Time MPS Return(Ri) (Ri-Riˉ) (Ri-Riˉ)^2

1-Jan-20 383.33 0 0 0
2-Jan-20 395.83 0.03260897920852 0.030590238964076 0.00093576271988
3-Jan-20 381 -0.037465578657505 -0.068237077657505 0.00465629876724
6-Jan-20 375 -0.015748031496063 -0.016694916496063 0.00027872023681
7-Jan-20 367 -0.021333333333333 -15.2642566433333 232.997530873546
9-Jan-20 371.75 0.012942779291553 0.012942779291553 0.00016751553579
10-Jan-20 370 -0.004707464694015 -0.004707464694015 2.2160223845E-05
13-Jan-20 384 0.037837837837838 0.037837837837838 0.00143170197224
14-Jan-20 386 0.005208333333333 0.005208333333333 2.7126736111E-05
15-Jan-20 385 -0.00259067357513 -0.00259067357513 6.7115895729E-06
16-Jan-20 386 0.002597402597402 0.002597402597402 6.746500253E-06
17-Jan-20 399 0.033678756476684 0.033678756476684 0.00113425863782
20-Jan-20 385 -0.035087719298246 -0.035087719298246 0.00123114804555
21-Jan-20 380 -0.012987012987013 -0.012987012987013 0.00016866250632
22-Jan-20 380 0 0 0
23-Jan-20 380 0 0 0
24-Jan-20 392.85 0.033815789473684 0.033815789473684 0.00114350761773
27-Jan-20 382.51 -0.026320478554156 -0.026320478554156 0.00069276759132
28-Jan-20 401.39 0.049358186714073 0.049358186714073 0.0024362305957
29-Jan-20 392.5 -0.022148035576372 -0.022148035576372 0.00049053547989
31-Jan-20 394 0.003821656050955 0.003821656050955 1.4605054972E-05
6-Feb-20 399 0.012690355329949 0.012690355329949 0.0001610451184
11-Feb-20 380 -0.047619047619048 -0.047619047619048 0.00226757369615
12-Feb-20 380 0 0 0
13-Feb-20 380 0 0 0
19-Feb-20 380 0 0 0
24-Feb-20 379.67 -0.000868421052632 -0.000868421052632 7.5415512465E-07
27-Feb-20 368 -0.030737219164011 -0.030737219164011 0.00094477664194
28-Feb-20 380 0.032608695652174 0.032608695652174 0.00106332703214
2-Mar-20 390 0.026315789473684 0.026315789473684 0.00069252077562
3-Mar-20 381.8 -0.021025641025641 -0.021025641025641 0.00044207758054
5-Mar-20 384 0.005762179151388 0.005762179151388 3.3202708573E-05
11-Mar-20 384 0 0 0
12-Mar-20 360 -0.0625 -0.0625 0.00390625
13-Mar-20 360 0 0 0
16-Mar-20 360 0 0 0
19-Mar-20 335 -0.069444444444445 -0.069444444444445 0.0048225308642
20-Mar-20 320 -0.044776119402985 -0.044776119402985 0.00200490086879
26-Mar-20 335.75 0.04921875 0.04921875 0.00242248535156
27-Mar-20 355 0.057334326135518 0.057334326135518 0.00328722495341
30-Mar-20 355 0 0 0
31-Mar-20 370 0.042253521126761 0.042253521126761 0.00178536004761
1-Apr-20 369 -0.002702702702703 -0.002702702702703 7.3046018992E-06
2-Apr-20 378 0.024390243902439 0.024390243902439 0.00059488399762
8-Apr-20 360.55 -0.046164021164021 -0.046164021164021 0.00213111685003
9-Apr-20 374.99 0.040049923727638 0.040049923727638 0.00160399639059
13-Apr-20 351 -0.063975039334382 -0.063975039334382 0.00409280565784
15-Apr-20 350 -0.002849002849003 -0.002849002849003 8.1168172336E-06
17-Apr-20 370 0.057142857142857 0.057142857142857 0.00326530612245
24-Apr-20 372 0.005405405405405 0.005405405405405 2.9218407597E-05
4-May-20 350 -0.059139784946237 -0.059139784946237 0.00349751416349
7-May-20 363 0.037142857142857 0.037142857142857 0.00137959183673
14-May-20 363 0 0 0
21-May-20 340 -0.0633608815427 -0.0633608815427 0.00401460130987
29-May-20 365 0.073529411764706 0.073529411764706 0.00540657439446
