Singer Apex The Ibn Confidence Meghna

Column1 City Bank IFIC Bank

Bangladesh Spinning. Sina Cement Cement
31.10.2016 23.30 18.00 187.80 127.60 218.50 87.20 96.70
29.09.2016 24.40 18.80 183.80 128.60 240.00 88.40 109.20
31.08.2016 23.00 16.70 175.60 106.90 244.50 85.50 99.90
31.07.2016 23.10 16.50 166.00 97.10 222.00 82.70 91.10
30.06.2016 24.00 15.90 153.30 93.20 232.50 80.70 86.60
31.05.2016 22.90 17.60 148.90 87.00 189.20 83.00 88.20
28.04.2016 21.70 16.70 139.90 87.80 202.60 71.30 84.20
31.03.2016 21.00 18.20 140.90 90.90 170.20 77.10 89.00
29.02.2016 22.70 19.40 181.10 97.20 142.10 83.20 98.20
31.01.2016 22.50 20.40 166.70 94.10 143.80 86.80 101.00
31.12.2015 20.40 21.20 180.20 113.30 149.60 86.70 106.90
30.11.2015 20.50 21.90 149.20 73.00 127.70 82.90 101.40
29.10.2015 20.20 21.30 155.40 74.40 164.00 88.70 95.80
30.09.2015 20.10 23.30 166.40 77.20 172.00 90.30 114.90
31.08.2015 18.80 22.30 165.10 75.50 134.60 88.50 109.30
30.07.2015 18.30 18.60 168.10 71.50 103.80 86.40 111.70
30.06.2015 17.20 19.30 164.90 70.70 88.70 86.40 111.10
31.05.2015 18.10 20.30 164.50 72.20 91.10 88.00 106.20
30.04.2015 16.90 17.80 150.60 64.50 94.90 72.50 74.80
31.03.2015 16.90 22.00 182.30 69.20 103.70 93.40 110.30
26.02.2015 21.30 25.20 226.70 70.40 106.70 102.00 118.00
29.01.2015 20.90 25.70 207.20 69.20 94.10 97.20 117.00
30.12.2014 21.80 26.10 218.80 69.10 100.50 106.70 121.10
30.11.2014 20.60 25.50 216.70 67.10 100.40 110.00 125.50
30.10.2014 22.40 27.00 231.70 72.00 106.70 117.80 133.90
30.09.2014 19.10 26.40 226.20 71.20 100.80 124.20 127.10
31.08.2014 15.60 22.70 187.90 64.90 97.20 112.80 123.70
24.07.2014 15.90 24.00 182.30 71.20 100.50 117.00 118.30
30.06.2014 15.80 24.50 178.60 76.80 102.90 119.10 117.90
29.05.2014 16.90 26.20 180.60 79.70 103.10 133.10 135.70
30.04.2014 18.40 28.50 215.50 84.00 117.60 126.30 120.90
31.03.2014 18.80 29.10 207.70 95.80 117.40 135.90 137.60
27.02.2014 20.00 34.00 258.30 89.50 119.40 158.10 159.40
30.01.2014 21.10 36.30 217.10 75.10 113.60 149.80 158.90
30.12.2013 20.20 34.30 186.80 70.30 99.40 123.90 142.80
28.11.2013 20.20 31.70 193.10 67.90 101.20 121.30 122.90
31.10.2013 18.60 26.50 187.00 64.50 95.20 125.10 121.60
30.09.2013 15.50 19.70 199.00 73.30 103.20 119.00 133.80
29.08.2013 16.60 20.00 219.70 80.00 110.80 141.90 171.70
31.07.2013 18.00 20.80 194.80 63.40 81.30 127.90 100.60
30.06.2013 20.40 21.90 201.40 61.70 80.80 129.50 106.60
30.05.2013 20.60 21.60 127.50 66.80 78.30 99.10 96.40
30.04.2013 15.70 19.70 121.70 57.80 85.60 89.90 90.60
31.03.2013 20.90 24.70 164.50 56.00 79.80 99.50 93.50
28.02.2013 24.60 32.70 156.00 64.70 79.00 113.00 107.80
31.01.2013 27.90 36.20 162.10 68.40 88.10 115.30 110.20
30.12.2012 26.80 36.20 164.10 68.30 84.10 104.90 104.80
29.11.2012 25.10 35.10 163.20 74.60 83.30 108.40 113.70
31.10.2012 27.40 37.30 160.40 67.70 89.50 115.10 118.50
30.09.2012 28.90 36.40 168.40 74.90 96.60 118.20 126.90
30.08.2012 28.30 36.60 168.00 67.80 83.30 117.00 127.70
30.07.2012 25.70 36.70 161.60 69.40 79.90 104.00 118.60
28.06.2012 32.20 44.20 177.40 76.10 89.60 110.90 132.50
31/05/2012 36.90 47.90 180.80 77.90 91.50 121.70 153.50
30/04/2012 37.30 65.30 200.00 93.00 134.50 153.80 139.80
29/03/2012 44.00 56.30 212.00 102.20 130.60 133.30 135.70
29/02/2012 41.70 57.20 233.30 103.40 128.40 108.60 120.60
31/01/2012 36.10 45.00 208.10 94.10 112.70 91.50 113.60

