calculations of beta

8/18/2019 Calculations of Beta

1/42

Attock

Period Prices R

10/1/2012 113.57

10/2/2012 113.16 -0.00361 -0.00468 0.000022

10/3/2012 113.31 0.001326 0.00026 0.00000010/4/2012 115.20 0.01668 0.01561 0.000244

10/5/2012 115.76 0.004861 0.00379 0.000014

10/8/2012 115.50 -0.002246 -0.00331 0.000011

10/9/2012 116.01 0.004416 0.00335 0.000011

10/10/2012 97.66 -0.158176 -0.15924 0.025359

10/11/2012 97.47 -0.001946 -0.00301 0.000009

10/12/2012 95.97 -0.015389 -0.01646 0.000271

10/15/2012 91.41 -0.047515 -0.04858 0.002360

10/16/2012 92.47 0.011596 0.01053 0.000111

10/17/2012 93.01 0.00584 0.00477 0.000023

10/18/2012 94.72 0.018385 0.01732 0.000300

10/19/2012 94.78 0.000633 -0.00043 0.000000

10/22/2012 95.97 0.012555 0.01149 0.000132

10/23/2012 95.61 -0.003751 -0.00482 0.000023

10/24/2012 94.73 -0.009204 -0.01027 0.000106

10/25/2012 97.45 0.028713 0.02765 0.000764

10/30/2012 95.20 -0.023089 -0.02416 0.000584

10/31/2012 99.92 0.04958 0.04851 0.002353

11/1/2012 104.71 0.047938 0.04687 0.002197

11/2/2012 109.18 0.042689 0.04162 0.001732

11/5/2012 114.27 0.04662 0.04555 0.002075

11/6/2012 117.51 0.028354 0.02729 0.000745

11/7/2012 115.71 -0.015318 -0.01639 0.000268

11/8/2012 115.00 -0.006136 -0.00720 0.000052

11/12/2012 112.30 -0.023478 -0.02455 0.000602

11/13/2012 109.97 -0.020748 -0.02182 0.000476

11/14/2012 108.24 -0.015732 -0.01680 0.000282

11/15/2012 109.20 0.008869 0.00780 0.000061

11/16/2012 105.39 -0.03489 -0.03596 0.001293

11/19/2012 106.50 0.010532 0.00946 0.000090

11/20/2012 104.80 -0.015962 -0.01703 0.000290

11/21/2012 102.38 -0.023092 -0.02416 0.000584

11/22/2012 101.11 -0.012405 -0.01347 0.000182

11/23/2012 99.65 -0.01444 -0.01551 0.000240

11/26/2012 100.10 0.004516 0.00345 0.000012

11/27/2012 105.10 0.04995 0.04888 0.002389

11/28/2012 107.04 0.018459 0.01739 0.000302

11/29/2012 102.29 -0.044376 -0.04544 0.002065

11/30/2012 100.78 -0.014762 -0.01583 0.000251

12/3/2012 101.44 0.006549 0.00548 0.000030

12/4/2012 100.94 -0.004929 -0.00600 0.000036

(R-Ȓ) (R-Ȓ)2

10/1/20

0.00

50.00

100.00

150.00

200.00

10/1/20

-0.2

-0.15

-0.1

-0.05

0

0.05

0.1


2/42

12/5/2012 101.83 0.008817 0.00775 0.000060

12/6/2012 102.48 0.006383 0.00532 0.000028

12/7/2012 100.59 -0.018443 -0.01951 0.000381

12/10/2012 99.31 -0.012725 -0.01379 0.000190

12/11/2012 100.31 0.010069 0.00900 0.000081

12/12/2012 100.04 -0.002692 -0.00376 0.000014

12/13/2012 100.51 0.004698 0.00363 0.000013

12/14/2012 99.53 -0.00975 -0.01082 0.000117

12/17/2012 97.56 -0.019793 -0.02086 0.000435

12/18/2012 99.01 0.014863 0.01380 0.000190

12/19/2012 99.01 0 -0.00107 0.000001

12/20/2012 99.00 -0.000101 -0.00117 0.000001

12/21/2012 99.45 0.004545 0.00348 0.000012

12/24/2012 98.70 -0.007541 -0.00861 0.000074

12/26/2012 98.00 -0.007092 -0.00816 0.000067

12/27/2012 97.90 -0.00102 -0.00209 0.000004

12/28/2012 98.05 0.001532 0.00046 0.000000

12/31/2012 99.81 0.01795 0.01688 0.000285

1/2/2013 98.60 -0.012123 -0.01319 0.000174

1/3/2013 97.33 -0.01288 -0.01395 0.000195

1/4/2013 96.10 -0.012637 -0.01371 0.000188

1/7/2013 98.99 0.030073 0.02901 0.000841

1/8/2013 94.34 -0.046974 -0.04804 0.002308

1/9/2013 94.50 0.001696 0.00063 0.000000

1/10/2013 93.55 -0.010053 -0.01112 0.000124

1/11/2013 93.84 0.0031 0.00203 0.000004

1/14/2013 94.00 0.001705 0.00064 0.000000

1/15/2013 94.00 0 -0.00107 0.000001

1/16/2013 90.73 -0.034787 -0.03585 0.001286

1/17/2013 90.94 0.002315 0.00125 0.000002

1/18/2013 92.97 0.022322 0.02125 0.000452

1/21/2013 97.19 0.045391 0.04432 0.001965

1/22/2013 99.86 0.027472 0.02640 0.000697

1/23/2013 100.88 0.010214 0.00915 0.000084

1/24/2013 101.19 0.003073 0.00201 0.000004

1/28/2013 103.44 0.022235 0.02117 0.000448

1/29/2013 103.65 0.00203 0.00096 0.000001

1/30/2013 103.20 -0.004342 -0.00541 0.000029

1/31/2013 104.94 0.01686 0.01579 0.000249

2/1/2013 104.22 -0.006861 -0.00793 0.000063

2/4/2013 103.75 -0.00451 -0.00558 0.000031

2/6/2013 104.17 0.004048 0.00298 0.000009

2/7/2013 103.99 -0.001728 -0.00280 0.000008

2/8/2013 104.23 0.002308 0.00124 0.000002

2/11/2013 104.36 0.001247 0.00018 0.000000

2/12/2013 102.68 -0.016098 -0.01717 0.000295

2/13/2013 101.34 -0.01305 -0.01412 0.000199

2/14/2013 100.54 -0.007894 -0.00896 0.000080


3/42

2/15/2013 100.77 0.002288 0.00122 0.000001

2/18/2013 101.89 0.011114 0.01005 0.000101

2/19/2013 102.13 0.002355 0.00129 0.000002

2/20/2013 102.41 0.002742 0.00167 0.000003

2/21/2013 101.37 -0.010155 -0.01122 0.000126

2/22/2013 101.50 0.001282 0.00021 0.000000

2/25/2013 101.51 9.85E-005 -0.00097 0.000001

2/26/2013 99.93 -0.015565 -0.01663 0.000277

2/27/2013 99.00 -0.009307 -0.01037 0.000108

2/28/2013 100.07 0.010808 0.00974 0.000095

3/1/2013 99.11 -0.009593 -0.01066 0.000114

3/4/2013 98.50 -0.006155 -0.00722 0.000052

3/5/2013 99.80 0.013198 0.01213 0.000147

