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PAK DATACOM Ltd

DATE
1-Jan-07
31-Jan-07
28-Feb-07
31-Mar-07
30-Apr-07
31-May-07
30-Jun-07
31-Jul-07
31-Aug-07
30-Sep-07
31-Oct-07
30-Nov-07
31-Dec-07
31-Jan-08
29-Feb-08
31-Mar-08
30-Apr-08
31-May-08
30-Jun-08
31-Jul-08
31-Aug-08
30-Sep-08
31-Oct-08
30-Nov-08
31-Dec-08
31-Jan-09
28-Feb-09
31-Mar-09
30-Apr-09
31-May-09
30-Jun-09
31-Jul-09
31-Aug-09
30-Sep-09
31-Oct-09
30-Nov-09
31-Dec-09
31-Jan-10
28-Feb-10
31-Mar-10
30-Apr-10
31-May-10

Stock Closing
Value
64
68.05
71.3
73.9
83.6
101.3
113
116.75
99
103.4
120
126.95
120
113.3
123.55
114
119
89
77.97
67.75
45.88
48.75
44.2
47.7
47
52
49.78
53.13
73.43
68.94
69.5
80.9
87.99
98.82
102.75
94.9
101
97.5
108
102.5
107.5
95

Monthly index
closing
dividend
Par value D0
10040.5
11272.33
0.5
10
11179.97
0.5
10
11271.59
0.5
10
12369.7
0.5
10
12961.26
0.5
10
12289.03
0.5
10
13738.87
0.5
10
12214.26
0.5
10
13351.79
0.5
10
14319.42
0.5
10
13998.52
0.5
10
14075.83
0.5
10
14017.01
0.6
10
14934.3
0.6
10
15125.29
0.6
10
15122.47
0.6
10
12130.51
0.6
10
12289.03
0.6
10
10583.58
0.6
10
9208.26
0.6
10
9179.68
0.6
10
9182.88
0.6
10
9187.1
0.6
10
5865.01
0.6
10
5377.42
0.8
10
5727.46
0.8
10
6860.22
0.8
10
7202.1
0.8
10
7276.61
0.8
10
7162.18
0.8
10
7720.93
0.8
10
8675.67
0.8
10
9349.68
0.8
10
9159.18
0.8
10
9206.21
0.8
10
9386.92
0.8
10
9614.19
0.7
10
9657.79
0.7
10
10178.43
0.7
10
10428.12
0.7
10
9326.42
0.7
10

Stock Return
5
5
5
5
5
5
5
5
5
5
5
5
6
6
6
6
6
6
6
6
6
6
6
6
8
8
8
8
8
8
8
8
8
8
8
8
7
7
7
7
7

0.14140625
0.121234386
0.106591865
0.198917456
0.2715311
0.164856861
0.077433628
-0.109207709
0.094949495
0.208897485
0.099583333
-0.015360378
-0.005833333
0.143424537
-0.028733306
0.096491228
-0.201680672
-0.056516854
-0.054123381
-0.234243542
0.193330427
0.02974359
0.214932127
0.111111111
0.276595745
0.111153846
0.228003214
0.53265575
0.047800626
0.124165941
0.279136691
0.186526576
0.214001591
0.12072455
0.001459854
0.14857745
0.034653465
0.179487179
0.013888889
0.117073171
-0.051162791

30-Jun-10
31-Jul-10
31-Aug-10
30-Sep-10
31-Oct-10
30-Nov-10
31-Dec-10

111.98
106.25
114
115
92.79
80.5
79.8

9721.91
10519.02
9813.05
10013.31
10598.4
11234.76
12022.46

0.7
0.7
0.7
0.7
0.7
0.7
0.7

10
10
10
10
10
10
10

7 0.252421053
7 0.011341311
7 0.138823529
7 0.070175439
7 -0.13226087
7 -0.057010454
7
0.07826087

Return

0.09365059

Risk

0.135228292

C.V

1.443966254

Beta

0.542284621

Portfolios

Correlation

Pak Datacom Ltd, Millat Tractor Ltd

0.58923479

Millat Tractor Ltd ,Attock Petroleum Ltd


Pak Datacom Ltd,Attock Petroleum Ltd

0.628444441
0.477934683

Return on Portfolios

Wa
0.25

0.3
0.3

0.25

Risk on Portfolio (S.D)

Pak Datacom Ltd, Millat Tractor Ltd

0.0710593

0.071085059

Millat Tractor Ltd ,Attock Petroleum Ltd

0.1059414

0.094002196

Pak Datacom Ltd,Attock Petroleum Ltd

0.0576767

0.080156085

0.1053233

0.116979236

3 Companies Portfolio Return


Pak Datacom Ltd, Millat Tractor Ltd,Attock
Petroleum Ltd

Millat Tractor Ltd

Market Return
0.122686121
-0.008193515
0.008195013
0.097422813
0.04782331
-0.051864556
0.117978392
-0.110970553
0.093131307
0.072471931
-0.022410126
0.005522727
-0.004178794
0.065441203
0.012788681
-0.000186443
-0.197848632
0.013067876
-0.138778244
-0.129948467
-0.003103735
0.000348596
0.000459551
-0.361603771
-0.083135408
0.065094413
0.197777025
0.049835136
0.010345594
-0.015725729
0.078013957
0.123656088
0.077689677
-0.020375029
0.005134739
0.019629142
0.024211349
0.004534963
0.053908814
0.024531288
-0.105647039