1-Jun-20 382.5 0.047945205479452 0.047945205479452 0.00229874272847
2-Jun-20 402 0.050980392156863 0.050980392156863 0.00259900038447
3-Jun-20 386.3 -0.039054726368159 -0.039054726368159 0.00152527165169
4-Jun-20 388 0.004400724825265 0.004400724825265 1.9366378988E-05
8-Jun-20 390 0.005154639175258 0.005154639175258 2.6570305027E-05
9-Jun-20 395.4 0.013846153846154 0.013846153846154 0.00019171597633
10-Jun-20 396.87 0.003717754172989 0.003717754172989 1.3821696091E-05
11-Jun-20 401 0.010406430317233 0.010406430317233 0.00010829379195
12-Jun-20 392.5 -0.021197007481297 -0.021197007481297 0.00044931312616
15-Jun-20 394.46 0.004993630573248 0.004993630573248 2.4936346302E-05
16-Jun-20 387 -0.018911930233737 -0.018911930233737 0.00035766110517
18-Jun-20 385 -0.005167958656331 -0.005167958656331 2.6707796674E-05
22-Jun-20 384 -0.002597402597403 -0.002597402597403 6.746500253E-06
24-Jun-20 375.01 -0.023411458333333 -0.023411458333333 0.00054809638129
26-Jun-20 380.01 0.013332977787259 0.013332977787259 0.00017776829668
29-Jun-20 379 -0.002657824794084 -0.002657824794084 7.064032636E-06
30-Jun-20 384 0.013192612137203 0.013192612137203 0.000174045015
2-Jul-20 387.49 0.009088541666667 0.009088541666667 8.2601589627E-05
3-Jul-20 384 -0.009006684043459 -0.009006684043459 8.1120357459E-05
6-Jul-20 384 0 0 0
7-Jul-20 390 0.015625 0.015625 0.000244140625
8-Jul-20 389.99 -2.56410256409545E-05 -2.5641025640955E-05 6.5746219592E-10
9-Jul-20 390 2.56416831201367E-05 2.5641683120137E-05 6.5749591323E-10
10-Jul-20 390 0 0 0
13-Jul-20 392 0.005128205128205 0.005128205128205 2.6298487837E-05
15-Jul-20 392 0 0 0
16-Jul-20 395 0.00765306122449 0.00765306122449 5.8569346106E-05
17-Jul-20 395 0 0 0
 20-Jul-20 399 0.010126582278481 0.010126582278481 0.00010254766864
21-Jul-20 403 0.010025062656642 0.010025062656642 0.00010050188127
23-Jul-20 382.5 -0.050868486352357 -0.050868486352357 0.00258760290378
24-Jul-20 405.91 0.061202614379085 0.061202614379085 0.00374576000684
27-Jul-20 392 -0.034268680249316 -0.034268680249316 0.00117434244603
28-Jul-20 401.67 0.024668367346939 0.024668367346939 0.00060852834756
29-Jul-20 410 0.020738417108572 0.020738417108572 0.00043008194417
30-Jul-20 440.52 0.074439024390244 0.074439024390244 0.00554116835217
0.181686621718037 233.0855787805

Return(Ri) 0.181686622
N 90
Rˉ 0.0020187402444
SD 0
Variance 0.000946885
Co-efficient 15.24292331
Time MPS Return(Rm) (Rm-Rmˉ) (Rm-Rmˉ)^2 (Ri-Riˉ)(Rm-Rmˉ)
1-Jan-20 41,400.00 0 0 0 0
2-Jan-20 42,480.76 0.03 0.03 0.0007 0.0008
3-Jan-20 42,323.30 0.00 -0.10 0.0092 0.0065
6-Jan-20 41,357.56 -0.02 -0.03 0.0010 0.0005
7-Jan-20 42,523.07 0.03 0.03 0.0011 -0.5005
9-Jan-20 43,218.67 0.02 0.02 0.0003 0.0002
10-Jan-20 43,207.04 0.00 0.58 0.3318 -0.0027
13-Jan-20 43,167.77 0.00 0.00 0.0000 0.0000
14-Jan-20 42,747.63 -0.01 -0.01 0.0001 -0.0001
15-Jan-20 42,626.48 0.00 0.00 0.0000 0.0000
16-Jan-20 42,561.27 0.00 0.00 0.0000 0.0000
17-Jan-20 42,506.95 0.00 0.00 0.0000 0.0000
20-Jan-20 42,299.19 0.00 0.00 0.0000 0.0002
21-Jan-20 41,898.70 -0.01 -0.01 0.0001 0.0001
22-Jan-20 41,903.51 0.00 0.00 0.0000 0.0000
23-Jan-20 41,630.94 -0.01 -0.01 0.0000 0.0000
24-Jan-20 40,409.38 -0.03 -0.03 0.0009 -0.0010
27-Jan-20 40,143.63 -0.01 -0.01 0.0000 0.0002
