CNX FINANCE

Date
2-Apr-12
3-Apr-12
4-Apr-12
9-Apr-12
10-Apr-12
11-Apr-12
12-Apr-12
13-Apr-12
16-Apr-12
17-Apr-12
18-Apr-12
19-Apr-12
20-Apr-12
23-Apr-12
24-Apr-12
25-Apr-12
26-Apr-12
27-Apr-12
28-Apr-12
30-Apr-12
2-May-12
3-May-12
4-May-12
7-May-12
8-May-12
9-May-12
10-May-12
11-May-12
14-May-12
15-May-12
16-May-12
17-May-12
18-May-12
21-May-12
22-May-12
23-May-12
24-May-12
25-May-12
28-May-12
29-May-12
30-May-12
31-May-12
1-Jun-12
4-Jun-12

Open
5296.35
5353.2
5328.65
5282.5
5254.1
5209.45
5246.75
5255.7
5190.6
5266.6
5320.7
5320.6
5313.95
5277.4
5215.9
5222.2
5214.75
5189
5209.6
5201.45
5254.3
5211.2
5166.65
5017.8
5114.7
4967.9
4984.15
4938.85
4934.35
4869.85
4875.3
4878.6
4796.4
4888.5
4954.7
4843
4863.4
4905.95
4931.7
5005.35
4964.25
4896.1
4910.85
4797.3

High
5331.55
5378.75
5338.4
5287.9
5255.8
5263.65
5290.6
5306.75
5233.5
5298.2
5342
5342.45
5336.15
5310.55
5232.35
5236.1
5215.6
5223.05
5216.4
5262.15
5279.6
5217.3
5177.2
5124.75
5119.95
5016.25
5039.3
4976.25
4957.2
4955.2
4882.25
4922.25
4908.5
4937.5
4956.35
4853.75
4931.9
4935.8
4994.95
5020.15
4982.25
4949.25
4925
4858.3

Low
5278.8
5344.45
5305.3
5228
5211.85
5190.8
5246.75
5185.4
5183.5
5208.35
5293.45
5291.3
5245.45
5187.15
5180.35
5160.65
5179.05
5154.3
5196.35
5201.45
5226.45
5180.65
5070.6
4988
4983.6
4956.45
4950.3
4906.15
4874.5
4868.55
4837.05
4850.2
4788.95
4888.5
4849.9
4803.95
4830.15
4889.35
4931.3
4982.15
4944.9
4883.55
4831.75
4770.35

Close
5317.9
5358.5
5322.9
5234.4
5243.6
5226.85
5276.85
5207.45
5226.2
5289.7
5300
5332.4
5290.85
5200.6
5222.65
5202
5189
5190.6
5209
5248.15
5239.15
5188.4
5086.85
5114.15
4999.95
4974.8
4965.7
4928.9
4907.8
4942.8
4858.25
4870.2
4891.45
4906.05
4860.5
4835.65
4921.4
4920.4
4985.65
4990.1
4950.75
4924.25
4841.6
4848.15

Shares Traded
134538287
152496489
122106162
111914936
156106794
167013527
152684788
164225858
119730347
178895417
152743439
133549895
135252751
138042341
155674654
142910739
185899437
128759445
6555703
108138550
119333288
118573998
153304687
168271798
164262546
180441209
141031231
138526070
126951751
142119571
165048505
155654031
154508649
116506971
130808278
136108067
140474832
118191157
97260991
124219839
146005250
296911390
138767416
152339865

Turnover (Rs. Cr)

4583.68
5256.86
4084.37
3680.04
4886.48
5585.7
5457.29
7989.27
5165.7
7416.66
5665.77
5313.33
5086.54
5065.27
7362.66
5968.34
6408.49
5734.59
297.89
4610.4
4815.08
5488.9
6507.5
6787.08
6233.26
6558.78
5430.14
5061.57
5291.93
5491.24
6316.66
5745.51
6447.08
4527.67
5074.37
4854.15
5012.08
4398.09
3983.53
4923.56
5374.65
10662.01
4989.22
5143.54

5-Jun-12
6-Jun-12
7-Jun-12
8-Jun-12
11-Jun-12
12-Jun-12
13-Jun-12
14-Jun-12
15-Jun-12
18-Jun-12
19-Jun-12
20-Jun-12
21-Jun-12
22-Jun-12
25-Jun-12
26-Jun-12
27-Jun-12
28-Jun-12
29-Jun-12
2-Jul-12
3-Jul-12
4-Jul-12
5-Jul-12
6-Jul-12
9-Jul-12
10-Jul-12
11-Jul-12
12-Jul-12
13-Jul-12
16-Jul-12
17-Jul-12
18-Jul-12
19-Jul-12
20-Jul-12
23-Jul-12
24-Jul-12
25-Jul-12
26-Jul-12
27-Jul-12
30-Jul-12
31-Jul-12
1-Aug-12
2-Aug-12
3-Aug-12
6-Aug-12
7-Aug-12
8-Aug-12

