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SUMMARY OUTPUT

Regression Statistics
Multiple R 0.59121426308
R Square 0.34953430487
Adjusted R Squar 0.34685749131
Standard Error 0.02182183268
Observations 245

ANOVA
df SS MS F Significance F
Regression 1 0.062180487876 0.06218 130.578502 1.7396848E-24
Residual 243 0.115714748757 0.000476
Total 244 0.177895236633

Coefficients Standard Error t Stat P-value Lower 95% Upper 95%


Intercept -0.0011727214 0.001394228584 -0.841126 0.40110451 -0.0039190371 0.0015735944
X Variable 1 1.22272544491 0.10700229902 11.4271 1.74E-24 1.01195505605 1.4334958338
Lower 95.0% Upper 95.0%
-0.003919037 0.00157359441
1.011955056 1.43349583377
Company Allotted for Beta Calculation
Course: Financial Management Section: B
Sr.No Full Name Roll No/Reg No Company Name Industry Symbol
7 SISHODIA RISHABH Bharat Petroleum Corporation Ltd.
18/FMS/MBA/044 ENERGY BPCL

Average Return
If Ist and Last price
Return on Share Average Return considered
Close Price
508.6 -0.00099905631 -0.286767597326
499.8 -0.0173023987416
494.9 -0.0098039215686
491.5 -0.0068700747626
487.7 -0.0077314343845
497.2 0.0194791880254
496.1 -0.0022123893805
494.3 -0.0036283007458
492.4 -0.0038438195428
489.9 -0.0050771730301
487.2 -0.0055113288426
479.45 -0.0159072249589
479.85 0.0008342892898
470.25 -0.0200062519537
477.3 0.0149920255183
469.15 -0.0170752147496
481.15 0.0255781732921
480.5 -0.0013509300634
480.65 0.0003121748179
469.8 -0.0225735982524
485.6 0.0336313324819
492.3 0.0137973640857
490.35 -0.0039609993906
477.15 -0.0269195472622
475.95 -0.0025149324112
467.2 -0.0183842840635
476.25 0.0193707191781
478.2 0.004094488189
475.4 -0.0058552906734
467.55 -0.0165124106016
460.1 -0.0159341246925
475.05 0.0324929363182
465.7 -0.0196821387222
456.85 -0.0190036504187
453.05 -0.008317828609
447.55 -0.0121399404039
427.45 -0.044911183108
429.9 0.0057316645222
433 0.0072109792975
426.95 -0.0139722863741
429.55 0.0060897060546
441.9 0.0287510185077
434.3 -0.0171984611903
445.2 0.0250978586231
443.4 -0.0040431266846
442.2 -0.0027063599459
439.4 -0.0063319764812
446.75 0.0167273554848
466.65 0.0445439283716
462.8 -0.0082502946534
462.05 -0.0016205704408
447.55 -0.0313818850774
430.75 -0.0375377052843
424.9 -0.0135809634359
430.65 0.0135325959049
414.7 -0.037037037037
413.45 -0.0030142271522
419.55 0.0147539001088
420.75 0.002860207365
427.45 0.0159239453357
423.4 -0.0094747923734
426.25 0.0067312234294
414.95 -0.0265102639296
422.45 0.0180744668032
433.95 0.0272221564682
450.35 0.0377923723931
451.15 0.0017763961363
417.3 -0.0750304776682
418.65 0.0032350826743
405.4 -0.0316493490983
408.2 0.0069067587568
410.65 0.0060019598236
405.2 -0.013271642518
376.55 -0.0707058242843
371.4 -0.0136768025495
381.35 0.0267905223479
383.7 0.0061623180805
385.8 0.0054730258014
385.5 -0.0007776049767
390.15 0.0120622568093
387.35 -0.0071767268999
380.95 -0.0165225248483
377.7 -0.0085313033206
380.2 0.0066190097961
385.8 0.0147290899527
392.6 0.0176257128046
385.45 -0.0182119205298
390.2 0.012323258529
399.3 0.0233213736545
404.2 0.0122714750814
405.8 0.0039584364176
398.35 -0.0183587974372
390.6 -0.0194552529183
386.35 -0.0108806963646
393.85 0.0194124498512
397.6 0.0095213913927
373.95 -0.0594818913481
371.35 -0.0069528011766
380.55 0.0247744715228
402 0.0563657863618
405.35 0.0083333333333
400.25 -0.0125817195017
403.95 0.009244222361
409.25 0.0131204356975
408.5 -0.0018326206475
405.35 -0.0077111383109
410 0.0114715677809
416.05 0.014756097561
