Exp.

RETURN

SINGLE STOCK Ka =

PORTFOLIO Kp = WaKa + WbKb +…...+ WnKn

Kp = Wt.Avg of Return of Sec. in

Portfolio

Stock A
ST.DEV 10%
BETA 1.5

BETA LESS THAN 1

BETA MORE THAN 1

 RISK

ST.DEV

Risk(p) = Wt.Avg of Risk of Sec. in Port. If --> r = +1 In Real… Not Likely

Risk(p) = 0 If --> r = -1 In Real… Not Likely

Risk(p) < Wt.Avg of Risk of Sec. in Port. -1 < r < +1 In Real…

ST.DEV of portfolio < AVG of STD. DEV of INDIVIDUAL SECURITIES

Bportfolio = WaBa + WbBb + …. WnBn

Stock B
12%
1.1

NECESSATIES

LUXURiES
If Return of Two Stock is Same THEN Return (A) Return (B)
Higher STDEV ---> Higher Risk
15.00% 25.00%
If Return of Two Stock is Diff. THEN 20.00% 23.00%
Higher CV ----> Higher Risk 10.00% 45.00%
5.00% 58.00%
25.00% 67.00%

Expected Rate of Return (Mean=X) 15.00% 43.60%

RISK (standard deviation) 7.07% 17.48%

Risk / Return = Coefficient of Variation 0.47 0.40

 Fauji Fauji
Date Price Return
3-Jan-17 48.19 1/3/2017
4-Jan-17 47.58 -1.27% 1/4/2017
5-Jan-17 46.99 -1.24% 1/5/2017
6-Jan-17 46.8 -0.40% 1/6/2017
9-Jan-17 47.58 1.67% 1/9/2017
10-Jan-17 47.48 -0.21% 1/10/2017
11-Jan-17 47.77 0.61% 1/11/2017
12-Jan-17 47.56 -0.44% 1/12/2017
13-Jan-17 47.07 -1.03% 1/13/2017
16-Jan-17 47.14 0.15% 1/16/2017
17-Jan-17 46.7 -0.93% 1/17/2017
18-Jan-17 46.21 -1.05% 1/18/2017
19-Jan-17 46.32 0.24% 1/19/2017
20-Jan-17 46.41 1/20/2017
0.19%
23-Jan-17 46.41 1/23/2017
0.00%
24-Jan-17 47.08 1.44% 1/24/2017
25-Jan-17 46.8 -0.59% 1/25/2017
26-Jan-17 47.08 0.60% 1/26/2017
27-Jan-17 46.54 -1.15% 1/27/2017
30-Jan-17 45.95 -1.27% 1/30/2017
31-Jan-17 45.04 -1.98% 1/31/2017
1-Feb-17 46.32 2.84% 2/1/2017
2-Feb-17 45.53 -1.71% 2/2/2017
3-Feb-17 45.31 -0.48% 2/3/2017
6-Feb-17 45.5 0.42% 2/6/2017
7-Feb-17 45.69 0.42% 2/7/2017
8-Feb-17 45.7 0.02% 2/8/2017
9-Feb-17 47.98 4.99% 2/9/2017
10-Feb-17 47.53 -0.94% 2/10/2017
13-Feb-17 46.96 -1.20% 2/13/2017
14-Feb-17 46.76 -0.43% 2/14/2017
15-Feb-17 45.53 -2.63% 2/15/2017
16-Feb-17 44.88 -1.43% 2/16/2017
17-Feb-17 43.9 -2.18% 2/17/2017
20-Feb-17 43.79 -0.25% 2/20/2017
21-Feb-17 44.12 0.75% 2/21/2017
22-Feb-17 44.02 -0.23% 2/22/2017
23-Feb-17 43.99 -0.07% 2/23/2017
24-Feb-17 44.7 1.61% 2/24/2017
27-Feb-17 44.61 -0.20% 2/27/2017
28-Feb-17 44.62 0.02% 2/28/2017
1-Mar-17 45 0.85% 3/1/2017
2-Mar-17 46.05 2.33% 3/2/2017
3-Mar-17 45.14 -1.98% 3/3/2017
6-Mar-17 44.9 -0.53% 3/6/2017
7-Mar-17 44.1 -1.78% 3/7/2017
8-Mar-17 44.06 -0.09% 3/8/2017
9-Mar-17 43.74 -0.73% 3/9/2017
10-Mar-17 44.26 1.19% 3/10/2017
13-Mar-17 43.67 -1.33% 3/13/2017
14-Mar-17 43.97 0.69% 3/14/2017
15-Mar-17 43.13 -1.91% 3/15/2017
16-Mar-17 43.2 0.16% 3/16/2017
17-Mar-17 43.02 -0.42% 3/17/2017
20-Mar-17 43.27 0.58% 3/20/2017
