Stock 1 Stock 1 return

114.1331 Variance
112.4028 -0.015159907 0.000234215 -0.015275993 0.00023403
111.7077 -0.0061842672 4.00492E-05 -0.006203469 3.87553E-05
114.5642 0.025571563 0.000646552 0.0252500796 0.00063646
112.948 -0.0141073725 0.0002031066 -0.014207827 0.00020249
114.88 0.0171045695 0.0002876549 0.0169599333 0.0002869
112.7108 -0.018881751 0.0003619859 -0.019062287 0.00036421
113.2159 0.0044810362 1.880835E-05 0.0044710263 1.97947E-05
111.747 -0.0129743486 0.0001720957 -0.013059251 0.00017112
113.7319 0.0177620269 0.0003103887 0.0176061255 0.0003092
112.6279 -0.0097062287 9.703048E-05 -0.009753641 9.55614E-05
111.6104 -0.0090347305 8.425233E-05 -0.009075791 8.27681E-05
111.7256 0.0010323171 7.887944E-07 0.0010317847 1.01985E-06
112.8472 0.0100390654 9.790883E-05 0.0099890087 9.93431E-05
112.5653 -0.0024979732 6.980953E-06 -0.002501098 6.36556E-06
114.4879 0.0170792534 0.0002867968 0.0169350427 0.00028605
112.7574 -0.0151148799 0.0002328388 -0.015230274 0.00023263
115.7863 0.0268622372 0.0007138548 0.0265077809 0.0007015
111.6112 -0.0360586625 0.0013106455 -0.036724839 0.00135032
111.1113 -0.0044789609 2.13734E-05 -0.004489021 2.03485E-05
113.0201 0.0171794551 0.0002902007 0.0170335568 0.0002894
109.8738 -0.0278389839 0.0007830572 -0.028233834 0.00079839
112.2575 0.0216950974 0.0004644422 0.0214631082 0.00045973
113.1386 0.0078490004 5.936432E-05 0.0078183573 6.07846E-05
114.4528 0.0116158071 0.0001315983 0.0115488615 0.00013287
112.1162 -0.0204152473 0.0004226899 -0.020626519 0.00042636
113.2693 0.0102848791 0.0001028339 0.0102323496 0.00010425
111.6495 -0.014300866 0.0002086592 -0.014404109 0.00020811
114.109 0.0220287922 0.0004789364 0.0217896638 0.00047384
111.7831 -0.0203829055 0.0004213611 -0.020593504 0.000425
112.7094 0.008286448 6.629659E-05 0.0082523039 6.77394E-05
111.7435 -0.008569904 7.593519E-05 -0.008606837 7.44552E-05
115.3283 0.032080482 0.0010199276 0.0315766505 0.0009957
112.905 -0.0210121037 0.0004475882 -0.021236 0.0004519
113.3146 0.0036282845 1.213901E-05 0.0036217181 1.29586E-05
114.0562 0.0065447351 4.096715E-05 0.0065234113 4.22696E-05
112.5844 -0.0129041923 0.0001702599 -0.012988175 0.00016926
111.6287 -0.0084891102 7.453363E-05 -0.008525348 7.30556E-05
115.6795 0.0362882133 0.0013063914 0.0356453034 0.00126903
111.4995 -0.0361344218 0.0013161367 -0.036803436 0.00135611
112.481 0.0088025507 7.496745E-05 0.0087640341 7.64248E-05
112.3534 -0.0011339013 1.633482E-06 -0.001134545 1.33738E-06
112.679 0.0028979344 7.583184E-06 0.0028937435 8.24744E-06
113.6359 0.0084920851 6.968758E-05 0.0084562302 7.11378E-05
114.4801 0.0074287536 5.306507E-05 0.0074012963 5.44554E-05
112.7937 -0.0147303578 0.0002212518 -0.014839927 0.00022087
112.7424 -0.0004547754 3.58743E-07 -0.000454879 2.27325E-07
112.8633 0.0010722042 8.612361E-07 0.0010716298 1.10192E-06
113.066 0.0017957636 2.727741E-06 0.0017941532 3.14085E-06
113.2368 0.0015106366 1.867214E-06 0.0015094967 2.21292E-06
112.615 -0.005491273 3.175829E-05 -0.005506406 3.05622E-05
112.5968 -0.0001613103 9.3322E-08 -0.000161323 3.35736E-08
114.0884 0.0132470924 0.0001716864 0.013160117 0.00017261
112.8073 -0.0112294403 0.0001293592 -0.011292966 0.00012803
110.7975 -0.0178155023 0.0003225501 -0.017976109 0.00032393
113.4689 0.024110003 0.0005743609 0.0238239456 0.00056654
112.8295 -0.0056349101 3.339784E-05 -0.005650846 3.21801E-05
112.5136 -0.0027999773 8.66804E-06 -0.002803905 7.98521E-06
111.7312 -0.0069530455 5.037056E-05 -0.006977331 4.89893E-05
113.8953 0.019368523 0.0003695755 0.0191833405 0.00036716
111.1546 -0.0240638019 0.0005860262 -0.024358066 0.00059438
112.3501 0.0107559839 0.0001126105 0.0106985498 0.00011399
113.0055 0.0058334775 3.236815E-05 0.0058165286 3.35776E-05
111.5844 -0.0125756444 0.0001617938 -0.012655387 0.00016071
115.0728 0.0312627678 0.0009683667 0.0307840395 0.00094631
112.1505 -0.0253956024 0.0006522803 -0.025723636 0.00066283
112.2502 0.0008892564 5.551446E-07 0.0008888613 7.51609E-07
112.7385 0.0043501971 1.769061E-05 0.0043407623 1.86525E-05
109.791 -0.0261448063 0.0006911106 -0.026492658 0.00070302
113.149 0.0305854932 0.0009266738 0.0301270808 0.00090632
115.3659 0.019592922 0.0003782537 0.0194034515 0.00037564
112.2804 -0.0267459914 0.0007230811 -0.027110174 0.00073615
113.6776 0.0124440324 0.0001512865 0.0123672418 0.00015241
112.4629 -0.010685543 0.0001172828 -0.010743043 0.00011588
114.4731 0.0178740922 0.0003143499 0.017716229 0.00031309
114.7162 0.0021244391 3.921441E-06 0.0021221857 4.41117E-06
113.6227 -0.009533051 9.364873E-05 -0.009578781 9.21732E-05
112.4425 -0.0103862412 0.0001108897 -0.010440555 0.00010946
112.8929 0.00400488 1.490503E-05 0.0039968818 1.58004E-05
113.7418 0.0075198639 5.440077E-05 0.0074917307 5.57983E-05
113.2693 -0.004154219 1.84762E-05 -0.004162872 1.75124E-05
112.1204 -0.0101425641 0.000105817 -0.01019435 0.00010437
112.0559 -0.0005758541 5.184435E-07 -0.00057602 3.57517E-07
113.5522 0.0133529331 0.0001744713 0.0132645684 0.00017537
113.0223 -0.0046659146 2.313697E-05 -0.004676834 2.20782E-05
113.3854 0.0032118964 9.410907E-06 0.0032067492 1.01432E-05
113.3253 -0.0005300155 4.545344E-07 -0.000530156 3.04774E-07
112.7387 -0.0051762029 2.830643E-05 -0.005189646 2.71603E-05
111.5901 -0.0101880131 0.0001067541 -0.010240266 0.00010531
114.1841 0.0232463829 0.000533712 0.0229803014 0.00052709
112.9611 -0.0107109568 0.0001178339 -0.010768732 0.00011644
112.8572 -0.0009199519 1.132369E-06 -0.000920375 8.87897E-07
113.8848 0.0091050585 8.029741E-05 0.0090638573 8.17569E-05