3/6/2013 99.73 -0.000701 -0.00177 0.000003

3/7/2013 100.05 0.003209 0.00214 0.000005

3/8/2013 102.60 0.025487 0.02442 0.000596

3/11/2013 101.23 -0.013353 -0.01442 0.000208

3/12/2013 101.28 0.000494 -0.00057 0.000000

3/13/2013 102.50 0.012046 0.01098 0.000121

3/14/2013 103.49 0.009659 0.00859 0.000074

3/15/2013 103.98 0.004735 0.00367 0.000013

3/18/2013 104.04 0.000577 -0.00049 0.000000

3/19/2013 103.72 -0.003076 -0.00414 0.000017

3/20/2013 107.81 0.039433 0.03837 0.001472

3/21/2013 107.37 -0.004081 -0.00515 0.000027

3/22/2013 108.11 0.006892 0.00582 0.000034

3/25/2013 113.51 0.049949 0.04888 0.002389

3/26/2013 112.64 -0.007665 -0.00873 0.000076

3/27/2013 110.99 -0.014648 -0.01572 0.000247

3/28/2013 109.67 -0.011893 -0.01296 0.000168

3/29/2013 109.60 -0.000638 -0.00171 0.000003

4/1/2013 113.12 0.032117 0.03105 0.000964

4/2/2013 115.03 0.016885 0.01582 0.000250

4/3/2013 115.22 0.001652 0.00058 0.000000

4/4/2013 119.21 0.034629 0.03356 0.001126

4/5/2013 120.68 0.012331 0.01126 0.000127

4/8/2013 118.90 -0.01475 -0.01582 0.000250

4/9/2013 119.00 0.000841 -0.00023 0.000000

4/10/2013 118.12 -0.007395 -0.00846 0.000072

4/11/2013 118.54 0.003556 0.00249 0.000006

4/12/2013 119.90 0.011473 0.01041 0.000108

4/15/2013 118.19 -0.014262 -0.01533 0.000235

4/16/2013 116.83 -0.011507 -0.01257 0.000158

4/17/2013 116.99 0.00137 0.00030 0.000000

4/18/2013 116.43 -0.004787 -0.00585 0.000034

4/19/2013 117.03 0.005153 0.00409 0.000017

4/22/2013 116.75 -0.002393 -0.00346 0.000012

4/23/2013 118.14 0.011906 0.01084 0.000117


4/42

4/24/2013 118.01 -0.0011 -0.00217 0.000005

4/25/2013 118.08 0.000593 -0.00047 0.000000

4/26/2013 119.07 0.008384 0.00732 0.000054

4/29/2013 119.00 -0.000588 -0.00166 0.000003

4/30/2013 117.24 -0.01479 -0.01586 0.000251

5/2/2013 117.00 -0.002047 -0.00311 0.000010

5/3/2013 118.00 0.008547 0.00748 0.000056

5/6/2013 119.04 0.008814 0.00775 0.000060

5/7/2013 120.98 0.016297 0.01523 0.000232

5/8/2013 118.26 -0.022483 -0.02355 0.000555

5/9/2013 122.14 0.032809 0.03174 0.001008

5/10/2013 123.86 0.014082 0.01301 0.000169

5/13/2013 123.88 0.000161 -0.00091 0.000001

5/14/2013 125.03 0.009283 0.00822 0.000067

5/15/2013 125.01 -0.00016 -0.00123 0.000002

5/16/2013 125.00 -8.0E-005 -0.00115 0.000001

5/17/2013 125.33 0.00264 0.00157 0.000002

5/20/2013 125.11 -0.001755 -0.00282 0.000008

5/21/2013 125.73 0.004956 0.00389 0.000015

5/22/2013 132.00 0.049869 0.04880 0.002382

5/23/2013 135.07 0.023258 0.02219 0.000492

5/24/2013 137.00 0.014289 0.01322 0.000175

5/27/2013 136.02 -0.007153 -0.00822 0.000068

5/28/2013 133.38 -0.019409 -0.02048 0.000419

5/29/2013 134.00 0.004648 0.00358 0.000013

5/30/2013 131.02 -0.022239 -0.02331 0.000543

5/31/2013 132.37 0.010304 0.00924 0.000085

6/3/2013 133.99 0.012238 0.01117 0.000125

6/4/2013 134.72 0.005448 0.00438 0.000019

6/5/2013 134.13 -0.004379 -0.00545 0.000030

6/6/2013 131.94 -0.016327 -0.01740 0.000303

6/7/2013 134.04 0.015916 0.01485 0.000220

6/10/2013 135.03 0.007386 0.00632 0.000040

6/11/2013 132.18 -0.021106 -0.02217 0.000492

6/12/2013 129.00 -0.024058 -0.02513 0.000631

6/13/2013 131.03 0.015736 0.01467 0.000215

6/14/2013 137.58 0.049989 0.04892 0.002393

6/17/2013 138.86 0.009304 0.00824 0.000068

6/18/2013 138.00 -0.006193 -0.00726 0.000053

6/19/2013 137.18 -0.005942 -0.00701 0.000049

6/20/2013 136.26 -0.006707 -0.00777 0.000060

6/21/2013 134.75 -0.011082 -0.01215 0.000148

6/24/2013 134.16 -0.004378 -0.00545 0.000030

6/25/2013 131.29 -0.021392 -0.02246 0.000504

6/26/2013 133.85 0.019499 0.01843 0.000340

6/27/2013 132.10 -0.013074 -0.01414 0.000200

6/28/2013 132.50 0.003028 0.00196 0.000004

7/1/2013 131.99 -0.003849 -0.00492 0.000024


5/42

7/2/2013 133.96 0.014925 0.01386 0.000192

7/3/2013 134.88 0.006868 0.00580 0.000034

7/4/2013 132.59 -0.016978 -0.01805 0.000326

7/5/2013 135.83 0.024436 0.02337 0.000546

7/8/2013 135.13 -0.005154 -0.00622 0.000039

7/9/2013 135.05 -0.000592 -0.00166 0.000003

7/10/2013 137.18 0.015772 0.01470 0.000216

7/11/2013 138.32 0.00831 0.00724 0.000052

7/12/2013 135.87 -0.017713 -0.01878 0.000353

7/15/2013 136.75 0.006477 0.00541 0.000029

7/16/2013 133.20 -0.02596 -0.02703 0.000730

7/17/2013 132.72 -0.003604 -0.00467 0.000022

7/18/2013 134.00 0.009644 0.00858 0.000074

7/19/2013 131.82 -0.016269 -0.01734 0.000301

7/22/2013 138.41 0.049992 0.04892 0.002394

7/23/2013 145.33 0.049996 0.04893 0.002394

7/24/2013 152.59 0.049955 0.04889 0.002390

7/25/2013 160.21 0.049938 0.04887 0.002388

7/26/2013 168.22 0.049997 0.04893 0.002394

7/29/2013 176.63 0.049994 0.04893 0.002394

7/30/2013 178.94 0.013078 0.01201 0.000144

7/31/2013 170.88 -0.045043 -0.04611 0.002126

8/1/2013 170.69 -0.001112 -0.00218 0.000005

8/5/2013 166.67 -0.023551 -0.02462 0.000606

8/6/2013 166.57 -0.0006 -0.00167 0.000003

8/7/2013 166.50 -0.00042 -0.00149 0.000002