4869.45
4886.65
5035.35
5044.25
5096.7
5015.5
5117.55
5105.1
5069.55
5174
5050.8
5114.55
5097.35
5101.75
5158.5
5107.45
5149.45
5148.95
5191.25
5283.85
5298.85
5310.4
5297.05
5324.7
5283.7
5286.6
5315.25
5240
5242.75
5232.35
5228.05
5199.1
5249.85
5233.55
5163.25
5128.8
5118.4
5126.3
5124.3
5129.75
5214.85
5220.7
5233.1
5195.6
5260.85
5295.4
5345.25

4898.95
5010.45
5059.65
5084.45
5124.45
5128.9
5144.9
5130
5146.2
5190.2
5113.6
5141.7
5170.4
5159.8
5194.6
5134.55
5160.1
5159.05
5286.25
5302.15
5317
5317.65
5333.65
5327.2
5300.6
5348.55
5336.45
5261.75
5267.15
5246.85
5236.7
5222.85
5257.75
5238.7
5164.2
5144
5121.6
5126.3
5149.95
5206.6
5234.55
5246.35
5236.9
5220.2
5293.2
5350.1
5377.6

4847.7
4886.15
5007.75
4994.8
5040.7
5015.15
5095.45
5047.6
5069.15
5041.7
5048.1
5100.7
5093.45
5094
5105.65
5095.5
5129.25
5125.3
5189
5263.35
5265.95
5273.3
5288.85
5287.75
5257.75
5284.55
5300.25
5217.7
5216.85
5190.45
5181.7
5169.05
5233.15
5197.5
5108.1
5103.25
5076.6
5032.4
5077.5
5129.75
5154.05
5212.65
5209.95
5164.65
5260.85
5281.65
5331.05

4863.3
4997.1
5049.65
5068.35
5054.1
5115.9
5121.45
5054.75
5139.05
5064.25
5103.85
5120.55
5165
5146.05
5114.65
5120.8
5141.9
5149.15
5278.9
5278.6
5287.95
5302.55
5327.3
5316.95
5275.15
5345.35
5306.3
5235.25
5227.25
5197.25
5192.85
5216.3
5242.7
5205.1
5117.95
5128.2
5109.6
5043
5099.85
5199.8
5229
5240.5
5227.75
5215.7
5282.55
5336.7
5338

141476962
185340406
150558164
138389395
125615102
135478015
125668126
118353366
155437144
153461067
149416155
160505645
142992948
159747192
123503010
99404566
112269218
143073791
226523598
126161441
133117055
155995887
118915392
113300726
101169926
123947633
113530679
131190833
99045088
106313144
111768115
109647297
109769282
89729408
104770324
116516931
130965621
180131639
131948378
117523733
147059808
113815730
92972386
112918653
103148076
130431591
165954895

5016.41
7188.42
6077.37
5249.81
4813.82
5205.9
5287.08
4751.86
5944
6005.83
5336.22
5313.6
5558.56
5500.44
4894.04
4119.69
4238.62
5597.52
8461.24
4991.57
5161.82
5750.1
4709.79
4760.51
4189.25
5024.13
5086.98
6193.59
4451.9
4283.22
4719.2
4759.52
5494.99
4527.89
4394.24
4567.2
4654.17
6920.23
5828.12
5278.7
6254.67
4408.19
3699.59
4213.76
4271.5
5226.33
6069.12

9-Aug-12
10-Aug-12
13-Aug-12
14-Aug-12
16-Aug-12
17-Aug-12
21-Aug-12
22-Aug-12
23-Aug-12
24-Aug-12
27-Aug-12
28-Aug-12
29-Aug-12
30-Aug-12
31-Aug-12
3-Sep-12
4-Sep-12
5-Sep-12
6-Sep-12
7-Sep-12
8-Sep-12
10-Sep-12
11-Sep-12
12-Sep-12
13-Sep-12
14-Sep-12
17-Sep-12
18-Sep-12
20-Sep-12
21-Sep-12
24-Sep-12
25-Sep-12
26-Sep-12
27-Sep-12
28-Sep-12
1-Oct-12
3-Oct-12
4-Oct-12
5-Oct-12
8-Oct-12
9-Oct-12
10-Oct-12
11-Oct-12
12-Oct-12
15-Oct-12
16-Oct-12
17-Oct-12

