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WEEK 1 - 2 July to 6 July 2012

1,260.00
1,240.00
1,220.00
1,200.00

Open

1,180.00

High
Low

1,160.00

Close

1,140.00
1,120.00
1,100.00

Date

2-Jul-12

3-Jul-12

4-Jul-12

Open

High

Low

5-Jul-12

Close

6-Jul-12

LTP

Volume

Turnover

2-Jul-12

1,180.00

1,204.80

1,155.00

1,178.50

1176.50

11,41,219

13,542.16

3-Jul-12

1,188.00

1,201.20

1,185.45

1,191.65

1190.20

9,73,813

11,635.69

4-Jul-12

1,197.25

1,224.50

1,197.25

1,221.15

1219.20

10,44,761

12,711.66

5-Jul-12

1,215.55

1,250.00

1,213.50

1,240.30

1244.00

12,78,118

15,767.88

6-Jul-12

1,240.35

1,242.00

1,211.50

1,215.50

1215.90

6,11,047

7,468.32

WEEK 2 - 9 July to 13 July 2012


1,240.00
1,230.00
1,220.00
1,210.00
1,200.00

Open

1,190.00

High

1,180.00

Low

1,170.00

Close

1,160.00
1,150.00
1,140.00
9-Jul-12

10-Jul-12

11-Jul-12

12-Jul-12

13-Jul-12

Date

Open

High

Low

Close

LTP

Volume

Turnover

9-Jul-12

1,212.00

1,213.00

1,183.75

1,187.75

1187.00

4,03,988

4,820.14

10-Jul-12

1,193.00

1,228.80

1,181.00

1,220.55

1219.00

7,94,615

9,629.75

11-Jul-12

1,214.00

1,218.00

1,200.05

1,203.40

1206.60

4,07,383

4,924.03

12-Jul-12

1,199.80

1,216.00

1,189.15

1,195.60

1197.15

5,59,552

6,733.59

13-Jul-12

1,200.25

1,207.90

1,175.65

1,183.95

1184.15

5,92,804

7,029.69

WEEK 3 - 16 July to 20 July 2012


1,250.00
1,200.00
Open

1,150.00

High
Low

1,100.00

Close
1,050.00
1,000.00
16-Jul-12

Date

Open

17-Jul-12

18-Jul-12

High

Low

19-Jul-12

Close

20-Jul-12

LTP

Volume

Turnover

16-Jul-12

1,190.00

1,212.95

1,178.40

1,203.30

1204.40

5,99,666

7,218.55

17-Jul-12

1,210.50

1,215.75

1,190.60

1,196.20

1195.00

2,73,112

3,287.59

18-Jul-12

1,197.35

1,229.00

1,186.80

1,226.60

1228.65

5,08,727

6,160.72

19-Jul-12

1,175.00

1,175.00

1,110.00

1,117.30

1113.85

83,45,304

94,672.90

20-Jul-12

1,095.25

1,151.70

1,094.75

1,147.50

1146.95

45,53,438

51,512.36

WEEK 4 - 23 July to 27 July 2012


1,130.00
1,120.00
1,110.00
1,100.00

Open

1,090.00

High

1,080.00

Low

1,070.00

Close

1,060.00
1,050.00
1,040.00
23-Jul-12

Date

Open

24-Jul-12

25-Jul-12

High

Low

26-Jul-12

Close

27-Jul-12

LTP

Volume

Turnover

23-Jul-12

1,106.00

1,107.00

1,074.30

1,079.95

1081.50

40,40,249

43,767.86

24-Jul-12

1,086.00

1,119.00

1,085.25

1,106.90

1104.00

23,73,402

26,188.26

25-Jul-12

1,095.00

1,107.80

1,085.95

1,102.95

1104.00

12,02,467

13,186.70

26-Jul-12

1,110.00

1,125.60

1,098.60

1,108.55

1108.15

21,09,342

23,464.91

27-Jul-12

1,124.75

1,124.95

1,106.05

1,112.95

1110.00

8,84,839

9,836.71

WEEK 5 - 30 July to3 Aug 2012


1,150.00