8/12/2013 166.50 0 -0.00107 0.000001

8/13/2013 167.03 0.003183 0.00212 0.000004

8/15/2013 166.62 -0.002455 -0.00352 0.000012

8/16/2013 173.44 0.040931 0.03986 0.001589

8/19/2013 171.70 -0.010032 -0.01110 0.000123

8/20/2013 168.72 -0.017356 -0.01842 0.000339

8/21/2013 168.08 -0.003793 -0.00486 0.000024

8/22/2013 166.75 -0.007913 -0.00898 0.000081

8/23/2013 163.40 -0.02009 -0.02116 0.000448

8/26/2013 164.46 0.006487 0.00542 0.000029

8/27/2013 168.70 0.025781 0.02471 0.000611

8/28/2013 167.40 -0.007706 -0.00877 0.000077

8/29/2013 163.91 -0.020848 -0.02192 0.000480

8/30/2013 157.57 -0.03868 -0.03975 0.001580

9/2/2013 149.70 -0.049946 -0.05101 0.002602

9/3/2013 142.27 -0.049633 -0.05070 0.002571

9/4/2013 145.75 0.024461 0.02339 0.000547

9/5/2013 142.17 -0.024563 -0.02563 0.000657

9/6/2013 147.63 0.038405 0.03734 0.001394

9/9/2013 145.29 -0.01585 -0.01692 0.000286

9/10/2013 150.07 0.0329 0.03183 0.001013

9/11/2013 157.57 0.049977 0.04891 0.002392


6/42

9/12/2013 165.44 0.049946 0.04888 0.002389

9/13/2013 162.43 -0.018194 -0.01926 0.000371

9/16/2013 165.21 0.017115 0.01605 0.000258

9/17/2013 164.37 -0.005084 -0.00615 0.000038

9/18/2013 165.24 0.005293 0.00423 0.000018

9/19/2013 167.31 0.012527 0.01146 0.000131

9/20/2013 139.21 -0.167952 -0.16902 0.028568

9/23/2013 138.33 -0.006321 -0.00739 0.000055

9/24/2013 137.02 -0.00947 -0.01054 0.000111

9/25/2013 137.00 -0.000146 -0.00121 0.000001

9/26/2013 136.45 -0.004015 -0.00508 0.000026

9/27/2013 136.70 0.001832 0.00076 0.000001

9/30/2013 135.36 -0.009802 -0.01087 0.000118

10/1/2013 131.65 -0.027408 -0.02848 0.000811

10/2/2013 134.53 0.021876 0.02081 0.000433

10/3/2013 135.84 0.009738 0.00867 0.000075

10/4/2013 142.02 0.045495 0.04443 0.001974

10/7/2013 139.93 -0.014716 -0.01578 0.000249

10/8/2013 137.25 -0.019152 -0.02022 0.000409

10/9/2013 137.85 0.004372 0.00330 0.000011

10/10/2013 136.40 -0.010519 -0.01159 0.000134

10/11/2013 136.80 0.002933 0.00186 0.000003

10/14/2013 137.87 0.007822 0.00675 0.000046

10/21/2013 138.16 0.002103 0.00104 0.000001

10/22/2013 138.67 0.003691 0.00262 0.000007

10/23/2013 137.41 -0.009086 -0.01015 0.000103

10/24/2013 136.94 -0.00342 -0.00449 0.000020

10/25/2013 135.25 -0.012341 -0.01341 0.000180

10/28/2013 132.11 -0.023216 -0.02428 0.000590

10/29/2013 134.50 0.018091 0.01702 0.000290

10/30/2013 134.54 0.000297 -0.00077 0.000001

10/31/2013 136.00 0.010852 0.00978 0.000096

11/1/2013 139.72 0.027353 0.02629 0.000691

11/4/2013 139.72 0 -0.00107 0.000001

11/5/2013 143.57 0.027555 0.02649 0.000702

11/6/2013 149.47 0.041095 0.04003 0.001602

11/7/2013 147.33 -0.014317 -0.01538 0.000237

11/8/2013 149.48 0.014593 0.01353 0.000183

11/11/2013 148.01 -0.009834 -0.01090 0.000119

11/12/2013 148.60 0.003986 0.00292 0.000009

11/13/2013 150.93 0.01568 0.01461 0.000214

11/18/2013 149.66 -0.008414 -0.00948 0.000090

11/19/2013 150.54 0.00588 0.00481 0.000023

11/20/2013 150.58 0.000266 -0.00080 0.000001

11/21/2013 150.00 -0.003852 -0.00492 0.000024

11/22/2013 148.78 -0.008133 -0.00920 0.000085

11/25/2013 148.11 -0.004503 -0.00557 0.000031

11/26/2013 148.39 0.00189 0.00082 0.000001


7/42

11/27/2013 149.00 0.004111 0.00304 0.000009

11/28/2013 149.05 0.000336 -0.00073 0.000001

11/29/2013 149.35 0.002013 0.00095 0.000001

12/2/2013 148.36 -0.006629 -0.00770 0.000059

12/3/2013 147.64 -0.004853 -0.00592 0.000035

12/4/2013 145.60 -0.013817 -0.01488 0.000222

12/5/2013 143.98 -0.011126 -0.01219 0.000149

12/6/2013 145.72 0.012085 0.01102 0.000121

12/9/2013 143.02 -0.018529 -0.01960 0.000384

12/10/2013 141.36 -0.011607 -0.01267 0.000161

12/11/2013 139.98 -0.009762 -0.01083 0.000117

12/12/2013 138.99 -0.007072 -0.00814 0.000066

12/13/2013 143.36 0.031441 0.03037 0.000923

12/16/2013 145.00 0.01144 0.01037 0.000108

12/17/2013 144.43 -0.003931 -0.00500 0.000025

12/18/2013 147.32 0.02001 0.01894 0.000359

12/19/2013 147.58 0.001765 0.00070 0.000000

12/20/2013 146.50 -0.007318 -0.00839 0.000070

12/23/2013 146.00 -0.003413 -0.00448 0.000020

12/24/2013 145.00 -0.006849 -0.00792 0.000063

12/26/2013 147.01 0.013862 0.01279 0.000164

12/27/2013 146.61 -0.002721 -0.00379 0.000014

12/30/2013 144.21 -0.01637 -0.01744 0.000304

12/31/2013 144.70 0.003398 0.00233 0.000005

0.32775 2E-016 0.16515

Attock

n Number of observatios 307

R !rit"ematic #ea of t"e securit 0.00107

%ariace of t"e securit$ 0.00054

&ta'ar' (eviatio of t"e securi 0.02319

)oe*ciet of variatio 21.72493

VarS

S.S

!.VS


8/42

12 1/1/2013 4/1/2013 7/1/2013 10/1/2013

Prices

Prices

2 1/1/2013 4/1/2013 7/1/2013 10/1/2013

Returns

R


9/42


10/42


11/42


12/42


13/42


14/42


15/42

"SE-100

Period #nde$ R%

10/1/2012 15559.94

10/2/2012 15648.29 0.005678 0.00406 0.000016

10/3/2012 15712.21 0.004085 0.00247 0.00000610/4/2012 15788.96 0.004885 0.00327 0.000011