Date
1-Jan-07
31-Jan-07
28-Feb-07
31-Mar-07
30-Apr-07
31-May-07
30-Jun-07
31-Jul-07
31-Aug-07
30-Sep-07
31-Oct-07
30-Nov-07
31-Dec-07
31-Jan-08
29-Feb-08
31-Mar-08
30-Apr-08
31-May-08
30-Jun-08
31-Jul-08
31-Aug-08
30-Sep-08
31-Oct-08
30-Nov-08
31-Dec-08
31-Jan-09
28-Feb-09
31-Mar-09
30-Apr-09
31-May-09
30-Jun-09
31-Jul-09
31-Aug-09
30-Sep-09
31-Oct-09
30-Nov-09
31-Dec-09
31-Jan-10
28-Feb-10
31-Mar-10
30-Apr-10
31-May-10

Stock Closing Monthly index


Value
closing
282
294
286.1
275
300.25
342.45
331.5
330
315.5
302
282.5
281
270.5
271.4
287
297
292.5
265.25
266
236.01
224.9
229
163.92
163.92
133.91
169.83
189.28
179.42
254.64
292
279.24
294
307.57
399.61
355.06
336.02
379.8
399.85
472.64
455.06
509.99
469.99

10040.5
11272.33
11179.97
11271.59
12369.7
12961.26
12289.03
13738.87
12214.26
13351.79
14319.42
13998.52
14075.83
14017.01
14934.3
15125.29
15122.47
12130.51
12289.03
10583.58
9208.26
9179.68
9182.88
9187.1
5865.01
5377.42
5727.46
6860.22
7202.1
7276.61
7162.18
7720.93
8675.67
9349.68
9159.18
9206.21
9386.92
9614.19
9657.79
10178.43
10428.12
9326.42

Dividend Par value Do


2.2
2.2
2.2
2.2
2.2
2.2
2.2
2.2
2.2
2.2
2.2
2.2
3.5
3.5
3.5
3.5
3.5
3.5
3.5
3.5
3.5
3.5
3.5
3.5
4.75
4.75
4.75
4.75
4.75
4.75
4.75
4.75
4.75
4.75
4.75
4.75
6.75
6.75
6.75
6.75
6.75

10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10

22
22
22
22
22
22
22
22
22
22
22
22
35
35
35
35
35
35
35
35
35
35
35
35
47.5
47.5
47.5
47.5
47.5
47.5
47.5
47.5
47.5
47.5
47.5
47.5
67.5
67.5
67.5
67.5
67.5

0.042405339
0.08199109
-0.067113666
0.020407519
0.058431228
0.060043025
0.070112757

n Portfolio (S.D)

30-Jun-10
31-Jul-10
31-Aug-10
30-Sep-10
31-Oct-10
30-Nov-10
31-Dec-10

480.31
520.51
551.53
570.41
480.89
492.45
499.78

9721.91
10519.02
9813.05
10013.31
10598.4
11234.76
12022.46

6.75
6.75
6.75
6.75
6.75
6.75
6.75

Return
RISK
C.V
Beta

Wc

0.45
0.45

C.V

Beta

0.071085059

1.000362545

0.246525

0.094002196

0.887303787

0.436651

0.080156085

1.389749207

0.461269

0.116979236

1.110668125

0.572222

10
10
10
10
10
10
10

67.5
67.5
67.5
67.5
67.5
67.5
67.5

Attock Petroleum Ltd

Stock Return Market Return


0.120567376
0.047959184
0.038098567
0.171818182
0.213821815
0.032267484
0.061840121
0.022727273
0.026941363
0.008278146
0.072566372
0.040925267
0.13271719
0.186440678
0.156794425
0.102693603
0.026495726
0.134778511
0.018834586
0.101224524
0.173855047
-0.131353712
0.21351879
0.030441679
0.622955717
0.394217747
0.198858833
0.683981719
0.333254791
0.118972603
0.222962326
0.207721088
0.45368534
0.007382198
0.080155467
0.271650497
0.230516061
0.350856571
0.105619499
0.269041445
0.053922626

0.122686121
-0.008193515
0.008195013
0.097422813
0.04782331
-0.051864556
0.117978392
-0.110970553
0.093131307
0.072471931
-0.022410126
0.005522727
-0.004178794
0.065441203
0.012788681
-0.000186443
-0.197848632
0.013067876
-0.138778244
-0.129948467
-0.003103735
0.000348596
0.000459551
-0.361603771
-0.083135408
0.065094413
0.197777025
0.049835136
0.010345594
-0.015725729
0.078013957
0.123656088
0.077689677
-0.020375029
0.005134739
0.019629142
0.024211349
0.004534963
0.053908814
0.024531288
-0.105647039

