PSMCL

Date Close Price Return Market Price

1-Jan-15 155.47 25608.849609

2-Jan-15 157 0.0097930184 25962.179688
3-Jan-15 157 0 26046.710938
6-Jan-15 164.25 0.045143852 26169.830078
7-Jan-15 165.66 0.0085478378 26259.570312
8-Jan-15 164.25 -0.0085478378 26341.080078
9-Jan-15 163.56 -0.0042097619 26373.240234
10-Jan-15 165.97 0.0146271536 26488.320312
13-Jan-15 167.7 0.0103696197 26590.689453
15-Jan-15 167.52 -0.0010739217 26761.779297
16-Jan-15 165.48 -0.0122524055 26730.240234
17-Jan-15 167.35 0.0112370861 26913.849609
20-Jan-15 166.35 -0.0059934252 27000.949219
21-Jan-15 164.84 -0.009118696 27104.699219
22-Jan-15 163.28 -0.009508788 27015.119141
23-Jan-15 163 -0.0017163177 27064.339844
24-Jan-15 162.86 -0.0008592648 27002.890625
27-Jan-15 159.85 -0.0186550605 26670.599609
28-Jan-15 166.6 0.0413598542 26653.730469
29-Jan-15 163.36 -0.0196393753 26595.630859
30-Jan-15 163.04 -0.0019607849 26607.640625
31-Jan-15 164.45 0.0086110032 26784.339844
3-Feb-15 164.15 -0.0018259287 26946.099609
4-Feb-15 167.15 0.0181109689 26751.449219
6-Feb-15 164.71 -0.0147052611 26862.509766
7-Feb-15 163.83 -0.005357047 26681.779297
10-Feb-15 159.98 -0.0237804974 26255.210938
11-Feb-15 161.62 0.0101990934 26240.410156
12-Feb-15 163.33 0.0105247933 26677.269531
13-Feb-15 161.37 -0.0120728291 26541.259766
14-Feb-15 159.5 -0.0116559427 26394.130859
17-Feb-15 156.26 -0.0205226357 26003.890625
18-Feb-15 153.5 -0.0178207195 25884.380859
19-Feb-15 154.1 0.0039011753 25686.929688
20-Feb-15 151 -0.0203219055 25506.800781
21-Feb-15 158.55 0.0487901642 25603.349609
24-Feb-15 159.25 0.0044052935 25773.810547
25-Feb-15 153.42 -0.0372960359 25559.609375
26-Feb-15 153.87 0.0029288315 25500.5
27-Feb-15 152.01 -0.0121617819 25478.929688
28-Feb-15 159.06 0.0453351814 25783.279297
3-Mar-15 158.1 -0.0060537453 25853.539062
4-Mar-15 165.69 0.0468908284 26209.380859
5-Mar-15 160.13 -0.0341325872 26521.990234
6-Mar-15 160.6 0.0029308162 26842.529297
7-Mar-15 165.06 0.0273922427 26892.230469
10-Mar-15 169.61 0.0271926397 27176.259766
11-Mar-15 178.09 0.0487873566 27309.019531
12-Mar-15 186.99 0.048766099 27115.199219
13-Mar-15 196.33 0.0487417774 27083.119141
14-Mar-15 203.16 0.034196929 27124.470703
17-Mar-15 212.38 0.044383277 27229.099609
18-Mar-15 203.78 -0.0413361424 27246.970703
19-Mar-15 197.43 -0.0316568894 27258.679688
20-Mar-15 194.71 -0.013872819 27148.519531
21-Mar-15 190.19 -0.0234876996 26765.490234
24-Mar-15 182.45 -0.0415474096 26391.410156
25-Mar-15 182.07 -0.0020849344 26670.140625
26-Mar-15 183.55 0.0080958814 26821.919922
27-Mar-15 187.16 0.0194767561 27165.490234
28-Mar-15 196.51 0.0487494546 27116.130859
31-Mar-15 204.31 0.0389251277 27159.910156
1-Apr-15 203.9 -0.0020087707 27565.5
2-Apr-15 202.18 -0.0084712879 27932.019531
3-Apr-15 198.15 -0.0201340701 28336.359375
4-Apr-15 202.04 0.019441378 28408.029297
7-Apr-15 207.09 0.0246877838 28578.960938
8-Apr-15 211.02 0.0187994343 28653.369141
9-Apr-15 221.57 0.0487856509 28941.009766
10-Apr-15 223.03 0.0065677249 29250.539062
11-Apr-15 217.63 -0.0245099184 29249.439453
14-Apr-15 221.71 0.0185738485 29094.119141
15-Apr-15 218.73 -0.0135321291 29095.769531
16-Apr-15 222.66 0.0178078518 29458.150391
17-Apr-15 227.75 0.0226025918 29350.339844
18-Apr-15 218.88 -0.0397249017 29069.929688
21-Apr-15 214.13 -0.0219403272 28878.769531
22-Apr-15 214.76 0.0029378183 29191.839844
23-Apr-15 212.01 -0.0128876822 28717.189453
24-Apr-15 216.71 0.0219266109 28786.740234
25-Apr-15 216.4 -0.0014315073 28850.080078
28-Apr-15 216.73 0.0015237922 28691.619141