112.3917 -0.0131103605 0.0001756827 -0.01319706 0.00017474
112.6584 0.0023726026 4.965884E-06 0.0023697924 5.51256E-06
113.5832 0.0082088794 6.503944E-05 0.0081753699 6.64789E-05
111.5862 -0.017581913 0.0003142142 -0.017738311 0.00031543
113.1581 0.0140871483 0.0001944065 0.0139888465 0.00019508
110.6757 -0.0219372024 0.0004875873 -0.022181401 0.00049299
111.3647 0.006225187 3.697869E-05 0.0062058906 3.82416E-05
114.3834 0.0271064738 0.0007269655 0.0267456002 0.00071416
0.0001441762 2.19076E-05 0.02445
0.0157198088 0.0002445
0.01563649

0.0080282407

Expected portfolio returns fo 0.005802

Stock 2
57.22
58.23 0.0174971982 0.000268
54.46 -0.066934199 0.004634
56.23 0.0319839351 0.000951
54.25 -0.03584743 0.001368
55.22 0.0177222141 0.000275 0.013334
54.93 -0.005265559 4.101E-05
54.98 0.0009098354 5.23E-08
55.21 0.0041746136 9.218E-06
56.21 0.0179505807 0.000283
56.1 -0.001958864 9.594E-06
55.95 -0.002677378 1.456E-05
55.76 -0.003401668 2.061E-05
54.23 -0.027822506 0.000839
54.21 -0.000368868 2.272E-06
55.23 0.0186408906 0.000306
55.27 0.0007239819 1.718E-07
56.21 0.0168644112 0.000247
56.91 0.0123763956 0.000126
55.21 -0.030326976 0.00099
55.98 0.0138503878 0.000162
56.21 0.0041001929 8.771E-06
56.33 0.0021325759 9.881E-07
56.38 0.0008872328 6.315E-08
57.21 0.0146142226 0.000182
57.33 0.0020953386 9.155E-07
57.77 0.0076455629 4.234E-05
57.22 -0.009566122 0.000115
57.44 0.0038374371 7.284E-06
57.55 0.0019132104 6E-07
57.77 0.0038154746 7.166E-06
58.32 0.0094754779 6.95E-05
58.21 -0.001887926 9.159E-06
57.98 -0.003959038 2.599E-05
57.88 -0.001726222 8.207E-06
57.54 -0.005891544 4.942E-05
57.21 -0.00575165 4.747E-05
57.23 0.0003495281 6.225E-07
57.61 0.0066179273 3E-05
57.22 -0.006792676 6.29E-05
56.23 -0.017453065 0.000346
56.45 0.0039048683 7.653E-06
56.98 0.0093450385 6.735E-05
56.67 -0.005455359 4.348E-05
57.12 0.0079093478 4.584E-05
57.33 0.0036697289 6.407E-06
58.23 0.0155766389 0.000208
58.33 0.0017158549 3.333E-07
58.87 0.0092150823 6.523E-05
58.79 -0.001359851 6.242E-06
58.98 0.003226631 4.36E-06
60.12 0.0191441615 0.000324
60.12 0 1.296E-06
60.14 0.0003326127 6.495E-07
60.17 0.0004987117 4.094E-07
60.19 0.0003323363 6.499E-07
60.44 0.0041449118 9.038E-06
60.67 0.0037982045 7.074E-06
60.98 0.0050965996 1.567E-05
59.21 -0.029455495 0.000936
59.1 -0.001859522 8.988E-06
58.13 -0.016549043 0.000313
59.33 0.0204331986 0.000372
60.22 0.0148894428 0.000189
60.56 0.0056300861 2.017E-05
60.98 0.0069113324 3.333E-05
60.87 -0.001805499 8.667E-06
61.12 0.0040987024 8.763E-06
61.33 0.0034299748 5.251E-06
61.44 0.0017919692 4.27E-07
61.49 0.0008134711 1.057E-07
61.98 0.0079371924 4.622E-05
62.15 0.0027390656 2.562E-06
62.19 0.0006433972 2.452E-07
62.76 0.0091237127 6.376E-05
62.15 -0.00976711 0.000119
62.18 0.0004825867 4.303E-07
62.66 0.0076898809 4.292E-05
62.98 0.0050939301 1.565E-05
63.12 0.0022204609 1.171E-06
63.18 0.0009501188 3.55E-08
63.19 0.0001582654 9.609E-07
63.76 0.0089799737 6.149E-05
63.19 -0.008979974 0.000102
62.87 -0.005076958 3.863E-05
62.77 -0.00159185 7.455E-06
62.45 -0.005111016 3.906E-05
62.66 0.003357049 4.922E-06
62.98 0.0050939301 1.565E-05
62.45 -0.008450979 9.196E-05
63.12 0.01067144 9.088E-05
63.17 0.0007918284 1.202E-07
63.19 0.0003165559 6.756E-07
62.87 -0.005076958 3.863E-05
62.99 0.0019068812 5.904E-07
63.12 0.0020616929 8.522E-07
63.19 0.0011083842 9.087E-10
62.98 -0.003328845 2E-05
63.56 0.009167126 6.446E-05
63.77 0.0032985187 4.666E-06
64.12 0.0054734674 1.879E-05
0.0011385284 0.015164
0.000152

0.5148652343

3.4362E-07
1 Risk management in Investments

Scenario Stock 1 Stock 2 Stock 3 Market Return and risk of each stock/interpretations
0 114.1331 57.22 201.22 10925.97 Beta of each stock
1 112.4028 58.23 203.21 11070.01 Portfolio of 2 stocks
2 111.7077 54.46 205.12 10986.04
3 114.5642 56.23 206.78 11031.85
4 112.948 54.25 204.21 11153.55
5 114.88 55.22 202.56 11117.12
6 112.7108 54.93 201.12 11029.69
7 113.2159 54.98 200.19 11067.29
8 111.747 55.21 199.12 10986.78
9 113.7319 56.21 197.32 11017.01
10 112.6279 56.1 198.12 10981.3
11 111.6104 55.95 199.33 11028.46
12 111.7256 55.76 201.12 11002.16
13 112.8472 54.23 203.12 11105.96
14 112.5653 54.21 204.67 11034.63
15 114.4879 55.23 201.12 11020.36
16 112.7574 55.27 200.66 11102.44
17 115.7863 56.21 197.21 11026.99
18 111.6112 56.91 196.12 10961.44
19 111.1113 55.21 194.12 10949.82
20 113.0201 55.98 191.23 11081.07
21 109.8738 56.21 192.34 11026.64
22 112.2575 56.33 193.32 11119.98
23 113.1386 56.38 194.21 11065.42
24 114.4528 57.21 192.12 11006.85
25 112.1162 57.33 193.76 11053.98
26 113.2693 57.77 193.87 11003.13
27 111.6495 57.22 194.56 11091.09
28 114.109 57.44 195.56 10946.17
29 111.7831 57.55 197.21 10998.04
30 112.7094 57.77 198.56 11086.91
31 111.7435 58.32 199.76 11111.16
32 115.3283 58.21 201.12 11040.81
33 112.905 57.98 202.67 11049.6
34 113.3146 57.88 203.54 10985.02
35 114.0562 57.54 204.76 11013.83
36 112.5844 57.21 205.12 11075.88
37 111.6287 57.23 206.45 11137.92
38 115.6795 57.61 207.87 11037.02
39 111.4995 57.22 208.12 11006.75
40 112.481 56.23 209.12 11037.83
41 112.3534 56.45 210.21 11008.09
42 112.679 56.98 209.12 11110.94
43 113.6359 56.67 208.33 11033.88
44 114.4801 57.12 207.21 11040.56
45 112.7937 57.33 206.76 10993.94
46 112.7424 58.23 207.87 11061.41
47 112.8633 58.33 208.32 11039.57
48 113.066 58.87 208.22 11013.47
49 113.2368 58.79 208.11 11127.24
50 112.615 58.98 207.12 11032.04
51 112.5968 60.12 206.61 11028.24
52 114.0884 60.12 207.45 11048.38
53 112.8073 60.14 209.21 10955.55
54 110.7975 60.17 210.21 11018.62
