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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
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
0.063319