670146277997
28,564.83 -0.242226776228089 -0.24222677622809 -0.48445355246 -0.011842197948929
31,621.79 0.107018315880052 0.107018315880052 0.21403663176 0.001813869760679
32,033.20 0.013010332432162 0.013010332432162 0.026020664864 -0.000867355495477
31,032.99 -0.031224167426295 -0.0312241674263 -0.06244833485 0.001951510464143
32,831.83 0.05796541035846 0.05796541035846 0.115930820717 -0.004195591606898
33,499.65 0.020340626763723 0.020340626763723 0.040681253527 -0.00146185202614
34,401.42 0.026918788703763 0.026918788703763 0.053837577408 -0.001905754952479
34,119.39 -0.008198208097224 -0.00819820809722 -0.01639641619 0
34,350.42 0.006771223049415 0.006771223049415 0.013542446099 0.000483658789244
34,749.57 0.011619945258311 0.011619945258311 0.023239890517 2.582210057403E-05
34,609.09 -0.004042639952092 -0.00404263995209 -0.0080852799 -0.000259948023527
33,824.51 -0.022669766815597 -0.0226697668156 -0.04533953363 0
 33,539.85 -0.008415790797856
34,034.65 0.014752600265058
33,709.63 -0.009549679517786
33,939.49 0.006818822989158
34,978.18 0.030604172307834
36,679.03 0.048626029141596
37,578.21 0.02451482495584
40,473.18 0.077038528445075
40,122.50 -0.008664503258701
40,184.01 0.001533055019004
39,802.60 -0.009491586329986
42,530.67 0.068539994874707
42,346.42 -0.00433216782148
41,701.23 -0.015235998698355
40,144.29 -0.037335589381896
41,266.00 0.027941956377856
41,850.47 0.014163475985072
39,112.18 -0.065430328500492
40,480.88 0.034994214078581
average return(Rm̅) 0.000627251
e risk of market therefor the return of al-abbas sugar mill should less to the return of market
-0.00841579079786 -0.0168315816 -0.000177082264705
0.014752600265058 0.02950520053 0.00016856674451
-0.00954967951779 -0.01909935904 -0.00011173722252
0.006818822989158 0.013637645978 0.000115573271003
0.030604172307834 0.061208344616 0.002292312514038
0.048626029141596 0.097252058283 0
0.02451482495584 0.049029649912 0.001422056609989
0.077038528445075 0.15407705689 -0.005777889633381
-0.0086645032587 -0.01732900652 0
0.001533055019004 0.003066110038 0
-0.00949158632999 -0.01898317266 0.000114995920121
0.068539994874707 0.137079989749 0
-0.00433216782148 -0.00866433564 0.000324503891534
-0.01523599869836 -0.0304719974 -0.000612174534688
-0.0373355893819 -0.07467117876 0
0.027941956377856 0.055883912756 0
0.014163475985072 0.02832695197 -0.001060872122803
-0.06543032850049 -0.130860657 0.004396230210822
0.034994214078581 0.069988428157 0.002623969699144
0.072761125587 -0.015233474010521
vrience of market 0.001233239417 covarience
beta -0.20936281411
-0.000258