5348.3
5308.2
5316.35
5343.25
5385.95
5368.6
5368.7
5395.75
5426.15
5392.6
5387.85
5348.05
5343.85
5268.6
5298.2
5276.5
5249.15
5243.9
5217.65
5309.45
5343.65
5361.9
5336.1
5404.45
5435.2
5528.35
5631.75
5602.4
5536.95
5577
5691.95
5674.9
5653.4
5673.75
5684.8
5704.75
5727.7
5751.55
5815
5751.85
5708.15
5671.15
5663.5
5681.7
5674.25
5705.6
5681.1

5368.2
5330.1
5352.45
5387.05
5390.65
5399.95
5425.15
5433.35
5448.6
5399.65
5399.15
5359.25
5345.5
5342.8
5303.25
5295.8
5278.35
5259.5
5260.6
5347.15
5366.3
5375.45
5393.35
5435.55
5447.45
5586.65
5652.2
5620.55
5581.35
5720
5709.85
5702.7
5672.8
5693.7
5735.15
5722.95
5743.25
5807.25
5815.35
5751.85
5728.65
5686.5
5721.1
5725
5693.7
5714
5684.35

5312.1
5294.1
5309.05
5328.8
5356.65
5341.7
5368.7
5394.8
5393.85
5371
5346.65
5312.6
5282.7
5255.05
5238.9
5243.15
5233.2
5215.7
5217.65
5309.2
5343.45
5349.1
5332.1
5393.95
5421.85
5526.95
5585.15
5586.45
5534.9
5575.45
5662.75
5652.45
5638.65
5639.7
5683.45
5694
5715.8
5751.35
4888.2
5666.2
5677.9
5647.05
5636.95
5659.35
5651.05
5635.6
5633.9

5322.95
5320.4
5347.9
5380.35
5362.95
5366.3
5421
5412.85
5415.35
5386.7
5350.25
5334.6
5287.8
5315.05
5258.5
5253.75
5274
5225.7
5238.4
5342.1
5358.7
5363.45
5390
5431
5435.35
5577.65
5610
5600.05
5554.25
5691.15
5669.6
5673.9
5663.45
5649.5
5703.3
5718.8
5731.25
5787.6
5746.95
5676
5704.6
5652.15
5708.05
5676.05
5687.25
5648
5660.25

181419777
130090985
107578773
109794400
133996943
134985473
124343357
103103501
127995889
114346965
89987572
123683723
157470632
226494000
167393902
110380869
106316880
126162071
134008569
149584722
11221064
109607506
112878090
139920871
110774177
233783031
258912780
175488961
165684942
278023825
210419441
341387116
170771069
238991690
163660805
123138510
165037864
171404290
255569804
142319000
119300415
126294361
148283847
130076802
93693482
117415701
123974371

6763.23
6540.77
4678.33
4742.47
5285.5
5262.34
4986.5
4156.18
5462.34
4520.37
3882.41
4771
4581.21
8374.69
6600.58
4015.55
3726.52
4904.68
4622.16
5590.04
376.34
4183.01
4081.42
4885.71
4199.37
9263.53
10924.57
7272.63
6768.88
11101.32
8380.56
12551.6
6754.98
9368.11
6948.17
4798.17
6654.02
6954.74
12995.8
5853.56
5047.01
4564.39
6542.71
6475.3
3962.97
5043.3
5259.46

18-Oct-12
19-Oct-12
22-Oct-12
23-Oct-12
25-Oct-12
26-Oct-12
29-Oct-12
30-Oct-12
31-Oct-12

5675.3
5703.3
5667.6
5715.65
5688.8
5683.55
5665.2
5656.35
5596.75

5722.5
5711.7
5721.55
5720.8
5718.75
5697.2
5698.3
5689.9
5624.4

5650.55
5660
5658.05
5681.45
5685.7
5641.75
5645.1
5589.9
5583.05

5718.7
5684.25
5717.15
5691.4
5705.3
5664.3
5665.6
5597.9
5619.7

HPR
Annual
Return

6%

144097860
124262817
103372318
81501427
158343061
101663820
93555816
116678775
112075316

14%

Standard 246.3632
Deviation
Covarience of CNX Finance and66414.4
S&p CNX NIFTY
Beta
0.876947
Risk free Rate 5%
CNX FINANCES&P CNX NIFTY
Sharpe Ratio 0.000369025 0.000833
Treynor
0.103671152 0.261525
Jensen
-11%

6264.78
5410.95
4994.75
3803.5
7359.34
4718.97
3953.86
5550.86
4918.55

S & P CNX N
1.007634593
0.99335635
0.983373725
1.001757604
0.99680563
1.009565991
0.986848214
1.003600611
1.01215032
1.00194718
1.006113208
0.992208011
0.982942249
1.004239895
0.996046069
0.997500961
1.000308345
1.00354487
1.007515838
0.99828511
0.990313314
0.980427492
1.005366779
0.977669799
0.99496995
0.998170781
0.992589162
0.995719126
1.007131505
0.982894311
1.002459733
1.004363271
1.0029848
0.990715545
0.994887357
1.01773288
0.999796806
1.013261117
1.000892562
0.992114386
0.994647276
0.983215718
1.001352859