29-Apr-15 211.8 -0.023009906 28436.589844
30-Apr-15 211.5 -0.0014174347 28912.980469
2-May-15 200.93 -0.0512684098 28921.130859
5-May-15 190.89 -0.0512592428 28629.630859
6-May-15 189.24 -0.0086812951 28383.199219
7-May-15 188.98 -0.0013748614 28330.029297
8-May-15 191.56 0.0135598861 28511.019531
9-May-15 190.81 -0.0039229069 28494.539062
12-May-15 192.89 0.0108419097 28343.880859
13-May-15 193.06 0.0008809432 28411.490234
14-May-15 195.07 0.0103574471 28528.189453
15-May-15 200.6 0.027954407 28843.019531
16-May-15 200.11 -0.0024456602 28883.330078
19-May-15 200.9 0.0039400565 28951.380859
20-May-15 200.01 -0.0044399065 28842.919922
21-May-15 200.47 0.0022972443 28760.119141
22-May-15 208.75 0.0404727541 28741.550781
23-May-15 205.79 -0.0142811324 28756
26-May-15 214.91 0.0433631045 29020.480469
27-May-15 212.22 -0.0125958634 29048.210938
28-May-15 214.96 0.0128284919 28987.320312
29-May-15 216.64 0.0077850254 29543.580078
30-May-15 214.44 -0.0102070108 29737.689453
2-Jun-15 218.67 0.0195337651 29789.849609
3-Jun-15 215.66 -0.0138606506 29504.980469
4-Jun-15 215.31 -0.0016242433 29452.230469
5-Jun-15 216.8 0.0068964195 29417.199219
6-Jun-15 215.97 -0.0038357604 29509.109375
9-Jun-15 213.72 -0.0104727621 29472.519531
10-Jun-15 213.61 -0.0005148246 29540.720703
11-Jun-15 223.99 0.0474494855 29783.300781
12-Jun-15 220.79 -0.0143893845 29766.380859
13-Jun-15 226.36 0.0249146288 29730.859375
16-Jun-15 237.67 0.0487565046 29651.039062
17-Jun-15 249.55 0.048776139 29324.599609
18-Jun-15 238.91 -0.0435723839 29157.980469
19-Jun-15 244.5 0.0231283969 28674.369141
20-Jun-15 256.58 0.0482251979 28691.839844
23-Jun-15 255.37 -0.0047270329 28999.029297
 24-Jun-15 265.84 0.0401811502 29057.439453
25-Jun-15 260.25 -0.0212519166 28981.339844
26-Jun-15 273.09 0.0481587037 29188.529297
27-Jun-15 271.38 -0.0062813585 29343.759766
30-Jun-15 273.89 0.0092065132 29652.529297
1-Jul-15 287.11 0.0471388517 29701.580078
2-Jul-15 284.14 -0.0103983431 29676.800781
3-Jul-15 285.68 0.0054052288 29697.789062
4-Jul-15 280.86 -0.0170159787 29619.839844
7-Jul-15 271.32 -0.0345573885 29528.960938
8-Jul-15 273.8 0.0090989768 29497.570312
9-Jul-15 267.83 -0.022045462 29477.289062
10-Jul-15 269.74 0.0071060812 29353.119141
11-Jul-15 271.28 0.0056929657 29318.060547
14-Jul-15 284.2 0.0465267178 29705.070312
15-Jul-15 280.21 -0.0141388936 29683.970703
16-Jul-15 290.65 0.0365804721 29776.169922
17-Jul-15 292.25 0.0054898062 30177.109375
18-Jul-15 289.06 -0.0109753213 30224.890625
21-Jul-15 283.49 -0.0194574298 30413.230469
22-Jul-15 284.82 0.0046805526 30402.089844
23-Jul-15 283.94 -0.0030944536 30465.429688
24-Jul-15 281.08 -0.0101236219 30474.75
28-Jul-15 285.24 0.0146916048 30314.070312
4-Aug-15 282.18 -0.010785766 29647.830078
5-Aug-15 280.18 -0.0071129114 29676.410156
6-Aug-15 278.72 -0.0052245601 29382.970703
7-Aug-15 280.18 0.0052245601 29537.039062
8-Aug-15 281.55 0.0048777979 29380.5
11-Aug-15 267.48 -0.0512652545 28071.410156
12-Aug-15 254.8 -0.0485658735 28304.5
13-Aug-15 259.28 0.0174296351 28505.550781
15-Aug-15 265.85 0.0250236811 28917.75
18-Aug-15 271.63 0.0215086062 28852.150391
19-Aug-15 259.1 -0.0472267586 28630.119141
20-Aug-15 260.94 0.0070764083 28664.839844
21-Aug-15 268.64 0.0290816975 28865.25
22-Aug-15 264.99 -0.0136801039 28871.75
25-Aug-15 258.71 -0.0239843462 28519.339844
26-Aug-15 247.2 -0.0455100177 28243.589844
27-Aug-15 234.84 -0.0512932944 27811.349609
28-Aug-15 228.63 -0.0267994548 27774.429688
29-Aug-15 238.67 0.0429768683 28567.740234