409.85 -0.0149020550415
414.4 0.0111016225448
415.1 0.0016891891892
419.9 0.0115634786798
416.35 -0.0084543939033
412.25 -0.0098474840879
423.1 0.0263189812007
413.6 -0.022453320728
410.7 -0.0070116054159
421.95 0.027392257122
426.35 0.0104277758028
412 -0.0336577928932
415.25 0.0078883495146
382.8 -0.0781456953642
366.95 -0.0414054336468
373.3 0.0173048099196
369.2 -0.0109831234932
373.9 0.012730227519
367.85 -0.0161807970045
371.55 0.0100584477368
374.55 0.0080742834073
376.3 0.0046722733947
375.25 -0.0027903268669
366.5 -0.0233177881412
377.35 0.0296043656207
386.65 0.024645554525
382.2 -0.0115091167723
392.65 0.0273417059131
402.35 0.024703934802
398.3 -0.0100658630546
388.85 -0.0237258347979
389.7 0.002185932879
396.95 0.0186040544008
395.65 -0.0032749716589
388.9 -0.0170605332996
397.2 0.0213422473644
395.75 -0.0036505538771
389.75 -0.0151610865445
396 0.0160359204618
401.8 0.0146464646465
400.95 -0.0021154803385
401 0.0001247038284
394.1 -0.0172069825436
387.3 -0.017254503933
388.95 0.0042602633617
401.6 0.032523460599
379.7 -0.05453187251
376.65 -0.0080326573611
378.3 0.0043807248108
377.6 -0.0018503832937
375.95 -0.0043697033898
368.75 -0.01915148291
357.75 -0.0298305084746
356.95 -0.0022361984626
361.55 0.0128869589578
358.55 -0.0082976075232
361.7 0.0087853855808
363.35 0.00456179154
362.1 -0.0034402091647
360.1 -0.005523336095
351.3 -0.0244376562066
349.1 -0.0062624537432
353.6 0.0128902893154
356.95 0.0094739819005
344.1 -0.0359994396974
338.05 -0.0175820982273
334.15 -0.0115367549179
354.5 0.060900793057
364 0.0267983074753
355.1 -0.0244505494505
365.05 0.0280202759786
376.5 0.0313655663608
367.4 -0.0241699867198
364.2 -0.0087098530212
368.65 0.0122185612301
372.2 0.0096297300963
374.15 0.0052391187534
368.35 -0.0155018040893
377.85 0.0257906882042
331.15 -0.1235940187905
265.3 -0.1988524837687
264.9 -0.0015077271014
257.2 -0.0290675726689
265.4 0.0318818040435
278.15 0.0480406932931
288.9 0.0386482113967
296.35 0.0257874697127
302.1 0.0194027332546
285.15 -0.0561072492552
283.55 -0.0056110818867
271.15 -0.0437312643273
269.55 -0.005900792919
281.55 0.0445186421814
277 -0.0161605398686
275.2 -0.0064981949458
277.35 0.0078125
266.35 -0.0396610780602
275.1 0.0328515111695
283.45 0.0303525990549
302.35 0.0666784265303
291.8 -0.0348933355383
285.1 -0.0229609321453
288.75 0.0128025254297
296.85 0.0280519480519
291.2 -0.0190331817416
303.15 0.0410370879121
315.95 0.0422233217879
321.85 0.0186738407976
322.05 0.000621407488
322.95 0.0027945971122
322.9 -0.000154822728
326.6 0.0114586559306
320.1 -0.0199020208206
327.35 0.0226491721337
335.5 0.0248968993432
320.15 -0.0457526080477
328.5 0.0260815242855
324.4 -0.0124809741248
323.95 -0.0013871763255
333.7 0.030097237228
329.45 -0.0127359904105
324.9 -0.0138108969495
325.4 0.0015389350569
330.25 0.0149047326368
326.75 -0.0105980317941
329.4 0.0081101759755
334.9 0.0166970248937
345.3 0.0310540459839
350.35 0.0146249637996
353.25 0.0082774368489
361.75 0.0240622788393
371.1 0.0258465791292
374.65 0.0095661546753
364.95 -0.0258908314427
366.35 0.0038361419373
364.6 -0.0047768527365
361.9 -0.0074053757543
362.75 0.0023487151147
Average Average Return
Return on If Ist and Last
Bank Nifty price considered Beta for BPCL Share
Close
14138.95 0.0001420311 0.0138553428649 1.222725444909
14162.4 0.001658539000421
14157.8 -0.000324803705587
14247.25 0.006318072016839 Expected Return
14249.9 0.000186000807173 0.104454508898
14326 0.005340388353603
14411.1 0.005940248499232