28-Jan-20 39,296.70 -0.02 -0.02 0.0004 -0.0010
29-Jan-20 39,714.46 0.01 0.01 0.0001 -0.0002
31-Jan-20 40,455.44 0.02 0.02 0.0003 0.0001
6-Feb-20 40,249.22 -0.01 -0.01 0.0000 -0.0001
11-Feb-20 37,983.62 -0.06 -0.06 0.0032 0.0027
12-Feb-20 39,296.30 0.03 0.03 0.0012 0.0000
13-Feb-20 39,199.68 0.00 0.00 0.0000 0.0000
19-Feb-20 37,673.25 -0.04 -0.04 0.0015 0.0000
24-Feb-20 30,416.05 -0.19 -0.19 0.0371 0.0002
27-Feb-20 28,564.83 -0.06 -0.06 0.0037 0.0019
28-Feb-20 27,228.80 -0.05 -0.05 0.0022 -0.0015
2-Mar-20 28,023.39 0.03 0.03 0.0009 0.0008
3-Mar-20 29,231.63 0.04 0.04 0.0019 -0.0009
5-Mar-20 30,782.66 0.05 0.05 0.0028 0.0003
11-Mar-20 32,033.20 0.04 0.04 0.0017 0.0000
12-Mar-20 31,032.99 -0.03 -0.03 0.0010 0.0020
13-Mar-20 31,222.74 0.01 0.01 0.0000 0.0000
16-Mar-20 32,831.83 0.05 0.05 0.0027 0.0000
19-Mar-20 32,464.23 -0.01 -0.01 0.0001 0.0008
20-Mar-20 32,850.83 0.01 0.01 0.0001 -0.0005
26-Mar-20 33,916.64 0.03 0.03 0.0011 0.0016
27-Mar-20 33,992.75 0.00 0.00 0.0000 0.0001
30-Mar-20 33,267.69 -0.02 -0.02 0.0005 0.0000
31-Mar-20 33,283.79 0.00 0.00 0.0000 0.0000
1-Apr-20 33,603.02 0.01 0.01 0.0001 0.0000
2-Apr-20 33,693.04 0.00 0.00 0.0000 0.0001
8-Apr-20 33,836.61 0.00 0.00 0.0000 -0.0002
9-Apr-20 33,695.42 0.00 0.00 0.0000 -0.0002
13-Apr-20 34,401.42 0.02 0.02 0.0004 -0.0013
15-Apr-20 34,350.42 0.00 0.00 0.0000 0.0000
17-Apr-20 34,803.60 0.01 0.01 0.0002 0.0008
24-Apr-20 33,539.85 -0.04 -0.04 0.0013 -0.0002
4-May-20 34,978.18 0.04 0.04 0.0018 -0.0025
7-May-20 35,373.35 0.01 0.01 0.0001 0.0004
14-May-20 37,001.44 0.05 0.05 0.0021 0.0000
21-May-20 38,221.16 0.03 0.03 0.0011 -0.0021
29-May-20 40,029.69 0.05 0.05 0.0022 0.0035
1-Jun-20 40,473.18 0.01 0.01 0.0001 0.0005
2-Jun-20 40,290.74 0.00 0.00 0.0000 -0.0002
3-Jun-20 40,122.50 0.00 0.00 0.0000 0.0002
4-Jun-20 40,184.01 0.00 0.00 0.0000 0.0000
8-Jun-20 39,802.60 -0.01 -0.01 0.0001 0.0000
9-Jun-20 40,292.82 0.01 0.01 0.0002 0.0002
10-Jun-20 40,862.59 0.01 0.01 0.0002 0.0001
11-Jun-20 41,081.94 0.01 0.01 0.0000 0.0001
12-Jun-20 41,056.22 0.00 0.00 0.0000 0.0000
15-Jun-20 41,834.85 0.02 0.02 0.0004 0.0001
16-Jun-20 42,188.11 0.01 0.01 0.0001 -0.0002
18-Jun-20 42,295.75 0.00 0.00 0.0000 0.0000
22-Jun-20 42,530.67 0.01 0.01 0.0000 0.0000
24-Jun-20 42,346.42 0.00 0.00 0.0000 0.0001
26-Jun-20 42,334.76 0.00 0.00 0.0000 0.0000
29-Jun-20 41,828.91 -0.01 -0.01 0.0001 0.0000
30-Jun-20 41,876.26 0.00 0.00 0.0000 0.0000
2-Jul-20 41,701.23 0.00 0.00 0.0000 0.0000
3-Jul-20 40,740.95 -0.02 -0.02 0.0005 0.0002
6-Jul-20 40,676.92 0.00 0.00 0.0000 0.0000
7-Jul-20 40,070.83 -0.01 -0.01 0.0002 -0.0002
8-Jul-20 39,072.47 -0.02 -0.02 0.0006 0.0000
9-Jul-20 39,127.48 0.00 0.00 0.0000 0.0000
10-Jul-20 39,849.96 0.02 0.02 0.0003 0.0000
13-Jul-20 40,209.82 0.01 0.01 0.0001 0.0000
15-Jul-20 40,144.29 0.00 0.00 0.0000 0.0000
16-Jul-20 40,068.49 0.00 0.00 0.0000 0.0000
17-Jul-20 40,164.02 0.00 0.00 0.0000 0.0000
20-Jul-20 41,535.92 0.03 0.03 0.0012 0.0003
21-Jul-20 41,199.02 -0.01 -0.01 0.0001 -0.0001
23-Jul-20 41,850.47 0.02 0.02 0.0003 -0.0008
24-Jul-20 41,381.83 -0.01 -0.01 0.0001 -0.0007
27-Jul-20 39,112.18 -0.05 -0.05 0.0030 0.0019
28-Jul-20 40,480.88 0.03 0.03 0.0012 0.0009
29-Jul-20 40,281.96 0.00 0.00 0.0000 -0.0001