Date
1-Jan-07
31-Jan-07
28-Feb-07
31-Mar-07
30-Apr-07
31-May-07
30-Jun-07
31-Jul-07
31-Aug-07
30-Sep-07
31-Oct-07
30-Nov-07
31-Dec-07
31-Jan-08
29-Feb-08
31-Mar-08
30-Apr-08
31-May-08
30-Jun-08
31-Jul-08
31-Aug-08
30-Sep-08
31-Oct-08
30-Nov-08
31-Dec-08
31-Jan-09
28-Feb-09
31-Mar-09
30-Apr-09
31-May-09
30-Jun-09
31-Jul-09
31-Aug-09
30-Sep-09
31-Oct-09
30-Nov-09
31-Dec-09
31-Jan-10
28-Feb-10
31-Mar-10
30-Apr-10
31-May-10

Stock Closing Monthly index


Value
closing
Dividend Par Value
387.25
10040.5
379.9
11272.33
1.6
10
377
11179.97
1.6
10
368.9
11271.59
1.6
10
395.9
12369.7
1.6
10
467
12961.26
1.6
10
501.35
12289.03
1.6
10
518.85
13738.87
1.6
10
510
12214.26
1.6
10
500
13351.79
1.6
10
561.75
14319.42
1.6
10
586.95
13998.52
1.6
10
569.05
14075.83
1.6
10
580
14017.01
2.2
10
553.55
14934.3
2.2
10
548
15125.29
2.2
10
542
15122.47
2.2
10
421.9
12130.51
2.2
10
432.28
12289.03
2.2
10
298
10583.58
2.2
10
267.99
9208.26
2.2
10
267.99
9179.68
2.2
10
206.66
9182.88
2.2
10
206.66
9187.1
2.2
10
144.35
5865.01
2.2
10
187.28
5377.42
2.5
10
234.45
5727.46
2.5
10
275.71
6860.22
2.5
10
292.55
7202.1
2.5
10
313.46
7276.61
2.5
10
318.51
7162.18
2.5
10
369.02
7720.93
2.5
10
385.49
8675.67
2.5
10
360.97
9349.68
2.5
10
334.17
9159.18
2.5
10
334.58
9206.21
2.5
10
347.62
9386.92
2.5
10
353.61
9614.19
3.2
10
354.89
9657.79
3.2
10
355.08
10178.43
3.2
10
351.97
10428.12
3.2
10
300.95
9326.42
3.2
10

0.165577991
0.224230185
0.189275902
0.15661886
-0.038603811
0.164403502
0.151954513

0.042405339
0.08199109
-0.067113666
0.020407519
0.058431228
0.060043025
0.070112757

30-Jun-10
31-Jul-10
31-Aug-10
30-Sep-10
31-Oct-10
30-Nov-10
31-Dec-10

0.158822164

Return

0.152357757

Risk

0.95929783

C.V

0.369844589

Beta

289.75
317.61
309.99
340.56
297.47
324.38
334.52

9721.91
10519.02
9813.05
10013.31
10598.4
11234.76
12022.46

3.2
3.2
3.2
3.2
3.2
3.2
3.2

10
10
10
10
10
10
10

DO

Stock Return Market Return


16
16
16
16
16
16
16
16
16
16
16
16
22
22
22
22
22
22
22
22
22
22
22
22
25
25
25
25
25
25
25
25
25
25
25
25
32
32
32
32
32

0.022336992
0.034482759
0.020954907
0.116562754
0.220005052
0.107815846
0.066819587
0.013780476
0.011764706
0.1555
0.073342234
-0.00323707
0.057903523
-0.00767241
0.029717279
0.02919708
-0.18099631
0.076748045
-0.25973906
-0.02687919
0.082092615
-0.14675921
0.106455047
-0.19505468
0.47059231
0.385358821
0.282618895
0.151753654
0.156930439
0.095865501
0.237072619
0.112378733
0.001245168
-0.00498656
0.076039142
0.113694782
0.109286002
0.094114985
0.090704162
0.081361947
-0.0540387

0.122686121
-0.008193515
0.008195013
0.097422813
0.04782331
-0.051864556
0.117978392
-0.110970553
0.093131307
0.072471931
-0.022410126
0.005522727
-0.004178794
0.065441203
0.012788681
-0.000186443
-0.197848632
0.013067876
-0.138778244
-0.129948467
-0.003103735
0.000348596
0.000459551
-0.361603771
-0.083135408
0.065094413
0.197777025
0.049835136
0.010345594
-0.015725729
0.078013957
0.123656088
0.077689677
-0.020375029
0.005134739
0.019629142
0.024211349
0.004534963
0.053908814
0.024531288
-0.105647039

32
32
32
32
32
32
32

0.069114471
0.20659189
0.076760807
0.201845221
-0.03256401
0.198036777
0.129909366

0.076142237
0.129543867
1.701340431
0.723773151

0.042405339
0.08199109
-0.067113666
0.020407519
0.058431228
0.060043025
0.070112757