21-Mar-17 43.76 1.13% 3/21/2017
22-Mar-17 43.78 0.05% 3/22/2017
24-Mar-17 43.5 -0.64% 3/24/2017
27-Mar-17 43.19 -0.71% 3/27/2017
28-Mar-17 43.1 -0.21% 3/28/2017
29-Mar-17 42.83 -0.63% 3/29/2017
30-Mar-17 42.72 -0.26% 3/30/2017
31-Mar-17 42.68 -0.09% 3/31/2017
3-Apr-17 42.73 0.12% 4/3/2017
4-Apr-17 42.77 0.09% 4/4/2017
5-Apr-17 41.74 -2.41% 4/5/2017
6-Apr-17 41.38 -0.86% 4/6/2017
7-Apr-17 42.3 2.22% 4/7/2017
10-Apr-17 41.79 -1.21% 4/10/2017
11-Apr-17 41.79 0.00% 4/11/2017
12-Apr-17 42.82 2.46% 4/12/2017
13-Apr-17 42.01 -1.89% 4/13/2017
14-Apr-17 41.68 -0.79% 4/14/2017
17-Apr-17 40.43 -3.00% 4/17/2017
18-Apr-17 40.4 -0.07% 4/18/2017
19-Apr-17 42.42 5.00% 4/19/2017
20-Apr-17 44.44 4.76% 4/20/2017
21-Apr-17 44.13 -0.70% 4/21/2017
24-Apr-17 43.93 -0.45% 4/24/2017
25-Apr-17 43.52 -0.93% 4/25/2017
26-Apr-17 43.91 0.90% 4/26/2017
27-Apr-17 43.78 -0.30% 4/27/2017
 28-Apr-17 43.79 0.02% 4/28/2017
2-May-17 42.28 -3.45% 5/2/2017
3-May-17 42.28 0.00% 5/3/2017
4-May-17 42.98 1.66% 5/4/2017
5-May-17 45.12 4.98% 5/5/2017
8-May-17 45.98 1.91% 5/8/2017
9-May-17 45.38 -1.30% 5/9/2017
10-May-17 44.86 -1.15% 5/10/2017
11-May-17 45.34 1.07% 5/11/2017
12-May-17 45.3 -0.09% 5/12/2017
15-May-17 46.32 2.25% 5/15/2017
16-May-17 45.97 -0.76% 5/16/2017
17-May-17 45.9 -0.15% 5/17/2017
18-May-17 45.48 -0.92% 5/18/2017
19-May-17 44.94 -1.19% 5/19/2017
22-May-17 45.07 0.29% 5/22/2017
23-May-17 46.24 2.60% 5/23/2017
24-May-17 47.3 2.29% 5/24/2017
25-May-17 46.84 -0.97% 5/25/2017
26-May-17 46.41 -0.92% 5/26/2017
29-May-17 45.52 -1.92% 5/29/2017
30-May-17 45.41 -0.24% 5/30/2017
31-May-17 45.31 -0.22% 5/31/2017
1-Jun-17 43.42 -4.17% 6/1/2017
2-Jun-17 43.31 -0.25% 6/2/2017
5-Jun-17 45.22 4.41% 6/5/2017
6-Jun-17 46.01 1.75% 6/6/2017
7-Jun-17 45.58 -0.93% 6/7/2017
8-Jun-17 45.24 -0.75% 6/8/2017
9-Jun-17 45.42 0.40% 6/9/2017
12-Jun-17 43.31 -4.65% 6/12/2017
13-Jun-17 43.68 0.85% 6/13/2017
14-Jun-17 42.78 -2.06% 6/14/2017
15-Jun-17 42.74 -0.09% 6/15/2017
16-Jun-17 43.34 1.40% 6/16/2017
19-Jun-17 42.78 -1.29% 6/19/2017
20-Jun-17 41.3 -3.46% 6/20/2017
21-Jun-17 41.81 1.23% 6/21/2017
22-Jun-17 42.14 0.79% 6/22/2017
29-Jun-17 41.73 -0.97% 6/29/2017
30-Jun-17 41.03 -1.68% 6/30/2017
3-Jul-17 39 -4.95% 7/3/2017
4-Jul-17 40.05 2.69% 7/4/2017
 5-Jul-17 39.91 -0.35% 7/5/2017
6-Jul-17 39.43 -1.20% 7/6/2017
7-Jul-17 40.32 2.26% 7/7/2017
10-Jul-17 41.52 2.98% 7/10/2017
11-Jul-17 39.45 -4.99% 7/11/2017
12-Jul-17 39.75 0.76% 7/12/2017
13-Jul-17 39.35 -1.01% 7/13/2017
14-Jul-17 40.22 2.21% 7/14/2017
17-Jul-17 40.3 0.20% 7/17/2017
18-Jul-17 41.8 3.72% 7/18/2017
19-Jul-17 41.07 -1.75% 7/19/2017
20-Jul-17 40.31 -1.85% 7/20/2017
21-Jul-17 40.4 0.22% 7/21/2017