0.0076
-0.0066
-0.0166
0.0018
-0.0032
0.0096
-0.0132
0.0036
0.0122
0.0019
0.0061
-0.0078
-0.0171
0.0042
-0.0040
-0.0025
0.0003
0.0035
0.0075
-0.0017
-0.0097
-0.0196
0.0054
-0.0223
-0.0050
-0.0018
-0.0074
-0.0043
0.0071
-0.0171
0.0025
0.0044
0.0030
-0.0093
-0.0051
0.0177
-0.0002
0.0133
0.0009
-0.0079
-0.0054
-0.0168
0.0014

0.76%
-0.66%
-1.66%
0.18%
-0.32%
0.96%
-1.32%
0.36%
1.22%
0.19%
0.61%
-0.78%
-1.71%
0.42%
-0.40%
-0.25%
0.03%
0.35%
0.75%
-0.17%
-0.97%
-1.96%
0.54%
-2.23%
-0.50%
-0.18%
-0.74%
-0.43%
0.71%
-1.71%
0.25%
0.44%
0.30%
-0.93%
-0.51%
1.77%
-0.02%
1.33%
0.09%
-0.79%
-0.54%
-1.68%
0.14%

Date
2-Apr-12
3-Apr-12
4-Apr-12
9-Apr-12
10-Apr-12
11-Apr-12
12-Apr-12
13-Apr-12
16-Apr-12
17-Apr-12
18-Apr-12
19-Apr-12
20-Apr-12
23-Apr-12
24-Apr-12
25-Apr-12
26-Apr-12
27-Apr-12
28-Apr-12
30-Apr-12
2-May-12
3-May-12
4-May-12
7-May-12
8-May-12
9-May-12
10-May-12
11-May-12
14-May-12
15-May-12
16-May-12
17-May-12
18-May-12
21-May-12
22-May-12
23-May-12
24-May-12
25-May-12
28-May-12
29-May-12
30-May-12
31-May-12
1-Jun-12
4-Jun-12

Open
4135.6
4221
4212.45
4171.3
4128.9
4110.3
4165.6
4240.7
4170.35
4236.35
4284.05
4262.75
4267.25
4227.4
4178.75
4160.55
4135.05
4112.55
4140.6
4137.75
4158.85
4136
4077.45
3924.1
4033
3885.25
3869.05
3837.65
3854.1
3778.3
3771.85
3761.55
3700.5
3810.45
3888.75
3784.75
3806.35
3874.75
3889.9
3978
3933.8
3852.95
3861.4
3765.65

High
4198.35
4266.95
4216.75
4171.3
4148.25
4181.85
4226.85
4279.15
4218.65
4284.5
4305.6
4292.6
4282
4260.2
4185.05
4175.35
4138.4
4153.65
4151.65
4193.15
4193.15
4145.1
4082.3
4029.95
4039.8
3916
3936.05
3897.95
3887.3
3847.75
3771.85
3812.95
3828.35
3882.3
3902.05
3803.65
3896.1
3894.8
3968.8
3989.75
3934.65
3880.75
3886.5
3835.25

1.003124903
1.027512183
1.010516099
1.003703227
0.997188434
1.012227696
1.001084853
0.986976345
1.016677383
0.985444781
1.007819519
1.00327204
1.008680708
0.996331075
0.993898233
1.001202428
1.00412045
1.001409985
1.025198334
0.99994317
1.001771303
1.002760994
1.004667566
0.998057177
0.99213835
1.013307678
0.992694585
0.986610256
0.998471897
0.994260845
0.999153398
1.004515825
1.005061059
0.992828123
0.983256806
1.002002755
0.996372996
0.986965712
1.011273052
1.019598616
1.005615601
1.002199273
0.997567026
0.997694993
1.012817072
1.010250731
1.000243596

0.0031
0.0275
0.0105
0.0037
-0.0028
0.0122
0.0011
-0.0130
0.0167
-0.0146
0.0078
0.0033
0.0087
-0.0037
-0.0061
0.0012
0.0041
0.0014
0.0252
-0.0001
0.0018
0.0028
0.0047
-0.0019
-0.0079
0.0133
-0.0073
-0.0134
-0.0015
-0.0057
-0.0008
0.0045
0.0051
-0.0072
-0.0167
0.0020
-0.0036
-0.0130
0.0113
0.0196
0.0056
0.0022
-0.0024
-0.0023
0.0128
0.0103
0.0002