 1-Sep-15 238.05 -0.002601109 28493.740234
2-Sep-15 249.95 0.0487801622 29260.289062
3-Sep-15 262.44 0.0487615866 29595.550781
4-Sep-15 265.6 0.0119689331 29604.300781
5-Sep-15 267.32 0.006455025 29513.779297
8-Sep-15 271.91 0.0170246865 29585.599609
9-Sep-15 284.68 0.0458946132 29728.910156
10-Sep-15 284.6 -0.0002810568 29691.310547
11-Sep-15 288.52 0.013679722 29858.369141
12-Sep-15 281.41 -0.024951727 30044.890625
15-Sep-15 277.43 -0.0142440315 30070.130859
16-Sep-15 277.28 -0.0005408231 30180.300781
17-Sep-15 280.94 0.0131132974 30136.570312
18-Sep-15 286.36 0.0191086371 30094.160156
19-Sep-15 284.86 -0.005251929 30015.800781
22-Sep-15 284.44 -0.0014754965 29993.869141
23-Sep-15 289.7 0.0183235698 30143.769531
24-Sep-15 292.71 0.010336453 30095.800781
25-Sep-15 288 -0.0162218777 29940.269531
26-Sep-15 283.17 -0.0169130561 29705.650391
29-Sep-15 278.06 -0.0182105063 29383.130859
30-Sep-15 284.28 0.0221227502 29726.390625
1-Oct-15 289.8 0.0192313619 29996.609375
2-Oct-15 290.13 0.0011380685 30071.580078
3-Oct-15 290.14 3.446671E-005 30103.230469
9-Oct-15 296.75 0.0225264684 29978.939453
10-Oct-15 311.58 0.0487660936 30158.630859
13-Oct-15 327.15 0.0487626542 30394.410156
14-Oct-15 316.37 -0.0335063666 30355.220703
15-Oct-15 319.28 0.009156046 30120.990234
16-Oct-15 320.43 0.003595383 29982.449219
17-Oct-15 308.27 -0.0386878214 29883.099609
20-Oct-15 293.48 -0.0491665285 29711.119141
21-Oct-15 303.97 0.0351195185 29694.269531
22-Oct-15 319.16 0.0487635321 29940.390625
23-Oct-15 318.77 -0.0012227048 30025.130859
24-Oct-15 306.7 -0.0385997685 30098.490234
27-Oct-15 306.05 -0.0021215838 30238.960938
28-Oct-15 321.35 0.0487823845 30225.619141
29-Oct-15 309.78 -0.0366685037 30113.240234
30-Oct-15 325.26 0.0487624944 30204.089844
31-Oct-15 340.81 0.0467002747 30376.529297
5-Nov-15 357.85 0.0487887669 30593.310547
 6-Nov-15 375.73 0.0487568962 30663.779297
7-Nov-15 384.18 0.0222403924 30930.039062
10-Nov-15 392 0.020150647 31281.830078
11-Nov-15 392.3 0.0007650134 31303.630859
12-Nov-15 391.63 -0.0017093367 31629.199219
13-Nov-15 373.82 -0.0465431184 31441.820312
14-Nov-15 357.6 -0.0443593548 31344.070312
17-Nov-15 361.98 0.0121739184 31702.789062
18-Nov-15 379.24 0.0465802884 32006.400391
19-Nov-15 365.12 -0.0379431834 31756.289062
20-Nov-15 369.68 0.0124116999 31239.039062
21-Nov-15 381.89 0.0324948425 31494.839844
24-Nov-15 369.35 -0.033387905 31316.960938
25-Nov-15 371.28 0.005211791 31223.740234
26-Nov-15 376.73 0.0145722556 31454.470703
27-Nov-15 370.17 -0.0175663909 31270.099609
28-Nov-15 375.85 0.015227768 31197.980469
1-Dec-15 391.55 0.0409230936 31299.720703
2-Dec-15 393.97 0.0061615431 31680.720703
3-Dec-15 407.08 0.0327349621 31872.730469
4-Dec-15 390.14 -0.0425040773 32090.929688
5-Dec-15 380.45 -0.0251508864 32148.779297
8-Dec-15 397.57 0.0440162566 32010.330078
9-Dec-15 397.76 0.0004777891 32084.160156
10-Dec-15 379.82 -0.046151352 31781.650391
11-Dec-15 374.48 -0.0141590593 31779.75
12-Dec-15 357.76 -0.0456760265 31589.820312
15-Dec-15 362.39 0.0128586094 31690.099609
16-Dec-15 344.28 -0.0512657002 30876.279297
17-Dec-15 329.55 -0.0437271923 30667.140625
18-Dec-15 345 0.0458163295 30827.449219
19-Dec-15 362.25 0.0487901642 31011.150391
22-Dec-15 379.57 0.0467044519 31491.619141
23-Dec-15 383.14 0.0093614246 31750.380859
24-Dec-15 383.31 0.0004436036 32000.009766
26-Dec-15 378.68 -0.01215254 31993.01
29-Dec-15 381.48 0.0073669035 31906.74
30-Dec-15 375.97 -0.0145490717 31953.900391
31-Dec-15 371.12 -0.0129838925 32131.279297
Expected Return 0.003551317

