calulation of beta pnb
TRANSCRIPT
-
7/25/2019 Calulation of Beta PNB
1/12
Reliance Infra Sensex
Date Close Price Return Date Close
27-Jan-15 204.8 27-Jan-15 29571.04
28-Jan-15 20.7 0.009277 28-Jan-15 29559.18 -0.000401
29-Jan-15 199.2 -0.0!284 29-Jan-15 2981.77 0.004147
!0-Jan-15 189.9 -0.0487 !0-Jan-15 29182.95 -0.0180
2-"e#-15 192 0.011058 2-"e#-15 29122.27 -0.002079!-"e#-15 17.75 -0.079427 !-"e#-15 29000.14 -0.004194
4-"e#-15 177.15 0.0022! 4-"e#-15 2888!.11 -0.0040!5
5-"e#-15 172 -0.029071 5-"e#-15 28850.97 -0.00111!
-"e#-15 170.5 -0.008721 -"e#-15 28717.91 -0.00412
9-"e#-15 1.8 -0.021701 9-"e#-15 28227.!9 -0.017081
10-"e#-15 1.7 -0.000 10-"e#-15 28!55.2 0.00454!
11-"e#-15 19.25 0.015297 11-"e#-15 285!!.97 0.0029
12-"e#-15 1.!5 -0.0171!4 12-"e#-15 28805.1 0.009502
1!-"e#-15 17.7 0.008115 1!-"e#-15 29094.9! 0.01002
1-"e#-15 1.85 -0.00509 1-"e#-15 291!5.88 0.00140718-"e#-15 18.! 0.0089 18-"e#-15 29!20.2 0.00!28
19-"e#-15 15.4 -0.0172!1 19-"e#-15 2942.27 0.00484!
20-"e#-15 17.15 0.01058 20-"e#-15 292!1.41 -0.0078!
2!-"e#-15 1!.5 -0.0209!9 2!-"e#-15 28975.11 -0.00878
24-"e#-15 11.8 -0.011!05 24-"e#-15 29004. 0.00102
25-"e#-15 10.1 -0.010507 25-"e#-15 29007.99 0.000115
2-"e#-15 159.75 -0.00218 2-"e#-15 2874.5 -0.009009
27-"e#-15 1.15 0.0400! 27-"e#-15 29220.12 0.0147
28-"e#-15 15.55 -0.00!11 28-"e#-15 29!1.5 0.0048!8
2-$ar-15 15.9 0.002114 2-$ar-15 29459.14 0.00!!25
!-$ar-15 19.! 0.020494 !-$ar-15 2959!.7! 0.00459
4-$ar-15 14. -0.02771 4-$ar-15 29!80.7! -0.007197
5-$ar-15 1!.75 -0.00514 5-$ar-15 29448.95 0.002!22
9-$ar-15 11.!5 -0.0145 9-$ar-15 28844.78 -0.02051
10-$ar-15 1!.5 0.01!!25 10-$ar-15 28709.87 -0.00477
11-$ar-15 1!.! -0.00122! 11-$ar-15 2859.17 -0.0017
12-$ar-15 1.2 0.017759 12-$ar-15 289!0.41 0.00944
1!-$ar-15 1.15 -0.000!01 1!-$ar-15 2850!.! -0.0147!
1-$ar-15 17.4 0.00752! 1-$ar-15 284!7.71 -0.002!01
17-$ar-15 17.5 0.00149! 17-$ar-15 287!.!8 0.01050!
18-$ar-15 18.5 0.00595 18-$ar-15 2822.12 -0.00!97
19-$ar-15 11.95 -0.0!9727 19-$ar-15 2849.7 -0.005!2
20-$ar-15 12.95 0.00175 20-$ar-15 2821.08 -0.007!27
2!-$ar-15 1!.15 0.001227 2!-$ar-15 28192.02 -0.002444
24-$ar-15 11. -0.0095 24-$ar-15 2811.72 -0.001075
25-$ar-15 155.5 -0.0!7748 25-$ar-15 28111.8! -0.001772
2-$ar-15 148.85 -0.04275 2-$ar-15 27457.58 -0.02!27!