Singer Apex The Ibn Confidence Meghna

Return City Bank IFIC Bank
Bangladesh Spinning. Sina Cement Cement
31.10.2016 -4.51% -4.26% 2.18% -0.78% -8.96% -1.36% -11.45%
29.09.2016 6.09% 12.57% 4.67% 20.30% -1.84% 3.39% 9.31%
31.08.2016 -0.43% 1.21% 5.78% 10.09% 10.14% 3.39% 9.66%
31.07.2016 -3.75% 3.77% 8.28% 4.18% -4.52% 2.48% 5.20%
30.06.2016 4.80% -9.66% 2.96% 7.13% 22.89% -2.77% -1.81%
31.05.2016 5.53% 5.39% 6.43% -0.91% -6.61% 16.41% 4.75%
28.04.2016 3.33% -8.24% -0.71% -3.41% 19.04% -7.52% -5.39%
31.03.2016 -7.49% -6.19% -22.20% -6.48% 19.77% -7.33% -9.37%
29.02.2016 0.89% -4.90% 8.64% 3.29% -1.18% -4.15% -2.77%
31.01.2016 10.29% -3.77% -7.49% -16.95% -3.88% 0.12% -5.52%
31.12.2015 -0.49% -3.20% 20.78% 55.21% 17.15% 4.58% 5.42%
30.11.2015 1.49% 2.82% -3.99% -1.88% -22.13% -6.54% 5.85%
29.10.2015 0.50% -8.58% -6.61% -3.63% -4.65% -1.77% -16.62%
30.09.2015 6.91% 4.48% 0.79% 2.25% 27.79% 2.03% 5.12%
31.08.2015 2.73% 19.89% -1.78% 5.59% 29.67% 2.43% -2.15%
30.07.2015 6.40% -3.63% 1.94% 1.13% 17.02% 0.00% 0.54%
30.06.2015 -4.97% -4.93% 0.24% -2.08% -2.63% -1.82% 4.61%
31.05.2015 7.10% 14.04% 9.23% 11.94% -4.00% 21.38% 41.98%
30.04.2015 0.00% -19.09% -17.39% -6.79% -8.49% -22.38% -32.18%
31.03.2015 -20.66% -12.70% -19.59% -1.70% -2.81% -8.43% -6.53%
26.02.2015 1.91% -1.95% 9.41% 1.73% 13.39% 4.94% 0.85%
29.01.2015 -4.13% -1.53% -5.30% 0.14% -6.37% -8.90% -3.39%
30.12.2014 5.83% 2.35% 0.97% 2.98% 0.10% -3.00% -3.51%
30.11.2014 -8.04% -5.56% -6.47% -6.81% -5.90% -6.62% -6.27%
30.10.2014 17.28% 2.27% 2.43% 1.12% 5.85% -5.15% 5.35%
30.09.2014 22.44% 16.30% 20.38% 9.71% 3.70% 10.11% 2.75%
31.08.2014 -1.89% -5.42% 3.07% -8.85% -3.28% -3.59% 4.56%
24.07.2014 0.63% -2.04% 2.07% -7.29% -2.33% -1.76% 0.34%
30.06.2014 -6.51% -6.49% -1.11% -3.64% -0.19% -10.52% -13.12%
29.05.2014 -8.15% -8.07% -16.19% -5.12% -12.33% 5.38% 12.24%