0.31%
2.75%
1.05%
0.37%
-0.28%
1.22%
0.11%
-1.30%
1.67%
-1.46%
0.78%
0.33%
0.87%
-0.37%
-0.61%
0.12%
0.41%
0.14%
2.52%
-0.01%
0.18%
0.28%
0.47%
-0.19%
-0.79%
1.33%
-0.73%
-1.34%
-0.15%
-0.57%
-0.08%
0.45%
0.51%
-0.72%
-1.67%
0.20%
-0.36%
-1.30%
1.13%
1.96%
0.56%
0.22%
-0.24%
-0.23%
1.28%
1.03%
0.02%

5-Jun-12
6-Jun-12
7-Jun-12
8-Jun-12
11-Jun-12
12-Jun-12
13-Jun-12
14-Jun-12
15-Jun-12
18-Jun-12
19-Jun-12
20-Jun-12
21-Jun-12
22-Jun-12
25-Jun-12
26-Jun-12
27-Jun-12
28-Jun-12
29-Jun-12
2-Jul-12
3-Jul-12
4-Jul-12
5-Jul-12
6-Jul-12
9-Jul-12
10-Jul-12
11-Jul-12
12-Jul-12
13-Jul-12
16-Jul-12
17-Jul-12
18-Jul-12
19-Jul-12
20-Jul-12
23-Jul-12
24-Jul-12
25-Jul-12
26-Jul-12
27-Jul-12
30-Jul-12
31-Jul-12
1-Aug-12
2-Aug-12
3-Aug-12
6-Aug-12
7-Aug-12
8-Aug-12

3850.15
3874.4
3992.7
4030.9
4064.35
4004.8
4096.4
4073.3
3993.05
4105.05
3949.8
3989.15
3967.95
4001.15
4063.05
4011.75
4050.2
4055.9
4090.45
4180.15
4223.95
4265.1
4257.05
4305.05
4299.3
4299.4
4327.05
4305.5
4307.1
4296.1
4316.2
4290.25
4339.6
4335.05
4239.8
4197.2
4195.3
4204.7
4197.3
4191.1
4272.05
4254.2
4295.5
4254.7
4299.7
4341.65
4398.7

3884.7
3965.65
4034
4051.5
4096.1
4096.5
4124.05
4088.2
4077.15
4111.2
3983
4002.05
4063.65
4059.25
4099.35
4048
4079.9
4063.75
4178.05
4219.55
4263.85
4276.45
4311.25
4333.8
4301.05
4355.25
4358.85
4320.7
4332
4325.95
4325.7
4317.15
4348.65
4335.05
4239.8
4212.75
4204.45
4204.7
4240.9
4259.85
4273.75
4308.5
4300.1
4266.75
4341.4
4397
4412.2

0.997180592
0.999520942
1.005168784
1.006067802
0.99676601
1.000624656
1.010193243
0.998496587
1.000461864
0.994709483
0.993233334
0.997074903
0.991227084
1.005153372
0.989360401
0.999096701
1.00385439
0.990841866
1.002430296
1.019796121
1.003107392
1.000886409
1.004950172
1.007606679
1.000800957
1.026180467
1.005799934
0.998226381
0.991821502
1.024647792
0.996213419
1.000758431
0.998158233
0.997536837
1.009522967
1.002717725
1.00217703
1.009832061
0.992976363
0.987654321
1.00503876
0.990805666
1.009890042
0.994393882
1.001973203
0.993098598
1.002168909

-0.0028
-0.0005
0.0052
0.0061
-0.0032
0.0006
0.0102
-0.0015
0.0005
-0.0053
-0.0068
-0.0029
-0.0088
0.0052
-0.0106
-0.0009
0.0039
-0.0092
0.0024
0.0198
0.0031
0.0009
0.0050
0.0076
0.0008
0.0262
0.0058
-0.0018
-0.0082
0.0246
-0.0038
0.0008
-0.0018
-0.0025
0.0095
0.0027
0.0022
0.0098
-0.0070
-0.0123
0.0050
-0.0092
0.0099
-0.0056
0.0020
-0.0069
0.0022

-0.28%
-0.05%
0.52%
0.61%
-0.32%
0.06%
1.02%
-0.15%
0.05%
-0.53%
-0.68%
-0.29%
-0.88%
0.52%
-1.06%
-0.09%
0.39%
-0.92%
0.24%
1.98%
0.31%
0.09%
0.50%
0.76%
0.08%
2.62%
0.58%
-0.18%
-0.82%
2.46%
-0.38%
0.08%
-0.18%
-0.25%
0.95%
0.27%
0.22%
0.98%
-0.70%
-1.23%
0.50%
-0.92%
0.99%
-0.56%
0.20%
-0.69%
0.22%