10/5/2012 15754.39 -0.00219 -0.00381 0.000014

10/8/2012 15652.01 -0.006498 -0.00812 0.000066

10/9/2012 15688.24 0.002315 0.00070 0.000000

10/10/2012 15753.82 0.00418 0.00256 0.000007

10/11/2012 15845.3 0.005807 0.00419 0.000018

10/12/2012 15698.36 -0.009273 -0.01089 0.000119

10/15/2012 15746.9 0.003092 0.00147 0.000002

10/16/2012 15674.3 -0.00461 -0.00623 0.000039

10/17/2012 15654.62 -0.001256 -0.00287 0.000008

10/18/2012 15679.19 0.00157 -0.00005 0.000000

10/19/2012 15792.75 0.007243 0.00562 0.000032

10/22/2012 15848.63 0.003538 0.00192 0.000004

10/23/2012 15853.84 0.000329 -0.00129 0.000002

10/24/2012 15865.53 0.000737 -0.00088 0.000001

10/25/2012 15812.72 -0.003329 -0.00495 0.000024

10/30/2012 15795.93 -0.001062 -0.00268 0.000007

10/31/2012 15910.11 0.007228 0.00561 0.000031

11/1/2012 15962.37 0.003285 0.00167 0.000003

11/2/2012 16101.55 0.008719 0.00710 0.000050

11/5/2012 16156.36 0.003404 0.00179 0.000003

11/6/2012 16051.14 -0.006513 -0.00813 0.000066

11/7/2012 16218.01 0.010396 0.00878 0.000077

11/8/2012 16243.27 0.001558 -0.00006 0.000000

11/12/2012 16213.68 -0.001822 -0.00344 0.000012

11/13/2012 16129.72 -0.005178 -0.00680 0.000046

11/14/2012 16120.52 -0.00057 -0.00219 0.000005

11/15/2012 16143.07 0.001399 -0.00022 0.000000

11/16/2012 16197.74 0.003387 0.00177 0.000003

11/19/2012 16251.38 0.003312 0.00169 0.000003

11/20/2012 16251.79 2.52E-005 -0.00159 0.000003

11/21/2012 16256.97 0.000319 -0.00130 0.000002

11/22/2012 16251 -0.000367 -0.00199 0.000004

11/23/2012 16237.59 -0.000825 -0.00244 0.000006

11/26/2012 16270.48 0.002026 0.00041 0.000000

11/27/2012 16364.77 0.005795 0.00418 0.000017

11/28/2012 16424.03 0.003621 0.00200 0.000004

11/29/2012 16527.08 0.006274 0.00466 0.000022

11/30/2012 16573.86 0.00283 0.00121 0.000001

12/3/2012 16537.98 -0.002165 -0.00378 0.000014

12/4/2012 16650.15 0.006783 0.00516 0.000027

(R-Ȓ%) (R-Ȓ%)2


16/42

12/5/2012 16675.7 0.001534 -0.00008 0.000000

12/6/2012 16824.55 0.008926 0.00731 0.000053

12/7/2012 16807.91 -0.000989 -0.00261 0.000007

12/10/2012 16787.54 -0.001212 -0.00283 0.000008

12/11/2012 16701.69 -0.005114 -0.00673 0.000045

12/12/2012 16744.6 0.002569 0.00095 0.000001

12/13/2012 16806.58 0.003702 0.00208 0.000004

12/14/2012 16845.09 0.002291 0.00067 0.000000

12/17/2012 16801.02 -0.002616 -0.00423 0.000018

12/18/2012 16858.68 0.003432 0.00181 0.000003

12/19/2012 16869.83 0.000661 -0.00096 0.000001

12/20/2012 16908.02 0.002264 0.00065 0.000000

12/21/2012 16865.34 -0.002524 -0.00414 0.000017

12/24/2012 16891.94 0.001577 -0.00004 0.000000

12/26/2012 16927.34 0.002096 0.00048 0.000000

12/27/2012 16892.32 -0.002069 -0.00369 0.000014

12/28/2012 16943.19 0.003011 0.00139 0.000002

12/31/2012 16905.33 -0.002234 -0.00385 0.000015

1/2/2013 16489.99 -0.024569 -0.02619 0.000686

1/3/2013 16588.54 0.005976 0.00436 0.000019

1/4/2013 16648.84 0.003635 0.00202 0.000004

1/7/2013 16502.65 -0.008781 -0.01040 0.000108

1/8/2013 16645.76 0.008672 0.00705 0.000050

1/9/2013 16742.22 0.005795 0.00418 0.000017

1/10/2013 16529.92 -0.012681 -0.01430 0.000204

1/11/2013 16634.71 0.006339 0.00472 0.000022

1/14/2013 16633.18 -9.2E-005 -0.00171 0.000003

1/15/2013 16107.89 -0.031581 -0.03320 0.001102

1/16/2013 16181.47 0.004568 0.00295 0.000009

1/17/2013 16291.09 0.006774 0.00516 0.000027

1/18/2013 16601.77 0.019071 0.01745 0.000305

1/21/2013 16640.81 0.002352 0.00073 0.000001

1/22/2013 16894.09 0.01522 0.01360 0.000185

1/23/2013 16908.67 0.000863 -0.00075 0.000001

1/24/2013 17056.36 0.008735 0.00712 0.000051

1/28/2013 17004.99 -0.003012 -0.00463 0.000021

1/29/2013 17172.04 0.009824 0.00821 0.000067

1/30/2013 17205.27 0.001935 0.00032 0.000000

1/31/2013 17242.74 0.002178 0.00056 0.000000

2/1/2013 17266.23 0.001362 -0.00026 0.000000

2/4/2013 17288.07 0.001265 -0.00035 0.000000

2/6/2013 17408.52 0.006967 0.00535 0.000029

2/7/2013 17383.32 -0.001448 -0.00307 0.000009

2/8/2013 17477.94 0.005443 0.00383 0.000015

2/11/2013 17548.54 0.004039 0.00242 0.000006

2/12/2013 17611.4 0.003582 0.00196 0.000004

2/13/2013 17696.45 0.004829 0.00321 0.000010

2/14/2013 17765.82 0.00392 0.00230 0.000005


17/42

2/15/2013 17797.22 0.001767 0.00015 0.000000

2/18/2013 17865.61 0.003843 0.00222 0.000005

2/19/2013 17817.71 -0.002681 -0.00430 0.000018

2/20/2013 17947.07 0.00726 0.00564 0.000032

2/21/2013 17921.02 -0.001452 -0.00307 0.000009

2/22/2013 18074.27 0.008551 0.00693 0.000048

2/25/2013 18020.5 -0.002975 -0.00459 0.000021

2/26/2013 17894.89 -0.00697 -0.00859 0.000074

2/27/2013 18080.9 0.010395 0.00878 0.000077

2/28/2013 18173.67 0.005131 0.00351 0.000012

3/1/2013 18185.19 0.000634 -0.00098 0.000001

3/4/2013 18133.13 -0.002863 -0.00448 0.000020

3/5/2013 18035.97 -0.005358 -0.00698 0.000049

3/6/2013 18000.45 -0.001969 -0.00359 0.000013

3/7/2013 17992.91 -0.000419 -0.00204 0.000004

3/8/2013 17964.18 -0.001597 -0.00321 0.000010

3/11/2013 17522.56 -0.024583 -0.02620 0.000687

3/12/2013 17872.85 0.019991 0.01837 0.000338

3/13/2013 17760.44 -0.006289 -0.00791 0.000063

3/14/2013 17740.69 -0.001112 -0.00273 0.000007

3/15/2013 17664.83 -0.004276 -0.00589 0.000035

3/18/2013 17492 -0.009784 -0.01140 0.000130

3/19/2013 17693.37 0.011512 0.00989 0.000098

3/20/2013 17753.97 0.003425 0.00181 0.000003

3/21/2013 17913.62 0.008992 0.00737 0.000054

3/22/2013 17963.11 0.002763 0.00114 0.000001

3/25/2013 17961.91 -6.7E-005 -0.00168 0.000003

3/26/2013 17872.15 -0.004997 -0.00662 0.000044

3/27/2013 17897.9 0.001441 -0.00018 0.000000

3/28/2013 17947.76 0.002786 0.00117 0.000001

3/29/2013 18043.31 0.005324 0.00371 0.000014

4/1/2013 18272.11 0.012681 0.01106 0.000122

4/2/2013 18345.74 0.00403 0.00241 0.000006

4/3/2013 18575.88 0.012545 0.01093 0.000119

4/4/2013 18613.44 0.002022 0.00040 0.000000

4/5/2013 18636.03 0.001214 -0.00040 0.000000

4/8/2013 18653.06 0.000914 -0.00070 0.000000

4/9/2013 18713.61 0.003246 0.00163 0.000003

4/10/2013 18723.35 0.00052 -0.00110 0.000001

4/11/2013 18764.55 0.002201 0.00058 0.000000

4/12/2013 18714.28 -0.002679 -0.00430 0.000018

4/15/2013 18524.5 -0.010141 -0.01176 0.000138

4/16/2013 18361.87 -0.008779 -0.01040 0.000108

4/17/2013 18394.12 0.001756 0.00014 0.000000

4/18/2013 18614.36 0.011973 0.01036 0.000107

4/19/2013 18631.21 0.000905 -0.00071 0.000001

4/22/2013 18605.55 -0.001377 -0.00300 0.000009

4/23/2013 18647.29 0.002243 0.00063 0.000000


18/42

4/24/2013 18779.66 0.007099 0.00548 0.000030

4/25/2013 18885.6 0.005641 0.00402 0.000016

4/26/2013 18917.71 0.0017 0.00008 0.000000

4/29/2013 18822.85 -0.005014 -0.00663 0.000044

4/30/2013 18982.42 0.008477 0.00686 0.000047

5/2/2013 19034.53 0.002745 0.00113 0.000001

5/3/2013 19226.63 0.010092 0.00847 0.000072

5/6/2013 19256.7 0.001564 -0.00005 0.000000

5/7/2013 19262.74 0.000314 -0.00130 0.000002

5/8/2013 19472.55 0.010892 0.00927 0.000086

5/9/2013 19661.46 0.009701 0.00808 0.000065

5/10/2013 19916.27 0.01296 0.01134 0.000129

5/13/2013 20244.82 0.016497 0.01488 0.000221

5/14/2013 20474.62 0.011351 0.00973 0.000095

5/15/2013 20566.69 0.004497 0.00288 0.000008

5/16/2013 20416.6 -0.007298 -0.00892 0.000079

5/17/2013 20537.03 0.005899 0.00428 0.000018

5/20/2013 20814.14 0.013493 0.01188 0.000141

5/21/2013 21168 0.017001 0.01538 0.000237