1,140.00
1,130.00
1,120.00
1,110.00

Open

1,100.00

High

1,090.00

Low

1,080.00

Close

1,070.00
1,060.00
1,050.00
30-Jul-12

31-Jul-12

1-Aug-12

2-Aug-12

3-Aug-12

Date

Open

High

Low

Close

LTP

Volume

Turnover

30-Jul-12

1,085.10

1,124.50

1,082.65

1,119.90

1115.00

13,53,345

15,020.68

31-Jul-12

1,115.00

1,137.60

1,112.75

1,134.85

1137.00

7,08,501

7,982.09

1-Aug-12

1,134.00

1,144.00

1,118.50

1,125.60

1125.00

7,04,104

7,935.21

2-Aug-12

1,129.80

1,134.00

1,116.00

1,125.35

1124.00

4,29,857

4,835.78

3-Aug-12

1,119.80

1,124.85

1,108.95

1,120.85

1123.00

2,97,511

3,324.00

WEEK 6 - 6 Aug to 10 Aug 2012

1,180.00
1,170.00
1,160.00
1,150.00

Open

1,140.00

High

1,130.00

Low

1,120.00

Close

1,110.00
1,100.00
1,090.00
6-Aug-12

Date

Open

7-Aug-12

8-Aug-12

High

Low

9-Aug-12

Close

10-Aug-12

LTP

Volume

Turnover

6-Aug-12

1,134.00

1,141.00

1,125.00

1,137.65

1138.55

4,25,446

4,818.49

7-Aug-12

1,139.95

1,148.95

1,130.00

1,146.95

1147.10

5,56,437

6,363.91

8-Aug-12

1,140.60

1,151.25

1,136.00

1,140.10

1141.90

5,68,514

6,496.89

9-Aug-12

1,142.00

1,166.00

1,137.00

1,144.80

1142.55

8,95,054

10,303.37

10-Aug-12

1,144.00

1,175.85

1,140.65

1,165.80

1172.95

6,38,608

7,405.58

WEEK 7 - 13 Aug to 17 Aug 2012


1,210.00
1,200.00
1,190.00
Open

1,180.00

High
1,170.00

Low

1,160.00

Close

1,150.00
1,140.00

Date

13-Aug-12

14-Aug-12

15-Aug-12

Open

High

Low

16-Aug-12

Close

17-Aug-12

LTP

Volume

Turnover

13-Aug-12

1,179.30

1,195.00

1,177.20

1,184.95

1178.65

8,38,204

9,955.52

14-Aug-12

1,184.00

1,191.00

1,160.00

1,184.90

1183.70

4,18,219

4,928.19

16-Aug-12

1,191.80

1,198.00

1,170.00

1,172.60

1173.50

3,96,861

4,679.63

17-Aug-12

1,190.00

1,194.80

1,171.15

1,177.55

1179.00

19,88,327

23,454.10

WEEK 8 - 21 Aug to 24 Aug 2012


1,210.00
1,200.00
1,190.00
1,180.00

Open

1,170.00

High
Low

1,160.00

Close

1,150.00
1,140.00
1,130.00
21-Aug-12

22-Aug-12

23-Aug-12

24-Aug-12

Date

Open

High

Low

Close

LTP

Volume

Turnover

21-Aug-12

1,190.00

1,197.00

1,176.10

1,187.90

1188.90

11,86,236

14,057.92

22-Aug-12

1,185.00

1,206.00

1,180.05

1,183.15

1182.95

7,00,024

8,357.03

23-Aug-12

1,186.25

1,192.05

1,177.00

1,181.00

1180.20

3,04,311

3,600.56

24-Aug-12

1,181.20

1,193.00

1,161.00

1,190.30

1192.80

4,70,889

5,555.85

1,220.00
1,200.00
1,180.00
Open

1,160.00

High
1,140.00

Low

1,120.00

Close

1,100.00
1,080.00

Date

27-Aug-12

28-Aug-12

29-Aug-12

Open

High

Low

30-Aug-12

Close

31-Aug-12

LTP

Volume

Turnover

27-Aug-12

1,194.95

1,198.50

1,164.05

1,167.80

1167

3,55,903

4,182.00

28-Aug-12

1,165.20

1,183.30