55 113.4689 60.19 211.33 11016.81
56 112.8295 60.44 212.23 10976.71
57 112.5136 60.67 213.12 11010.63
58 111.7312 60.98 214.87 11101.86
59 113.8953 59.21 216.12 11068.7
60 111.1546 59.1 215.23 11039.98
61 112.3501 58.13 215.11 10955.76
62 113.0055 59.33 216.76 11026.73
63 111.5844 60.22 216.1 11043.41
64 115.0728 60.56 214.16 11100.31
65 112.1505 60.98 213.12 11052.46
66 112.2502 60.87 212.12 11070.74
67 112.7385 61.12 213.67 11054.96
68 109.791 61.33 214.12 10998.83
69 113.149 61.44 215.21 11026.58
70 115.3659 61.49 216.33 11026.85
71 112.2804 61.98 217.33 10980.23
72 113.6776 62.15 215.12 10879.83
73 112.4629 62.19 213.12 11035.45
74 114.4731 62.76 215.36 11104.06
75 114.7162 62.15 216.12 11017.73
76 113.6227 62.18 217.56 10996.99
77 112.4425 62.66 215.87 11103.16
78 112.8929 62.98 218.12 11064.91
79 113.7418 63.12 217.12 11002.08
80 113.2693 63.18 216.87 10994.44
81 112.1204 63.19 215.88 11048.16
82 112.0559 63.76 215.99 11040.87
83 113.5522 63.19 215.12 11010.53
84 113.0223 62.87 214.12 11023.78
85 113.3854 62.77 210.43 11110.88
86 113.3253 62.45 211.87 11047.59
87 112.7387 62.66 210.65 11018.3
88 111.5901 62.98 210.34 11048.68
89 114.1841 62.45 209.66 11015.48
90 112.9611 63.12 208.12 10984.37
91 112.8572 63.17 210.12 10952.81
92 113.8848 63.19 211.34 11171.51
 93 112.3917 62.87 213.56 11014.09
94 112.6584 62.99 214.76 10988.23
95 113.5832 63.12 215.12 11037.57
96 111.5862 63.19 216.98 10949.04
97 113.1581 62.98 215.12 11038.59
98 110.6757 63.56 217.12 11044.75
99 111.3647 63.77 217.87 11086.57
100 114.3834 64.12 218.12 11058.26
 2 Volatility 3 Covar 4 VaR
Given historical data Asset 1 Asset 2 Portfolio Value
Day Price 0 10977.075 11127.245 0 10000
1 20 1 10925.971 11032.039 1 10013.49
2 20.1 2 11070.015 11028.24 2 9933.351
3 19.9 3 10986.044 11048.383 3 9961.743
4 20 4 11031.851 10955.549 4 10049.64
5 20.5 5 11153.546 11018.623 5 10072.57
6 20.25 6 11117.124 11016.807 6 10072.94
7 20.9 7 11029.689 10976.706 7 9980.489
8 20.1 8 11067.286 11010.627 8 9984.94
9 20.6 9 10986.78 11101.856 9 9990.45
10 20.5 10 11017.008 11068.696 10 9977.169
11 21 11 10981.295 11039.985 11 9944.402
12 21.1 12 11028.46 10955.764 12 9974.735
13 20.7 13 11002.16 11026.732 13 9952.774
14 20.5 14 11105.956 11043.406 14 10043.73
15 20.7 15 11034.633 11100.311 15 10038.7
16 20.9 16 11020.356 11052.461 16 9990.542
17 20.4 17 11102.441 11070.739 17 10043.11
18 20.5 18 11026.992 11054.958 18 10037.39
19 20.6 19 10961.44 10998.833 19 9885.521
20 20.3 20 10949.818 11026.579 20 9868.785
21 11081.074 11026.855 21 10005.74
22 11026.636 10980.232 22 9916.949
23 11119.98 10879.834 23 10069.83
24 11065.417 11035.454 24 10005.99
25 11006.849 11104.059 25 10030.44
26 11053.977 11017.733 26 9961.806
27 11003.125 10996.989 27 9976.807
28 11091.09 11103.156 28 10027.9
29 10946.17 11064.905 29 10013.63
30 10998.044 11002.083 30 9923.943
31 11086.91 10994.445 31 9986.954
32 11111.163 11048.156 32 10041.52
33 11040.809 11040.867 33 10062.28
34 11049.603 11010.527 34 9995.153
35 10985.02 11023.778 35 9965.713
36 11013.831 11110.881 36 10035.32
37 11075.884 11047.59 37 9993.378
38 11137.917 11018.296 38 10017.85
39 11037.016 11048.682 39 10055.33
40 11006.753 11015.476 40 9935.507
41 11037.835 10984.37 41 10000.87
42 11008.091 10952.811 42 9976.381
43 11110.937 11171.507 43 10048.48
44 11033.878 11014.087 44 10015.86
45 11040.564 10988.231 45 10040.5
46 10993.936 11037.572 46 9950.119
47 11061.407 10949.043 47 10025.31
48 11039.568 11038.587 48 10016.95
49 11013.471 11044.749 49 9998.08
50 11020 11060 50 10026.51
51 9992.084
52 10015.75
53 10028.89
54 9962.561
55 9935.942
56 10005.68
57 9984.707
58 9965.355
59 10029.33
60 10065.01
61 9949.132
62 9948.494
63 10005.92
64 9956.506
65 10032.33
66 10003.49
67 10007.96
68 9964.984
69 9937.773
70 9997.567
71 10042.4
72 9971.813
73 9909.22
74 9990.872
75 10091.71
76 10025.07
77 9990.706
78 10028.37
79 10019.99
80 9995.072
81 9999.399
82 9999.89
83 9964.541
84 10014.32
85 10017.21
86 10041.33
87 10003.18
88 9964.25
89 9979.286
90 10016.41
91 9960.02
92 9951.475
93 10092.06
 94 9981.546
95 9961.779
96 10017
97 9862.243
98 10010.91
99 9921.954
100 10043.8
101 10065.26
102 9990.257
103 10001.54
104 9986.302
105 10003.81
106 9957.164
107 10031.13
108 10048.18
109 9925.868
110 9921.754
111 9998.602
112 10017.91
113 9986.972
114 10096.3
115 9982.39
116 9967.793
117 10020.32
118 9993.307
119 9934.899
120 9987.676
121 10020.41
122 10099.76
123 10027.44
124 9972.139
125 9996.297
126 9915.945
127 9996.284
128 10020.43
129 10017.94
130 9783.158
131 9873.462
132 9927.392
133 9904.688
134 9847.508
135 10107.7
136 9990.051
137 10079.21
138 10000.24
139 10011.85
140 9863.575
141 9859.617
142 10091.25
143 9976.524
144 10090.05
145 10069.79
146 10149.45
147 10004.79
148 9964.183
149 9943.299
150 9950.585
151 10014.7
152 9976.946
153 10005.63
154 10073.99
155 10031.72
156 10003.8
157 10016.61
158 9959.697
159 10006.07
160 10015.36
161 10093.78
162 10015.7
163 10004.25
164 9947.201
165 10074.13
166 9962.672
167 9981.358
168 10036.02
169 9976.502
170 9979.95
171 10021.55
172 10082.5
173 10029.95
174 9886.92
175 10031.21
176 9991.848
177 10000.28
178 9999.879
179 9963.36
180 10039.54
181 9979.87
182 9997.109
183 10018.07
184 9916.52
185 9983.317
186 10024
187 9995.496
188 10038.21
189 10038.18
190 10005.84
191 9956.703
192 9886.092
193 9880.242
194 9973.99
195 10027.18
196 9917.768
197 10053.23
198 10066.31
199 10078.99
200 9988.208
201 9983.392
202 9956.862
203 9969.658
204 9912.149
205 9987.999
206 9973.568
207 9977.088
