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  • Saba

    Diunggah oleh

    Saba Riaz
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    This document contains a table of monthly returns for NBP (National Bank of Pakistan) and OGDC (Oil and Gas Development Corporation) over a 12 month period. It also includes the mean returns, variances, standard deviations, and covariance for the two stocks. The correlation coefficient between NBP and OGDC returns is calculated as 0.35 based on the covariance and standard deviations. The document was submitted by a student as part of their coursework.

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    This document contains a table of monthly returns for NBP (National Bank of Pakistan) and OGDC (Oil and Gas Development Corporation) over a 12 month period. It also includes the mean returns, variances, standard deviations, and covariance for the two stocks. The correlation coefficient between NBP and OGDC returns is calculated as 0.35 based on the covariance and standard deviations. The document was submitted by a student as part of their coursework.

    Hak Cipta:

    Attribution Non-Commercial (BY-NC)
    Unduh sebagai XLS, PDF, TXT atau baca online dari Scribd
    Tandai sebagai konten tidak pantas
    13 tayangan2 halaman

    Saba

    Diunggah oleh

    Saba Riaz
    This document contains a table of monthly returns for NBP (National Bank of Pakistan) and OGDC (Oil and Gas Development Corporation) over a 12 month period. It also includes the mean returns, variances, standard deviations, and covariance for the two stocks. The correlation coefficient between NBP and OGDC returns is calculated as 0.35 based on the covariance and standard deviations. The document was submitted by a student as part of their coursework.

    Hak Cipta:

    Attribution Non-Commercial (BY-NC)
    Unduh sebagai XLS, PDF, TXT atau baca online dari Scribd
    Tandai sebagai konten tidak pantas
    dari 2

    COMPUTATION OF COVARIANCE OF RETURNS OF NBP AND OGDC

    NBP
    Date
    30-Sep
    30-Oct
    30-Nov
    30-Dec
    30-Jan
    29-Feb
    30-Mar
    30-Apr
    30-May
    30-Jun
    30-Jul
    30-Aug
    E(R)

    NBP
    23.80%
    -4.70%
    -3.90%
    -2.00%
    5.80%
    19.90%
    -12.40%
    -1.20%
    0.60%
    -3.90%
    4.90%
    -0.60%
    2.19%

    OGDC
    5.30%
    10.70%
    4.60%
    -0.90%
    0.10%
    9.30%
    1.00%
    -0.40%
    5.30%
    1.40%
    4.30%
    4.90%
    3.80%

    NBP Variance
    NBP S.D

    97.91%
    9.89%

    Correlation coefficient=Cov/s.d*s.d
    Submitted by
    Saba Riaz
    Sp09-bs(ba)-008
    BBA8

    R-E(R)
    21.608
    -6.892
    -6.092
    -4.192
    3.608
    17.708
    -14.592
    -3.392
    -1.592
    -6.092
    2.708
    -2.792
    Sum

    0.35

    OGDC

    R-E(R)
    466.9056
    47.499
    37.1124
    17.5728
    13.0176
    313.5732
    212.9264
    11.5056
    2.5344
    37.1124
    7.3332
    7.7952
    1174.8878

    R-E(R)
    1.5
    6.9
    0.8
    -4.7
    -3.7
    5.5
    -2.8
    -4.2
    1.5
    -2.4
    0.5
    1.1
    Sum

    OGDC Variance
    OGDC S.D

    12.62%
    3.55%

    R-E(R)
    2.25
    47.61
    0.64
    22.09
    13.69
    30.25
    7.84
    17.64
    2.25
    5.76
    0.25
    1.21
    151.48

    OGDC

    R-E*R-E
    32.412
    -47.5548
    -4.8736
    19.7024
    -13.3496
    97.394
    40.8576
    14.2464
    -2.388
    14.6208
    1.354
    -3.0712
    149.35

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