9-Aug-12
10-Aug-12
13-Aug-12
14-Aug-12
16-Aug-12
17-Aug-12
21-Aug-12
22-Aug-12
23-Aug-12
24-Aug-12
27-Aug-12
28-Aug-12
29-Aug-12
30-Aug-12
31-Aug-12
3-Sep-12
4-Sep-12
5-Sep-12
6-Sep-12
7-Sep-12
8-Sep-12
10-Sep-12
11-Sep-12
12-Sep-12
13-Sep-12
14-Sep-12
17-Sep-12
18-Sep-12
20-Sep-12
21-Sep-12
24-Sep-12
25-Sep-12
26-Sep-12
27-Sep-12
28-Sep-12
1-Oct-12
3-Oct-12
4-Oct-12
5-Oct-12
8-Oct-12
9-Oct-12
10-Oct-12
11-Oct-12
12-Oct-12
15-Oct-12
16-Oct-12
17-Oct-12

4385.95
4309.5
4282.35
4342.7
4370.15
4349
4351.1
4374.9
4400.1
4348.2
4332.65
4273.15
4255.85
4196.6
4242.05
4244.75
4220.65
4202.6
4166.05
4238.25
4265.7
4272.2
4241.45
4322.4
4328.45
4403.1
4540.95
4585.9
4558
4571.55
4711.15
4725.9
4711.95
4729.55
4738.9
4732.95
4723.75
4754.35
4842.75
4745.95
4717.55
4681.65
4662.45
4711.65
4672.25
4705.15
4687.75

4397.05
4318.5
4344.85
4368.3
4381.7
4377.7
4405.65
4405.6
4419.1
4359.95
4332.65
4274.5
4256.8
4278.2
4278.25
4259.95
4224.2
4211.15
4203.4
4270.15
4275.6
4288.75
4314.7
4338.75
4339.25
4490.7
4618.6
4611.7
4572.8
4737.65
4766.9
4766.85
4724.9
4745.35
4769.7
4734.85
4744.1
4842.85
4842.75
4745.95
4744.8
4681.65
4711.55
4723.45
4690.55
4722.15
4692.85

1.010326399
0.993975904
1.005787923
0.995496008
1.002442281
0.9928137
1.000229508
0.988050692
1.003894318

0.0103
-0.0060
0.0058
-0.0045
0.0024
-0.0072
0.0002
-0.0119
0.0039

1.03%
-0.60%
0.58%
-0.45%
0.24%
-0.72%
0.02%
-1.19%
0.39%

fin

nifty

sd

0.905%

1.217%

covar
var
beta

0.000101602
0.000148051
0.686262985

0.000148051

18-Oct-12
19-Oct-12
22-Oct-12
23-Oct-12
25-Oct-12
26-Oct-12
29-Oct-12
30-Oct-12
31-Oct-12

4690.3
4735.55
4684.65
4749.05
4718.55
4749.7
4717.35
4703.55
4627.45

4756.35
4752.85
4746.65
4760.45
4772.2
4759.05
4749.45
4755.1
4671.45

S & P CNX NIFTY

Low
4131.7
4219.95
4180.5
4106.6
4100.55
4094.65
4165.6
4152.5
4166.6
4162.65
4238
4230.5
4200.35
4155.2
4136.4
4089.65
4095.9
4077
4128
4137.75
4152.9
4093.3
3970.1
3875
3893.4
3838.4
3843
3822.7
3773.2
3776.6
3698.65
3745.35
3695.3
3810.45
3793.55
3753.4
3792.15
3852.55
3889.9
3951.4
3892.8
3830.7
3795.05
3743.4

Close
Shares Traded
4191.45
26694976
4244.4
31818586
4207.2
20783557
4113.8
18775927
4142.65
31882479
4151.15
40399473
4213.25
34788320
4182.2
32877560
4213.65
27334154
4255.85
49442147
4248
33181476
4282.6
26618000
4233.55
28230833
4167.2
28965802
4155.35
27637348
4126.85
34947158
4107.2
37647693
4120.05
43979651
4143.1
2394392
4154.15
27571898
4163.6
26924908
4100.4
30631138
3986.6
37005162
4016.45
47399024
3915.85
38558814
3861.4
45338412
3860.55
43246691
3847.25
32175220
3804.95
36440761
3827.3
37040963
3742.6
41797297
3759.7
34362469
3808
39794891
3847.25
32079250
3800.5
37450604
3775.1
32227774
3884.55
36128071
3880.85
27467419
3964.8
24146888
3959.6
25010314
3900.55
25361279
3869.1
51935215
3799.8
25881717
3821.7
26063413