5/22/2013 21458.9 0.013742 0.01212 0.000147

5/23/2013 21342.65 -0.005417 -0.00704 0.000049

5/24/2013 21283.77 -0.002759 -0.00438 0.000019

5/27/2013 20958.86 -0.015266 -0.01688 0.000285

5/28/2013 21501.72 0.025901 0.02428 0.000590

5/29/2013 21441.12 -0.002818 -0.00444 0.000020

5/30/2013 21590.66 0.006974 0.00536 0.000029

5/31/2013 21823.05 0.010763 0.00915 0.000084

6/3/2013 22080.85 0.011813 0.01020 0.000104

6/4/2013 22274.51 0.008771 0.00715 0.000051

6/5/2013 22092.42 -0.008175 -0.00979 0.000096

6/6/2013 22276.7 0.008341 0.00672 0.000045

6/7/2013 22358.96 0.003693 0.00207 0.000004

6/10/2013 22150.74 -0.009313 -0.01093 0.000119

6/11/2013 22209.07 0.002633 0.00102 0.000001

6/12/2013 22324.57 0.005201 0.00358 0.000013

6/13/2013 22757.72 0.019402 0.01778 0.000316

6/14/2013 22541.64 -0.009495 -0.01111 0.000123

6/17/2013 22216.46 -0.014426 -0.01604 0.000257

6/18/2013 21919.62 -0.013361 -0.01498 0.000224

6/19/2013 22135.72 0.009859 0.00824 0.000068

6/20/2013 22015.04 -0.005452 -0.00707 0.000050

6/21/2013 21698.35 -0.014385 -0.01600 0.000256

6/24/2013 21048.08 -0.029969 -0.03159 0.000998

6/25/2013 21110.34 0.002958 0.00134 0.000002

6/26/2013 21002.57 -0.005105 -0.00672 0.000045

6/27/2013 21015.34 0.000608 -0.00101 0.000001

6/28/2013 21005.69 -0.000459 -0.00208 0.000004

7/1/2013 21363.16 0.017018 0.01540 0.000237


19/42

7/2/2013 21644.17 0.013154 0.01154 0.000133

7/3/2013 21802.86 0.007332 0.00571 0.000033

7/4/2013 21966.96 0.007527 0.00591 0.000035

7/5/2013 22178.34 0.009623 0.00800 0.000064

7/8/2013 22365.72 0.008449 0.00683 0.000047

7/9/2013 22721.22 0.015895 0.01428 0.000204

7/10/2013 22984.94 0.011607 0.00999 0.000100

7/11/2013 22747.13 -0.010346 -0.01196 0.000143

7/12/2013 23037.32 0.012757 0.01114 0.000124

7/15/2013 23172.35 0.005861 0.00424 0.000018

7/16/2013 23160.89 -0.000495 -0.00211 0.000004

7/17/2013 22994.72 -0.007175 -0.00879 0.000077

7/18/2013 23114.97 0.005229 0.00361 0.000013

7/19/2013 23428.93 0.013582 0.01196 0.000143

7/22/2013 23657.81 0.009769 0.00815 0.000066

7/23/2013 23683.27 0.001076 -0.00054 0.000000

7/24/2013 23776.22 0.003925 0.00231 0.000005

7/25/2013 23573.68 -0.008519 -0.01014 0.000103

7/26/2013 23497.07 -0.00325 -0.00487 0.000024

7/29/2013 23315.15 -0.007742 -0.00936 0.000088

7/30/2013 23284.81 -0.001301 -0.00292 0.000009

7/31/2013 23312.77 0.001201 -0.00042 0.000000

8/1/2013 23091.86 -0.009476 -0.01109 0.000123

8/5/2013 22701.3 -0.016913 -0.01853 0.000343

8/6/2013 22621.93 -0.003496 -0.00511 0.000026

8/7/2013 23237.19 0.027197 0.02558 0.000654

8/12/2013 23437.99 0.008641 0.00702 0.000049

8/13/2013 23613.2 0.007475 0.00586 0.000034

8/15/2013 23687.89 0.003163 0.00155 0.000002

8/16/2013 23673.3 -0.000616 -0.00223 0.000005

8/19/2013 23600.23 -0.003087 -0.00470 0.000022

8/20/2013 23487.23 -0.004788 -0.00641 0.000041

8/21/2013 23015.27 -0.020094 -0.02171 0.000471

8/22/2013 22714.32 -0.013076 -0.01469 0.000216

8/23/2013 22714.68 1.58E-005 -0.00160 0.000003

8/26/2013 22922.24 0.009138 0.00752 0.000057

8/27/2013 22523.71 -0.017386 -0.01900 0.000361

8/28/2013 22236.33 -0.012759 -0.01438 0.000207

8/29/2013 22214.73 -0.000971 -0.00259 0.000007

8/30/2013 22160.85 -0.002425 -0.00404 0.000016

9/2/2013 21724.68 -0.019682 -0.02130 0.000454

9/3/2013 21808.48 0.003857 0.00224 0.000005

9/4/2013 21875.83 0.003088 0.00147 0.000002

9/5/2013 22451.46 0.026314 0.02470 0.000610

9/6/2013 22765.87 0.014004 0.01239 0.000153

9/9/2013 22838.84 0.003205 0.00159 0.000003

9/10/2013 22992.17 0.006714 0.00510 0.000026

9/11/2013 23231.68 0.010417 0.00880 0.000077


20/42

9/12/2013 23222.21 -0.000408 -0.00203 0.000004

9/13/2013 23168.04 -0.002333 -0.00395 0.000016

9/16/2013 23242.68 0.003222 0.00160 0.000003

9/17/2013 23066.5 -0.00758 -0.00920 0.000085

9/18/2013 22930.06 -0.005915 -0.00753 0.000057

9/19/2013 23456.98 0.022979 0.02136 0.000456

9/20/2013 23595.61 0.00591 0.00429 0.000018

9/23/2013 23639.97 0.00188 0.00026 0.000000

9/24/2013 23088.49 -0.023328 -0.02495 0.000622

9/25/2013 23060.9 -0.001195 -0.00281 0.000008

9/26/2013 22780.82 -0.012145 -0.01376 0.000189

9/27/2013 22387.31 -0.017274 -0.01889 0.000357

9/30/2013 21832.68 -0.024774 -0.02639 0.000697

10/1/2013 21980.42 0.006767 0.00515 0.000027

10/2/2013 22189.67 0.00952 0.00790 0.000062

10/3/2013 22152.35 -0.001682 -0.00330 0.000011

10/4/2013 22085.96 -0.002997 -0.00461 0.000021

10/7/2013 21864.85 -0.010011 -0.01163 0.000135

10/8/2013 22080.47 0.009862 0.00824 0.000068

10/9/2013 21657.22 -0.019169 -0.02079 0.000432

10/10/2013 21674.98 0.00082 -0.00080 0.000001

10/11/2013 21775.39 0.004633 0.00301 0.000009

10/14/2013 21599.78 -0.008065 -0.00968 0.000094

10/21/2013 21754.95 0.007184 0.00557 0.000031

10/22/2013 22230.43 0.021856 0.02024 0.000410

10/23/2013 22347.29 0.005257 0.00364 0.000013

10/24/2013 22360.85 0.000607 -0.00101 0.000001

10/25/2013 22445.59 0.00379 0.00217 0.000005

10/28/2013 22353.2 -0.004116 -0.00573 0.000033

10/29/2013 22276.65 -0.003425 -0.00504 0.000025

10/30/2013 22310.59 0.001524 -0.00009 0.000000

10/31/2013 22775.85 0.020854 0.01924 0.000370

11/1/2013 22649.09 -0.005566 -0.00718 0.000052

11/4/2013 22377.83 -0.011977 -0.01359 0.000185

11/5/2013 22790.7 0.01845 0.01683 0.000283

11/6/2013 23165.21 0.016433 0.01481 0.000219

11/7/2013 23220.21 0.002374 0.00076 0.000001

11/8/2013 23367.15 0.006328 0.00471 0.000022

11/11/2013 23381.08 0.000596 -0.00102 0.000001

11/12/2013 23302.46 -0.003363 -0.00498 0.000025

11/13/2013 23287.06 -0.000661 -0.00228 0.000005

11/18/2013 23611.24 0.013921 0.01230 0.000151

11/19/2013 23819.43 0.008817 0.00720 0.000052

11/20/2013 23800.97 -0.000775 -0.00239 0.000006

11/21/2013 23784.18 -0.000705 -0.00232 0.000005

11/22/2013 23847.57 0.002665 0.00105 0.000001

11/25/2013 23978.29 0.005481 0.00386 0.000015

11/26/2013 23798.7 -0.00749 -0.00911 0.000083


21/42

11/27/2013 23768.35 -0.001275 -0.00289 0.000008

11/28/2013 24180.49 0.01734 0.01572 0.000247

11/29/2013 24302.19 0.005033 0.00341 0.000012

12/2/2013 24401.57 0.004089 0.00247 0.000006

12/3/2013 24588.47 0.007659 0.00604 0.000036

12/4/2013 24445.38 -0.005819 -0.00744 0.000055

12/5/2013 24800.69 0.014535 0.01292 0.000167

12/6/2013 24870.55 0.002817 0.00120 0.000001

12/9/2013 24998.89 0.00516 0.00354 0.000013

12/10/2013 24878.68 -0.004809 -0.00643 0.000041

12/11/2013 24972.9 0.003787 0.00217 0.000005

12/12/2013 25072 0.003968 0.00235 0.000006

12/13/2013 25256.69 0.007366 0.00575 0.000033

12/16/2013 25298.32 0.001648 0.00003 0.000000

12/17/2013 25350.2 0.002051 0.00043 0.000000

12/18/2013 25524.46 0.006874 0.00526 0.000028

12/19/2013 25472.64 -0.00203 -0.00365 0.000013

12/20/2013 25579.33 0.004188 0.00257 0.000007

12/23/2013 25417.63 -0.006321 -0.00794 0.000063

12/24/2013 25366.69 -0.002004 -0.00362 0.000013

12/26/2013 25370.03 0.000132 -0.00149 0.000002

12/27/2013 25258.05 -0.004414 -0.00603 0.000036

12/30/2013 25283.96 0.001026 -0.00059 0.000000

12/31/2013 25261.14 -0.000903 -0.00252 0.000006

0.&'673 1E-016 0.02353

"SE-100 #nde$

n Number of observatios 307

Ȓ% !rit"ematic #ea of +'e, 0.00162

%ariace of +'e, 0.00008

&ta'ar' (eviatio of +'e, 0.00875

)oe*ciet of variatio 5.41064

Var%

S.%

!.V%


22/42

Attock

Prices Rs (R-Ȓ%)(R-Ȓs)