Variance 0.000722109

S.D 0.0268720851

Covariance:

PSMCL/OGDCL 0.9222867746

Correlation:

PSMCL/OGDCL 0.0200136982

BETA 1.4782343143

CAPM -3.3011758848

PSMCL
2
1.4782343143

0.003551317 0.000722109 0.0268720851

0
0.5 1 1.5 2 2.5 3 3.5 4 4.5 5 5.5

-1

-2

-3 -3.3011758848

-4
 OGDCL

Returns Date Close Price Return

1-Jan-15 279.6
0.013702872 2-Jan-15 282.42 0.010035314
0.003250649 3-Jan-15 283.82 0.00494491
0.0047157229 6-Jan-15 285.31 0.005236074
0.0034232824 7-Jan-15 285.61 0.001050935
0.0030991948 8-Jan-15 286.13 0.001819009
0.0012201679 9-Jan-15 287.74 0.005611042
0.0043540243 10-Jan-15 287 -0.002575079
0.0038572411 13-Jan-15 287.83 0.002887812
0.00641359 15-Jan-15 287.84 3.47421E-005
-0.0011792064 16-Jan-15 287 -0.002922554
0.0068454919 17-Jan-15 286.93 -0.000243932
0.0032310122 20-Jan-15 285.55 -0.004821138
0.0038350941 21-Jan-15 285.04 -0.001787624
-0.0033104383 22-Jan-15 279.91 -0.018161398
0.001820311 23-Jan-15 280.25 0.001213939
-0.002273068 24-Jan-15 279.53 -0.002572441
-0.0123821 27-Jan-15 274.89 -0.016738604
-0.0006326996 28-Jan-15 272.94 -0.007119027
-0.002182172 29-Jan-15 271.27 -0.006137356
0.0004514672 30-Jan-15 271.38 0.000405418
0.0066189665 31-Jan-15 272.54 0.00426534
0.0060211774 3-Feb-15 274.27 0.00632763
-0.0072499117 4-Feb-15 272.79 -0.005410754
0.0041429772 6-Feb-15 274.6 0.006613225
-0.0067507164 7-Feb-15 273.36 -0.004525886
-0.0161164279 10-Feb-15 268.11 -0.019392264
-0.0005638864 11-Feb-15 267.53 -0.002165634
0.0165112795 12-Feb-15 274.1 0.024261294
-0.0051113799 13-Feb-15 267.99 -0.022543337
-0.005558825 14-Feb-15 268.04 0.000186557
-0.0148955032 17-Feb-15 267.35 -0.002577562
-0.0046064351 18-Feb-15 267.45 0.000373972
-0.0076574411 19-Feb-15 265.1 -0.00882552
-0.0070371762 20-Feb-15 263.27 -0.006926992
 0.0037780731 21-Feb-15 262.74 -0.002015171
0.0066356943 24-Feb-15 263.76 0.003874649
-0.0083455346 25-Feb-15 262.27 -0.005665091
-0.0023152869 26-Feb-15 259.57 -0.010348092
-0.000846236 27-Feb-15 258.24 -0.005137031
0.0118743687 28-Feb-15 262.45 0.016171203
0.0027213066 3-Mar-15 262.57 0.000457125
0.0136698955 4-Mar-15 263.72 0.004370221
0.0118568143 5-Mar-15 265.79 0.007818589
0.0120133347 6-Mar-15 266.85 0.003980179
0.001849871 7-Mar-15 268.84 0.007429704
0.0105063747 10-Mar-15 272.03 0.011795947
0.0048732439 11-Mar-15 272.93 0.003302998
-0.0071226059 12-Mar-15 268.9 -0.014875789
-0.0011838036 13-Mar-15 268.97 0.000260286
0.0015256745 14-Mar-15 270.46 0.005524364
0.0038499416 17-Mar-15 269.4 -0.003926949
0.0006561081 18-Mar-15 269.29 -0.000408398
0.000429643 19-Mar-15 268.74 -0.002044496
-0.0040494754 20-Mar-15 263.55 -0.019501266
-0.0142091357 21-Mar-15 251.89 -0.045250619
-0.0140747956 24-Mar-15 247.07 -0.019320787
0.0105060266 25-Mar-15 250.7 0.014585308
0.0056748498 26-Mar-15 249.09 -0.006442728
0.0127279656 27-Mar-15 250.26 0.0046861
-0.0018186409 28-Mar-15 247.47 -0.011211015
0.0016132093 31-Mar-15 241.13 -0.025953155
0.0148229961 1-Apr-15 246.59 0.022390831
0.0132086934 2-Apr-15 253.14 0.026215657
0.0143720794 3-Apr-15 259.15 0.023464349
0.0025260633 4-Apr-15 259.19 0.000154339
0.0059989886 7-Apr-15 262.18 0.011469907
0.0026002172 8-Apr-15 261.51 -0.002558767
0.0099885795 9-Apr-15 263.85 0.008908236
0.0106383907 10-Apr-15 265.83 0.007476247
-3.7593484E-005 11-Apr-15 266.08 0.000940009
-0.0053243471 14-Apr-15 266.4 0.001201923
5.6724288E-005 15-Apr-15 261.8 -0.017418085
0.0123778387 16-Apr-15 260.9 -0.003443661
-0.0036665001 17-Apr-15 260.17 -0.002801929
-0.0095998294 18-Apr-15 256.46 -0.014362556
-0.006597589 21-Apr-15 253.36 -0.012161305
0.010782506 22-Apr-15 253.3 -0.000236845