208 10028.44
209 10029.9
210 10052.12
211 10031.74
212 9969.191
213 10023.84
214 10022.37
215 9930.453
216 10000.7
217 10099.55
218 10047.85
219 9992.659
220 9909.862
221 10061.13
222 9927.061
223 10019.43
224 9867.986
225 9939.441
226 9767.925
227 9835.854
228 10009.36
229 10034.03
230 9923.764
231 10056.36
232 9877.105
233 10038.4
234 10044.24
235 10118.08
236 9805.113
237 9785.358
238 10075.22
239 9862.931
240 9858.943
241 9819.065
242 10099.96
243 10051.05
244 10011.32
245 10106.06
246 10044.09
247 10057.7
248 9832.549
249 10058.27
250 10029.37
251 10129.91
252 10014.7
253 9874.169
254 10048.22
255 9851.865
256 9921.338
257 10136.53
258 9991.914
259 10041.67
260 9971.825
261 10000.1
262 10200.52
263 10014.87
264 10001.2
265 9960.507
266 10021.19
267 10091.98
268 10000.11
269 10076.17
270 9986.518
271 9978.323
272 9991.998
273 10035.58
274 10017.03
275 9987.094
276 10035.22
277 9986.145
278 9928.203
279 9916.531
280 10005.99
281 9999.236
282 9814.19
283 9891.952
284 10081.26
285 9961.621
286 10042.6
287 10109.09
288 10059.55
289 9941.801
290 10081.25
291 9827.902
292 9931.989
293 9905.123
294 10048.81
295 9865.011
296 9941.822
297 9857.551
298 9899.912
299 10097.34
300 10033.23
301 9868.291
302 9943.686
303 9825.397
304 10118.33
305 9795.293
306 10099.86
307 10040.57
308 10155.02
309 10060.43
310 10040.87
311 9956.402
312 9908.684
313 10090.76
314 10057.6
315 10041.21
316 10051.34
317 9887.408
318 9996.829
319 9820.148
320 9889.41
321 9820.238
322 10007.49
323 9930.805
324 10001.46
325 10125.34
326 10048.92
327 9980.231
328 9708.414
329 9954.315
330 9911.793
331 9969.21
332 9969.278
333 9869.396
334 9889.399
335 9841.92
336 9907.701
337 9926.682
338 9644.251
339 10015.51
340 10294.68
341 10005.04
342 9941.502
343 10141.24
344 9911.964
345 10131.25
346 10073.01
347 10003.19
348 9703.947
349 9882.54
350 9885.433
351 9957.711
352 10172.91
353 10026.25
354 10033.7
355 9912.941
356 10106.63
357 9868.746
358 10075.17
359 9983.948
360 10166.06
361 10083.64
362 10072.97
363 9881.349
364 9814.065
365 9856.589
366 9950.495
367 10044.83
368 9943.697
369 9834.897
370 9874.102
371 10152.21
372 10109.77
373 9929.557
374 9857.376
375 9803.538
376 10303.97
377 9818.263
378 10319.2
379 9959.53
380 9970.846
381 9943.905
382 9971.221
383 10167.97
384 10090.04
385 10035.14
386 10017.24
387 10026.02
388 9893.843
389 9958.378
390 9999.218
391 9903.058
392 9906.962
393 10011.66
394 10211.18
395 9984.289
396 10097.15
397 10011.53
398 9938.755
399 10007.92
400 9958.689
401 10096.24
402 9992.586
403 9932.66
404 10133.05
405 9904.878
406 10022.94
407 9850.275
408 10070.6
409 9964.84
410 10018.99
411 10069.39
412 10039.56
413 10035.63
414 9855.133
415 9893.057
416 10003.69
417 9895.364
418 9944.772
419 9984.999
420 10038.28
421 10010.6
422 9918.72
423 9944.591
424 9940.785
425 10041.43
426 9864.251
427 9950.291
428 9861.74
429 9894.979
430 9945.182
431 10055.48
432 10050.03
433 9979.479
434 9903.079
435 9939.077
436 9849.434
437 9955.929
438 9976.619
439 10001.01
440 9821.484
441 9932.273
442 10040.14
443 9897.856
444 9868.633
445 10013.9
446 9961.183
447 9948.077
448 9985.832
449 9933.487
450 9862.879
451 9994.929
452 9884.072
453 10058.41
454 10192.54
455 10021.32
456 10077.85
457 10056.81
458 9851.129
459 9958.664
460 9885.181
461 10022.02
462 10154.24
463 9917.541
464 9873.869
465 9902.651
466 10176.26
467 10052.71
468 9866.476
469 10036.29
470 10086.95
471 9883.416
472 9795.236
473 10038.13
474 9946.458
475 9951.349
476 9801.69
477 10038.65
478 10029
479 10077.36
480 9862.359
481 10052.18
482 10114.69
483 10005.59
484 9830.927
485 9906.565
486 9732.703
487 9863.741
488 10271.48
489 9830.084
490 9939.613
491 9973.345
492 10141.81
493 9508.537
494 9800.802
495 10117.92
496 10543.01
497 9851.62
498 9843.159
499 10113.9
500 9986.15
 5 RISKMETRICS
Exposure Duration Current r Current ERCurrent NifBeta Yield Data
1 Fixed Income Securities 1000000 1.5 7.804 Date Price
2 Foreign Exchange 1000000 USD 73.21 1 43416 7.804
3 Equities 1000000 10482.2 1.2 2 43413 7.765
3000000 3 43410 7.796
Confidence level 0.05 4 43409 7.808
0.01 5 43406 7.781
6 43405 7.823
7 43404 7.853
8 43403 7.834
9 43402 7.81
10 43399 7.877
11 43398 7.867
12 43397 7.872
13 43396 7.894
14 43395 7.93
15 43392 7.921
16 43390 7.909
17 43389 7.872
18 43388 7.921
19 43385 7.984
20 43384 7.986
21 43383 8.031
22 43382 8.076
23 43381 7.974
24 43378 8.024
25 43377 8.158
26 43376 8.112
27 43374 7.988
28 43371 8.024
29 43370 8.027
30 43369 8.072
31 43368 8.125
32 43367 8.122
33 43364 8.076
34 43362 8.074
35 43361 8.14
36 43360 8.098
37 43359 8.124
38 43357 8.127
39 43355 8.134
40 43354 8.182
41 43353 8.158
42 43350 8.031
43 43349 8.056
44 43348 8.049
45 43347 8.062
46 43346 7.999
47 43343 7.951
48 43342 7.93
49 43341 7.918
50 43340 7.895
51 43339 7.894
52 43336 7.871
53 43335 7.879
54 43333 7.827
55 43332 7.838
56 43328 7.861
57 43326 7.818
58 43325 7.823
59 43322 7.754
60 43321 7.745
61 43320 7.782
62 43319 7.786
63 43318 7.768
64 43315 7.763
65 43314 7.721
66 43313 7.701
67 43312 7.772
68 43311 7.79
69 43308 7.78
70 43307 7.759
71 43306 7.785
72 43305 7.784
73 43304 7.81
74 43301 7.785
75 43300 7.785
76 43299 7.752
77 43298 7.746
78 43297 7.8
79 43294 7.791
80 43293 7.78
81 43292 7.872
82 43291 7.9
83 43290 7.89
84 43287 7.87
85 43286 7.897
86 43285 7.852
87 43284 7.883
88 43283 7.912
89 43280 7.903
90 43279 7.935
91 43278 7.871
92 43277 7.829
93 43276 7.824
 94 43273 7.819
95 43272 7.772
96 43271 7.827
97 43270 7.863
98 43269 7.877
99 43266 7.889
100 43265 7.945