113.57

113.16 -0.00361 -0.00468 0.000022 -1.9E-05

113.31 0.001326 0.00026 0.000000 6.4E-07115.20 0.01668 0.01561 0.000244 5.1E-05

115.76 0.004861 0.00379 0.000014 -1.4E-05

115.50 -0.002246 -0.00331 0.000011 2.7E-05

116.01 0.004416 0.00335 0.000011 2.3E-06

97.66 -0.158176 -0.15924 0.025359 -4.1E-04

97.47 -0.001946 -0.00301 0.000009 -1.3E-05

95.97 -0.015389 -0.01646 0.000271 1.8E-04

91.41 -0.047515 -0.04858 0.002360 -7.2E-05

92.47 0.011596 0.01053 0.000111 -6.6E-05

93.01 0.00584 0.00477 0.000023 -1.4E-05

94.72 0.018385 0.01732 0.000300 -8.4E-07

94.78 0.000633 -0.00043 0.000000 -2.4E-06

95.97 0.012555 0.01149 0.000132 2.2E-05

95.61 -0.003751 -0.00482 0.000023 6.2E-06

94.73 -0.009204 -0.01027 0.000106 9.0E-06

97.45 0.028713 0.02765 0.000764 -1.4E-04

95.20 -0.023089 -0.02416 0.000584 6.5E-05

99.92 0.04958 0.04851 0.002353 2.7E-04

104.71 0.047938 0.04687 0.002197 7.8E-05

109.18 0.042689 0.04162 0.001732 3.0E-04

114.27 0.04662 0.04555 0.002075 8.1E-05

117.51 0.028354 0.02729 0.000745 -2.2E-04

115.71 -0.015318 -0.01639 0.000268 -1.4E-04

115.00 -0.006136 -0.00720 0.000052 4.4E-07

112.30 -0.023478 -0.02455 0.000602 8.4E-05

109.97 -0.020748 -0.02182 0.000476 1.5E-04

108.24 -0.015732 -0.01680 0.000282 3.7E-05

109.20 0.008869 0.00780 0.000061 -1.7E-06

105.39 -0.03489 -0.03596 0.001293 -6.4E-05

106.50 0.010532 0.00946 0.000090 1.6E-05

104.80 -0.015962 -0.01703 0.000290 2.7E-05

102.38 -0.023092 -0.02416 0.000584 3.1E-05

101.11 -0.012405 -0.01347 0.000182 2.7E-05

99.65 -0.01444 -0.01551 0.000240 3.8E-05

100.10 0.004516 0.00345 0.000012 1.4E-06

105.10 0.04995 0.04888 0.002389 2.0E-04

107.04 0.018459 0.01739 0.000302 3.5E-05

102.29 -0.044376 -0.04544 0.002065 -2.1E-04

100.78 -0.014762 -0.01583 0.000251 -1.9E-05

101.44 0.006549 0.00548 0.000030 -2.1E-05

100.94 -0.004929 -0.00600 0.000036 -3.1E-05

(R-Ȓs) (R-Ȓs)2


23/42

101.83 0.008817 0.00775 0.000060 -6.5E-07

102.48 0.006383 0.00532 0.000028 3.9E-05

100.59 -0.018443 -0.01951 0.000381 5.1E-05

99.31 -0.012725 -0.01379 0.000190 3.9E-05

100.31 0.010069 0.00900 0.000081 -6.1E-05

100.04 -0.002692 -0.00376 0.000014 -3.6E-06

100.51 0.004698 0.00363 0.000013 7.6E-0699.53 -0.00975 -0.01082 0.000117 -7.3E-06

97.56 -0.019793 -0.02086 0.000435 8.8E-05

99.01 0.014863 0.01380 0.000190 2.5E-05

99.01 0 -0.00107 0.000001 1.0E-06

99.00 -0.000101 -0.00117 0.000001 -7.5E-07

99.45 0.004545 0.00348 0.000012 -1.4E-05

98.70 -0.007541 -0.00861 0.000074 3.5E-07

98.00 -0.007092 -0.00816 0.000067 -3.9E-06

97.90 -0.00102 -0.00209 0.000004 7.7E-06

98.05 0.001532 0.00046 0.000000 6.5E-07

99.81 0.01795 0.01688 0.000285 -6.5E-05

98.60 -0.012123 -0.01319 0.000174 3.5E-04

97.33 -0.01288 -0.01395 0.000195 -6.1E-05

96.10 -0.012637 -0.01371 0.000188 -2.8E-05

98.99 0.030073 0.02901 0.000841 -3.0E-04

94.34 -0.046974 -0.04804 0.002308 -3.4E-04

94.50 0.001696 0.00063 0.000000 2.6E-06

93.55 -0.010053 -0.01112 0.000124 1.6E-04

93.84 0.0031 0.00203 0.000004 9.6E-06

94.00 0.001705 0.00064 0.000000 -1.1E-06

94.00 0 -0.00107 0.000001 3.5E-05

90.73 -0.034787 -0.03585 0.001286 -1.1E-04

90.94 0.002315 0.00125 0.000002 6.4E-06

92.97 0.022322 0.02125 0.000452 3.7E-04

97.19 0.045391 0.04432 0.001965 3.3E-05

99.86 0.027472 0.02640 0.000697 3.6E-04

100.88 0.010214 0.00915 0.000084 -6.9E-06

101.19 0.003073 0.00201 0.000004 1.4E-05

103.44 0.022235 0.02117 0.000448 -9.8E-05

103.65 0.00203 0.00096 0.000001 7.9E-06

103.20 -0.004342 -0.00541 0.000029 -1.7E-06

104.94 0.01686 0.01579 0.000249 8.8E-06

104.22 -0.006861 -0.00793 0.000063 2.0E-06

103.75 -0.00451 -0.00558 0.000031 2.0E-06

104.17 0.004048 0.00298 0.000009 1.6E-05

103.99 -0.001728 -0.00280 0.000008 8.6E-06

104.23 0.002308 0.00124 0.000002 4.7E-06

104.36 0.001247 0.00018 0.000000 4.3E-07

102.68 -0.016098 -0.01717 0.000295 -3.4E-05

101.34 -0.01305 -0.01412 0.000199 -4.5E-05

100.54 -0.007894 -0.00896 0.000080 -2.1E-05


24/42

100.77 0.002288 0.00122 0.000001 1.8E-07

101.89 0.011114 0.01005 0.000101 2.2E-05

102.13 0.002355 0.00129 0.000002 -5.5E-06

102.41 0.002742 0.00167 0.000003 9.4E-06

101.37 -0.010155 -0.01122 0.000126 3.4E-05

101.50 0.001282 0.00021 0.000000 1.5E-06

101.51 9.85E-005 -0.00097 0.000001 4.5E-0699.93 -0.015565 -0.01663 0.000277 1.4E-04

99.00 -0.009307 -0.01037 0.000108 -9.1E-05

100.07 0.010808 0.00974 0.000095 3.4E-05

99.11 -0.009593 -0.01066 0.000114 1.0E-05

98.50 -0.006155 -0.00722 0.000052 3.2E-05

99.80 0.013198 0.01213 0.000147 -8.5E-05

99.73 -0.000701 -0.00177 0.000003 6.3E-06

100.05 0.003209 0.00214 0.000005 -4.4E-06

102.60 0.025487 0.02442 0.000596 -7.9E-05

101.23 -0.013353 -0.01442 0.000208 3.8E-04