1,156.00

1,164.45

1164.25

4,32,474

5,057.72

29-Aug-12

1,167.25

1,173.00

1,154.25

1,167.80

1166.9

6,30,103

7,341.32

30-Aug-12

1,160.05

1,164.00

1,133.10

1,143.60

1155.5

8,96,906

10,273.32

31-Aug-12

1,138.40

1,148.50

1,130.00

1,143.30

1138

3,92,594

4,472.99

1,240.00
1,220.00
1,200.00
1,180.00

Open

1,160.00

High
Low

1,140.00

Close

1,120.00
1,100.00
1,080.00
3-Sep-12 4-Sep-12 5-Sep-12 6-Sep-12 7-Sep-12 8-Sep-12

Date

Open

High

Low

Close

LTP

Volume

Turnover

3-Sep-12

1,130.20

1,170.05

1,130.20

1,162.50

1169.8

4,45,403

5,138.75

4-Sep-12

1,162.50

1,179.00

1,147.50

1,174.65

1176.05

4,17,884

4,852.41

5-Sep-12

1,170.00

1,179.00

1,162.05

1,174.50

1179

4,21,800

4,938.30

6-Sep-12

1,170.00

1,196.00

1,170.00

1,183.45

1183

7,67,955

9,124.06

7-Sep-12

1,196.00

1,208.00

1,191.30

1,205.00

1204.55

12,85,056

15,458.54

8-Sep-12

1,202.10

1,216.60

1,202.10

1,209.20

1210

60,003

726.54

1,280.00
1,260.00
1,240.00
Open

1,220.00

High
1,200.00

Low

1,180.00

Close

1,160.00
1,140.00
10-Sep-12

Date

Open

11-Sep-12

12-Sep-12

High

Low

13-Sep-12

Close

14-Sep-12

LTP

Volume

Turnover

10-Sep-12

1,212.00

1,220.75

1,197.60

1,206.10

1201

4,74,322

5,747.42

11-Sep-12

1,198.50

1,220.95

1,191.70

1,213.85

1213.2

4,98,747

6,048.16

12-Sep-12

1,216.00

1,225.25

1,212.30

1,220.20

1220

4,82,824

5,899.25

13-Sep-12

1,222.30

1,229.85

1,204.00

1,210.60

1212

3,47,562

4,227.42

14-Sep-12

1,226.00

1,267.80

1,226.00

1,261.10

1257.95

11,97,005

15,009.29

1,340.00
1,320.00
1,300.00
Open

1,280.00

High
1,260.00

Low

1,240.00

Close

1,220.00
1,200.00
17-Sep-12
Date

Open

18-Sep-12

19-Sep-12

High

Low

20-Sep-12

21-Sep-12

Close

LTP

17-Sep-12

1,281.00

1,324.50

1,275.05

1,279.30

18-Sep-12

1,289.90

1,292.60

1,268.15

20-Sep-12

1,251.00

1,301.80

1,251.00

21-Sep-12

1,294.00

1,317.30

1,287.15

Volume

Turnover

1276.85

13,38,378

17,389.28

1,275.95

1275

6,40,871

8,185.66

1,282.90

1279.55

9,40,325

12,132.68

1,311.75

1316

8,00,094

10,428.08

Date

Open

High

Low

Close

LTP

2-Jul-12

1,180.00

1,204.80

1,155.00

1,178.50

1176.5

3-Jul-12

1,188.00

1,201.20

1,185.45

1,191.65

4-Jul-12

1,197.25

1,224.50

1,197.25

1,221.15

5-Jul-12

1,215.55

1,250.00

1,213.50

6-Jul-12

1,240.35

1,242.00

9-Jul-12

1,212.00

1,213.00

10-Jul-12

1,193.00

11-Jul-12
12-Jul-12

Volume

Turnover

11,41,219

13,542.16

1190.2

9,73,813

11,635.69

1219.2

10,44,761

12,711.66

1,240.30

1244

12,78,118

15,767.88

1,211.50

1,215.50

1215.9

6,11,047

7,468.32

1,183.75

1,187.75

1187

4,03,988

4,820.14

1,228.80

1,181.00

1,220.55

1219

7,94,615

9,629.75