101 43264 7.93
102 43263 7.966
103 43262 7.963
104 43259 7.947
105 43258 7.993
106 43257 7.917
107 43256 7.834
108 43255 7.876
109 43252 7.848
110 43251 7.826
111 43250 7.782
112 43249 7.756
113 43248 7.739
114 43245 7.794
115 43244 7.871
116 43243 7.849
117 43242 7.809
118 43241 7.809
119 43240 7.835
120 43238 7.835
121 43237 7.88
122 43236 7.902
123 43235 7.903
124 43234 7.826
125 43231 7.726
126 43230 7.715
127 43229 7.709
128 43228 7.58
129 43227 7.622
130 43224 7.728
131 43223 7.734
132 43222 7.733
133 43217 7.767
134 43216 7.755
135 43215 7.738
136 43214 7.683
137 43213 7.74
138 43210 7.718
139 43209 7.631
140 43208 7.536
141 43207 7.489
142 43206 7.486
143 43203 7.431
144 43202 7.468
145 43201 7.536
146 43200 7.379
147 43199 7.226
148 43196 7.175
149 43195 7.127
150 43194 7.294
151 43193 7.332
152 43187 7.398
153 43186 7.333
154 43185 7.623
155 43182 7.557
156 43181 7.56
157 43180 7.581
158 43179 7.615
159 43178 7.608
160 43175 7.558
161 43174 7.636
162 43173 7.679
163 43172 7.659
164 43171 7.634
165 43168 7.676
166 43167 7.663
167 43166 7.68
168 43165 7.778
169 43164 7.776
170 43160 7.744
171 43159 7.723
172 43158 7.667
173 43157 7.693
174 43154 7.676
175 43153 7.745
176 43152 7.71
177 43151 7.673
178 43149 7.583
179 43147 7.583
180 43146 7.571
181 43145 7.495
182 43143 7.5
183 43140 7.496
184 43139 7.471
185 43138 7.531
186 43137 7.572
187 43136 7.611
188 43133 7.571
189 43132 7.614
190 43131 7.431
191 43130 7.436
192 43129 7.443
193 43125 7.307
194 43124 7.276
195 43123 7.416
196 43122 7.462
197 43119 7.479
198 43118 7.474
199 43117 7.417
200 43116 7.56
201 43115 7.444
202 43112 7.454
203 43111 7.438
204 43110 7.442
205 43109 7.37
206 43108 7.344
207 43105 7.294
208 43104 7.337
209 43103 7.323
210 43102 7.389
211 43101 7.34
212 43098 7.318
213 43097 7.398
214 43096 7.219
215 43095 7.277
216 43091 7.275
217 43090 7.213
218 43089 7.22
219 43088 7.178
220 43087 7.184
221 43085 7.133
222 43084 7.133
223 43083 7.13
224 43082 7.175
225 43081 7.188
226 43080 7.175
227 43077 7.091
228 43076 7.055
229 43075 7.034
230 43074 7.061
231 43073 7.082
232 43069 7.062
233 43068 7.025
234 43067 7.033
235 43066 7.056
236 43063 7.002
237 43062 6.988
238 43061 6.962
239 43060 6.896
240 43059 6.889
241 43056 7.047
242 43055 7.062
243 43054 7.019
244 43053 7.052
245 43052 6.973
246 43049 6.957
247 43048 6.932
248 43047 6.939
249 43046 6.929
250 43045 6.894
251 43042 6.859
252 43041 6.86
253 43040 6.894
254 43039 6.862
255 43038 6.885
256 43037 6.808
257 43035 6.808
258 43034 6.798
259 43033 6.812
260 43032 6.781
261 43031 6.801
262 43030 6.762
263 43026 6.762
264 43025 6.765
265 43024 6.734
266 43021 6.736
267 43020 6.754
268 43019 6.74
269 43018 6.74
270 43017 6.779
271 43014 6.76
272 43013 6.729
273 43012 6.703
274 43011 6.648
275 43007 6.667
276 43006 6.639
277 43005 6.667
278 43004 6.67
279 43003 6.619
280 43000 6.668
281 42999 6.676
282 42998 6.579
283 42997 6.594
284 42996 6.611
285 42993 6.6
286 42992 6.59
287 42991 6.586
288 42990 6.557
289 42989 6.562
290 42986 6.544
291 42985 6.518
292 42984 6.505
293 42983 6.503
294 42982 6.496
295 42979 6.485
296 42978 6.526
297 42977 6.536
298 42976 6.535
299 42975 6.57
300 42971 6.538
301 42970 6.535
302 42969 6.535
303 42968 6.512
304 42965 6.513
305 42963 6.534
306 42961 6.52
307 42958 6.506
308 42957 6.496
309 42956 6.467
310 42955 6.459
311 42954 6.459
312 42953 6.441
313 42951 6.441
314 42950 6.431
315 42949 6.467
316 42948 6.443
317 42947 6.466
318 42944 6.463
319 42943 6.44
320 42942 6.444
321 42941 6.431
322 42940 6.414
323 42937 6.436
324 42936 6.45
325 42935 6.449
326 42934 6.456
327 42933 6.455
328 42932 6.463
329 42930 6.463
330 42929 6.455
331 42928 6.46
332 42927 6.487
333 42926 6.47
334 42923 6.532
335 42922 6.539
336 42921 6.55
337 42920 6.549
338 42919 6.559
339 42918 6.511
340 42917 6.511
341 42916 6.511
342 42915 6.505
343 42914 6.5
344 42913 6.463
345 42911 6.46
346 42909 6.46
347 42908 6.453
348 42907 6.428
349 42906 6.446
350 42905 6.467
351 42902 6.489
352 42901 6.481
353 42900 6.471
354 42899 6.493
355 42898 6.516
356 42895 6.503
357 42894 6.532
358 42893 6.566
359 42892 6.639
360 42891 6.646
361 42888 6.627
362 42887 6.626
363 42886 6.664
364 42885 6.664
365 42884 6.668
366 42881 6.79
367 42880 6.79
368 42879 6.802
369 42878 6.793
370 42877 6.773
371 42874 6.859
372 42873 6.843
373 42872 6.844
374 42871 6.839
375 42870 6.808
376 42867 6.91
377 42866 6.943
378 42864 6.943
379 42863 6.93
380 42862 6.943
381 42860 6.943
382 42859 6.971
383 42858 6.955
384 42857 6.992
385 42853 6.964
386 42852 6.945
387 42851 6.953
388 42850 6.936
389 42849 6.943
390 42847 6.923
391 42846 6.923
392 42845 6.878
393 42844 6.854
394 42843 6.862
395 42842 6.847
396 42838 6.82
397 42837 6.782
398 42836 6.808
399 42835 6.865
400 42832 6.821
401 42831 6.819
 ER data Nifty data
Date Price Date Close
1 43416 73.21 43416 10482.2
2 43415 72.48 43413 10585.2
3 43413 72.48 43411 10598.4
4 43412 72.38 43410 10530
5 43411 72.45 43409 10524
6 43410 72.955 43406 10553
7 43409 73.08 43405 10380.45
8 43408 72.915 43404 10386.6
9 43406 72.44 43403 10198.4
10 43405 73.455 43402 10250.85
11 43404 73.96 43399 10030
12 43403 73.68 43398 10124.9
13 43402 73.4 43397 10224.75
14 43401 73.461 43396 10146.8
15 43399 73.46 43395 10245.25
16 43398 73.23 43392 10303.55
17 43397 73.23 43390 10453.05
18 43396 73.55 43389 10584.75
19 43395 73.56 43388 10512.5
20 43394 73.475 43385 10472.5
21 43392 73.375 43384 10234.65
22 43391 73.53 43383 10460.1
23 43390 73.6 43382 10301.05
24 43389 73.465 43381 10348.05