Turnover (Rs. Cr)

1549.24
1819.52
1216.04
1107.79
1609.74
2182.57
2054.31
2098.24
1635.4
3293.04
1731.78
1562.46
1553.03
1584.26
1548.31
1999.12
1825.92
2719.84
155.04
1553.88
1408.07
1904.39
2100.86
2553.98
2045.96
2324.63
2185.07
1775.77
1880.29
1699.57
2247.58
1827.76
3084.01
1901.72
2156.03
1801.91
1995.64
1667.15
1668.34
1921.3
1592.89
2874.51
1553.77
1603.58

1.012633
0.991236
0.9778
1.007013
1.002052
1.01496
0.99263
1.00752
1.010015
0.998155
1.008145
0.988547
0.984328
0.997156
0.993141
0.995238
1.003129
1.005595
1.002667
1.002275
0.984821
0.972247
1.007488
0.974953
0.986095
0.99978
0.996555
0.989005
1.005874
0.97787
1.004569
1.012847
1.010307
0.987848
0.993317
1.028993
0.999048
1.021632
0.998688
0.985087
0.991937
0.982089
1.005763

0.012633
-0.00876
-0.0222
0.007013
0.002052
0.01496
-0.00737
0.00752
0.010015
-0.00184
0.008145
-0.01145
-0.01567
-0.00284
-0.00686
-0.00476
0.003129
0.005595
0.002667
0.002275
-0.01518
-0.02775
0.007488
-0.02505
-0.01391
-0.00022
-0.00345
-0.01099
0.005874
-0.02213
0.004569
0.012847
0.010307
-0.01215
-0.00668
0.028993
-0.00095
0.021632
-0.00131
-0.01491
-0.00806
-0.01791
0.005763

3832.75
3873.5
3972.9
3972.1
4022.6
4004.65
4071.15
3975.8
3993.05
3936.7
3914.5
3959.4
3967.95
3987.75
4008.15
4005.3
4041.4
4030.25
4090.45
4157.55
4223.8
4243.8
4248.05
4278.2
4258.05
4295.85
4324.95
4272.15
4279.6
4279.7
4270.6
4271.2
4322.75
4263.1
4185.95
4174.5
4171.95
4118.45
4146.4
4191.1
4208.35
4252.75
4258.25
4220.45
4299.7
4326.85
4364.5

3850.45
3954.5
4028.5
4038.2
4033.65
4090.25
4093.15
3985.05
4062.9
3954.7
3975.85
3986.25
4059.5
4047.55
4018.5
4028.05
4053.3
4049.25
4171.65
4207.65
4245.65
4267.1
4307.05
4320.75
4285.5
4350.8
4331.3
4293.9
4289.65
4285.95
4285.85
4311.5
4331.8
4270.45
4194.95
4200.05
4188.8
4127.35
4159.6
4255.55
4268.15
4298.1
4281.55
4261
4328.95
4389.45
4371.15

27927585
47740365
41385430
35072878
32812899
37274881
37688611
30010229
32763803
34247880
29825741
23465695
31150158
35181378
26488154
20560780
30323471
32138798
35558757
26867528
28055240
33076854
30731434
34557298
22741547
29738031
26657353
22107753
20802080
20705931
23716279
25859399
26853875
24067908
21840754
26254501
26138741
35811601
35540158
30999582
32396748
31651929
20742980
29295441
29561665
34287070
29527083

1728.5
2429.74
2387.53
2020.78
1858.64
2159.52
2110.33
1843.85
1956.38
2504.4
1958.52
1390.68
1920
2002.39
2028.01
1427.82
1578.14
2185.09
2142.57
1781.69
1793.02
2195.6
1773.1
2033.49
1600.35
1935.91
1832.33
1477.51
1306.4
1362.87
1524.49
1676.68
1698.23
1490.43
1287.49
1342.55
1333.81
2273.45
2633.31
2232.46
2507.05
1700.36
1373.22
1630.9
1662.47
2051.33
1812.93

1.007523
1.027023
1.018713
1.002408
0.998873
1.014032
1.000709
0.97359
1.019536
0.973369
1.005348
1.002616
1.018376
0.997056
0.992823
1.002377
1.006269
0.999001
1.030228
1.00863
1.009031
1.005052
1.009362
1.003181
0.991842
1.015237
0.995518
0.991365
0.99901
0.999137
0.999977
1.005985
1.004708
0.985837
0.98232
1.001216
0.997321
0.98533
1.007814
1.023067
1.002961
1.007017
0.996149
0.9952
1.015947
1.013976
0.995831