1,214.00

1,218.00

1,200.05

1,203.40

1206.6

4,07,383

4,924.03

1,199.80

1,216.00

1,189.15

1,195.60

1197.15

5,59,552

6,733.59

13-Jul-12

1,200.25

1,207.90

1,175.65

1,183.95

1184.15

5,92,804

7,029.69

16-Jul-12

1,190.00

1,212.95

1,178.40

1,203.30

1204.4

5,99,666

7,218.55

17-Jul-12

1,210.50

1,215.75

1,190.60

1,196.20

1195

2,73,112

3,287.59

18-Jul-12

1,197.35

1,229.00

1,186.80

1,226.60

1228.65

5,08,727

6,160.72

19-Jul-12

1,175.00

1,175.00

1,110.00

1,117.30

1113.85

83,45,304

94,672.90

20-Jul-12

1,095.25

1,151.70

1,094.75

1,147.50

1146.95

45,53,438

51,512.36

23-Jul-12

1,106.00

1,107.00

1,074.30

1,079.95

1081.5

40,40,249

43,767.86

24-Jul-12

1,086.00

1,119.00

1,085.25

1,106.90

1104

23,73,402

26,188.26

25-Jul-12

1,095.00

1,107.80

1,085.95

1,102.95

1104

12,02,467

13,186.70

26-Jul-12

1,110.00

1,125.60

1,098.60

1,108.55

1108.15

21,09,342

23,464.91

27-Jul-12

1,124.75

1,124.95

1,106.05

1,112.95

1110

8,84,839

9,836.71

30-Jul-12

1,085.10

1,124.50

1,082.65

1,119.90

1115

13,53,345

15,020.68

31-Jul-12

1,115.00

1,137.60

1,112.75

1,134.85

1137

7,08,501

7,982.09

1-Aug-12

1,134.00

1,144.00

1,118.50

1,125.60

1125

7,04,104

7,935.21

2-Aug-12

1,129.80

1,134.00

1,116.00

1,125.35

1124

4,29,857

4,835.78

3-Aug-12

1,119.80

1,124.85

1,108.95

1,120.85

1123

2,97,511

3,324.00

6-Aug-12

1,134.00

1,141.00

1,125.00

1,137.65

1138.55

4,25,446

4,818.49

7-Aug-12

1,139.95

1,148.95

1,130.00

1,146.95

1147.1

5,56,437

6,363.91

8-Aug-12

1,140.60

1,151.25

1,136.00

1,140.10

1141.9

5,68,514

6,496.89

9-Aug-12

1,142.00

1,166.00

1,137.00

1,144.80

1142.55

8,95,054

10,303.37

10-Aug-12

1,144.00

1,175.85

1,140.65

1,165.80

1172.95

6,38,608

7,405.58

13-Aug-12

1,179.30

1,195.00

1,177.20

1,184.95

1178.65

8,38,204

9,955.52

14-Aug-12

1,184.00

1,191.00

1,160.00

1,184.90

1183.7

4,18,219

4,928.19

16-Aug-12

1,191.80

1,198.00

1,170.00

1,172.60

1173.5

3,96,861

4,679.63

17-Aug-12

1,190.00

1,194.80

1,171.15

1,177.55

1179

19,88,327

23,454.10

21-Aug-12

1,190.00

1,197.00

1,176.10

1,187.90

1188.9

11,86,236

14,057.92

22-Aug-12

1,185.00

1,206.00

1,180.05

1,183.15

1182.95

7,00,024

8,357.03

23-Aug-12

1,186.25

1,192.05

1,177.00

1,181.00

1180.2

3,04,311

3,600.56

24-Aug-12

1,181.20

1,193.00

1,161.00

1,190.30

1192.8

4,70,889

5,555.85

27-Aug-12

1,194.95

1,198.50

1,164.05

1,167.80

1167

3,55,903

4,182.52

28-Aug-12

1,165.20

1,183.30

1,156.00

1,164.45

1164.25

4,32,474

5,057.72

29-Aug-12

1,167.25

1,173.00

1,154.25

1,167.80

1166.9

6,30,103

7,341.32

30-Aug-12

1,160.05

1,164.00

1,133.10