-0.0163933337 23-Apr-15 251.64 -0.006575062
0.0024189935 24-Apr-15 254.37 0.010790405
0.002197896 25-Apr-15 258.74 0.017033797
-0.0055077045 28-Apr-15 256.68 -0.007993524
-0.0089283734 29-Apr-15 253.24 -0.013492517
0.0166139547 30-Apr-15 252.24 -0.00395664
0.0002818541 2-May-15 252.51 0.001069837
-0.010130274 5-May-15 253.59 0.004267938
-0.0086448322 6-May-15 252.71 -0.003476203
-0.0018750453 7-May-15 253.07 0.001423544
0.0063683148 8-May-15 254.72 0.006498772
-0.0005782057 9-May-15 254.23 -0.001925534
-0.0053012929 12-May-15 251.86 -0.009365992
0.0023824849 13-May-15 251.98 0.000476342
0.004099053 14-May-15 250.62 -0.005411872
0.0109753043 15-May-15 251.07 0.001793937
0.0013966084 16-May-15 248.76 -0.009243208
0.0023532862 19-May-15 250.21 0.005811989
-0.0037533481 20-May-15 245 -0.021042355
-0.0028748774 21-May-15 244.74 -0.001061788
-0.0006458373 22-May-15 245.12 0.001551464
0.0005026029 23-May-15 247.03 0.0077619
0.0091553627 26-May-15 248.05 0.004120552
0.000955092 27-May-15 247.35 -0.002826001
-0.002098392 28-May-15 243.69 -0.014907412
0.0190079603 29-May-15 249.64 0.024122954
0.0065487824 30-May-15 248.58 -0.004255155
0.0017524719 2-Jun-15 248.55 -0.000120693
-0.0096086398 3-Jun-15 244.45 -0.016633244
-0.0017894338 4-Jun-15 245.6 0.004693407
-0.001190134 5-Jun-15 247.96 0.009563247
0.0031194973 6-Jun-15 250.71 0.01102945
-0.0012407202 9-Jun-15 248.67 -0.008170176
0.0023113865 10-Jun-15 246.21 -0.009941886
0.0081781856 11-Jun-15 249.96 0.015116075
-0.0005682624 12-Jun-15 248.78 -0.004731933
-0.001194055 13-Jun-15 247.49 -0.005198795
-0.0026883735 16-Jun-15 246.55 -0.003805364
-0.0110704282 17-Jun-15 242.33 -0.017264379
-0.005698093 18-Jun-15 240.64 -0.006998393
-0.0167249854 19-Jun-15 239.74 -0.003747038
0.0006090939 20-Jun-15 240.74 0.00416251
0.0106496006 23-Jun-15 241.49 0.003110551
 0.0020121849 24-Jun-15 241.4 -0.000372756
-0.0026223726 25-Jun-15 240.83 -0.002364018
0.0071236306 26-Jun-15 244.91 0.016799506
0.0053041094 27-Jun-15 254.27 0.037505898
0.0104675177 30-Jun-15 261.28 0.027195935
0.0016528187 1-Jul-15 263.19 0.007283576
-0.0008346236 2-Jul-15 262.81 -0.001444867
0.0007069786 3-Jul-15 261.43 -0.005264776
-0.0026281989 4-Jul-15 259.82 -0.006177478
-0.0030728933 7-Jul-15 260.04 0.000846382
-0.0010636108 8-Jul-15 260.01 -0.000115374
-0.0006877931 9-Jul-15 260.34 0.001268377
-0.0042212899 10-Jul-15 260.65 0.001190042
-0.0011950875 11-Jul-15 260.02 -0.00241996
0.0131140218 14-Jul-15 261.98 0.007509614
-0.0007105557 15-Jul-15 265 0.011461661
0.0031012134 16-Jul-15 265.96 0.003616096
0.0133752627 17-Jul-15 267.62 0.006222142
0.0015821085 18-Jul-15 270.14 0.009372279
0.0062119487 21-Jul-15 275.15 0.01837606
-0.0003663756 22-Jul-15 274.66 -0.001782434
0.002081237 23-Jul-15 276 0.004866897
0.000305884 24-Jul-15 277.52 0.005492137
-0.0052865004 28-Jul-15 275.76 -0.00636208
-0.0222230333 4-Aug-15 266.71 -0.033368996
0.0009635212 5-Aug-15 269.02 0.0086238
-0.0099371806 6-Aug-15 265.06 -0.014829511
0.0052297585 7-Aug-15 266.11 0.003953542
-0.0053138482 8-Aug-15 265.18 -0.003500916
-0.0455795627 11-Aug-15 253.05 -0.046821743
0.0082691764 12-Aug-15 256.37 0.013034616
0.0070780299 13-Aug-15 258.2 0.007112765
0.0143567609 15-Aug-15 260.36 0.00833081
-0.0022710663 18-Aug-15 259.04 -0.005082799
-0.0077252466 19-Aug-15 260.53 0.005735528
0.0012119987 20-Aug-15 259.07 -0.005619722
0.0069671703 21-Aug-15 261.85 0.010673525
0.0002251589 22-Aug-15 260.68 -0.004478219
-0.0122811602 25-Aug-15 254.43 -0.024267852
-0.0097159245 26-Aug-15 251.61 -0.011145479
-0.015422327 27-Aug-15 249.45 -0.008621775
-0.0013283947 28-Aug-15 251.1 0.006592772