27-$ar-15 147.05 -0.01209! 27-$ar-15 27458.4 !.8%-005
-
7/25/2019 Calulation of Beta PNB
2/12
!0-$ar-15 148.55 0.010201 !0-$ar-15 27975.8 0.0188!
!1-$ar-15 144.4 -0.0279!7 !1-$ar-15 27957.49 -0.00057
1-&'r-15 151.7 0.050554 1-&'r-15 2820.14 0.010825
-&'r-15 148.8 -0.019117 -&'r-15 28504.4 0.00845
7-&'r-15 150.! 0.010081 7-&'r-15 2851.59 0.00042
8-&'r-15 152.5 0.015!5 8-&'r-15 28707.75 0.0070!
9-&'r-15 11.85 0.0029 9-&'r-15 28885.21 0.0018210-&'r-15 1!.45 0.00988 10-&'r-15 28879.!8 -0.000202
1!-&'r-15 15.5 0.01!4 1!-&'r-15 29044.44 0.005715
15-&'r-15 1.85 0.007244 15-&'r-15 28799.9 -0.008427
1-&'r-15 11.9 -0.0297 1-&'r-15 28.04 -0.00441
17-&'r-15 1!.25 0.008!!8 17-&'r-15 28442.1 -0.007812
20-&'r-15 10.! -0.01807 20-&'r-15 2788.21 -0.019545
21-&'r-15 10.95 0.004055 21-&'r-15 277.04 -0.0075!7
22-&'r-15 11.55 0.00!728 22-&'r-15 27890.1! 0.0077!
2!-&'r-15 10 -0.009595 2!-&'r-15 277!5.02 -0.00551
24-&'r-15 157.8 -0.01!75 24-&'r-15 274!7.94 -0.01071127-&'r-15 159. 0.011407 27-&'r-15 2717.99 -0.009511
28-&'r-15 11.2 0.010025 28-&'r-15 27!9.!8 0.00807!
29-&'r-15 159.95 -0.007754 29-&'r-15 27225.9! -0.00222
!0-&'r-15 159.5 -0.00187 !0-&'r-15 27011.!1 -0.00788!
4-$a(-15 1. 0.04!5!! 4-$a(-15 27490.59 0.017744
5-$a(-15 15.95 -0.00!902 5-$a(-15 27440.14 -0.0018!5
-$a(-15 159.95 -0.0!155 -$a(-15 2717.!7 -0.02!4
7-$a(-15 15.15 -0.02!757 7-$a(-15 2599.11 -0.00442
8-$a(-15 145.5 -0.0724! 8-$a(-15 27105.!9 0.0190!4
11-$a(-15 148.85 0.02197 11-$a(-15 27507.! 0.014828
12-$a(-15 14!.15 -0.0!8294 12-$a(-15 2877.48 -0.02289
1!-$a(-15 145.25 0.0147 1!-$a(-15 27251.1 0.01!901
14-$a(-15 150.25 0.0!442! 14-$a(-15 2720.0 -0.0015!
15-$a(-15 147.4 -0.01898 15-$a(-15 27!24 0.004!!5
18-$a(-15 148.5 0.00848 18-$a(-15 2787.! 0.01!29
19-$a(-15 149.95 0.008745 19-$a(-15 2745.5! -0.001509
20-$a(-15 150.4 0.00!001 20-$a(-15 278!7.21 0.009!!