1,143.60

1155.5

8,96,906

10,273.32

31-Aug-12

1,138.40

1,148.50

1,130.00

1,143.30

1138

3,92,594

4,472.99

3-Sep-12

1,130.20

1,170.05

1,130.20

1,162.50

1169.8

4,45,403

5,138.75

4-Sep-12

1,162.50

1,179.00

1,147.50

1,174.65

1176.05

4,17,884

4,852.41

5-Sep-12

1,170.00

1,179.00

1,162.05

1,174.50

1179

4,21,800

4,938.30

6-Sep-12

1,170.00

1,196.00

1,170.00

1,183.45

1183

7,67,955

9,124.06

7-Sep-12

1,196.00

1,208.00

1,191.30

1,205.00

1204.55

12,85,056

15,458.54

8-Sep-12

1,202.10

1,216.60

1,202.10

1,209.20

1210

60,003

726.54

10-Sep-12

1,212.00

1,220.75

1,197.60

1,206.10

1201

4,74,322

5,747.42

11-Sep-12

1,198.50

1,220.95

1,191.70

1,213.85

1213.2

4,98,747

6,048.16

12-Sep-12

1,216.00

1,225.25

1,212.30

1,220.20

1220

4,82,824

5,899.25

13-Sep-12

1,222.30

1,229.85

1,204.00

1,210.60

1212

3,47,562

4,227.42

14-Sep-12

1,226.00

1,267.80

1,226.00

1,261.10

1257.95

11,97,005

15,009.29

17-Sep-12

1,281.00

1,324.50

1,275.05

1,279.30

1276.85

13,38,378

17,389.28

18-Sep-12

1,289.90

1,292.60

1,268.15

1,275.95

1275

6,40,871

8,185.66

20-Sep-12

1,251.00

1,301.80

1,251.00

1,282.90

1279.55

9,40,325

12,132.68

21-Sep-12

1,294.00

1,317.30

1,287.15

1,311.75

1316

8,00,094

10,428.08

1,350.00
1,300.00
1,250.00
1,200.00

Open

1,150.00

High

1,100.00

Low

1,050.00

Close

Date

Open

High

Low

Close

LTP

21-Sep-12

20-Sep-12

19-Sep-12

18-Sep-12

17-Sep-12

16-Sep-12

15-Sep-12

14-Sep-12

13-Sep-12

12-Sep-12

11-Sep-12

10-Sep-12

9-Sep-12

8-Sep-12

7-Sep-12

6-Sep-12

5-Sep-12

4-Sep-12

3-Sep-12

1,000.00

Volume

Turnover

3-Sep-12

1,130.20

1,170.05

1,130.20

1,162.50

1169.8

4,45,403

5,138.75

4-Sep-12

1,162.50

1,179.00

1,147.50

1,174.65

1176.05

4,17,884

4,852.41

5-Sep-12

1,170.00

1,179.00

1,162.05

1,174.50

1179

4,21,800

4,938.30

6-Sep-12

1,170.00

1,196.00

1,170.00

1,183.45

1183

7,67,955

9,124.06

7-Sep-12

1,196.00

1,208.00

1,191.30

1,205.00

1204.55

12,85,056

15,458.54

8-Sep-12

1,202.10

1,216.60

1,202.10

1,209.20

1210

60,003

726.54

10-Sep-12

1,212.00

1,220.75

1,197.60

1,206.10

1201

4,74,322

5,747.42

11-Sep-12

1,198.50

1,220.95

1,191.70

1,213.85

1213.2

4,98,747

6,048.16

12-Sep-12

1,216.00

1,225.25

1,212.30

1,220.20

1220

4,82,824

5,899.25

13-Sep-12

1,222.30

1,229.85

1,204.00

1,210.60

1212

3,47,562

4,227.42

14-Sep-12

1,226.00

1,267.80

1,226.00

1,261.10

1257.95

11,97,005

15,009.29

17-Sep-12

1,281.00

1,324.50

1,275.05

1,279.30

1276.85

13,38,378

17,389.28

18-Sep-12

1,289.90

1,292.60

1,268.15

1,275.95

1275

6,40,871

8,185.66

20-Sep-12

1,251.00

1,301.80

1,251.00