0.0281623153 29-Aug-15 260.94 0.03843923
-0.0025936951 1-Sep-15 258.69 -0.008660062
0.0265468524 2-Sep-15 265.16 0.024702984
0.011392764 3-Sep-15 270.34 0.019347009
0.0002956089 4-Sep-15 270.05 -0.001073299
-0.0030623983 5-Sep-15 269.81 -0.000889119
0.0024304942 8-Sep-15 270.35 0.001999408
0.004832235 9-Sep-15 271.75 0.00516511
-0.0012655495 10-Sep-15 271.71 -0.000147205
0.0056107449 11-Sep-15 270.07 -0.006054136
0.0062274436 12-Sep-15 273.9 0.014081892
0.0008397314 15-Sep-15 273.54 -0.001315213
0.0036570707 16-Sep-15 267.68 -0.021655626
-0.0014500247 17-Sep-15 263.04 -0.017486125
-0.0014082566 18-Sep-15 261.27 -0.006751756
-0.0026072025 19-Sep-15 259.67 -0.006142761
-0.0007309369 22-Sep-15 260.16 0.001885232
0.004985254 23-Sep-15 259.33 -0.003195444
-0.0015925997 24-Sep-15 253.24 -0.023763726
-0.0051812718 25-Sep-15 250.74 -0.00992111
-0.0078671048 26-Sep-15 249.92 -0.003275679
-0.0109165472 29-Sep-15 245.6 -0.01743667
0.0116144951 30-Sep-15 247.06 0.005927026
0.0090491299 1-Oct-15 250.56 0.014067191
0.0024961878 2-Oct-15 252.19 0.006484359
0.0010519483 3-Oct-15 254.2 0.007938587
-0.0041373736 9-Oct-15 247.62 -0.026226046
0.0059760293 10-Oct-15 246.11 -0.006116723
0.0077875689 13-Oct-15 244.93 -0.004806135
-0.0012901958 14-Oct-15 242.37 -0.010506971
-0.0077462406 15-Oct-15 237.08 -0.022067847
-0.0046100943 16-Oct-15 235.14 -0.008216555
-0.0033190943 17-Oct-15 234.74 -0.001702563
-0.0057717325 20-Oct-15 234.23 -0.00217498
-0.0005672755 21-Oct-15 231.84 -0.01025606
0.0082543437 22-Oct-15 234.02 0.009359103
0.0028263005 23-Oct-15 233.46 -0.002395826
0.0024402859 24-Oct-15 235.1 0.007000199
0.004656178 27-Oct-15 234.01 -0.004647106
-0.0004413095 28-Oct-15 233.33 -0.002910089
-0.0037249308 29-Oct-15 231.65 -0.007226149
0.0030123906 30-Oct-15 227.77 -0.016891264
0.0056929071 31-Oct-15 228.04 0.001184704
0.0071111279 5-Nov-15 229.62 0.006904717
 0.0023007551 6-Nov-15 221.6 -0.035551814
0.008645719 7-Nov-15 225.02 0.015315332
0.0113095707 10-Nov-15 236.27 0.048785932
0.0006966724 11-Nov-15 237.58 0.00552919
0.0103466272 12-Nov-15 240.94 0.014043531
-0.005941856 13-Nov-15 237.06 -0.016234666
-0.0031137594 14-Nov-15 231.97 -0.021705221
0.0113795556 17-Nov-15 232.01 0.000172421
0.009531235 18-Nov-15 233.15 0.004901549
-0.0078451086 19-Nov-15 232.82 -0.0014164
-0.0164222218 20-Nov-15 232.16 -0.002838834
0.0081551533 21-Nov-15 231.35 -0.003495074
-0.0056638842 24-Nov-15 230.47 -0.003811013
-0.0029811234 25-Nov-15 228.32 -0.009372548
0.0073624154 26-Nov-15 228.11 -0.000920185
-0.0058787688 27-Nov-15 224.18 -0.017378668
-0.0023089928 28-Nov-15 213.1 -0.050687761
0.0032558101 1-Dec-15 207.03 -0.028897829
0.0120991419 2-Dec-15 214.15 0.033812994
0.0060424838 3-Dec-15 218.67 0.02088704
0.006822626 4-Dec-15 219.84 0.005336265
0.001801055 5-Dec-15 217.83 -0.009185067
-0.0043158153 8-Dec-15 215.66 -0.010011849
0.0023037896 9-Dec-15 217.01 0.006240342
-0.0094733638 10-Dec-15 215.26 -0.008096836
-0.000059797 11-Dec-15 216.27 0.004681027
-0.0059943678 12-Dec-15 213.41 -0.013312429
0.0031693903 15-Dec-15 213.21 -0.000937603
-0.0260160881 16-Dec-15 202.56 -0.051241457
-0.0067964854 17-Dec-15 200.35 -0.010970302
0.0052137581 18-Dec-15 201.23 0.004382695
0.0059413283 19-Dec-15 204.61 0.016657196
0.0153746216 22-Dec-15 209.52 0.023713472
0.0081832694 23-Dec-15 213.49 0.018770793
0.0078314872 24-Dec-15 214.33 0.00392689
-0.0002187665 26-Dec-15 212.12 -0.010364731
-0.0027001687 29-Dec-15 209.67 -0.011617286
0.0014769786 30-Dec-15 205 -0.022524887
0.0055357373 31-Dec-15 205.87 0.004234922
 Market Return
0.0009260898 -0.001249449