30.04.2014 -2.13% -2.06% 3.76% -12.32% 0.17% -7.06% -12.14%
31.03.2014 -6.00% -14.41% -19.59% 7.04% -1.68% -14.04% -13.68%
27.02.2014 -5.21% -6.34% 18.98% 19.17% 5.11% 5.54% 0.31%
30.01.2014 4.46% 5.83% 16.22% 6.83% 14.29% 20.90% 11.27%
30.12.2013 0.00% 8.20% -3.26% 3.53% -1.78% 2.14% 16.19%
28.11.2013 8.60% 19.62% 3.26% 5.27% 6.30% -3.04% 1.07%
31.10.2013 20.00% 34.52% -6.03% -12.01% -7.75% 5.13% -9.12%
30.09.2013 -6.63% -1.50% -9.42% -8.38% -6.86% -16.14% -22.07%
29.08.2013 -7.78% -3.85% 12.78% 26.18% 36.29% 10.95% 70.68%
31.07.2013 -11.76% -5.02% -3.28% 2.76% 0.62% -1.24% -5.63%
30.06.2013 -0.97% 1.39% 57.96% -7.63% 3.19% 30.68% 10.58%
30.05.2013 31.21% 9.64% 4.77% 15.57% -8.53% 10.23% 6.40%
30.04.2013 -24.88% -20.24% -26.02% 3.21% 7.27% -9.65% -3.10%
31.03.2013 -15.04% -24.46% 5.45% -13.45% 1.01% -11.95% -13.27%
28.02.2013 -11.83% -9.67% -3.76% -5.41% -10.33% -1.99% -2.18%
31.01.2013 4.10% 0.00% -1.22% 0.15% 4.76% 9.91% 5.15%
30.12.2012 6.77% 3.13% 0.55% -8.45% 0.96% -3.23% -7.83%
29.11.2012 -8.39% -5.90% 1.75% 10.19% -6.93% -5.82% -4.05%
31.10.2012 -5.19% 2.47% -4.75% -9.61% -7.35% -2.62% -6.62%
30.09.2012 2.12% -0.55% 0.24% 10.47% 15.97% 1.03% -0.63%
30.08.2012 10.12% -0.27% 3.96% -2.31% 4.26% 12.50% 7.67%
30.07.2012 -20.19% -16.97% -8.91% -8.80% -10.83% -6.22% -10.49%
28.06.2012 -12.74% -7.72% -1.88% -2.31% -2.08% -8.87% -13.68%
31/05/2012 -1.07% -26.65% -9.60% -16.24% -31.97% -20.87% 9.80%
30/04/2012 -15.23% 15.99% -5.66% -9.00% 2.99% 15.38% 3.02%
29/03/2012 5.52% -1.57% -9.13% -1.16% 1.71% 22.74% 12.52%
29/02/2012 15.51% 27.11% 12.11% 9.88% 13.93% 18.69% 6.16%
Average -0.00237 -0.00954 0.00538 0.01117 0.01879 0.00458 0.00611
Standard Deviation
10.382% 11.495% 12.564% 11.557% 12.216% 10.656% 14.419%

Standard
Company Average
Deviation
City Bank -0.002366 0.10381957
IFIC Bank -0.009535 0.11495116
Singer
Bangladesh 0.0053842 0.12563597