1,282.90

1279.55

9,40,325

12,132.68

21-Sep-12

1,294.00

1,317.30

1,287.15

1,311.75

1316

8,00,094

10,428.08

Date

Close

2-Jul-12

1,178.50

3-Jul-12

1,191.65

4-Jul-12

1,221.15

5-Jul-12

1,240.30

6-Jul-12

1,215.50

9-Jul-12

1,187.75

10-Jul-12

1,220.55

11-Jul-12

1,203.40

12-Jul-12

1,195.60

13-Jul-12

1,183.95

16-Jul-12

1,203.30

17-Jul-12

1,196.20

18-Jul-12

1,226.60

19-Jul-12

1,117.30

20-Jul-12

1,147.50

23-Jul-12

1,079.95

24-Jul-12

1,106.90

25-Jul-12

1,102.95

26-Jul-12

1,108.55

27-Jul-12

1,112.95

30-Jul-12

1,119.90

31-Jul-12

1,134.85

1-Aug-12

1,125.60

2-Aug-12

1,125.35

3-Aug-12

1,120.85

6-Aug-12

1,137.65

7-Aug-12

1,146.95

8-Aug-12

1,140.10

9-Aug-12

1,144.80

10-Aug-12

1,165.80

13-Aug-12

1,184.95

14-Aug-12

1,184.90

16-Aug-12

1,172.60

17-Aug-12

1,177.55

21-Aug-12

1,187.90

22-Aug-12

1,183.15

23-Aug-12

1,181.00

24-Aug-12

1,190.30

27-Aug-12

1,167.80

28-Aug-12

1,164.45

29-Aug-12

1,167.80

30-Aug-12

1,143.60

31-Aug-12

1,143.30

M market A(X-Mean) B (M-Mean)


Market index X share
0.0000
0.0000
0.0000
0.0000
5278.60
1.1158
0.1771
0.9077
0.0413
5287.95
2.4756
0.2761
2.4756
0.2761
5302.55
1.5682
0.4668
1.5682
0.4668
5327.30
-1.9995
-0.1943
-1.9995
-0.1943
5316.95
-2.2830
-0.7862
-2.2830
-0.7862
5275.15
2.7615
1.3308
2.7615
1.3308
5345.35
-1.4051
-0.7305
-1.4051
-0.7305
5306.30
-0.6482
-1.3390
-0.6482
-1.3390
5235.25
-0.9744
-0.1528
-0.9744
-0.1528
5227.25
1.6344
-0.5739
1.6344
-0.5739
5197.25
-0.5900
-0.0847
-0.5900
-0.0847
5192.85
2.5414
0.4516
2.5414
0.4516
5216.30
-8.9108
0.5061
-8.9108
0.5061
5242.70
2.7029
-0.7172
2.7029
-0.7172
5205.10
-5.8867
-1.6743
-5.8867
-1.6743
5117.95
2.4955
0.2003
2.4955
0.2003
5128.20
-0.3569
-0.3627
-0.3569
-0.3627
5109.60
0.5077
-1.3034
0.5077
-1.3034
5043.00
0.3969
1.1273
0.3969
1.1273
5099.85
0.6245
1.9599
0.6245
1.9599
5199.80
1.3349
0.5616
1.3349
0.5616
5229.00
-0.8151
0.2199
-0.8151
0.2199
5240.50
-0.0222
-0.2433
-0.0222
-0.2433
5227.75
-0.3999
-0.2305
-0.3999
-0.2305
5215.70
1.4989
1.2817
1.4989
1.2817
5282.55
0.8175
1.0251
0.8175
1.0251
5336.70
-0.5972
0.0244
-0.5972
0.0244
5338.00
0.4122
-0.2819
0.4122
-0.2819
5322.95
1.8344
-0.0479
1.8344
-0.0479
5320.40
1.6426
0.5169
1.6426
0.5169
5347.90
-0.0042
0.6068
-0.0042
0.6068
5380.35
-1.0381
-0.3234
-1.0381
-0.3234
5362.95
0.4221
0.0625
0.4221
0.0625
5366.30
0.8789
1.0193
0.8789
1.0193
5421.00
-0.3999
-0.1503
-0.3999
-0.1503
5412.85
-0.1817
0.0462
-0.1817
0.0462
5415.35
0.7875
-0.5291
0.7875
-0.5291
5386.70
-1.8903
-0.6767
-1.8903
-0.6767
5350.25
-0.2869
-0.2925
-0.2869
-0.2925
5334.60
0.2877
-0.8773
0.2877
-0.8773
5287.80
-2.0723
0.5153
-2.0723
0.5153
5315.05
-0.0262
-1.0640
-0.0262
-1.0640
5258.50