0.000182662

0.013515234

1.126636953

-1.202007684

OGDCL
1.5
1.1266369527
1

0.5

4.5 5 5.5 -0.0012494494 0.0001826616 0.0135152343

0
0.5 1 1.5 2 2.5 3 3.5 4 4.5

-0.5

-1 -1.20
-3.3011758848
-1.5
Market Price Returns

25608.849609
25962.179688 0.013702872
26046.710938 0.003250649
26169.830078 0.0047157229
26259.570312 0.0034232824
26341.080078 0.0030991948
26373.240234 0.0012201679
26488.320312 0.0043540243
26590.689453 0.0038572411
26761.779297 0.00641359
26730.240234 -0.0011792064
26913.849609 0.0068454919
27000.949219 0.0032310122
27104.699219 0.0038350941
27015.119141 -0.0033104383
27064.339844 0.001820311
27002.890625 -0.002273068
26670.599609 -0.0123821
26653.730469 -0.0006326996
26595.630859 -0.002182172
26607.640625 0.0004514672
26784.339844 0.0066189665
26946.099609 0.0060211774
26751.449219 -0.0072499117
26862.509766 0.0041429772
26681.779297 -0.0067507164
26255.210938 -0.0161164279
26240.410156 -0.0005638864
26677.269531 0.0165112795
26541.259766 -0.0051113799
26394.130859 -0.005558825
26003.890625 -0.0148955032
25884.380859 -0.0046064351
25686.929688 -0.0076574411
25506.800781 -0.0070371762
25603.349609 0.0037780731
25773.810547 0.0066356943
25559.609375 -0.0083455346
25500.5 -0.0023152869
25478.929688 -0.000846236
25783.279297 0.0118743687
25853.539062 0.0027213066
26209.380859 0.0136698955
26521.990234 0.0118568143
26842.529297 0.0120133347
26892.230469 0.001849871
27176.259766 0.0105063747
27309.019531 0.0048732439
27115.199219 -0.0071226059
27083.119141 -0.0011838036
27124.470703 0.0015256745
27229.099609 0.0038499416
27246.970703 0.0006561081
27258.679688 0.000429643
27148.519531 -0.0040494754
26765.490234 -0.0142091357
26391.410156 -0.0140747956
26670.140625 0.0105060266
26821.919922 0.0056748498
27165.490234 0.0127279656
27116.130859 -0.0018186409
27159.910156 0.0016132093
27565.5 0.0148229961
27932.019531 0.0132086934
28336.359375 0.0143720794
28408.029297 0.0025260633
28578.960938 0.0059989886
28653.369141 0.0026002172
28941.009766 0.0099885795
29250.539062 0.0106383907
29249.439453 -3.759348E-005
29094.119141 -0.0053243471
29095.769531 5.672429E-005
29458.150391 0.0123778387
29350.339844 -0.0036665001
29069.929688 -0.0095998294
28878.769531 -0.006597589
29191.839844 0.010782506
28717.189453 -0.0163933337
28786.740234 0.0024189935
28850.080078 0.002197896
28691.619141 -0.0055077045
28436.589844 -0.0089283734
28912.980469 0.0166139547
28921.130859 0.0002818541
28629.630859 -0.010130274
28383.199219 -0.0086448322
28330.029297 -0.0018750453
28511.019531 0.0063683148
28494.539062 -0.0005782057
28343.880859 -0.0053012929
28411.490234 0.0023824849
28528.189453 0.004099053
28843.019531 0.0109753043
28883.330078 0.0013966084
28951.380859 0.0023532862
28842.919922 -0.0037533481
28760.119141 -0.0028748774
28741.550781 -0.0006458373
28756 0.0005026029
29020.480469 0.0091553627
29048.210938 0.000955092
28987.320312 -0.002098392
29543.580078 0.0190079603
29737.689453 0.0065487824
29789.849609 0.0017524719
29504.980469 -0.0096086398
29452.230469 -0.0017894338
29417.199219 -0.001190134
29509.109375 0.0031194973
29472.519531 -0.0012407202
29540.720703 0.0023113865
29783.300781 0.0081781856
29766.380859 -0.0005682624
29730.859375 -0.001194055
29651.039062 -0.0026883735
29324.599609 -0.0110704282
29157.980469 -0.005698093
28674.369141 -0.0167249854
28691.839844 0.0006090939
28999.029297 0.0106496006