24-Jul-17 40.04 -0.89% 7/24/2017
25-Jul-17 41.29 3.12% 7/25/2017
26-Jul-17 40.83 -1.11% 7/26/2017
27-Jul-17 40.41 -1.03% 7/27/2017
28-Jul-17 40.05 -0.89% 7/28/2017
31-Jul-17 40.17 0.30% 7/31/2017
1-Aug-17 40.62 1.12% 8/1/2017
2-Aug-17 41.16 1.33% 8/2/2017
3-Aug-17 41.09 -0.17% 8/3/2017
4-Aug-17 40.87 -0.54% 8/4/2017
7-Aug-17 40.77 -0.24% 8/7/2017
8-Aug-17 40.08 -1.69% 8/8/2017
9-Aug-17 40.31 0.57% 8/9/2017
10-Aug-17 40.04 -0.67% 8/10/2017
11-Aug-17 40.01 -0.07% 8/11/2017
15-Aug-17 38.27 -4.35% 8/15/2017
16-Aug-17 38.5 0.60% 8/16/2017
17-Aug-17 36.66 -4.78% 8/17/2017
18-Aug-17 36.42 -0.65% 8/18/2017
21-Aug-17 35.21 -3.32% 8/21/2017
22-Aug-17 34.51 -1.99% 8/22/2017
23-Aug-17 36.21 4.93% 8/23/2017
24-Aug-17 34.82 -3.84% 8/24/2017
25-Aug-17 34.79 -0.09% 8/25/2017
28-Aug-17 34.42 -1.06% 8/28/2017
29-Aug-17 33.9 -1.51% 8/29/2017
30-Aug-17 34.64 2.18% 8/30/2017
31-Aug-17 34.31 -0.95% 8/31/2017
5-Sep-17 35 2.01% 9/5/2017
6-Sep-17 34.99 -0.03% 9/6/2017
 7-Sep-17 34.7 -0.83% 9/7/2017
8-Sep-17 34.83 0.37% 9/8/2017
11-Sep-17 34.11 -2.07% 9/11/2017
12-Sep-17 33.81 -0.88% 9/12/2017
13-Sep-17 34.24 1.27% 9/13/2017
14-Sep-17 33.82 -1.23% 9/14/2017
15-Sep-17 34.24 1.24% 9/15/2017
18-Sep-17 34.31 0.20% 9/18/2017
19-Sep-17 34.78 1.37% 9/19/2017
20-Sep-17 35.21 1.24% 9/20/2017
21-Sep-17 34.48 -2.07% 9/21/2017
22-Sep-17 34.3 -0.52% 9/22/2017
25-Sep-17 34.14 -0.47% 9/25/2017
26-Sep-17 33.51 -1.85% 9/26/2017
27-Sep-17 32.96 -1.64% 9/27/2017
28-Sep-17 32.16 -2.43% 9/28/2017
29-Sep-17 32.52 1.12% 9/29/2017
2-Oct-17 31.87 -2.00% 10/2/2017
3-Oct-17 30.28 -4.99% 10/3/2017
4-Oct-17 28.98 -4.29% 10/4/2017
5-Oct-17 29.49 1.76% 10/5/2017
6-Oct-17 30.96 4.98% 10/6/2017
9-Oct-17 30.22 -2.39% 10/9/2017
10-Oct-17 30.48 0.86% 10/10/2017
11-Oct-17 30.35 -0.43% 10/11/2017
12-Oct-17 30.01 -1.12% 10/12/2017
13-Oct-17 28.56 -4.83% 10/13/2017
16-Oct-17 29.45 3.12% 10/16/2017
17-Oct-17 29.34 -0.37% 10/17/2017
18-Oct-17 30.13 2.69% 10/18/2017
19-Oct-17 31.49 4.51% 10/19/2017
20-Oct-17 31.31 -0.57% 10/20/2017
23-Oct-17 30.35 -3.07% 10/23/2017
24-Oct-17 28.98 -4.51% 10/24/2017
25-Oct-17 29.4 1.45% 10/25/2017
26-Oct-17 29.73 1.12% 10/26/2017
27-Oct-17 29.97 0.81% 10/27/2017
30-Oct-17 28.75 -4.07% 10/30/2017
31-Oct-17 27.84 -3.17% 10/31/2017
1-Nov-17 28.28 1.58% 11/1/2017
2-Nov-17 27.86 -1.49% 11/2/2017
3-Nov-17 28.54 2.44% 11/3/2017
6-Nov-17 28.42 -0.42% 11/6/2017
 7-Nov-17 28.42 0.00% 11/7/2017
8-Nov-17 28.79 1.30% 11/8/2017
9-Nov-17 29.03 0.83% 11/9/2017
10-Nov-17 28.96 -0.24% 11/10/2017
13-Nov-17 28.61 -1.21% 11/13/2017
14-Nov-17 29.02 1.43% 11/14/2017
15-Nov-17 28.73 -1.00% 11/15/2017
16-Nov-17 28.41 -1.11% 11/16/2017
17-Nov-17 28.68 0.95% 11/17/2017
