Date

NAV (Rs.) returns

avg returnsdiff(dx)
dx^2
3/1/2010
11.71
4/1/2010
11.71
0
0.1707
-0.1707
0.02913849
5/1/2010
11.71
0
0.1707
-0.1707
0.02913849
6/1/2010
11.71
0
0.1707
-0.1707
0.02913849
7/1/2010
11.71
0
0.1707
-0.1707
0.02913849
8/1/2010
11.71
0
0.1707
-0.1707
0.02913849
11/1/2010
11.72 0.085397
0.1707
-0.0853 0.007276585
12/1/2010
11.72
0
0.1707
-0.1707
0.02913849
13/01/2010
11.72
0
0.1707
-0.1707
0.02913849
14/01/2010
11.72
0
0.1707
-0.1707
0.02913849
15/01/2010
11.72
0
0.1707
-0.1707
0.02913849
18/01/2010
11.72
0
0.1707
-0.1707
0.02913849
19/01/2010
11.72
0
0.1707
-0.1707
0.02913849
20/01/2010
11.72
0
0.1707
-0.1707
0.02913849
21/01/2010
11.73 0.085324
0.1707 -0.08538 0.007289022
22/01/2010
11.73
0
0.1707
-0.1707
0.02913849
25/01/2010
11.73
0
0.1707
-0.1707
0.02913849
27/01/2010
11.73
0
0.1707
-0.1707
0.02913849
28/01/2010
11.73
0
0.1707
-0.1707
0.02913849
29/01/2010
11.73
0
0.1707
-0.1707
0.02913849
avg
0.170721
sum
0.509919937

0.163822744

-5.236E-06

returns
0.890732
0.009792
-0.2261
-0.51189
-0.2651
-0.38657
-2.05748
0.151471
-0.46023
-0.56407
2.319079
0.109578
-0.56005
-1.91026
-1.34
-0.32322
-2.74152
0.325731
3.654204
-3.8859

avg returnsdiff(dy)
bankex
-30885 30885.89
-30885 30885.01
-30885 30884.77
-30885 30884.49
-30885 30884.73
-30885 30884.61
-30885 30882.94
-30885 30885.15
-30885 30884.54
-30885 30884.44
-30885 30887.32
-30885 30885.11
-30885 30884.44
-30885 30883.09
-30885 30883.66
-30885 30884.68
-30885 30882.26
-30885 30885.33
-30885 30888.65
sum

dy^2

dx*dy

ankex
953938246
953883830
953869259
953851606
953866850
953859347
953756139
953892581
953854797
953848383
954026480
953889994
953848631
953765232
953800455
953863260
953713889
953903346
954108959
18123541281

-5272.22
-5272.07
-5272.03
-5271.98
-5272.02
-2634.55
-5271.72
-5272.1
-5271.99
-5271.97
-5272.47
-5272.09
-5271.97
-2636.67
-5271.84
-5272.01
-5271.6
-5272.13
-5272.69
-94896.1

Date
4-Jan-10
5-Jan-10
6-Jan-10
7-Jan-10
8-Jan-10
11-Jan-10
12-Jan-10
13-Jan-10
14-Jan-10
15-Jan-10
18-Jan-10
19-Jan-10
20-Jan-10
21-Jan-10
22-Jan-10
25-Jan-10
27-Jan-10
28-Jan-10
29-Jan-10

Open
9031.9
9191.25
9243.9
9240.25
9185.05
9209.15
9173.85
8912.6
8952
8961.65
8887.15
9125.9
9177.75
9093
8891.8
8724.8
8564.6
8396.5
8346.55

High
9129.45
9214
9265.55
9261.85
9214.35
9248
9173.85
8937.85
9040
8982.55
9120.35
9202.5
9196.4
9098.1
8891.8
8751.2
8602.65
8496.1
8687

Low
9031.9
9157.35
9183.65
9153.25
9141.45
9161.05
8973.05
8836.7
8883.1
8874.8
8863.2
9093.95
9104.1
8889.05
8659.9
8669.55
8294.6
8354.25
8306.1

Close
9112.35
9192.15
9223
9192.95
9160.7
9173.55
8985.1
8926.1
8910.8
8911.1
9093.25
9135.9
9126.35
8919.3
8772.65
8696.6
8329.8
8423.85
8651.55

Shares Traded
Turnover
9606489
16767524
16215141
11676155
12438359
12957323
26424773
19855278
16938680
19425549
17752627
14762784
17648807
18140491
21046522
12814386
25504488
34620160
38569989

703.98
1070.1
1179.88
801.81
1004.21
1230.76
1597.65
1602.27
1555.11
1539.54
1630.32
1289.42
1435.25
1516.36
1691.22
1006.45
2118.7
2493.69
2940.42

Date
4-Jan-10
5-Jan-10
6-Jan-10
7-Jan-10
8-Jan-10
11-Jan-10
12-Jan-10
13-Jan-10
14-Jan-10
15-Jan-10
18-Jan-10
19-Jan-10
20-Jan-10
21-Jan-10
22-Jan-10
25-Jan-10
27-Jan-10
28-Jan-10
29-Jan-10

Open
9031.9
9191.25
9243.9
9240.25
9185.05
9209.15
9173.85
8912.6
8952
8961.65
8887.15
9125.9
9177.75
9093
8891.8
8724.8
8564.6
8396.5
8346.55

Close
9112.35
9192.15
9223
9192.95
9160.7
9173.55
8985.1
8926.1
8910.8
8911.1
9093.25
9135.9
9126.35
8919.3
8772.65
8696.6
8329.8
8423.85
8651.55
avg

returns
0.890732
0.009792
-0.2261
-0.51189
-0.2651
-0.38657
-2.05748
0.151471
-0.46023
-0.56407
2.319079
0.109578
-0.56005
-1.91026
-1.34
-0.32322
-2.74152
0.325731
3.654204
-3.8859

avg returns diff(dy)

-30885
-30885
-30885
-30885
-30885
-30885
-30885
-30885
-30885
-30885
-30885
-30885
-30885
-30885
-30885
-30885
-30885
-30885
-30885

30885.89
30885.01
30884.77
30884.49
30884.73
30884.61
30882.94
30885.15
30884.54
30884.44
30887.32
30885.11
30884.44
30883.09
30883.66
30884.68
30882.26
30885.33
30888.65
sum

dy^2
953938246.3
953883829.8
953869259.2
953851605.8
953866849.6
953859346.6
953756138.8
953892581.4
953854796.7
953848382.7
954026479.9
953889993.7
953848631
953765231.8
953800455.1
953863260
953713889
953903345.5
954108958.6
18123541281

mutual fund rp
rf
kotak
0.170721
RELIANCE
0.017193
HDFC
-0.17344

spi=rp-rf/
5.5 0.163823 -33.40215
5.5 0.092856 -59.21426
5.5 0.952063 -5.950369

spi=rp-rf/
0
-10
-20
-30
-40
-50
-60
-70

kotak

RELIANCE

HDFC

HDFC

spi=rp-rf/

mutual fund
kotak
RELIANCE
HDFC

rp
0.17021
0.01719
-0.17344

rf

tpi=rp-rf/
5.5
-5.236 1.22063017
5.5 0.001964 -2799.8089
5.5 0.393818 -14.139267

tpi=rp-rf/

0
kotak

-500

RELIANCE

HDFC

HDFC
tpi=rp-rf/