25 43388 73.77 43378 10316.45
26 43387 73.686 43377 10599.25
27 43385 73.61 43376 10858.25
28 43384 74.05 43374 11008.3
29 43383 74.25 43371 10930.45
30 43382 74.34 43370 10977.55
31 43381 74.065 43369 11053.8
32 43380 73.771 43368 11067.45
33 43378 73.77 43367 10967.4
34 43377 73.63 43364 11143.1
35 43376 73.345 43362 11234.35
36 43375 72.925 43361 11278.9
37 43374 72.925 43360 11377.75
38 43373 72.515 43357 11515.2
39 43371 72.51 43355 11369.9
40 43370 72.57 43354 11287.5
41 43369 72.6 43353 11438.1
42 43368 72.685 43350 11589.1
43 43367 72.67 43349 11536.9
44 43366 72.24 43348 11476.95
45 43364 72.24 43347 11520.3
46 43363 72.015 43346 11582.35
47 43362 72.36 43343 11680.5
48 43361 72.71 43342 11676.8
49 43360 72.54 43341 11691.9
50 43359 72.105 43340 11738.5
51 43357 71.88 43339 11691.95
52 43356 72.037 43336 11557.1
53 43355 72.16 43335 11582.75
54 43354 72.64 43333 11570.9
55 43353 72.455 43332 11551.75
56 43352 72.105 43329 11470.75
57 43350 71.79 43328 11385.05
58 43349 71.95 43326 11435.1
59 43348 71.755 43325 11355.75
60 43347 71.585 43322 11429.5
61 43346 71.215 43321 11470.7
62 43345 71.005 43320 11450
63 43343 71.005 43319 11389.45
64 43342 70.745 43318 11387.1
65 43341 70.535 43315 11360.8
66 43340 70.1 43314 11244.7
67 43339 70.165 43313 11346.2
68 43338 69.775 43312 11356.5
69 43336 69.97 43311 11319.55
70 43335 70.105 43308 11278.35
71 43334 69.87 43307 11167.3
72 43333 69.86 43306 11132
73 43332 69.82 43305 11134.3
74 43331 69.795 43304 11084.75
75 43329 70.1 43301 11010.2
76 43328 70.09 43300 10957.1
77 43327 69.92 43299 10980.45
78 43326 69.96 43298 11008.05
79 43325 70.02 43297 10936.85
80 43324 69.095 43294 11018.9
81 43322 68.89 43293 11023.2
82 43321 68.76 43292 10948.3
83 43320 68.66 43291 10947.25
84 43319 68.63 43290 10852.9
85 43318 68.83 43287 10772.65
86 43317 68.515 43286 10749.75
87 43315 68.545 43285 10769.9
88 43314 68.625 43284 10699.9
89 43313 68.35 43283 10657.3
90 43312 68.46 43280 10714.3
91 43311 68.605 43279 10589.1
92 43310 68.625 43278 10671.4
93 43308 68.605 43277 10769.15
 94 43307 68.66 43276 10762.45
95 43306 68.73 43273 10821.85
96 43305 68.948 43272 10741.1
97 43304 68.845 43271 10772.05
98 43303 68.743 43270 10710.45
99 43301 68.74 43269 10799.85
100 43300 69.02 43266 10817.7
101 43299 68.625 43265 10808.05
102 43298 68.43 43264 10856.7
103 43297 68.55 43263 10842.85
104 43296 68.497 43262 10786.95
105 43294 68.5 43259 10767.65
106 43293 68.52 43258 10768.35
107 43292 68.73 43257 10684.65
108 43291 68.755 43256 10593.15
109 43290 68.66 43255 10628.5
110 43289 68.765 43252 10696.2
111 43287 68.805 43251 10736.15
112 43286 68.88 43250 10614.35
113 43285 68.69 43249 10633.3
114 43284 68.55 43248 10688.65
115 43283 68.72 43245 10605.15
116 43282 68.445 43244 10513.85
117 43280 68.46 43243 10430.35
118 43279 68.84 43242 10536.7
119 43278 68.64 43241 10516.7
120 43277 68.37 43238 10596.4
121 43276 68.115 43237 10682.7
122 43275 67.865 43236 10741.1
123 43273 67.87 43235 10801.85
124 43272 67.945 43234 10806.6
125 43271 68.06 43231 10806.5
126 43270 68.31 43230 10716.55
127 43269 68.04 43229 10741.7
128 43268 68.06 43228 10717.8
129 43266 68.06 43227 10715.5
130 43265 67.69 43224 10618.25
131 43264 67.645 43223 10679.65
132 43263 67.48 43222 10718.05
133 43262 67.47 43220 10739.35
134 43261 67.52 43217 10692.3
135 43259 67.53 43216 10617.8
136 43258 67.42 43215 10570.55
137 43257 66.84 43214 10614.35
138 43256 67.1 43213 10584.7
139 43255 67.07 43210 10564.05
140 43254 66.935 43209 10565.3
141 43252 66.995 43208 10526.2
142 43251 67.43 43207 10548.7
143 43250 67.44 43206 10528.35
144 43249 67.84 43203 10480.6
145 43248 67.4 43202 10458.65
146 43247 67.732 43201 10417.15
147 43245 67.73 43200 10402.25
148 43244 68.34 43199 10379.35
149 43243 68.37 43196 10331.6
150 43242 68.02 43195 10325.15
151 43241 68.115 43194 10128.4
152 43238 67.99 43193 10245
153 43237 67.765 43192 10211.8
154 43236 67.775 43187 10113.7
155 43235 68.08 43186 10184.15
156 43234 67.56 43185 10130.65
157 43231 67.36 43182 9998.05
158 43230 67.245 43181 10114.75
159 43229 67.35 43180 10155.25
160 43228 67.13 43179 10124.35
161 43227 67.14 43178 10094.25
162 43224 66.82 43175 10195.15
163 43223 66.67 43174 10360.15
164 43222 66.69 43173 10410.9
165 43221 66.8 43172 10426.85
166 43220 66.46 43171 10421.4
167 43217 66.62 43168 10226.85
168 43216 66.805 43167 10242.65
169 43215 66.92 43166 10154.2
170 43214 66.41 43165 10249.25
171 43213 66.53 43164 10358.85
172 43210 66.21 43160 10458.35
173 43209 65.87 43159 10492.85
174 43208 65.72 43158 10554.3
175 43207 65.68 43157 10582.6
176 43206 65.47 43154 10491.05
177 43203 65.255 43153 10382.7
178 43202 65.29 43152 10397.45
179 43201 65.26 43151 10360.4
180 43200 64.95 43150 10378.4
181 43199 64.955 43147 10452.3
182 43196 64.93 43146 10545.5
183 43195 64.89 43145 10500.9
184 43194 65.045 43143 10539.75
185 43193 65 43140 10454.95
186 43192 65.13 43139 10576.85
187 43189 65.115 43138 10476.7
188 43188 65.115 43137 10498.25
189 43187 65.16 43136 10666.55
190 43186 64.945 43133 10760.6
191 43185 64.825 43132 11016.9
192 43182 64.99 43131 11027.7
193 43181 65.105 43130 11049.65
194 43180 65.18 43129 11130.4
195 43179 65.21 43125 11069.65
196 43178 65.22 43124 11086
197 43175 64.99 43123 11083.7
198 43174 64.99 43122 10966.2
199 43173 64.84 43119 10894.7
200 43172 64.855 43118 10817
201 43171 64.985 43117 10788.55
202 43168 65.125 43116 10700.45
203 43167 65.105 43115 10741.55
204 43166 64.88 43112 10681.25
205 43165 64.905 43111 10651.2
206 43164 65.025 43110 10632.2