20-Nov-17 27.84 -2.93% 11/20/2017
21-Nov-17 27.55 -1.04% 11/21/2017
22-Nov-17 27.77 0.80% 11/22/2017
23-Nov-17 27.76 -0.04% 11/23/2017
24-Nov-17 27.55 -0.76% 11/24/2017
27-Nov-17 27.37 -0.65% 11/27/2017
28-Nov-17 26.76 -2.23% 11/28/2017
29-Nov-17 26.98 0.82% 11/29/2017
30-Nov-17 27.04 0.22% 11/30/2017
4-Dec-17 26.86 -0.67% 12/4/2017
5-Dec-17 26.4 -1.71% 12/5/2017
6-Dec-17 26.58 0.68% 12/6/2017
7-Dec-17 25.26 -4.97% 12/7/2017
8-Dec-17 24.44 -3.25% 12/8/2017
11-Dec-17 23.22 -4.99% 12/11/2017
12-Dec-17 22.79 -1.85% 12/12/2017
13-Dec-17 23.16 1.62% 12/13/2017
14-Dec-17 22.02 -4.92% 12/14/2017
15-Dec-17 22.81 3.59% 12/15/2017
18-Dec-17 22.32 -2.15% 12/18/2017
19-Dec-17 21.33 -4.44% 12/19/2017
20-Dec-17 21 -1.55% 12/20/2017
21-Dec-17 21.49 2.33% 12/21/2017
22-Dec-17 22.56 4.98% 12/22/2017
26-Dec-17 23.68 4.96% 12/26/2017
27-Dec-17 24.86 4.98% 12/27/2017
28-Dec-17 25.85 3.98% 12/28/2017
29-Dec-17 25.01 -3.25% 12/29/2017
 MKT PORTFOLIO
Index Index
Value Return
48,827.55
48,704.99 -0.25% Change in Index because of MKT Factors
48,713.63 0.02%
49,038.23 0.67% Non-Diversifiable Risk
49,039.41 0.00%
48,865.79 -0.35%
49,371.60 1.04%
49,517.02 0.29%
49,210.50 -0.62%
48,888.54 -0.65%
48,678.65 -0.43%
48,642.21 -0.07%
49,013.82 0.76%
49,364.83
0.72%
49,876.18
1.04%
49,968.92 0.19%
49,756.77 -0.42%
50,192.36 0.88%
49,963.77 -0.46%
48,972.24 -1.98%
48,757.67 -0.44%
49,455.86 1.43%
49,665.97 0.42%
49,555.83 -0.22%
49,630.04 0.15%
49,859.39 0.46%
49,874.96 0.03%
49,908.15 0.07%
49,925.08 0.03%
49,965.63 0.08%
49,767.91 -0.40%
49,214.15 -1.11%
49,588.30 0.76%
49,375.71 -0.43%
48,929.12 -0.90%
49,015.09 0.18%
48,981.65 -0.07%
49,062.26 0.16%
49,008.00 -0.11%
48,520.75 -0.99%
48,534.23 0.03%
48,992.16 0.94%
49,696.08 1.44%
49,623.81 -0.15%
49,434.89 -0.38%
49,452.71 0.04%
49,754.72 0.61%
49,392.44 -0.73%
49,191.75 -0.41%
48,655.72 -1.09%
48,539.06 -0.24%
48,305.83 -0.48%
48,289.66 -0.03%
48,409.35 0.25%
48,697.65 0.60%
49,020.21 0.66%
49,016.79 -0.01%
48,971.05 -0.09%
48,680.16 -0.59%
48,523.41 -0.32%
48,375.63 -0.30%
47,949.33 -0.88%
48,155.93 0.43%
48,227.75 0.15%
48,088.37 -0.29%
47,577.31 -1.06%
47,356.60 -0.46%
47,889.37 1.13%
47,942.95 0.11%
48,250.07 0.64%
48,457.26 0.43%
47,950.58 -1.05%
47,577.06 -0.78%
47,125.12 -0.95%
46,874.37 -0.53%
47,603.48 1.56%
48,743.56 2.39%
49,708.65 1.98%
50,111.67 0.81%
49,785.17 -0.65%
49,827.51 0.09%
49,481.70 -0.69%
49,300.90 -0.37%
48,689.42 -1.24%
48,605.14 -0.17%
49,283.65 1.40%
49,851.13 1.15%
50,935.91 2.18%
51,073.14 0.27%
51,103.53 0.06%
51,426.01 0.63%
51,750.91 0.63%
52,387.87 1.23%
51,813.19 -1.10%
51,511.41 -0.58%
50,956.60 -1.08%
50,742.03 -0.42%
51,373.51 1.24%
