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• Reliance
• BSE – Sensex daily index from Jan 1st – June 30th 2010
• Inflation
18500
Chart Title
18000 Chart Title 350.00
17500 300.00
17000 250.00
16500 200.00
150.00 Airtel
16000 BSE
100.00
15500
50.00
15000
0.00
14500
10 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 10 1 0 1 0 1 0 1 0 1 0 1 0
an- an- an- eb- eb- ar- ar- ar- pr- pr- ay- ay- ay- un- un- un-
J J J J J J
4- 14- 27- 8-F 22-F 5-M 7-M 0-M 2-A 3-A 5-M 7-M 7-M 8- 18- 30-
1 3 1 2 1 2
Reliance
250.00
Inflation
20
200.00
18
16
150.00 14
Reliance 12
10
100.00 Inflation
8
6
50.00 4
2
0
0.00
1 8 1 5 2 2 29 3 6 43 50 57 6 4 7 1 7 8 85 9 2 9 9 0 6 1 3 2 0
1 1 1
Sensex Vs. Airtel Share
Regression Statistics
Multiple R 0.261724345 Airtel=121.039+0.01003*BSE
R Square 0.068499633 Senses explains 6% Airtels stock
Adjusted R Square 0.060671898
prices.
Standard Error 21.04533269
The relationship is statistically
Observations 121
significant.
ANOVA
df SS MS F Significance F
Regression 1 3875.821467 3875.821467 8.750889 0.003733906
Residual 119 52705.81733 442.906028
Total 120 56581.6388
300.00
250.00
200.00
Airtel
150.00
100.00
50.00
0.00
15500 16000 16500 17000 17500 18000 18500
BSE
BSE Vs. Reliance Share
ANOVA
Significanc
df SS MS F eF
Regression 1 704.1554202 704.1554 3.670286 0.05779
Residual 119 22830.50958 191.853
Total 120 23534.665
200.00
150.00
Reliance
100.00
50.00
0.00
0 20 40 60 80 100 120 140
BSE
Reliance Vs. Airtel
Correlation Index = 0.410945
Regression Result
SUMMARY OUTPUT
Airtel=187.56+0.637*BSE
Regression Statistics Reliance explains 16% Airtel’s
Multiple R 0.410945055 stock prices.
R Square 0.168875838 The relationship is statistically
Adjusted R Square 0.161891602 significant.
Standard Error 19.87912361
Observations 121
ANOVA
df SS MS F Significance F
Regression 1 9555.271692 9555.272 24.17957 2.84065E-06
Residual 119 47026.36711 395.1796
Total 120 56581.6388
300.00
250.00
200.00
Airtel
150.00
100.00
50.00
0.00
120.00 130.00 140.00 150.00 160.00 170.00 180.00 190.00 200.00 210.00
Reliance
Inflation Vs. Airtel
Correlation Coefficient =-0.30683
Regression Result
SUMMARY
OUTPUT
Airtel= 376.41+(-4.8122*Inflation)
Regression Statistics Inflation explains 9% Airtel stock prices.
Multiple R 0.306830179 The relationship is statistically
R Square 0.094144759
Adjusted R Square 0.054759748 significant.
Standard Error 20.55415374
Observations 25
ANOVA
Significance
df SS MS F F
Regression 1 1009.867468 1009.867468 2.390370281 0.135735
Residual 23 9716.884428 422.473236
Total 24 10726.7519
300
250
200
Airtel
150
100
50
0
14.5 15 15.5 16 16.5 17 17.5 18 18.5 19 19.5
Inflation
Airtel -Month wise Addition
Month Addition
• Jan 2850212
• Feb 2904962
• Mar 3000109
• Apr 3000173
• May 3000218
• Jun 3000696
Airtel Sales Vs.Share
Regression Statistics
Multiple R 0.620373282
R Square 0.384863009
Adjusted R Square 0.231078762
Standard Error 18.19620435
Observations 6
ANOVA
df SS MS F Significance F
Regression 1 828.621 828.621 2.502617 0.188819441
Residual 4 1324.407 331.1019
Total 5 2153.028
Standard
Coefficients Error t Stat P-value
Intercept 873.3878634 366.6747 2.381915 0.075831
Adddition -0.000195968 0.000124 -1.58197 0.188819
Addition Line Fit Plot
350
300
250
200
Stock
150 Stock
Predicted Stock
100
50
0
2800000 2850000 2900000 2950000 3000000 3050000
Adddition
Reliance and Airtel (combined) vs BSE volumes
Regression Result
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.769329268
R Square 0.591867523
Adjusted R Square 0.581402588
Standard Error 1372355.444
Observations 121
ANOVA
Significan
df SS MS F ce F
Regression 3 3.2E+14 1.07E+14 56.55721 1.15E-22
Residual 117 2.2E+14 1.88E+12
Total 120 5.4E+14
Regression Statistics
Multiple R 0.529303126
R Square 0.2801618
Adjusted R Square 0.26170441
Standard Error 486.8794198
Observations 121
ANOVA
Significan
df SS MS F ce F
Regression 3 10794505 3598168 15.17884 2.09E-08
Residual 117 27735034 237051.6
Total 120 38529538