21-$a(-15 148.75 -0.010971 21-$a(-15 27809.!5 -0.001001
22-$a(-15 149.9 0.0077!1 22-$a(-15 27957.5 0.005!27
25-$a(-15 151.05 0.00772 25-$a(-15 274!.88 -0.011218
2-$a(-15 150.!5 -0.004!4 2-$a(-15 275!1.41 -0.00409
27-$a(-15 152.85 0.0128 27-$a(-15 2754. 0.001208
28-$a(-15 155. 0.017991 28-$a(-15 2750.71 -0.002102
29-$a(-15 15!.4 -0.0141!9 29-$a(-15 27828.44 0.0119
1-Jun-15 15!.9 0.00!259 1-Jun-15 27848.99 0.0007!8
2-Jun-15 151.55 -0.01527 2-Jun-15 27188.!8 -0.02!721
!-Jun-15 150.8 -0.004949 !-Jun-15 28!7.2 -0.012917
4-Jun-15 145 -0.0!842 4-Jun-15 281!.42 -0.00088
-
7/25/2019 Calulation of Beta PNB
3/12
5-Jun-15 14!.2 -0.012414 5-Jun-15 278.49 -0.0017
8-Jun-15 1!8.! -0.0!4218 8-Jun-15 252!.09 -0.00917
9-Jun-15 1!.25 -0.01482! 9-Jun-15 2481.25 -0.001577
10-Jun-15 1!7.75 0.011009 10-Jun-15 2840.5 0.01!5
11-Jun-15 1!2. -0.0!7!87 11-Jun-15 2!70.98 -0.01749!
12-Jun-15 1!2.15 -0.00!!94 12-Jun-15 2425.! 0.0020
15-Jun-15 1!0.!5 -0.01!21 15-Jun-15 258.55 0.001021-Jun-15 1!2.8 0.01879 1-Jun-15 28.51 0.00!7
17-Jun-15 1!2.!5 -0.00!!89 17-Jun-15 28!2. 0.005477
18-Jun-15 1!1.95 -0.00!022 18-Jun-15 27115.8! 0.01055!
19-Jun-15 1!!.5 0.012884 19-Jun-15 27!1.17 0.007!88
22-Jun-15 1!7.8 0.0!1051 22-Jun-15 277!0.21 0.015157
2!-Jun-15 142.95 0.0!7!7! 2!-Jun-15 27804.!7 0.00274
24-Jun-15 1!8.5 -0.0!11! 24-Jun-15 27729.7 -0.00287
25-Jun-15 1!8.25 -0.001805 25-Jun-15 27895.97 0.005997
2-Jun-15 1!.1 -0.015552 2-Jun-15 27811.84 -0.00!01
29-Jun-15 1!7 0.001! 29-Jun-15 2745.15 -0.00599!!0-Jun-15 1!9.15 0.0159! !0-Jun-15 27780.8! 0.004908
1-Jul-15 140.75 0.011498 1-Jul-15 28020.87 0.0084
2-Jul-15 141.55 0.00584 2-Jul-15 27945.8 -0.00279
!-Jul-15 142.25 0.004945 !-Jul-15 28092.79 0.0052
-Jul-15 14!.95 0.011951 -Jul-15 28208.7 0.004128
7-Jul-15 145.!5 0.00972 7-Jul-15 28171.9 -0.001!14
8-Jul-15 142.7 -0.0182!2 8-Jul-15 2787.72 -0.017179
9-Jul-15 144.05 0.0094 9-Jul-15 2757!. -0.00412
10-Jul-15 145 0.00595 10-Jul-15 271.4 0.00!182
1!-Jul-15 145.! 0.00209 1!-Jul-15 2791.19 0.0108!8
14-Jul-15 144.7 -0.004129 14-Jul-15 279!2.9 -0.001012
15-Jul-15 14!.5 -0.00725 15-Jul-15 28198.29 0.009501
1-Jul-15 144.1 0.00!1!! 1-Jul-15 2844.12 0.008789
17-Jul-15 144.8 0.004858 17-Jul-15 284!.!1 0.00004
20-Jul-15 141.45 -0.02!1!5 20-Jul-15 28420.12 -0.001517
21-Jul-15 1!8.! -0.02229 21-Jul-15 28182.14 -0.008!74
22-Jul-15 1!9.15 0.0014 22-Jul-15 28504.9! 0.011454
2!-Jul-15 1!9.75 0.004!12 2!-Jul-15 28!70.84 -0.004704
24-Jul-15 1!9.2 -0.00!9! 24-Jul-15 28112.!1 -0.00911!