14395.7 -0.001068620715976
14340.95 -0.00380321901679
14438.95 0.006833577970776
14410.4 -0.00197729059246
14105.2 -0.021179148392827
14140.85 0.002527436690015
13993.75 -0.010402486413476
14128.1 0.009600714604734
14409.9 0.019946064934422
14596.75 0.012966779783344
14504.75 -0.006302772877524
14465.65 -0.002695668660266
14381.05 -0.005848337267942
14368.55 -0.000869199397819
14453.95 0.005943536404161
14263.9 -0.013148654865971
13775.3 -0.03425430632576
13766.4 -0.000646083932836
13583.7 -0.013271443514644
13707.25 0.009095459999853
13727.15 0.001451786463368
13639.6 -0.006377871590243
13829.2 0.01390070090032
13879 0.003601075984149
13968.1 0.006419770876864
13801.05 -0.011959393188766
13777.75 -0.001688277341217
13748.2 -0.002144762388634
13818.5 0.005113396662836
13667.25 -0.010945471650324
13816.7 0.01093489912016
13909.7 0.006730984967467
13992.25 0.00593470743438
13991.45 -5.71745073165E-05
13961 -0.002176329115281
13686.35 -0.019672659551608
13581.95 -0.007628038154804
13358.2 -0.016474070365448
13549.45 0.014317048704167
13537.15 -0.00090778592489
13835.45 0.022035657431587
13934.2 0.007137462099173
13843.25 -0.006527105969485
13667.15 -0.012721001209976
13419.25 -0.018138382910848
13324 -0.007098012183989
13244.65 -0.005955418793155
13325.3 0.006089251131589
13372.95 0.003575904482451
13239.2 -0.010001532945237
13280.2 0.003096863858843
13354.4 0.005587265252029
13214.15 -0.010502156592584
13291.25 0.005834654518073
13394.75 0.007787077964826
13254.1 -0.010500382612591
13431.9 0.013414716955508
13490.6 0.004370193345692
13611.4 0.008954383051903
13636.75 0.001862409450901
13581.65 -0.004040552184355
13574.8 -0.000504356981663
13633.8 0.004346288711436
13638.35 0.000333729407795
13750.55 0.008226801629229
13696.1 -0.003959841606336
13643.65 -0.003829557319237
13476.45 -0.012254785193112
13558.65 0.006099529178678
13841.8 0.020883347530912
13784.85 -0.004114349289832
13824.85 0.002901736326474
14030.45 0.014871770760623
13770.15 -0.018552505443518
13771.7 0.000112562317767
13709.5 -0.004516508492053
13643.25 -0.004832415478318
13863.1 0.016114195664523
13880.6 0.001262343920191
13921.15 0.002921343457776
13960.05 0.002794309378176
14048.35 0.006325192245014
14071.35 0.001637202945542
14025 -0.003293927021928
13786.05 -0.01703743315508
13682.7 -0.007496708629375
13523.55 -0.011631476243724
13514.05 -0.000702478269389
13456.25 -0.004277030201901
13172.25 -0.021105434277752
13113.95 -0.004425971265349
13315.8 0.015392006222381
13446.1 0.009785367758603
13446.55 3.346695324287E-05
13401.5 -0.003350301750263
13523.4 0.009095996716785
13498.25 -0.001859739414644
13511.4 0.000974200359306
13545.35 0.002512692985183
13614 0.00506815992204
13793.1 0.013155575143235
13862.9 0.005060501265125
13846.3 -0.001197440650946
13946.85 0.007261867791396
13994.8 0.003438052320058
13976.3 -0.001321919570126
13939.1 -0.002661648648068
14030.5 0.006557094790912
13820.8 -0.014946010477175
13972.5 0.01097620977078
14064.4 0.006577205224548
13948.4 -0.008247774522909
13777.1 -0.01228097846348
13581.05 -0.014230135514731
13247.15 -0.024585727907636
12999.15 -0.01872100791491
13333.35 0.025709373305178
13151.95 -0.013604982993771
13278.4 0.009614543850912
13372.7 0.007101759248102
13171.05 -0.015079228577625
13283.8 0.008560441270817
13498.4 0.016155015884009
13749.95 0.018635541990162
13795.65 0.003323648449631
14165.9 0.026838170002863
14288.7 0.008668704424004
14085 -0.014256020491717
14318.9 0.016606318778843
14363.4 0.003107780625607