0.007523
0.027023
0.018713
0.002408
-0.00113
0.014032
0.000709
-0.02641
0.019536
-0.02663
0.005348
0.002616
0.018376
-0.00294
-0.00718
0.002377
0.006269
-0.001
0.030228
0.00863
0.009031
0.005052
0.009362
0.003181
-0.00816
0.015237
-0.00448
-0.00863
-0.00099
-0.00086
-2.3E-05
0.005985
0.004708
-0.01416
-0.01768
0.001216
-0.00268
-0.01467
0.007814
0.023067
0.002961
0.007017
-0.00385
-0.0048
0.015947
0.013976
-0.00417

4313.75
4256.8
4274.3
4315.45
4336.55
4324.45
4340.95
4370.95
4352.4
4323.4
4267.55
4228.5
4210.55
4181.1
4205.4
4208.5
4180.2
4156.45
4157.6
4236.5
4265.7
4252.45
4241.4
4295.3
4304.55
4403.1
4540.95
4569.7
4534.15
4571.55
4703.85
4696.95
4678.45
4693.4
4726.7
4693.95
4711.1
4754.35
4263.8
4673.15
4689.15
4640.25
4623.2
4663.4
4631.9
4652.75
4647.75

4321.45
4288.95
4339.1
4357.9
4343.4
4346.6
4398.45
4383.8
4367.75
4332
4271.25
4243.95
4214.25
4255.1
4233.25
4218.5
4220.95
4161.15
4178.1
4261.45
4270.85
4264.3
4309.7
4319
4318.7
4482.05
4600.45
4606.55
4549.8
4713.95
4720.25
4730.45
4714.7
4712.1
4735.7
4711.75
4735.7
4823.55
4732.35
4682.05
4710.05
4645
4699.05
4669.4
4684.2
4661
4671.9

33191991
41451575
27415367
27341417
38396502
27503991
26237390
24418384
30060054
22625766
23511130
30768117
26781996
52233693
56649434
25963918
28542501
33098677
32295017
33657400
1720924
21424005
23884777
24783416
21372436
49501507
59433552
44721357
40058009
67594272
56024392
54070521
42524694
44865661
35311486
27631262
39339310
37513699
103238528
36363837
30232508
31232301
39498148
33333151
23332261
31613132
30225014

2262.46
3587.5
2148.64
1856.12
2025.97
1692.51
1576.84
1567.79
1931.89
1384.75
1526.05
1898.91
1604.99
3106.54
3323.66
1525.01
1586.09
2076.25
1576.35
1987.12
98.85
1337.32
1438.11
1455.53
1280.18
3283.54
3934.23
2654.66
2231.97
4199.16
3218.8
3113.98
2490.93
2790.24
2152.13
1500.37
2279.84
2513.69
7439.86
2096.78
1787.21
1702.27
2483.68
1889.72
1333.93
1972.39
1761.02

0.98863
0.992479
1.011693
1.004333
0.996673
1.000737
1.011929
0.996669
0.996339
0.991815
0.985976
0.993608
0.993002
1.009693
0.994865
0.996516
1.000581
0.985833
1.004073
1.019949
1.002206
0.998466
1.010647
1.002158
0.999931
1.037824
1.026416
1.001326
0.987681
1.036079
1.001336
1.002161
0.996671
0.999449
1.005008
0.994943
1.005083
1.018551
0.981093
0.989371
1.00598
0.986189
1.011636
0.99369
1.00317
0.995047
1.002339

-0.01137
-0.00752
0.011693
0.004333
-0.00333
0.000737
0.011929
-0.00333
-0.00366
-0.00818
-0.01402
-0.00639
-0.007
0.009693
-0.00514
-0.00348
0.000581
-0.01417
0.004073
0.019949
0.002206
-0.00153
0.010647
0.002158
-6.9E-05
0.037824
0.026416
0.001326
-0.01232
0.036079
0.001336
0.002161
-0.00333
-0.00055
0.005008
-0.00506
0.005083
0.018551
-0.01891
-0.01063
0.00598
-0.01381
0.011636
-0.00631
0.00317
-0.00495
0.002339

4669.6
4682.25
4682.3
4716.85
4718.55
4699.1
4692.15
4610.65
4595.75
HPR
Annual
Return

4751.95
4708.1
4742.65
4730.45
4762.1
4718.5
4709.55
4624.6
4663

36376504
36535294
28163115
24000121
48024106
34646098
30251594
43092813
36690829

2398.94
2037.65
1818.57
1390.67
2834.7
2190.94
1604.4
2765.19
2012.05

1.017134
0.990772
1.007338
0.997428
1.006691
0.990844
0.998103
0.981962
1.008303

0.017134
-0.00923
0.007338
-0.00257
0.006691
-0.00916
-0.0019
-0.01804
0.008303

11%
28%

Standard 275.1974
Deviation

1.217%