27-Jul-15 1!5.! -0.028017 27-Jul-15 2751.!8 -0.019597
28-Jul-15 142 0.04952 28-Jul-15 27459.2! -0.00!70
29-Jul-15 1!7.55 -0.0!1!!8 29-Jul-15 275!.4! 0.00!795
!0-Jul-15 149.9 0.08978 !0-Jul-15 27705.!5 0.005149
!1-Jul-15 150.9 0.0071 !1-Jul-15 28114.5 0.01477
!-&u)-15 155.1 0.0278!! !-&u)-15 28187.0 0.002579
4-&u)-15 159 0.025145 4-&u)-15 28071.9! -0.004084
5-&u)-15 159.05 0.000!14 5-&u)-15 2822!.08 0.005!84
-&u)-15 11.9 0.017919 -&u)-15 28298.1! 0.00259
-
7/25/2019 Calulation of Beta PNB
4/12
7-&u)-15 159.9 -0.012!5! 7-&u)-15 282!.!9 -0.002182
10-&u)-15 159.15 -0.0049 10-&u)-15 28101.72 -0.00479
11-&u)-15 15.2 -0.0185! 11-&u)-15 278.09 -0.008!85
12-&u)-15 152.85 -0.021447 12-&u)-15 27512.2 -0.01298
1!-&u)-15 152.85 0 1!-&u)-15 27549.5! 0.001!55
14-&u)-15 1.25 0.0878 14-&u)-15 2807.!1 0.018795
17-&u)-15 17!.05 0.040902 17-&u)-15 27878.27 -0.007!518-&u)-15 170.5 -0.0147! 18-&u)-15 278!1.54 -0.0017
19-&u)-15 18.05 -0.014!7 19-&u)-15 279!1.4 0.00!597
20-&u)-15 158.85 -0.05474 20-&u)-15 2707.82 -0.01159!
21-&u)-15 159. 0.004721 21-&u)-15 27!.07 -0.008757
24-&u)-15 142.4 -0.10779 24-&u)-15 25741.5 -0.059!2
25-&u)-15 144.55 0.015098 25-&u)-15 20!2.!8 0.011298
2-&u)-15 142.4 -0.014874 2-&u)-15 25714. -0.012205
27-&u)-15 14.05 0.025!2 27-&u)-15 22!1.19 0.020087
28-&u)-15 14!.2 -0.019514 28-&u)-15 2!92.!8 0.00145
!1-&u)-15 144.85 0.011522 !1-&u)-15 228!.09 -0.0041411-Se'-15 1!4.8 -0.09!82 1-Se'-15 259.44 -0.022!2
2-Se'-15 129.5 -0.0!8205 2-Se'-15 2545!.5 -0.009452
!-Se'-15 1!0.95 0.010027 !-Se'-15 2574.78 0.012227
4-Se'-15 1!0.4 -0.0042 4-Se'-15 25201.9 -0.021847
7-Se'-15 128 -0.018405 7-Se'-15 2489!.81 -0.012225
8-Se'-15 1!2.85 0.0!7891 8-Se'-15 25!17.87 0.0170!5
9-Se'-15 1!5.! 0.018442 9-Se'-15 25719.58 0.01587
10-Se'-15 1!4 -0.00908 10-Se'-15 2522.17 -0.00!787
11-Se'-15 1!4.! 0.0022!9 11-Se'-15 2510.21 -0.00047
14-Se'-15 1!7.15 0.021221 14-Se'-15 2585.7 0.00925
15-Se'-15 1!5.! -0.01!489 15-Se'-15 25705.9! -0.0058!1
1-Se'-15 1!.!5 0.00771 1-Se'-15 259!.97 0.0100!8
18-Se'-15 1!8.75 0.01702 18-Se'-15 2218.91 0.009819
21-Se'-15 140 0.009009 21-Se'-15 2192.98 -0.000989
22-Se'-15 1!4.55 -0.0!8929 22-Se'-15 2551.84 -0.020
2!-Se'-15 1!5.55 0.0074!2 2!-Se'-15 25822.99 0.0072
24-Se'-15 1!5.7 0.001107 24-Se'-15 258!.5 0.00159
28-Se'-15 1!4.9 -0.005895 28-Se'-15 251.84 -0.0095!7
29-Se'-15 1!5.! 0.00295 29-Se'-15 25778. 0.00!17
!0-Se'-15 1!!.45 -0.01!7! !0-Se'-15 2154.8! 0.014592
1-*ct-15 1!2.55 -0.00744 1-*ct-15 2220.95 0.002528
5-*ct-15 1!.25 0.027914 5-*ct-15 2785.55 0.0215!2
-*ct-15 1!.85 0.004404 -*ct-15 29!2.88 0.0055
7-*ct-15 1!9 0.015711 7-*ct-15 270!5.85 0.00!82!