52,146.97 1.51%
52,876.46 1.40%
52,869.01 -0.01%
52,636.87 -0.44%
52,138.90 -0.95%
51,453.16 -1.32%
50,591.57 -1.67%
48,780.81 -3.58%
48,555.30 -0.46%
50,120.93 3.22%
50,144.63 0.05%
50,162.81 0.04%
49,958.33 -0.41%
49,526.92 -0.86%
47,671.80 -3.75%
48,071.04 0.84%
47,608.64 -0.96%
47,442.73 -0.35%
46,858.56 -1.23%
46,593.34 -0.57%
44,914.45 -3.60%
45,474.46 1.25%
46,332.31 1.89%
46,711.85 0.82%
46,565.29 -0.31%
44,665.41 -4.08%
45,394.06 1.63%
45,413.42 0.04%
44,823.12 -1.30%
45,222.15 0.89%
46,273.81 2.33%
44,120.58 -4.65%
43,792.19 -0.74%
43,783.55 -0.02%
44,337.44 1.27%
44,523.21 0.42%
45,636.36 2.50%
45,418.71 -0.48%
45,059.93 -0.79%
45,294.39 0.52%
45,529.21 0.52%
45,917.90 0.85%
45,908.39 -0.02%
45,905.76 -0.01%
45,912.03 0.01%
46,010.45 0.21%
46,533.43 1.14%
46,949.04 0.89%
47,084.34 0.29%
46,877.37 -0.44%
46,465.66 -0.88%
45,979.70 -1.05%
45,998.81 0.04%
45,634.02 -0.79%
45,288.49 -0.76%
43,899.45 -3.07%
44,186.96 0.65%
43,136.06 -2.38%
43,078.38 -0.13%
42,153.38 -2.15%
41,983.16 -0.40%
42,910.79 2.21%
42,268.62 -1.50%
42,641.75 0.88%
41,974.22 -1.57%
41,233.08 -1.77%
41,323.65 0.22%
41,206.99 -0.28%
41,779.20 1.39%
41,389.99 -0.93%
40,958.65 -1.04%
41,401.02 1.08%
41,126.83 -0.66%
41,279.30 0.37%
42,310.12 2.50%
42,683.57 0.88%
42,787.19 0.24%
42,841.41 0.13%
43,253.26 0.96%
43,347.03 0.22%
42,775.04 -1.32%
42,750.20 -0.06%
42,743.65 -0.02%
42,666.23 -0.18%
42,290.15 -0.88%
42,362.87 0.17%
42,409.27 0.11%
42,018.90 -0.92%
41,115.78 -2.15%
40,461.00 -1.59%
40,468.49 0.02%
41,312.59 2.09%
41,099.99 -0.51%
40,610.72 -1.19%
40,503.68 -0.26%
40,237.53 -0.66%
39,846.78 -0.97%
40,791.39 2.37%
40,724.96 -0.16%
40,733.45 0.02%
41,558.07 2.02%
42,087.89 1.27%
41,483.54 -1.44%
41,291.68 -0.46%
41,595.32 0.74%
41,409.49 -0.45%
41,105.41 -0.73%
40,324.32 -1.90%
39,617.19 -1.75%
40,453.64 2.11%
40,498.87 0.11%
41,064.00 1.40%
41,030.77 -0.08%
41,049.22 0.04%
41,259.16 0.51%
41,790.16 1.29%
41,435.70 -0.85%
41,239.89 -0.47%
40,943.78 -0.72%
40,662.79 -0.69%
40,813.31 0.37%
40,844.40 0.08%
40,316.93 -1.29%
40,548.83 0.58%
40,591.88 0.11%
40,266.21 -0.80%
40,248.41 -0.04%
40,032.17 -0.54%
39,634.13 -0.99%
39,672.89 0.10%
40,010.36 0.85%
40,049.81 0.10%
39,945.41 -0.26%
39,907.32 -0.10%
38,784.66 -2.81%
39,080.00 0.76%
38,481.70 -1.53%
38,525.11 0.11%
38,819.65 0.76%
38,223.55 -1.54%
38,645.90 1.10%
38,383.98 -0.68%
37,919.42 -1.21%
38,208.06 0.76%
38,715.77 1.33%
39,470.89 1.95%
39,525.75 0.14%
40,146.73 1.57%
40,371.31 0.56%
40,471.48 0.25%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.7441703331628
R Square 0.5537894847596
Adjusted R Square 0.5519682173505
Standard Error 0.0139812196694
Observations 247