3-Sep-12

1,162.50

4-Sep-12

1,174.65

5-Sep-12

1,174.50

6-Sep-12

1,183.45

7-Sep-12

1,205.00

8-Sep-12

1,209.20

10-Sep-12

1,206.10

11-Sep-12

1,213.85

12-Sep-12

1,220.20

13-Sep-12

1,210.60

14-Sep-12

1,261.10

17-Sep-12

1,279.30

18-Sep-12

1,275.95

20-Sep-12

1,282.90

21-Sep-12

1,311.75

Mean
COV(X,M)
Variance
beta

5253.75
5274.00
5225.70
5238.40
5342.10
5358.70
5363.45
5390.00
5431.00
5435.35
5577.65
5610.00
5600.05
5554.25
5691.15

1.6793
1.0452
-0.0128
0.7620
1.8209
0.3485
-0.2564
0.6426
0.5231
-0.7868
4.1715
1.4432
-0.2619
0.5447
2.2488
0.2082

-0.0903
0.3854
-0.9158
0.2430
1.9796
0.3107
0.0886
0.4950
0.7607
0.0801
2.6180
0.5800
-0.1774
-0.8178
2.4648
0.1359

1.6793
1.0452
-0.0128
0.7620
1.8209
0.3485
-0.2564
0.6426
0.5231
-0.7868
4.1715
1.4432
-0.2619
0.5447
2.2488

-0.0903
0.3854
-0.9158
0.2430
1.9796
0.3107
0.0886
0.4950
0.7607
0.0801
2.6180
0.5800
-0.1774
-0.8178
2.4648
SUM

AB

B*B
0.0000
0.0375
0.6835
0.7320
0.3885
1.7948
3.6749
1.0265
0.8679
0.1489
-0.9380
0.0500
1.1476
-4.5098
-1.9385
9.8562
0.4998
0.1294
-0.6618
0.4474
1.2239
0.7496
-0.1793
0.0054
0.0922
1.9211
0.8380
-0.0145
-0.1162
-0.0879
0.8490
-0.0026
0.3357
0.0264
0.8959
0.0601
-0.0084
-0.4166
1.2791
0.0839
-0.2524
-1.0679
0.0279

0.0017
0.0762
0.2179
0.0377
0.6181
1.7709
0.5337
1.7929
0.0234
0.3294
0.0072
0.2039
0.2561
0.5144
2.8033
0.0401
0.1316
1.6989
1.2708
3.8411
0.3153
0.0484
0.0592
0.0531
1.6428
1.0508
0.0006
0.0795
0.0023
0.2672
0.3682
0.1046
0.0039
1.0390
0.0226
0.0021
0.2799
0.4579
0.0856
0.7696
0.2656
1.1320

-0.1517
0.4028
0.0117
0.1852
3.6048
0.1083
-0.0227
0.3181
0.3979
-0.0630
10.9211
0.8370
0.0464
-0.4455
5.5428
41.3726
0.7258

0.0082
0.1486
0.8387
0.0591
3.9189
0.0966
0.0079
0.2450
0.5786
0.0064
6.8542
0.3364
0.0315
0.6689
6.0751
44.0932
0.7736

0.9383

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