8-*ct-15 1!9.1 0.000719 8-*ct-15 2845.81 -0.007029
9-*ct-15 1!8.1 -0.007189 9-*ct-15 27079.51 0.008705
12-*ct-15 1!7.75 -0.0025!4 12-*ct-15 2904.11 -0.00477
1!-*ct-15 1!.75 -0.0072 1!-*ct-15 284.5! -0.00214
-
7/25/2019 Calulation of Beta PNB
5/12
14-*ct-15 1!5.5 -0.008044 14-*ct-15 2779. -0.002491
15-*ct-15 1!7.4 0.012901 15-*ct-15 27010.14 0.00807
1-*ct-15 1!8.! 0.0055 1-*ct-15 27214. 0.00757
19-*ct-15 1!7.1 -0.00877 19-*ct-15 27!4.92 0.005524
20-*ct-15 1!8.1 0.007294 20-*ct-15 27!0.8! -0.00212!
21-*ct-15 1!5. -0.01810! 21-*ct-15 27287. -0.000702
2!-*ct-15 1!5.55 -0.000!9 2!-*ct-15 27470.81 0.007122-*ct-15 1!4.05 -0.0110 2-*ct-15 27!1.9 -0.00!92
27-*ct-15 1!4.4 0.00211 27-*ct-15 2725!.44 -0.00!9
28-*ct-15 1!0.5 -0.029018 28-*ct-15 270!9.7 -0.00784
29-*ct-15 129 -0.011494 29-*ct-15 28!8.14 -0.00745
!0-*ct-15 128.4 -0.00451 !0-*ct-15 25.8! -0.0075
2-+o,-15 129.5 0.00857 2-+o,-15 2559.15 -0.00!4
!-+o,-15 1!0.25 0.005792 !-+o,-15 2590.59 0.001184
4-+o,-15 1!1.25 0.00778 4-+o,-15 2552.92 -0.001417
5-+o,-15 129. -0.012571 5-+o,-15 2!04.2 -0.009!7
-+o,-15 1!2.8 0.02491 -+o,-15 225.24 -0.0014819-+o,-15 1!5.25 0.018449 9-+o,-15 2121.4 -0.00547
10-+o,-15 1!!.75 -0.011091 10-+o,-15 2574!.2 -0.01447
11-+o,-15 1!4.!5 0.00448 11-+o,-15 258.95 0.004805
1!-+o,-15 1!.85 0.01808 1!-+o,-15 2510.5! -0.00991!
1-+o,-15 140.! 0.02521 1-+o,-15 2570.1 0.00584
17-+o,-15 141 0.004989 17-+o,-15 2584.47 0.004052
18-+o,-15 1!.! -0.0!!!!! 18-+o,-15 25482.52 -0.01477
19-+o,-15 1!9.15 0.02091 19-+o,-15 25841.92 0.014104
20-+o,-15 1!9.45 0.00215 20-+o,-15 2588.49 0.001028
2!-+o,-15 1!9.2 -0.00179! 2!-+o,-15 25819.!4 -0.0019
24-+o,-15 1!8.15 -0.00754! 24-+o,-15 25775.74 -0.00189
2-+o,-15 1!9.7 0.01122 2-+o,-15 25958.! 0.007095
27-+o,-15 144.! 0.0!2928 27-+o,-15 2128.2 0.005!2
!0-+o,-15 144.5 0.00242 !0-+o,-15 2145.7 0.0009
1-Dec-15 144 -0.004494 1-Dec-15 219.41 0.000908
2-Dec-15 1!9. -0.0!055 2-Dec-15 2117.85 -0.00197
!-Dec-15 1!.85 -0.01999 !-Dec-15 2588.2 -0.00885!