ANOVA
df SS MS F Significance F
Regression 1 0.0594375785 0.059438 304.0682 7.988E-45
Residual 245 0.0478912533 0.000195
Total 246 0.1073288318

Coefficients Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%

Intercept -0.0014951383181 0.0008912331 -1.677606 0.094699 -0.003251 0.00026 -0.003251
X Variable 1 1.35410679702261 0.0776546423 17.43755 7.988E-45 1.201151 1.507063 1.201151

RESIDUAL OUTPUT

Observation Predicted Y Residuals

1 -0.0048940254022 -0.007764202
2 -0.0012549271462 -0.011145241
3 0.0075278613293 -0.011571275
4 -0.0014625546376 0.0181292213
5 -0.0062892421236 0.0041875187
6 0.0125212268936 -0.006413392
7 0.0024932722341 -0.006889337
8 -0.0098773231795 -0.000425452
9 -0.0103543903958 0.0118415372
10 -0.0073086372614 -0.002025262
11 -0.0025087993725 -0.007983706
12 0.0088497787167 -0.006469342
13 0.0082022292166 -0.006259224
14 0.0125314978651 -0.012531498
15 0.0010226941292 0.0134138497
16 -0.0072441870666 0.0012968634
17 0.0103592360658 -0.00437633
18 -0.0076621181679 -0.00380772
19 -0.0283673601791 0.0156900933
20 -0.007428105555 -0.012376029
21 0.0178951201707 0.0105240628
22 0.0042576962119 -0.021312964
23 -0.0044980258611 -0.000333953
24 0.00053264056089 0.0036606942
25 0.0047624507126 -0.000586627
26 -0.0010722803002 0.0012911466
27 -0.0005940287314 0.0504846195
28 -0.0010357939411 -0.008343114
29 -0.0003953097226 -0.011597116
30 -0.0068535015752 0.0025945578
31 -0.0165620796448 -0.009742454
32 0.008799442775 -0.023075744
33 -0.0073003295423 -0.014535678
34 -0.0137426696343 0.0112369749
35 0.0008840698372 0.0066518973
36 -0.0024189626199 0.0001524168
37 0.0007333400795 -0.001414848
38 -0.0029927015125 0.0191327333
39 -0.0149580124785 0.0129445897
40 -0.001118941338 0.0013431063
41 0.0112811254767 -0.002764765
42 0.0179606859721 0.0053726474
43 -0.0034643338406 -0.016296795
44 -0.0066502817079 0.0013334895
45 -0.0010070178202 -0.016810354
46 0.0067744548704 -0.007681484
47 -0.0113548221919 0.0040919988
48 -0.0069971077105 0.0188855394
49 -0.0162504960033 0.0029201752
50 -0.0047418295384 0.0116115341
51 -0.0080016163643 -0.011102318
52 -0.0019484150118 0.0035714152
53 0.0018611297222 -0.006027796
54 0.0065691920144 -0.000757941
55 0.0074740971264 0.003850146
56 -0.0015896104807 0.0020466489
57 -0.0027587225899 -0.003636892
58 -0.0095385869717 0.0024121502
59 -0.0058553590001 0.0037715433
60 -0.0056191251209 -0.000645376
61 -0.0134279178514 0.0108596246
62 0.0043393220229 -0.005275652
63 0.0005243834762 0.0006471254
64 -0.0054085575709 0.006344668
65 -0.0158859321772 -0.008196369
 66 -0.0077768072728 -0.000848013
67 0.0137387990475 0.0084941637
68 1.9875184528E-05 -0.012076613
69 0.00717919814846 -0.007179198
70 0.0043195141223 0.0203275306
71 -0.0156539832862 -0.003262411
72 -0.0120432061585 0.0041879336
73 -0.0143579555214 -0.015632448
74 -0.0087002611773 0.0079582379
75 0.0195673913068 0.0304326087
76 0.03093505538092 0.0166839922
77 0.0253152737391 -0.032290971
78 0.0094834764971 -0.014015541
79 -0.0103177512789 0.0009847215
80 -0.0003435326937 0.0093049298
81 -0.0108928319111 0.0079322307
82 -0.0064428767528 0.0066712916
83 -0.0182901506657 -0.016192608
84 -0.003839058637 0.0038390586
85 0.0174076979425 -0.000851407
86 0.0140968181456 0.0356937821
87 0.0279707528517 -0.008910469
88 0.0021530555741 -0.015202207
89 -0.0006894054895 -0.010769387
90 0.0070497187574 0.0036502367
91 0.0070598574584 -0.007942081
92 0.01517146455766 0.0073450917
93 -0.0163493038743 0.0087931726
94 -0.009381978507 0.0078592463
95 -0.0160797127271 0.0069293859
96 -0.0071970630038 -0.004676288
97 0.0153565989928 -0.012463853
98 0.018891777881 0.0070678405
99 0.0174476184204 0.005476257
100 -0.001685924457 -0.008039234
101 -0.0074408208997 -0.001739367
102 -0.0143056371513 -0.004871264
103 -0.0193045895147 0.0168880693
104 -0.0241698365339 0.0219676784
105 -0.0499609681743 0.008248322
106 -0.0077550717591 0.005221677
107 0.042167041189 0.0019336284
108 -0.0008548403211 0.0183249863
109 -0.00100420516 -0.008341589
110 -0.0070149199623 -0.000444492
111 -0.0131883877383 0.0171671676
112 -0.0522156475138 0.0057603415
113 0.0098451844228 -0.001302123
114 -0.0145204230414 -0.006083973
115 -0.006214026711 0.0052790103
116 -0.0181684740983 0.0322068456
117 -0.0091593986946 -0.00376169
118 -0.0502874412622 0.0156918358
119 0.0153883668211 -0.003039699
120 0.0240493214913 -0.016156473