207 43161 65.22 43109 10637
208 43160 65.23 43108 10623.6
209 43159 65.21 43105 10558.85
210 43158 64.92 43104 10504.8
211 43157 64.77 43103 10443.2
212 43154 64.71 43102 10442.2
213 43153 64.975 43101 10435.55
214 43152 64.805 43098 10530.7
215 43151 64.86 43097 10477.9
216 43150 64.25 43096 10490.75
217 43147 64.215 43095 10531.5
218 43146 63.9 43091 10493
219 43145 64.1 43090 10440.3
220 43144 64.265 43089 10444.2
221 43143 64.28 43088 10463.2
222 43140 64.375 43087 10388.75
223 43139 64.3 43084 10333.25
224 43138 64.28 43083 10252.1
225 43137 64.23 43082 10192.95
226 43136 64.14 43081 10240.15
227 43133 64.13 43080 10322.25
228 43132 63.98 43077 10265.65
229 43131 63.55 43076 10166.7
230 43130 63.69 43075 10044.1
231 43129 63.6 43074 10118.25
232 43126 63.59 43073 10127.75
233 43125 63.515 43070 10121.8
234 43124 63.66 43069 10226.55
235 43123 63.76 43068 10361.3
236 43122 63.89 43067 10370.25
237 43119 63.83 43066 10399.55
238 43118 63.87 43063 10389.7
239 43117 63.885 43062 10348.75
240 43116 64.02 43061 10342.3
241 43115 63.515 43060 10326.9
242 43112 63.61 43059 10298.75
243 43111 63.69 43056 10283.6
244 43110 63.63 43055 10214.75
245 43109 63.67 43054 10118.05
246 43108 63.475 43053 10186.6
247 43105 63.34 43052 10224.95
248 43104 63.4 43049 10321.75
249 43103 63.505 43048 10308.95
250 43102 63.46 43047 10303.15
251 43101 63.68 43046 10350.15
252 43098 63.84 43045 10451.8
253 43097 64.08 43042 10452.5
254 43096 64.12 43041 10423.8
255 43095 64.05 43040 10440.5
256 43094 64.02 43039 10335.3
257 43091 64.02 43038 10363.65
258 43090 64.02 43035 10323.05
259 43089 64.115 43034 10343.8
260 43088 64.06 43033 10295.35
261 43087 64.21 43032 10207.7
262 43084 64.08 43031 10184.85
263 43083 64.34 43027 10146.55
264 43082 64.46 43026 10210.85
265 43081 64.41 43025 10234.45
266 43080 64.355 43024 10230.85
267 43077 64.48 43021 10167.45
268 43076 64.57 43020 10096.4
269 43075 64.53 43019 9984.8
270 43074 64.36 43018 10016.95
271 43073 64.38 43017 9988.75
272 43070 64.52 43014 9979.7
273 43069 64.49 43013 9888.7
274 43068 64.36 43012 9914.9
275 43067 64.41 43011 9859.5
276 43066 64.477 43007 9788.6
277 43063 64.68 43006 9768.95
278 43062 64.57 43005 9735.75
279 43061 64.88 43004 9871.5
280 43060 64.88 43003 9872.6
281 43059 65.1 43000 9964.4
282 43056 65.015 42999 10121.9
283 43055 65.295 42998 10141.15
284 43054 65.27 42997 10147.55
285 43053 65.41 42996 10153.1
286 43052 65.44 42993 10085.4
287 43049 65.19 42992 10086.6
288 43048 64.975 42991 10079.3
289 43047 64.92 42990 10093.05
290 43046 65.06 42989 10006.05
291 43045 64.625 42986 9934.8
292 43042 64.56 42985 9929.9
293 43041 64.575 42984 9916.2
294 43040 64.565 42983 9952.2
295 43039 64.75 42982 9912.85
296 43038 64.86 42979 9974.4
297 43035 65.04 42978 9917.9
298 43034 64.84 42977 9884.4
299 43033 64.925 42976 9796.05
300 43032 65.09 42975 9912.8
301 43031 65.023 42971 9857.05
302 43028 65.04 42970 9852.5
303 43027 64.995 42969 9765.55
304 43026 65.055 42968 9754.35
305 43025 65.03 42965 9837.4
306 43024 64.7 42964 9904.15
307 43021 64.7 42963 9897.3
308 43020 65.06 42961 9794.15
309 43019 65.16 42958 9710.8
310 43018 65.25 42957 9820.25
311 43017 65.355 42956 9908.05
312 43014 65.4 42955 9978.55
313 43013 65.145 42954 10057.4
314 43012 65.03 42951 10066.4
315 43011 65.485 42950 10013.65
316 43010 65.31 42949 10081.5
317 43007 65.31 42948 10114.65
318 43006 65.47 42947 10077.1
319 43005 65.715 42944 10014.5
320 43004 65.46 42943 10020.55
321 43003 65.127 42942 10020.65
322 43000 64.795 42941 9964.55
323 42999 64.81 42940 9966.4
324 42998 64.293 42937 9915.25
325 42997 64.3 42936 9873.3
326 42996 64.158 42935 9899.6
327 42993 64.11 42934 9827.15
328 42992 64.123 42933 9915.95
329 42991 64.01 42930 9886.35
330 42990 64.031 42929 9891.7
331 42989 63.935 42928 9816.1
332 42986 63.785 42927 9786.05
333 42985 64.015 42926 9771.05
334 42984 64.06 42923 9665.8
335 42983 64.105 42922 9674.55
336 42982 64.04 42921 9637.6
337 42979 64.025 42920 9613.3
338 42978 63.935 42919 9615
339 42977 63.99 42916 9520.9
340 42976 64.015 42915 9504.1
341 42975 63.905 42914 9491.25
342 42972 64.005 42913 9511.4
343 42971 64.045 42909 9574.95
344 42970 64.045 42908 9630
345 42969 64.072 42907 9633.6
346 42968 64.11 42906 9653.5
347 42965 64.095 42905 9657.55
348 42964 64.17 42902 9588.05
349 42963 64.17 42901 9578.05
350 42962 64.12 42900 9618.15
351 42961 64.09 42899 9606.9
352 42958 64.14 42898 9616.4
353 42957 64.095 42895 9668.25
354 42956 63.86 42894 9647.25
355 42955 63.692 42893 9663.9
356 42954 63.84 42892 9637.15
357 42951 63.675 42891 9675.1
358 42950 63.705 42888 9653.5
359 42949 63.635 42887 9616.1
360 42948 64.095 42886 9621.25
361 42947 64.2 42885 9624.55
362 42944 64.115 42884 9604.9
363 42943 64.125 42881 9595.1
364 42942 64.355 42880 9509.75
365 42941 64.385 42879 9360.55
366 42940 64.395 42878 9386.15
367 42937 64.385 42877 9438.25
368 42936 64.375 42874 9427.9
369 42935 64.27 42873 9429.45
370 42934 64.316 42872 9525.75
371 42933 64.345 42871 9512.25
372 42930 64.424 42870 9445.4
373 42929 64.46 42867 9400.9
374 42928 64.475 42866 9422.4
375 42927 64.565 42865 9407.3
376 42926 64.475 42864 9316.85
377 42923 64.625 42863 9314.05
378 42922 64.725 42860 9285.3
379 42921 64.8 42859 9359.9
380 42920 64.79 42858 9311.95
381 42919 64.845 42857 9313.8
382 42916 64.62 42853 9304.05
383 42915 64.66 42852 9342.15
384 42914 64.525 42851 9351.85
385 42913 64.475 42850 9306.6
386 42912 64.435 42849 9217.95
387 42909 64.505 42846 9119.4
388 42908 64.605 42845 9136.4