101.28 0.000494 -0.00057 0.000000 -1.1E-05

102.50 0.012046 0.01098 0.000121 -8.7E-05

103.49 0.009659 0.00859 0.000074 -2.3E-05

103.98 0.004735 0.00367 0.000013 -2.2E-05

104.04 0.000577 -0.00049 0.000000 5.6E-06

103.72 -0.003076 -0.00414 0.000017 -4.1E-05

107.81 0.039433 0.03837 0.001472 6.9E-05

107.37 -0.004081 -0.00515 0.000027 -3.8E-05

108.11 0.006892 0.00582 0.000034 6.7E-06

113.51 0.049949 0.04888 0.002389 -8.2E-05

112.64 -0.007665 -0.00873 0.000076 5.8E-05

110.99 -0.014648 -0.01572 0.000247 2.8E-06

109.67 -0.011893 -0.01296 0.000168 -1.5E-05

109.60 -0.000638 -0.00171 0.000003 -6.3E-06

113.12 0.032117 0.03105 0.000964 3.4E-04

115.03 0.016885 0.01582 0.000250 3.8E-05

115.22 0.001652 0.00058 0.000000 6.4E-06

119.21 0.034629 0.03356 0.001126 1.4E-05

120.68 0.012331 0.01126 0.000127 -4.6E-06

118.90 -0.01475 -0.01582 0.000250 1.1E-05

119.00 0.000841 -0.00023 0.000000 -3.7E-07

118.12 -0.007395 -0.00846 0.000072 9.3E-06

118.54 0.003556 0.00249 0.000006 1.4E-06

119.90 0.011473 0.01041 0.000108 -4.5E-05

118.19 -0.014262 -0.01533 0.000235 1.8E-04

116.83 -0.011507 -0.01257 0.000158 1.3E-04

116.99 0.00137 0.00030 0.000000 4.2E-08

116.43 -0.004787 -0.00585 0.000034 -6.1E-05

117.03 0.005153 0.00409 0.000017 -2.9E-06

116.75 -0.002393 -0.00346 0.000012 1.0E-05

118.14 0.011906 0.01084 0.000117 6.8E-06


25/42

118.01 -0.0011 -0.00217 0.000005 -1.2E-05

118.08 0.000593 -0.00047 0.000000 -1.9E-06

119.07 0.008384 0.00732 0.000054 6.0E-07

119.00 -0.000588 -0.00166 0.000003 1.1E-05

117.24 -0.01479 -0.01586 0.000251 -1.1E-04

117.00 -0.002047 -0.00311 0.000010 -3.5E-06

118.00 0.008547 0.00748 0.000056 6.3E-05119.04 0.008814 0.00775 0.000060 -4.2E-07

120.98 0.016297 0.01523 0.000232 -2.0E-05

118.26 -0.022483 -0.02355 0.000555 -2.2E-04

122.14 0.032809 0.03174 0.001008 2.6E-04

123.86 0.014082 0.01301 0.000169 1.5E-04

123.88 0.000161 -0.00091 0.000001 -1.3E-05

125.03 0.009283 0.00822 0.000067 8.0E-05

125.01 -0.00016 -0.00123 0.000002 -3.5E-06

125.00 -8.0E-005 -0.00115 0.000001 1.0E-05

125.33 0.00264 0.00157 0.000002 6.7E-06

125.11 -0.001755 -0.00282 0.000008 -3.4E-05

125.73 0.004956 0.00389 0.000015 6.0E-05

132.00 0.049869 0.04880 0.002382 5.9E-04

135.07 0.023258 0.02219 0.000492 -1.6E-04

137.00 0.014289 0.01322 0.000175 -5.8E-05

136.02 -0.007153 -0.00822 0.000068 1.4E-04

133.38 -0.019409 -0.02048 0.000419 -5.0E-04

134.00 0.004648 0.00358 0.000013 -1.6E-05

131.02 -0.022239 -0.02331 0.000543 -1.2E-04

132.37 0.010304 0.00924 0.000085 8.4E-05

133.99 0.012238 0.01117 0.000125 1.1E-04

134.72 0.005448 0.00438 0.000019 3.1E-05

134.13 -0.004379 -0.00545 0.000030 5.3E-05

131.94 -0.016327 -0.01740 0.000303 -1.2E-04

134.04 0.015916 0.01485 0.000220 3.1E-05

135.03 0.007386 0.00632 0.000040 -6.9E-05

132.18 -0.021106 -0.02217 0.000492 -2.3E-05

129.00 -0.024058 -0.02513 0.000631 -9.0E-05

131.03 0.015736 0.01467 0.000215 2.6E-04

137.58 0.049989 0.04892 0.002393 -5.4E-04

138.86 0.009304 0.00824 0.000068 -1.3E-04

138.00 -0.006193 -0.00726 0.000053 1.1E-04

137.18 -0.005942 -0.00701 0.000049 -5.8E-05

136.26 -0.006707 -0.00777 0.000060 5.5E-05

134.75 -0.011082 -0.01215 0.000148 1.9E-04

134.16 -0.004378 -0.00545 0.000030 1.7E-04

131.29 -0.021392 -0.02246 0.000504 -3.0E-05

133.85 0.019499 0.01843 0.000340 -1.2E-04

132.10 -0.013074 -0.01414 0.000200 1.4E-05

132.50 0.003028 0.00196 0.000004 -4.1E-06

131.99 -0.003849 -0.00492 0.000024 -7.6E-05


26/42

133.96 0.014925 0.01386 0.000192 1.6E-04

134.88 0.006868 0.00580 0.000034 3.3E-05

132.59 -0.016978 -0.01805 0.000326 -1.1E-04

135.83 0.024436 0.02337 0.000546 1.9E-04

135.13 -0.005154 -0.00622 0.000039 -4.2E-05

135.05 -0.000592 -0.00166 0.000003 -2.4E-05

137.18 0.015772 0.01470 0.000216 1.5E-04138.32 0.00831 0.00724 0.000052 -8.7E-05

135.87 -0.017713 -0.01878 0.000353 -2.1E-04

136.75 0.006477 0.00541 0.000029 2.3E-05

133.20 -0.02596 -0.02703 0.000730 5.7E-05

132.72 -0.003604 -0.00467 0.000022 4.1E-05

134.00 0.009644 0.00858 0.000074 3.1E-05

131.82 -0.016269 -0.01734 0.000301 -2.1E-04

138.41 0.049992 0.04892 0.002394 4.0E-04

145.33 0.049996 0.04893 0.002394 -2.7E-05

152.59 0.049955 0.04889 0.002390 1.1E-04

160.21 0.049938 0.04887 0.002388 -5.0E-04

168.22 0.049997 0.04893 0.002394 -2.4E-04

176.63 0.049994 0.04893 0.002394 -4.6E-04

178.94 0.013078 0.01201 0.000144 -3.5E-05

170.88 -0.045043 -0.04611 0.002126 1.9E-05

170.69 -0.001112 -0.00218 0.000005 2.4E-05

166.67 -0.023551 -0.02462 0.000606 4.6E-04

166.57 -0.0006 -0.00167 0.000003 8.5E-06

166.50 -0.00042 -0.00149 0.000002 -3.8E-05

166.50 0 -0.00107 0.000001 -7.5E-06

167.03 0.003183 0.00212 0.000004 1.2E-05

166.62 -0.002455 -0.00352 0.000012 -5.4E-06