121 0.0095972871133 -0.01932676
122 -0.0057436939239 -0.011030809
123 -0.056743165798 0.0072671726
124 0.0205951081981 0.0063279687
125 -0.0009176286706 -0.002578002
126 -0.0190963064813 0.0070692456
127 0.0105595610249 0.0120120849
128 0.0299951812301 -0.000233276
129 -0.0645049354054 0.0146494441
130 -0.0115737712616 0.019178334
131 -0.0017622974332 -0.008300596
132 0.0156351814892 0.0064740942
133 0.004178450858 -0.002189391
134 0.03235965294928 0.0048611907
135 -0.0079531762592 -0.009510939
136 -0.0121917529212 -0.006313239
137 0.0055506755486 -0.003317979
138 0.0055249663367 -0.014435857
139 0.0100650835907 0.0211536976
140 -0.0017755857175 -0.009365126
141 -0.0015727123929 -0.008713842
142 -0.001310188769 -0.007598497
143 0.0014076126812 0.001588642
144 0.0138963819279 -0.002693992
145 0.0105989696363 0.0026949742
146 0.00240719173242 -0.004107872
147 -0.0074474248699 0.0020933241
148 -0.0133878556229 0.0109410731
149 -0.0156570320496 -0.001267177
150 -0.000932346893 0.0066708698
151 -0.0122337773935 0.0055356876
152 -0.0117481145314 0.0109988638
153 -0.043026849915 -0.000462278
154 0.0073732927263 -0.001363363
155 -0.0336999071683 -0.014092301
156 -0.003305801602 -0.003240843
157 -0.0305711803431 -0.002652323
158 -0.0069631709881 -0.012917545
159 0.0284242409787 0.0208368428
160 -0.0217596629714 -0.016627523
161 0.01045835978927 -0.011319934
162 -0.0226928356504 0.0120575956
163 -0.0254046406638 0.010297145
164 0.0014792078284 0.0203497007
165 -0.0053178911229 -0.004208668
166 0.0173083086292 0.0028024463
167 -0.0141098343025 0.01382412
168 -0.0156067731803 0.0073186909
169 0.0131297632301 -0.009383366
170 -0.0104630947278 -0.01020874
171 0.0035249583764 -0.012320033
172 0.0323193975026 -0.019601267
173 0.01045687655083 -0.022723232
174 0.0017921346608 0.0106265525
175 0.00022078812 0.0018236044
176 0.0115223810481 0.0021762491
177 0.0014404691796 0.0109229581
178 -0.0193633878113 -0.001369359
179 -0.0022814850483 -0.002938933
180 -0.0017026086813 -0.002962114
181 -0.0039477821196 -0.014505645
182 -0.0134308655719 -0.002982145
183 0.0008333151463 -0.02510516
184 -1.198678989E-05 0.0112060166
185 -0.0139594573303 -0.006028243
186 -0.0305992065 -0.019290972
187 -0.0230596580367 -0.019872971
188 -0.001244470764 0.0188428144
189 0.026749096823 0.0230983091
190 -0.0084635492807 -0.01543826
191 -0.0176149435195 0.0262185173
192 -0.0050642351368 0.0007991433
193 -0.0103929847367 -0.000809651
194 -0.0146449820321 -0.033672246
195 0.0306053933066 0.0005570717
196 -0.0037003417821 -3.48025E-05
197 -0.0012128454268 0.0281385441
198 0.0259177998681 0.0192199366
199 0.015768244298 -0.021484345
200 -0.0209390791472 -0.009722051
201 -0.0077578374532 -0.037382195
202 0.0084623395042 0.0060304141
203 -0.0075447050985 0.0187691949
204 -0.0114386752909 0.0195113292
205 -0.0272260403597 -0.013481334
206 -0.0252408465999 -0.006411327
207 0.0270945377889 -0.01128994
208 1.8847825731E-05 -0.014870333
209 0.01740036109212 0.007007392
210 -0.0025909148831 -0.00161371
211 -0.0008862472248 0.0008862472
212 0.0054302351961 0.0075887655
213 0.0159320392885 -0.007595811
214 -0.0129805381173 0.0105692395
215 -0.0078941529824 -0.004191482
216 -0.0112178743309 0.0255485279
217 -0.0107881363973 0.0007950282
218 0.0035173105347 -0.014655494
219 -0.0004636321669 0.009967328
220 -0.0189822531301 -0.01030645
221 0.0062935838447 -0.016710251
222 -5.75062678E-05 0.0080429872
223 -0.0123591820773 0.0119990812
224 -0.0020937320519 -0.005471109
225 -0.0087702593425 0.002236684
226 -0.0149590267231 -0.007328149
227 -0.0001708963213 0.008392122
228 0.0100233172517 -0.007799448
229 -0.0001599962914 -0.006496808
230 -0.005024961546 -0.012100876
231 -0.002786348695 0.0096045305
232 -0.0395884389143 -0.010072961
233 0.0088162038835 -0.041278595
234 -0.0222260005663 -0.027692166
235 3.2387130543E-05 -0.018550906
236 0.0088575541465 0.0073776367
237 -0.0222882949207 -0.026934503
238 0.0134670252099 0.0224094507
239 -0.0106725064808 -0.0108093
240 -0.0178838466706 -0.026470992
241 0.0088122288803 -0.024283396
242 0.0164982788278 0.0068350545
243 0.0249156272321 0.024874973
244 0.0003869144778 0.0492584756
245 0.0197789232446 0.0300521578
246 0.00607970786423 0.033743301
247 0.0018646951343 -0.03435986
 X Variable 1 Line Fit Plot
6.00%
4.00%
2.00%
Y
0.00%
Predicted Y
Y
-2.00%
-6.00% -4.00% -2.00% 0.00% 2.00% 4.00%
-4.00%
-6.00%
-8.00%
X Variable 1