389 42907 64.53 42844 9103.5
390 42906 64.54 42843 9105.15
391 42905 64.495 42842 9139.3
392 42902 64.465 42838 9150.8
393 42901 64.565 42837 9203.45
394 42900 64.235 42836 9237
395 42899 64.345 42835 9181.45
396 42898 64.48 42832 9198.3
397 42895 64.245 42831 9261.95
398 42894 64.25 42830 9265.15
399 42893 64.435 42828 9237.85
400 42892 64.43 42825 9173.75
401 42891 64.41 42824 9165.45
-0.0152759931 0.0130974422 10925.97
-0.006203469 -0.0076142917 11070.01 0.013097 SUMMARY OUTPUT
0.0252500796 0.0041609029 10986.04 -0.007614
-0.0142078273 0.0109707709 11031.85 0.004161 Regression Statistics
0.0169599333 -0.0032707932 11153.55 0.010971 Multiple R 0.033431162
-0.0190622874 -0.0078960248 11117.12 -0.003271 R Square 0.0011176426
0.0044710263 0.0034029345 11029.69 -0.007896 Adjusted R Square -0.0091801137
-0.0130592506 -0.0073007896 11067.29 0.003403 Standard Error 0.0157906878
0.0176061255 0.0027474952 10986.78 -0.007301 Observations 99
-0.0097536412 -0.003246866 11017.01 0.002747
-0.0090757912 0.0042857915 10981.3 -0.003247 ANOVA
0.0010317847 -0.0023875843 11028.46 0.004286 df
0.0099890087 0.0093899205 11002.16 -0.002388 Regression 1
-0.0025010983 -0.0064427294 11105.96 0.00939 Residual 97
0.0169350427 -0.0012947068 11034.63 -0.006443 Total 98
-0.0152302739 0.0074209265 11020.36 -0.001295
0.0265077809 -0.006818915 11102.44 0.007421 Coefficients
-0.0367248395 -0.0059624714 11026.99 -0.006819 Intercept 0.000177336
-0.0044890215 -0.0010608145 10961.44 -0.005962 0.013097442215757 0.0842364561
0.0170335568 0.0119157514 10949.82 -0.001061 Beta 0.3
-0.0282338338 -0.0049247339 11081.07 0.011916
0.0214631082 0.0084296972 11026.64 -0.004925
0.0078183573 -0.0049188306 11119.98 0.00843 Beta : 0.0303058038
0.0115488615 -0.0053069521 11065.42 -0.004919
-0.0206265189 0.0042724994 11006.85 -0.005307
0.0102323496 -0.0046108833 11053.98 0.004272
-0.0144041089 0.0079627629 11003.13 -0.004611
0.0217896638 -0.0131524943 11091.09 0.007963
-0.0205935035 0.0047277887 10946.17 -0.013152
0.0082523039 0.0080477392 10998.04 0.004728
-0.0086068368 0.0021851576 11086.91 0.008048
0.0315766505 -0.0063520118 11111.16 0.002185
-0.0212359999 0.0007961759 11040.81 -0.006352
0.0036217181 -0.0058619342 11049.6 0.000796
0.0065234113 0.0026192582 10985.02 -0.005862
-0.0129881747 0.0056183444 11013.83 0.002619
-0.0085253479 0.0055850444 11075.88 0.005618
0.0356453034 -0.0091005026 11137.92 0.005585
-0.0368034358 -0.002745699 11037.02 -0.009101
0.0087640341 0.0028199016 11006.75 -0.002746
-0.0011345446 -0.0026983408 11037.83 0.00282
0.0028937435 0.0092993587 11008.09 -0.002698
0.0084562302 -0.0069595944 11110.94 0.009299
0.0074012963 0.0006058519 11033.88 -0.00696
-0.0148399269 -0.0042323387 11040.56 0.000606
-0.0004548788 0.0061183999 10993.94 -0.004232
0.0010716298 -0.001976303 11061.41 0.006118
 0.0017941532 -0.0023667507 11039.57 -0.001976
0.0015094967 0.0102774094 11013.47 -0.002367
-0.0055064055 -0.0085929306 11127.24 0.010277
-0.0001613233 -0.0003444023 11032.04 -0.008593
0.013160117 0.0018248148 11028.24 -0.000344
-0.0112929665 -0.0084379976 11048.38 0.001825
-0.0179761088 0.0057407784 10955.55 -0.008438
0.0238239456 -0.0001648089 11018.62 0.005741
-0.0056508461 -0.003646628 11016.81 -0.000165
-0.0028039046 0.0030854498 10976.71 -0.003647
-0.0069773306 0.0082514245 11010.63 0.003085
0.0191833405 -0.0029913765 11101.86 0.008251
-0.0243580655 -0.0025972577 11068.7 -0.002991
0.0106985498 -0.0076579404 11039.98 -0.002597
0.0058165286 0.0064567685 10955.76 -0.007658
-0.0126553871 0.0015110328 11026.73 0.006457
0.0307840395 0.0051395998 11043.41 0.001511
-0.0257236364 -0.0043199677 11100.31 0.00514
0.0008888613 0.0016523757 11052.46 -0.00432
0.0043407623 -0.0014264811 11070.74 0.001652
-0.0264926582 -0.0050898887 11054.96 -0.001426
0.0301270808 0.0025195014 10998.83 -0.00509
0.0194034515 2.498049E-05 11026.58 0.00252
-0.0271101737 -0.0042370704 11026.85 2.498E-05
0.0123672418 -0.0091855503 10980.23 -0.004237
-0.0107430434 0.0142021438 10879.83 -0.009186
0.017716229 0.0061976041 11035.45 0.014202
0.0021221857 -0.007804701 11104.06 0.006198
-0.0095787814 -0.0018845311 11017.73 -0.007805
-0.0104405546 0.0096078938 10996.99 -0.001885
0.0039968818 -0.003451021 11103.16 0.009608
0.0074917307 -0.0056937434 11064.91 -0.003451
-0.0041628717 -0.0006945155 11002.08 -0.005694
-0.0101943504 0.0048733489 10994.44 -0.000695
-0.0005760199 -0.0006599467 11048.16 0.004873
0.0132645684 -0.0027517309 11040.87 -0.00066
-0.004676834 0.0012027935 11010.53 -0.002752
0.0032067492 0.0078702695 11023.78 0.001203
-0.000530156 -0.0057126116 11110.88 0.00787
-0.0051896458 -0.0026550926 11047.59 -0.005713
-0.0102402661 0.0027539827 11018.3 -0.002655
0.0229803014 -0.0030099851 11048.68 0.002754
-0.0107687321 -0.0028277944 11015.48 -0.00301
-0.0009203753 -0.0028772578 10984.37 -0.002828
0.0090638573 0.0197703739 10952.81 -0.002877
-0.0131970599 -0.0141914228 11171.51 0.01977
0.0023697924 -0.0023502964 11014.09 -0.014191
 0.0081753699 0.004480306 10988.23 -0.00235
-0.0177383107 -0.0080530335 11037.57 0.00448
0.0139888465 0.0081449852 10949.04 -0.008053
-0.0221814008 0.0005581075 11038.59 0.008145
0.0062058906 0.0037792025 11044.75 0.000558
0.0267456002 -0.0025569375 11086.57 0.003779
11058.26 -0.002557
SS MS F Significance F
2.706E-05 2.706E-05 0.108533 0.742531
0.024187 0.000249
0.024214

Standard Et Stat P-value Lower 95%Upper 95%Lower 95%Upper 95%

0.001587 0.111741 0.91126 -0.002972 0.003327 -0.002972 0.003327
0.255694 0.329443 0.742531 -0.423245 0.591718 -0.423245 0.591718