173.44 0.040931 0.03986 0.001589 -8.9E-05

171.70 -0.010032 -0.01110 0.000123 5.2E-05

168.72 -0.017356 -0.01842 0.000339 1.2E-04

168.08 -0.003793 -0.00486 0.000024 1.1E-04

166.75 -0.007913 -0.00898 0.000081 1.3E-04

163.40 -0.02009 -0.02116 0.000448 3.4E-05

164.46 0.006487 0.00542 0.000029 4.1E-05

168.70 0.025781 0.02471 0.000611 -4.7E-04

167.40 -0.007706 -0.00877 0.000077 1.3E-04

163.91 -0.020848 -0.02192 0.000480 5.7E-05

157.57 -0.03868 -0.03975 0.001580 1.6E-04

149.70 -0.049946 -0.05101 0.002602 1.1E-03

142.27 -0.049633 -0.05070 0.002571 -1.1E-04

145.75 0.024461 0.02339 0.000547 3.4E-05

142.17 -0.024563 -0.02563 0.000657 -6.3E-04

147.63 0.038405 0.03734 0.001394 4.6E-04

145.29 -0.01585 -0.01692 0.000286 -2.7E-05

150.07 0.0329 0.03183 0.001013 1.6E-04

157.57 0.049977 0.04891 0.002392 4.3E-04


27/42

165.44 0.049946 0.04888 0.002389 -9.9E-05

162.43 -0.018194 -0.01926 0.000371 7.6E-05

165.21 0.017115 0.01605 0.000258 2.6E-05

164.37 -0.005084 -0.00615 0.000038 5.7E-05

165.24 0.005293 0.00423 0.000018 -3.2E-05

167.31 0.012527 0.01146 0.000131 2.4E-04

139.21 -0.167952 -0.16902 0.028568 -7.3E-04138.33 -0.006321 -0.00739 0.000055 -1.9E-06

137.02 -0.00947 -0.01054 0.000111 2.6E-04

137.00 -0.000146 -0.00121 0.000001 3.4E-06

136.45 -0.004015 -0.00508 0.000026 7.0E-05

136.70 0.001832 0.00076 0.000001 -1.4E-05

135.36 -0.009802 -0.01087 0.000118 2.9E-04

131.65 -0.027408 -0.02848 0.000811 -1.5E-04

134.53 0.021876 0.02081 0.000433 1.6E-04

135.84 0.009738 0.00867 0.000075 -2.9E-05

142.02 0.045495 0.04443 0.001974 -2.1E-04

139.93 -0.014716 -0.01578 0.000249 1.8E-04

137.25 -0.019152 -0.02022 0.000409 -1.7E-04

137.85 0.004372 0.00330 0.000011 -6.9E-05

136.40 -0.010519 -0.01159 0.000134 9.2E-06

136.80 0.002933 0.00186 0.000003 5.6E-06

137.87 0.007822 0.00675 0.000046 -6.5E-05

138.16 0.002103 0.00104 0.000001 5.8E-06

138.67 0.003691 0.00262 0.000007 5.3E-05

137.41 -0.009086 -0.01015 0.000103 -3.7E-05

136.94 -0.00342 -0.00449 0.000020 4.5E-06

135.25 -0.012341 -0.01341 0.000180 -2.9E-05

132.11 -0.023216 -0.02428 0.000590 1.4E-04

134.50 0.018091 0.01702 0.000290 -8.6E-05

134.54 0.000297 -0.00077 0.000001 7.3E-08

136.00 0.010852 0.00978 0.000096 1.9E-04

139.72 0.027353 0.02629 0.000691 -1.9E-04

139.72 0 -0.00107 0.000001 1.5E-05

143.57 0.027555 0.02649 0.000702 4.5E-04

149.47 0.041095 0.04003 0.001602 5.9E-04

147.33 -0.014317 -0.01538 0.000237 -1.2E-05

149.48 0.014593 0.01353 0.000183 6.4E-05

148.01 -0.009834 -0.01090 0.000119 1.1E-05

148.60 0.003986 0.00292 0.000009 -1.5E-05

150.93 0.01568 0.01461 0.000214 -3.3E-05

149.66 -0.008414 -0.00948 0.000090 -1.2E-04

150.54 0.00588 0.00481 0.000023 3.5E-05

150.58 0.000266 -0.00080 0.000001 1.9E-06

150.00 -0.003852 -0.00492 0.000024 1.1E-05

148.78 -0.008133 -0.00920 0.000085 -9.6E-06

148.11 -0.004503 -0.00557 0.000031 -2.2E-05

148.39 0.00189 0.00082 0.000001 -7.5E-06


28/42

149.00 0.004111 0.00304 0.000009 -8.8E-06

149.05 0.000336 -0.00073 0.000001 -1.2E-05

149.35 0.002013 0.00095 0.000001 3.2E-06

148.36 -0.006629 -0.00770 0.000059 -1.9E-05

147.64 -0.004853 -0.00592 0.000035 -3.6E-05

145.60 -0.013817 -0.01488 0.000222 1.1E-04

143.98 -0.011126 -0.01219 0.000149 -1.6E-04145.72 0.012085 0.01102 0.000121 1.3E-05

143.02 -0.018529 -0.01960 0.000384 -6.9E-05

141.36 -0.011607 -0.01267 0.000161 8.1E-05

139.98 -0.009762 -0.01083 0.000117 -2.3E-05

138.99 -0.007072 -0.00814 0.000066 -1.9E-05

143.36 0.031441 0.03037 0.000923 1.7E-04

145.00 0.01144 0.01037 0.000108 3.1E-07

144.43 -0.003931 -0.00500 0.000025 -2.2E-06

147.32 0.02001 0.01894 0.000359 1.0E-04

147.58 0.001765 0.00070 0.000000 -2.5E-06

146.50 -0.007318 -0.00839 0.000070 -2.2E-05

146.00 -0.003413 -0.00448 0.000020 3.6E-05

145.00 -0.006849 -0.00792 0.000063 2.9E-05

147.01 0.013862 0.01279 0.000164 -1.9E-05

146.61 -0.002721 -0.00379 0.000014 2.3E-05

144.21 -0.01637 -0.01744 0.000304 1.0E-05

144.70 0.003398 0.00233 0.000005 -5.9E-06

0.32775 2E-016 0.16515 0.003'02&3

Attock

n Number of observatios

!rit"ematic #ea of t"e securit$

%ariace of t"e securit$

&ta'ar' (eviatio of t"e securit$

)oe*ciet of variatio

)o%ariace

eta )ovRsRm/m

*ns+ste%atic Risk

+ S,oe

+ !V %/sVAR %

RS

VarS

S.S

!.VS

!oV(RS/ R )


29/42

-0.04 -0.03 -0.02 -0.01 0 0.01 0.02 0.03

-0.2

-0.15

-0.1

-0.05

0

0.05

0.1

f, 0.1691663587, 0.0007938891

R 0.0040770909

arket Returns

Stock Returns


30/42


31/42


32/42


33/42


34/42


35/42

307

0.00107

0.00054

0.02319

21.72493

0.00001

0.16917

0.00054

0.16917

0.16917


36/42

0.04


37/42


38/42


39/42


40/42


41/42


42/42

calculations of beta

Documents