30-Jul-20 41,071.30 0.02 0.02 0.0004 0.0015
0.04 0.4263 -0.4880

Return(Rm) 0.04
N 90.00
Rmˉ 0.00
SD 0.09
Variance 0.008
Co-variance -0.0046
Beta 0.0000
Co-efficient -0.58
Time MPS Return(Ri) (Ri-Riˉ) (R-Rˉ)^2
1-Jan-20 7.31 0 0 0
2-Jan-20 7.35 0.0054719562244 0.0054526 0.000029730656795360
3-Jan-20 7.06 -0.039455782313 -0.0928729 0.008625373940822400
6-Jan-20 6.41 -0.092067988669 -0.0920874 0.008480082297686750
7-Jan-20 6.6 0.0296411856474 0.0296412 0.000878599886585167
8-Jan-20 6.39 -0.031818181818 -143.8361996 ###
9-Jan-20 7 0.0954616588419 0.0954617 0.009112928308855050
10-Jan-20 7 0 0.0000000 0.000000000000000000
13-Jan-20 8 0.1428571428571 0.1428571 0.020408163265306100
14-Jan-20 8.11 0.01375 0.0137500 0.000189062499999998
15-Jan-20 8.01 -0.012330456227 -0.0123305 0.000152040150763012
16-Jan-20 7.99 -0.002496878901 -0.0024969 0.000006234404248123
17-Jan-20 7.86 -0.016270337922 -0.0162703 0.000264723896109184
20-Jan-20 7.53 -0.041984732824 -0.0419847 0.001762717790338560
21-Jan-20 7.42 -0.014608233732 -0.0146082 0.000213400492761137
22-Jan-20 7.3 -0.016172506739 -0.0161725 0.000261549974208268
23-Jan-20 7.19 -0.015068493151 -0.0150685 0.000227059485832235
24-Jan-20 7.31 0.0166898470097 0.0166898 0.000278550993208382
27-Jan-20 7.59 0.0383036935705 0.0383037 0.001467172941139050
28-Jan-20 7.46 -0.017127799736 -0.0171278 0.000293361523813491
29-Jan-20 7.42 -0.005361930295 -0.0053619 0.000028750296487433
30-Jan-20 7.36 -0.008086253369 -0.0080863 0.000065387493552065
31-Jan-20 7.35 -0.001358695652 -0.0013587 0.000001846053875237
3-Feb-20 7.15 -0.027210884354 -0.0272109 0.000740432227312689
4-Feb-20 7.2 0.006993006993 0.0069930 0.000048902146804243
6-Feb-20 7.15 -0.006944444444 -0.0069444 0.000048225308641975
7-Feb-20 6.86 -0.040559440559 -0.0405594 0.001645068218494800
10-Feb-20 5.86 -0.145772594752 -0.1457726 0.021249649380785200
11-Feb-20 5.84 -0.003412969283 -0.0034130 0.000011648359328589
12-Feb-20 6.11 0.0462328767123 0.0462329 0.002137478889097390
13-Feb-20 5.98 -0.021276595745 -0.0212766 0.000452693526482573
14-Feb-20 5.88 -0.016722408027 -0.0167224 0.000279638930213312
17-Feb-20 5.75 -0.022108843537 -0.0221088 0.000488800962561894
18-Feb-20 5.94 0.0330434782609 0.0330435 0.001091871455576570
19-Feb-20 6.15 0.0353535353535 0.0353535 0.001249872461993670
20-Feb-20 5.78 -0.060162601626 -0.0601626 0.003619538634410740
21-Feb-20 5.78 0 0.0000000 0.000000000000000000
24-Feb-20 5.69 -0.015570934256 -0.0155709 0.000242453993606399
25-Feb-20 5.72 0.0052724077329 0.0052724 0.000027798283301570
26-Feb-20 5.16 -0.097902097902 -0.0979021 0.009584820773631940
27-Feb-20 5.05 -0.021317829457 -0.0213178 0.000454449852773272
28-Feb-20 5.1 0.009900990099 0.0099010 0.000098029604940692
2-Mar-20 5.27 0.0333333333333 0.0333333 0.001111111111111100
3-Mar-20 5.38 0.0208728652751 0.0208729 0.000435676504794247
4-Mar-20 5.21 -0.031598513011 -0.0315985 0.000998466024515965
5-Mar-20 5.62 0.0786948176583 0.0786948 0.006192874326280840
6-Mar-20 5.23 -0.069395017794 -0.0693950 0.004815668494573260
9-Mar-20 5.16 -0.013384321224 -0.0133843 0.000179140054619440
10-Mar-20 5.12 -0.007751937984 -0.0077519 0.000060092542515474
11-Mar-20 5.01 -0.021484375 -0.0214844 0.000461578369140630