Regression Equation
Upper 95.0% y =a + b x b = slope = rate of change = RISE/RUN
0.00026
1.507063 weight = 48 + 1.5 (diet)

Kfauji = a + b ( Km )
Kfauji = a + 1.35 ( Km )
 Return (A) Return (B) Return © Return D …...... Return N
AC Gas.Gysers Solar.Gyser Car
2014 15.00% 15.00%
2015 20.00% 9.00%
2016 10.00% 13.00%
2017 5.00% 7.00%
2018 25.00% 29.00%

Weather
Socially responsible
Unemployment
Economic Condition = Boom

Risk Reduce ===> Diversification

Asystematic Risk Systematic Risk

Diversifiable Risk Non-Diversifiable Risk
Firm-Specific Risk Market Risk

TOTAL RISK = Diversifiable Risk + Non-Diversifiable Risk

Portfolio (A+B+C+D…....N) => Market Portfolio Fauji… (BETA)

15.00% 10
14.50% 9
11.50% 3
6.00% -7
27.00% 35
Km
14.80%
2
Risk of Market Portfolio NOT EQUAL 0
Weight of N Avg. Weight

50 Kg Absolute Measure

2 1 Relative Measure

1 Beta (Risk) of Market Portfolio is 1

0.5

Std. Dev. Is a measure of risk absolute TOTAL RISK

BETA is a measure of risk relative NON-DIVERSIFIABLE RISK / MAR

 K = Krf + b(Km-Krf)

1
1.5
1.25
0.5
2

ON-DIVERSIFIABLE RISK / MARKET risk / systemATIC Risk