Apex Spinning. 0.0111745 0.11557427

The Ibn Sina 0.0187942 0.12215508
Confidence
Cement 0.004578 0.10655784
Meghna
Cement 0.00611 0.14419243
Table - 2: Correlation Matrix
Singer Apex The Ibn Confidence Meghna
Company City Bank IFIC Bank
Bangladesh Spinning. Sina Cement Cement
City Bank 1 0.62034122 0.343903651 0.175193178 0.113215 0.3843399 0.1748624
IFIC Bank 0.6203412 1 0.327916454 0.206938315 0.211751 0.5806338 0.2630051
Singer Bangladesh
0.3439037 0.32791645 1 0.362823624 0.254229 0.6121764 0.3765401
Apex Spinning. 0.1751932 0.20693831 0.362823624 1 0.449877 0.3010385 0.4371038
The Ibn Sina 0.1132151 0.21175138 0.25422881 0.449876873 1 0.2952232 0.2957095
Confidence Cement
0.3843399 0.58063376 0.612176379 0.301038509 0.295223 1 0.5926849
Meghna Cement0.1748624 0.26300513 0.376540113 0.437103802 0.295709 0.5926849 1

Table - 3: Covariance Matrix: Results

Singer Apex The Ibn Confidence Meghna
Company City Bank IFIC Bank
Bangladesh Spinning. Sina Cement Cement
City Bank 0.0105894 0.00727338 0.004407002 0.002065241 0.001411 0.0041773 0.0025718
IFIC Bank 0.0072734 0.01298195 0.004652686 0.002701025 0.002921 0.0069874 0.0042829
Singer Bangladesh0.004407 0.00465269 0.015507478 0.005175877 0.003833 0.0080517 0.0067016
Apex Spinning. 0.0020652 0.00270103 0.005175877 0.013123072 0.00624 0.0036424 0.0071565
The Ibn Sina 0.0014106 0.00292122 0.003833218 0.006239928 0.01466 0.0037754 0.0051172
Confidence Cement
0.0041773 0.00698738 0.008051729 0.003642351 0.003775 0.0111554 0.0089467
Meghna Cement0.0025718 0.00428285 0.006701637 0.007156512 0.005117 0.0089467 0.0204267

Table - 4: Monthly Standard Deviation and Average Table - 5: Monthly Standard Deviation and
Return with Equal Weights Average Return with varing Weights
Standard Standard
Average weight Company Average weight
Company Deviation Deviation
City Bank 0.1038196 -0.0023665 0.142857143 City Bank 0.10382 -0.002366 0.487767
IFIC Bank 0.1149512 -0.0095351 0.142857143 IFIC Bank 0.114951 -0.009535 -2.4105707
Singer Bangladesh 0.125636 0.00538415 0.142857143 Singer Bangladesh0.125636 0.0053842 -0.2559005
Apex Spinning. 0.1155743 0.01117449 0.142857143 Apex Spinning. 0.115574 0.0111745 0.5461946
The Ibn Sina 0.1221551 0.01879421 0.142857143 The Ibn Sina 0.122155 0.0187942 1.5497218
Confidence Cement0.1065578 0.00457798 0.142857143 Confidence Cement0.106558 0.004578 1.500047
Meghna Cement 0.1441924 0.00611 0.142857143 Meghna Cement 0.144192 0.00611 -0.4172593
Sum 1 Sum 1
E (Rp) 0.49% E (Rp) 6.00%
SD 7.86% SD 27.48%
SR 0.062 SR 0.218
Table-6: Retuen and risk
Return Risk
0.10% 7.80%
0.20% 7.67% 7.00%
0.30% 7.57%
0.40% 7.49% 6.00%
0.58% 7.44% 5.00%
1.00% 7.72%
4.00%
1.50% 8.69%
2.00% 10.17% 3.00% Risk
2.50% 11.97%
2.00% Series2
3.00% 13.96%
3.50% 16.08% 1.00%
4.00% 18.28%
0.00%
4.60% 20.97% 0.00% 10.00% 20.00% 30.00%
5.00% 22.82% -1.00%
5.50% 25.14%
-2.00%
6.00% 27.48%