12-Mar-20 4.79 -0.043912175649 -0.0439122 0.001928279170202500
13-Mar-20 4.75 -0.008350730689 -0.0083507 0.000069734703039126
16-Mar-20 4.36 -0.082105263158 -0.0821053 0.006741274238227140
17-Mar-20 4.39 0.006880733945 0.0068807 0.000047344499621241
18-Mar-20 3.43 -0.21867881549 -0.2186788 0.047820424343999800
19-Mar-20 3.42 -0.002915451895 -0.0029155 0.000008499859752315
20-Mar-20 3.4 -0.005847953216 -0.0058480 0.000034198556820903
24-Mar-20 2.9 -0.147058823529 -0.1470588 0.021626297577854700
25-Mar-20 2.9 0 0.0000000 0.000000000000000000
26-Mar-20 2.81 -0.031034482759 -0.0310345 0.000963139120095122
27-Mar-20 2.83 0.0071174377224 0.0071174 0.000050657919732526
30-Mar-20 2.69 -0.049469964664 -0.0494700 0.002447277403888180
31-Mar-20 3.36 0.2490706319703 0.2490706 0.062036179710064800
1-Apr-20 3.45 0.0267857142857 0.0267857 0.000717474489795925
2-Apr-20 4.09 0.1855072463768 0.1855072 0.034412938458307000
3-Apr-20 4.35 0.0635696821516 0.0635697 0.004041104488854080
6-Apr-20 3.83 -0.119540229885 -0.1195402 0.014289866560972400
7-Apr-20 3.83 0 0.0000000 0.000000000000000000
8-Apr-20 3.63 -0.052219321149 -0.0522193 0.002726857501244130
9-Apr-20 3.69 0.0165289256198 0.0165289 0.000273205382146026
10-Apr-20 3.74 0.0135501355014 0.0135501 0.000183606172105080
13-Apr-20 3.61 -0.034759358289 -0.0347594 0.001208212988647100
14-Apr-20 3.76 0.0415512465374 0.0415512 0.001726506088811480
15-Apr-20 3.7 -0.015957446809 -0.0159574 0.000254640108646443
16-Apr-20 3.76 0.0162162162162 0.0162162 0.000262965668371068
17-Apr-20 4.3 0.1436170212766 0.1436170 0.020625848800362100
20-Apr-20 4.18 -0.027906976744 -0.0279070 0.000778799351000542
21-Apr-20 4 -0.043062200957 -0.0430622 0.001854353151255690
22-Apr-20 3.92 -0.02 -0.0200000 0.000400000000000001
23-Apr-20 3.93 0.0025510204082 0.0025510 0.000006507705122866
24-Apr-20 3.85 -0.020356234097 -0.0203562 0.000414376266599333
27-Apr-20 3.89 0.0103896103896 0.0103896 0.000107944004047900
28-Apr-20 3.87 -0.005141388175 -0.0051414 0.000026433872364048
29-Apr-20 4 0.0335917312661 0.0335917 0.001128404409457220
30-Apr-20 4.03 0.0075 0.0075000 0.000056250000000001
4-May-20 4.04 0.0024813895782 0.0024814 0.000006157294238619
5-May-20 4 -0.009900990099 -0.0099010 0.000098029604940692
6-May-20 4.2 0.05 0.0500000 0.002500000000000000
7-May-20 4.16 -0.009523809524 -0.0095238 0.000090702947845804
8-May-20 4.08 -0.019230769231 -0.0192308 0.000369822485207102
11-May-20 4.04 -0.009803921569 -0.0098039 0.000096116878123798
12-May-20 4.52 0.1188118811881 0.1188119 0.014116263111459600
13-May-20 4.39 -0.028761061947 -0.0287611 0.000827198684313571
14-May-20 4.35 -0.009111617312 -0.0091116 0.000083021570041666
15-May-20 4.29 -0.013793103448 -0.0137931 0.000190249702734837
18-May-20 4.39 0.02331002331 0.0233100 0.000543357186713824
19-May-20 4.3 -0.020501138952 -0.0205011 0.000420296698335936
20-May-20 4.41 0.0255813953488 0.0255814 0.000654407787993515
21-May-20 4.18 -0.052154195011 -0.0521542 0.002720060057280670
28-May-20 4.23 0.011961722488 0.0119617 0.000143082804880843
29-May-20 4.24 0.0023640661939 0.0023641 0.000005588808968920
1-Jun-20 4.16 -0.018867924528 -0.0188679 0.000355998576005696
2-Jun-20 4.16 0 0.0000000 0.000000000000000000
3-Jun-20 4.12 -0.009615384615 -0.0096154 0.000092455621301775