29057.439453 0.0020121849
28981.339844 -0.0026223726
29188.529297 0.0071236306
29343.759766 0.0053041094
29652.529297 0.0104675177
29701.580078 0.0016528187
29676.800781 -0.0008346236
29697.789062 0.0007069786
29619.839844 -0.0026281989
29528.960938 -0.0030728933
29497.570312 -0.0010636108
29477.289062 -0.0006877931
29353.119141 -0.0042212899
29318.060547 -0.0011950875
29705.070312 0.0131140218
29683.970703 -0.0007105557
29776.169922 0.0031012134
30177.109375 0.0133752627
30224.890625 0.0015821085
30413.230469 0.0062119487
30402.089844 -0.0003663756
30465.429688 0.002081237
30474.75 0.000305884
30314.070312 -0.0052865004
29647.830078 -0.0222230333
29676.410156 0.0009635212
29382.970703 -0.0099371806
29537.039062 0.0052297585
29380.5 -0.0053138482
28071.410156 -0.0455795627
28304.5 0.0082691764
28505.550781 0.0070780299
28917.75 0.0143567609
28852.150391 -0.0022710663
28630.119141 -0.0077252466
28664.839844 0.0012119987
28865.25 0.0069671703
28871.75 0.0002251589
28519.339844 -0.0122811602
28243.589844 -0.0097159245
27811.349609 -0.015422327
27774.429688 -0.0013283947
28567.740234 0.0281623153
28493.740234 -0.0025936951
29260.289062 0.0265468524
29595.550781 0.011392764
29604.300781 0.0002956089
29513.779297 -0.0030623983
29585.599609 0.0024304942
29728.910156 0.004832235
29691.310547 -0.0012655495
29858.369141 0.0056107449
30044.890625 0.0062274436
30070.130859 0.0008397314
30180.300781 0.0036570707
30136.570312 -0.0014500247
30094.160156 -0.0014082566
30015.800781 -0.0026072025
29993.869141 -0.0007309369
30143.769531 0.004985254
30095.800781 -0.0015925997
29940.269531 -0.0051812718
29705.650391 -0.0078671048
29383.130859 -0.0109165472
29726.390625 0.0116144951
29996.609375 0.0090491299
30071.580078 0.0024961878
30103.230469 0.0010519483
29978.939453 -0.0041373736
30158.630859 0.0059760293
30394.410156 0.0077875689
30355.220703 -0.0012901958
30120.990234 -0.0077462406
29982.449219 -0.0046100943
29883.099609 -0.0033190943
29711.119141 -0.0057717325
29694.269531 -0.0005672755
29940.390625 0.0082543437
30025.130859 0.0028263005
30098.490234 0.0024402859
30238.960938 0.004656178
30225.619141 -0.0004413095
30113.240234 -0.0037249308
30204.089844 0.0030123906
30376.529297 0.0056929071
30593.310547 0.0071111279
30663.779297 0.0023007551
30930.039062 0.008645719
31281.830078 0.0113095707
31303.630859 0.0006966724
31629.199219 0.0103466272
31441.820312 -0.005941856
31344.070312 -0.0031137594
31702.789062 0.0113795556
32006.400391 0.009531235
31756.289062 -0.0078451086
31239.039062 -0.0164222218
31494.839844 0.0081551533
31316.960938 -0.0056638842
31223.740234 -0.0029811234
31454.470703 0.0073624154
31270.099609 -0.0058787688
31197.980469 -0.0023089928
31299.720703 0.0032558101
31680.720703 0.0120991419
31872.730469 0.0060424838
32090.929688 0.006822626
32148.779297 0.001801055
32010.330078 -0.0043158153
32084.160156 0.0023037896
31781.650391 -0.0094733638
31779.75 -0.000059797
31589.820312 -0.0059943678
31690.099609 0.0031693903
30876.279297 -0.0260160881
30667.140625 -0.0067964854
30827.449219 0.0052137581
31011.150391 0.0059413283
31491.619141 0.0153746216
31750.380859 0.0081832694
32000.009766 0.0078314872
31993.01 -0.0002187665
31906.74 -0.0027001687
31953.900391 0.0014769786
32131.279297 0.0055357373
 Market Return
0.0009260898

OGDCL

1.1266369527

0135152343
3 3.5 4 4.5 5 5.5

-1.2020076836