4-Dec-15 1!4.55 -0.01807 4-Dec-15 25!8.11 -0.009
7-Dec-15 1!4 -0.004088 7-Dec-15 255!0.11 -0.004212
8-Dec-15 1!2.15 -0.01!80 8-Dec-15 25!10.!! -0.00809
9-Dec-15 1!0.45 -0.01284 9-Dec-15 250!.05 -0.0108!7
10-Dec-15 129.5 -0.007282 10-Dec-15 25252.!2 0.008!8
11-Dec-15 12! -0.05019! 11-Dec-15 25044.4! -0.0082!!
14-Dec-15 124.7 0.01!821 14-Dec-15 25150.!5 0.004229
15-Dec-15 121.95 -0.02205! 15-Dec-15 25!20.44 0.007!
1-Dec-15 121.25 -0.00574 1-Dec-15 25494.!7 0.0089
17-Dec-15 122.7 0.011959 17-Dec-15 2580!.78 0.0121!
18-Dec-15 122.05 -0.005297 18-Dec-15 25519.22 -0.011028
-
7/25/2019 Calulation of Beta PNB
6/12
21-Dec-15 122.5 0.00491 21-Dec-15 257!5.9 0.008491
22-Dec-15 120.7 -0.015899 22-Dec-15 25590.5 -0.00544
2!-Dec-15 121.! 0.004971 2!-Dec-15 25850.! 0.01014
24-Dec-15 120.2 -0.00908 24-Dec-15 258!8.71 -0.000448
28-Dec-15 120.45 0.00208 28-Dec-15 20!4.1! 0.0075!
29-Dec-15 120.15 -0.002491 29-Dec-15 2079.48 0.001742
!0-Dec-15 117.75 -0.019975 !0-Dec-15 2590.0! -0.00458!1-Dec-15 115.5 -0.0178!4 !1-Dec-15 2117.54 0.0007
1-Jan-1 117.5 0.017294 1-Jan-1 210.9 0.001
4-Jan-1 11! -0.0!9524 4-Jan-1 252!.!5 -0.020548
5-Jan-1 110.9 -0.018584 5-Jan-1 25580.!4 -0.00179
-Jan-1 109.95 -0.0085 -Jan-1 2540.!! -0.00802
7-Jan-1 105.05 -0.0445 7-Jan-1 24851.8! -0.021825
8-Jan-1 105.15 0.000952 8-Jan-1 249!4.!! 0.00!!2
11-Jan-1 102.95 -0.020922 11-Jan-1 24825.04 -0.004!8!
12-Jan-1 99.7 -0.0!159 12-Jan-1 2482.0! -0.00571
1!-Jan-1 98.15 -0.015547 1!-Jan-1 24854.11 0.0097214-Jan-1 97.85 -0.00!057 14-Jan-1 24772.97 -0.00!25
15-Jan-1 92.1 -0.0587! 15-Jan-1 24455.04 -0.0128!4
18-Jan-1 91.!5 -0.00814! 18-Jan-1 24188.!7 -0.010905
19-Jan-1 92.95 0.017515 19-Jan-1 24479.84 0.01205
20-Jan-1 87. -0.057558 20-Jan-1 2402.04 -0.01707
21-Jan-1 88.95 0.015411 21-Jan-1 2!92.21 -0.004149
22-Jan-1 92.55 0.040472 22-Jan-1 244!5. 0.019758
25-Jan-1 91.85 -0.0075! 25-Jan-1 24485.95 0.002058
-
7/25/2019 Calulation of Beta PNB
7/12
eta 1.!!7!804129
eta 1.!!7!804129
-
7/25/2019 Calulation of Beta PNB
8/12
-
7/25/2019 Calulation of Beta PNB
9/12
-
7/25/2019 Calulation of Beta PNB
10/12
-
7/25/2019 Calulation of Beta PNB
11/12
-
7/25/2019 Calulation of Beta PNB
12/12