4-Jun-20 4.03 -0.021844660194 -0.0218447 0.000477189178998963
5-Jun-20 3.9 -0.032258064516 -0.0322581 0.001040582726326750
8-Jun-20 4.24 0.0871794871795 0.0871795 0.007600262984878390
9-Jun-20 4.22 -0.004716981132 -0.0047170 0.000022249911000357
10-Jun-20 4.19 -0.007109004739 -0.0071090 0.000050537948383906
11-Jun-20 4.27 0.0190930787589 0.0190931 0.000364545656495453
12-Jun-20 4.32 0.0117096018735 0.0117096 0.000137114776036730
15-Jun-20 4.15 -0.039351851852 -0.0393519 0.001548568244170100
16-Jun-20 4.28 0.0313253012048 0.0313253 0.000981274495572657
17-Jun-20 4.53 0.0584112149533 0.0584112 0.003411870032317220
18-Jun-20 4.51 -0.004415011038 -0.0044150 0.000019492322461492
19-Jun-20 4.57 0.0133037694013 0.0133038 0.000176990280283777
22-Jun-20 4.49 -0.01750547046 -0.0175055 0.000306441496009081
23-Jun-20 4.5 0.0022271714922 0.0022272 0.000004960292855690
24-Jun-20 4.73 0.0511111111111 0.0511111 0.002612345679012350
25-Jun-20 4.83 0.0211416490486 0.0211416 0.000446969324495261
26-Jun-20 5.38 0.1138716356108 0.1138716 0.012966749396671100
29-Jun-20 5.34 -0.007434944238 -0.0074349 0.000055278395820954
30-Jun-20 5.2 -0.026217228464 -0.0262172 0.000687343068355564
1-Jul-20 5.12 -0.015384615385 -0.0153846 0.000236686390532546
2-Jul-20 5.12 0 0.0000000 0.000000000000000000
3-Jul-20 5.04 -0.015625 -0.0156250 0.000244140625000000
6-Jul-20 5.15 0.0218253968254 0.0218254 0.000476347946586048
 7-Jul-20 5.19 0.0077669902913 0.0077670 0.000060326138184559
8-Jul-20 5.2 0.0019267822736 0.0019268 0.000003712489929871
9-Jul-20 5.76 0.1076923076923 0.1076923 0.011597633136094600
10-Jul-20 6.02 0.0451388888889 0.0451389 0.002037519290123450
13-Jul-20 6.11 0.014950166113 0.0149502 0.000223507466805007
14-Jul-20 6.09 -0.003273322422 -0.0032733 0.000010714639680061
15-Jul-20 5.99 -0.016420361248 -0.0164204 0.000269628263513094
16-Jul-20 6.24 0.0417362270451 0.0417362 0.001741912647958060
17-Jul-20 6.2 -0.00641025641 -0.0064103 0.000041091387245233
20-Jul-20 6.39 0.0306451612903 0.0306452 0.000939125910509878
21-Jul-20 6.32 -0.010954616588 -0.0109546 0.000120003624599272
22-Jul-20 6.48 0.0253164556962 0.0253165 0.000640922929017781
23-Jul-20 6.22 -0.04012345679 -0.0401235 0.001609891784788910
24-Jul-20 6.1 -0.019292604502 -0.0192926 0.000372204588455455
27-Jul-20 6.05 -0.008196721311 -0.0081967 0.000067186240257995
28-Jul-20 6.1 0.0082644628099 0.0082645 0.000068301345536507
29-Jul-20 6.06 -0.006557377049 -0.0065574 0.000042999193765117
30-Jul-20 5.98 -0.013201320132 -0.0132013 0.000174274853227892
0.0027898047383 -143.8550475 ###
Return(Ri) 0.002789805
N 144
Rˉ 0.0000194
SD 0.053417109
Variance 0.002853387
Co-variance
Co-efficient 143.8043814
Time MPS Return(Rm) (Rm-Rmˉ) (Rm-Rmˉ)^2 (Ri-Riˉ)(Rm-Rmˉ)
1-Jan-20 41,400.00 0 0 0 0
2-Jan-20 42,480.76 0.03 0.0259 0.0007 0.0001
3-Jan-20 42,323.30 0.00 -0.0340 0.0012 0.0032
6-Jan-20 41,357.56 -0.02 -0.0233 0.0005 0.0021
7-Jan-20 42,523.07 0.03 0.0280 0.0008 0.0008
8-Jan-20 43,207.05 0.02 -0.3485 0.1215 50.1328
9-Jan-20 43,218.67 0.00 -0.7528 0.5667 -0.0719
10-Jan-20 43,207.04 0.00 -0.0003 0.0000 0.0000
13-Jan-20 43,167.77 0.00 -0.0009 0.0000 -0.0001
14-Jan-20 42,747.63 -0.01 -0.0097 0.0001 -0.0001
15-Jan-20 42,626.48 0.00 -0.0028 0.0000 0.0000