14431.3 0.004727292980771
14542.3 0.007691614754042
14508.35 -0.002334568809611
14488 -0.001402640548374
14457 -0.002139701822198
14474.1 0.001182818012036
14693.8 0.015178836680692
14911.5 0.0148157726388
15150.2 0.016007779230795
15245.3 0.006277144856173
15103 -0.009334024256656
15205.95 0.00681652651791
15319.25 0.007451030682068
15219.7 -0.006498359906653
15483.8 0.017352510233447
15491.4 0.000490835582996
15375.6 -0.007475115225222
15141.3 -0.015238429719816
15309.85 0.011131805062974
15238.6 -0.004653866628347
15250.05 0.000751381360492
15520.25 0.017717974695165
15622.4 0.006581723876871
15798.5 0.011272275706678
15875 0.004842231857455
16082.7 0.013083464566929
16241.65 0.009883290740982
16059.95 -0.011187287005938
15960.6 -0.006186196096501
15763 -0.012380486949112
15598.6 -0.010429486772822
15587.95 -0.00068275358045
15486.55 -0.006505024714603
15803.45 0.020462917822239
15937.4 0.008475997329697
15675.8 -0.016414220638247
15477.45 -0.012653261715511
15601.05 0.007985811616255
15791.9 0.012233150973813
15609.05 -0.01157872073658
15460.2 -0.009536134486083
15458.45 -0.000113193878475
15575.3 0.007558972600746
15588.55 0.000850705925408
15540.6 -0.003075975635964
15703.9 0.010507959795632
15694.95 -0.000569922121256
15697.2 0.000143358213948
15539.75 -0.010030451290676
15371.05 -0.010856030502421
14427.8 -0.061365358905215
13278 -0.079693369744521
13828.15 0.041433197770749
13591.35 -0.017124488814484
13779.35 0.013832327178684
13796.55 0.001248244655952
14243.05 0.032363163254582
14363.15 0.008432182713674
14596.95 0.016277766367406
14405.5 -0.013115753633465
14014.05 -0.027173648953525
13661.55 -0.025153328266989
13611.85 -0.00363794737786
13632.65 0.001528080312375
13491.35 -0.010364822686712
13523.7 0.002397832685387
13965.2 0.032646391150351
13660.5 -0.021818520321943
13753.35 0.006796969364225
13742.4 -0.000796169660483
14005.3 0.019130573989987
13985.75 -0.001395900123525
14082.8 0.006939205977513
14169.7 0.006170647882523
14074.6 -0.006711504124999
13849.3 -0.016007559717505
14091.05 0.017455755886579
14160.75 0.004946402148882
14130.6 -0.00212912451671
14312.6 0.012879849404838
14466.45 0.010749269874097
14333.7 -0.009176404715739
14124.35 -0.014605440325945
13978.65 -0.010315518944235
14003.6 0.001784864775926
14185.6 0.012996658002228
14264.75 0.005579601849763
14367.9 0.007231111656356
14323.95 -0.003058902136011
14333.75 0.000684168822147
14359.1 0.001768553239731
14294.25 -0.004516299768091
13989.85 -0.021295276072547
14013.65 0.001701233394211
13657.45 -0.0254180745202
13709.5 0.003811106758582
13912.9 0.014836427294942
13924.2 0.00081219587577
14072.05 0.010618204277445
14283.95 0.015058218241124
14386.2 0.007158384060431
14462.5 0.005303693817686
14424.7 -0.002613656006914
14159.75 -0.018367799676943
13989.45 -0.01202704850015
14063.7 0.005307571062479
14284.6 0.015707104104894
14369.8 0.005964465228288
14334.85 -0.002432184164011
Compnay Name Beta Rf Rm weight Re Portfolio Return

Bharat Pateroleum 1.2227 0.1 0.07 10 0.063319 0.63319


Hindal 1.2631 0.1 0.07 10 0.062107 0.62107
HCl 1.13545 0.1 0.07 10 0.065937 0.659365
MS 1.03798 0.1 0.07 10 0.068861 0.688606
UT 1.1229 0.1 0.07 10 0.066313 0.66313
TM 1.1209 0.1 0.07 10 0.066373 0.66373
Info 0.71375 0.1 0.07 10 0.078588 0.785875
Eicher 1.04592 0.1 0.07 10 0.068622 0.686224
Bajaj 1.2517 0.1 0.07 10 0.062449 0.62449
0.403012 0.1 0.07 10 0.08791 0.879096
70% 100 54% 690%

0.063319

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