16-Jan-20 42,561.27 0.00 -0.0015 0.0000 0.0000
17-Jan-20 42,506.95 0.00 -0.0013 0.0000 0.0000
20-Jan-20 42,299.19 0.00 -0.0049 0.0000 0.0002
21-Jan-20 41,898.70 -0.01 -0.0095 0.0001 0.0001
22-Jan-20 41,903.51 0.00 0.0001 0.0000 0.0000
23-Jan-20 41,630.94 -0.01 -0.0065 0.0000 0.0001
24-Jan-20 40,409.38 -0.03 -0.0293 0.0009 -0.0005
27-Jan-20 40,143.63 -0.01 -0.0066 0.0000 -0.0003
28-Jan-20 39,296.70 -0.02 -0.0211 0.0004 0.0004
29-Jan-20 39,714.46 0.01 0.0106 0.0001 -0.0001
30-Jan-20 40,531.13 0.02 0.0206 0.0004 -0.0002
31-Jan-20 40,455.44 0.00 -0.0019 0.0000 0.0000
3-Feb-20 40,175.35 -0.01 -0.0069 0.0000 0.0002
4-Feb-20 40,574.52 0.01 0.0099 0.0001 0.0001
6-Feb-20 40,249.22 -0.01 -0.0080 0.0001 0.0001
7-Feb-20 39,143.73 -0.03 -0.0275 0.0008 0.0011
10-Feb-20 38,087.32 -0.03 -0.0270 0.0007 0.0039
11-Feb-20 37,983.62 0.00 -0.0027 0.0000 0.0000
12-Feb-20 39,296.30 0.03 0.0346 0.0012 0.0016
13-Feb-20 39,199.68 0.00 -0.0025 0.0000 0.0001
14-Feb-20 38,906.40 -0.01 -0.0075 0.0001 0.0001
17-Feb-20 37,058.95 -0.05 -0.0475 0.0023 0.0010
18-Feb-20 37,695.75 0.02 0.0172 0.0003 0.0006
19-Feb-20 37,673.25 0.00 -0.0006 0.0000 0.0000
20-Feb-20 35,956.69 -0.05 -0.0456 0.0021 0.0027
21-Feb-20 36,060.88 0.00 0.0029 0.0000 0.0000
24-Feb-20 30,416.05 -0.16 -0.1565 0.0245 0.0024
25-Feb-20 30,129.83 -0.01 -0.0094 0.0001 0.0000
26-Feb-20 30,667.41 0.02 0.0178 0.0003 -0.0017
27-Feb-20 28,564.83 -0.07 -0.0686 0.0047 0.0015
28-Feb-20 27,228.80 -0.05 -0.0468 0.0022 -0.0005
2-Mar-20 28,023.39 0.03 0.0292 0.0009 0.0010
3-Mar-20 29,231.63 0.04 0.0431 0.0019 0.0009
4-Mar-20 29,505.57 0.01 0.0094 0.0001 -0.0003
5-Mar-20 30,782.66 0.04 0.0433 0.0019 0.0034
6-Mar-20 31,621.79 0.03 0.0273 0.0007 -0.0019
9-Mar-20 30,971.27 -0.02 -0.0206 0.0004 0.0003
10-Mar-20 31,837.30 0.03 0.0280 0.0008 -0.0002
11-Mar-20 32,033.20 0.01 0.0062 0.0000 -0.0001
12-Mar-20 31,032.99 -0.03 -0.0312 0.0010 0.0014
13-Mar-20 31,222.74 0.01 0.0061 0.0000 -0.0001
16-Mar-20 32,831.83 0.05 0.0515 0.0027 -0.0042
17-Mar-20 33,499.65 0.02 0.0203 0.0004 0.0001
18-Mar-20 32,422.83 -0.03 -0.0321 0.0010 0.0070
19-Mar-20 32,464.23 0.00 0.0013 0.0000 0.0000
20-Mar-20 32,850.83 0.01 0.0119 0.0001 -0.0001
24-Mar-20 33,158.84 0.01 0.0094 0.0001 -0.0014
25-Mar-20 34,111.64 0.03 0.0287 0.0008 0.0000
26-Mar-20 33,916.64 -0.01 -0.0057 0.0000 0.0002
27-Mar-20 33,992.75 0.00 0.0022 0.0000 0.0000
30-Mar-20 33,267.69 -0.02 -0.0213 0.0005 0.0011
31-Mar-20 33,283.79 0.00 0.0005 0.0000 0.0001
1-Apr-20 33,603.02 0.01 0.0096 0.0001 0.0003
2-Apr-20 33,693.04 0.00 0.0027 0.0000 0.0005
3-Apr-20 33,804.90 0.00 0.0033 0.0000 0.0002
6-Apr-20 34,158.55 0.01 0.0105 0.0001 -0.0013
7-Apr-20 33,932.81 -0.01 -0.0066 0.0000 0.0000
8-Apr-20 33,836.61 0.00 -0.0028 0.0000 0.0001
9-Apr-20 33,695.42 0.00 -0.0042 0.0000 -0.0001
10-Apr-20 33,931.23 0.01 0.0070 0.0000 0.0001
13-Apr-20 34,401.42 0.01 0.0139 0.0002 -0.0005
14-Apr-20 34,119.39 -0.01 -0.0082 0.0001 -0.0003
15-Apr-20 34,350.42 0.01 0.0068 0.0000 -0.0001
16-Apr-20 34,749.57 0.01 0.0116 0.0001 0.0002
17-Apr-20 34,803.60 0.00 0.0016 0.0000 0.0002
20-Apr-20 34,609.09 -0.01 -0.0056 0.0000 0.0002
21-Apr-20 33,824.51 -0.02 -0.0227 0.0005 0.0010
22-Apr-20 34,019.12 0.01 0.0058 0.0000 -0.0001
23-Apr-20 33,848.68 -0.01 -0.0050 0.0000 0.0000
24-Apr-20 33,539.85 -0.01 -0.0091 0.0001 0.0002
27-Apr-20 34,052.61 0.02 0.0153 0.0002 0.0002
28-Apr-20 34,034.65 0.00 -0.0005 0.0000 0.0000
29-Apr-20 33,709.63 -0.01 -0.0095 0.0001 -0.0003
30-Apr-20 33,939.49 0.01 0.0068 0.0000 0.0001
4-May-20 34,978.18 0.03 0.0306 0.0009 0.0001
5-May-20 35,051.38 0.00 0.0021 0.0000 0.0000
6-May-20 35,202.77 0.00 0.0043 0.0000 0.0002
7-May-20 35,373.35 0.00 0.0048 0.0000 0.0000
8-May-20 35,694.89 0.01 0.0091 0.0001 -0.0002
11-May-20 36,618.57 0.03 0.0259 0.0007 -0.0003
12-May-20 36,745.22 0.00 0.0035 0.0000 0.0004
13-May-20 36,679.03 0.00 -0.0018 0.0000 0.0001
14-May-20 37,001.44 0.01 0.0088 0.0001 -0.0001
15-May-20 37,330.85 0.01 0.0089 0.0001 -0.0001
18-May-20 37,804.61 0.01 0.0127 0.0002 0.0003
19-May-20 37,578.21 -0.01 -0.0060 0.0000 0.0001
20-May-20 37,607.62 0.00 0.0008 0.0000 0.0000
21-May-20 38,221.16 0.02 0.0163 0.0003 -0.0009
28-May-20 40,166.12 0.05 0.0509 0.0026 0.0006
29-May-20 40,029.69 0.00 -0.0034 0.0000 0.0000
1-Jun-20 40,473.18 0.01 0.0111 0.0001 -0.0002
2-Jun-20 40,290.74 0.00 -0.0045 0.0000 0.0000
3-Jun-20 40,122.50 0.00 -0.0042 0.0000 0.0000
4-Jun-20 40,184.01 0.00 0.0015 0.0000 0.0000
5-Jun-20 40,154.11 0.00 -0.0007 0.0000 0.0000
8-Jun-20 39,802.60 -0.01 -0.0088 0.0001 -0.0008
9-Jun-20 40,292.82 0.01 0.0123 0.0002 -0.0001
10-Jun-20 40,862.59 0.01 0.0141 0.0002 -0.0001
11-Jun-20 41,081.94 0.01 0.0054 0.0000 0.0001
12-Jun-20 41,056.22 0.00 -0.0006 0.0000 0.0000
15-Jun-20 41,834.85 0.02 0.0190 0.0004 -0.0007
16-Jun-20 42,188.11 0.01 0.0084 0.0001 0.0003
17-Jun-20 42,023.00 0.00 -0.0039 0.0000 -0.0002
18-Jun-20 42,295.75 0.01 0.0065 0.0000 0.0000
19-Jun-20 41,985.19 -0.01 -0.0073 0.0001 -0.0001
22-Jun-20 42,530.67 0.01 0.0130 0.0002 -0.0002
23-Jun-20 42,531.31 0.00 0.0000 0.0000 0.0000
24-Jun-20 42,346.42 0.00 -0.0043 0.0000 -0.0002
25-Jun-20 42,282.28 0.00 -0.0015 0.0000 0.0000
26-Jun-20 42,334.76 0.00 0.0012 0.0000 0.0001
29-Jun-20 41,828.91 -0.01 -0.0119 0.0001 0.0001
30-Jun-20 41,876.26 0.00 0.0011 0.0000 0.0000
1-Jul-20 41,806.37 0.00 -0.0017 0.0000 0.0000
2-Jul-20 41,701.23 0.00 -0.0025 0.0000 0.0000
3-Jul-20 40,740.95 -0.02 -0.0230 0.0005 0.0004
6-Jul-20 40,676.92 0.00 -0.0016 0.0000 0.0000
7-Jul-20 40,070.83 -0.01 -0.0149 0.0002 -0.0001
8-Jul-20 39,072.47 -0.02 -0.0249 0.0006 0.0000
9-Jul-20 39,127.48 0.00 0.0014 0.0000 0.0002
10-Jul-20 39,849.96 0.02 0.0185 0.0003 0.0008
13-Jul-20 40,209.82 0.01 0.0090 0.0001 0.0001
14-Jul-20 40,006.67 -0.01 -0.0051 0.0000 0.0000
15-Jul-20 40,144.29 0.00 0.0034 0.0000 -0.0001
16-Jul-20 40,068.49 0.00 -0.0019 0.0000 -0.0001
17-Jul-20 40,164.02 0.00 0.0024 0.0000 0.0000
20-Jul-20 41,535.92 0.03 0.0342 0.0012 0.0010
21-Jul-20 41,199.02 -0.01 -0.0081 0.0001 0.0001
22-Jul-20 41,266.00 0.00 0.0016 0.0000 0.0000
23-Jul-20 41,850.47 0.01 0.0142 0.0002 -0.0006
24-Jul-20 41,381.83 -0.01 -0.0112 0.0001 0.0002
27-Jul-20 39,112.18 -0.05 -0.0548 0.0030 0.0004
28-Jul-20 40,480.88 0.03 0.0350 0.0012 0.0003
29-Jul-20 40,281.96 0.00 -0.0049 0.0000 0.0000
30-Jul-20 41,071.30 0.02 0.0196 0.0004 -0.0003
0.03 0.7626 50.0883
Return(Rm) 0.03
N 144
Rmˉ 0.000208333333
SD 0.O22592402
Variance 0.000510416
Co-variance 0.000186111
Beta 0.364626108
Co-efficient 0.753080066