Data Interpretation

2008
BSE SENSEX
Year
Low
Close
Shares
Traded(Cr)
Turnover
(Rs Cr)
Price/
Price/
Dividend
Earnings
Book
value
Yield
Open
High
7-Dec
19,547.09
20,498.11
18,886.40
20,286.99
25.27
22,265.38
26.94
6.54
0.85
8-Jan
20,325.27
21,206.77
15,332.42
17,648.71
46.6
38,483.86
25.53
6.35
0.88
8-Feb
17,820.67
18,895.34
16,457.74
17,578.72
32.59
25,959.79
22.23
5.71
0.97
8-Mar
17,227.56
17,227.56
14,677.24
15,644.44
44.6
30,386.52
20.18
5.19
1.07
8-Apr
15,771.72
17,480.74
15,297.96
17,287.31
39.77
29,223.06
20.71
5.22
1.03
8-May
17,560.15
17,735.70
16,196.02
16,415.57
38.44
27,804.24
20.66
4.82
1.01
8-Jun
16,591.46
16,632.72
13,405.54
13,461.60
48.91
33,561.53
18.22
4.09
1.14
8-Jul
13,480.02
15,130.09
12,514.02
14,355.75
67.04
42,542.99
17.06
3.59
1.36
8-Aug
14,064.26
15,579.78
14,002.43
14,564.53
47.26
33,147.30
18.25
3.81
1.26
8-Sep
14,412.99
15,107.01
12,153.55
12,860.43
62.95
40,324.81
17.36
3.62
1.33
8-Oct
13,006.72
13,203.86
7,697.39
9,788.06
88.28
36,396.78
13.19
2.76
1.76
8-Nov
10,209.37
10,945.41
8,316.39
9,092.72
83.71
31,284.54
11.88
2.48
1.92
8-Dec
9,162.94
10,188.54
8,467.43
9,647.31
116.62
39,463.24
12.16
2.54
1.87
BSE BANKEX
Year
Low
Close
Shares
Traded(Cr)
Turnover
(Rs Cr)
Open
High
7-Dec
10,950.38
11,826.47
10,664.68
11,418.00
19.12
4,552.10
Price/
Price/
Dividend
Earnings
Book
value
Yield
23.52
3.58
0.74
8-Jan
11,440.69
12,678.98
9,284.96
10,713.91
36.69
10,140.28
23.9
3.7
0.71
8-Feb
10,865.96
11,310.28
9,509.41
10,113.73
19.47
6,348.61
20.68
3.41
0.76
8-Mar
9,901.29
9,901.29
7,316.58
7,717.61
18.82
8,239.32
16.42
2.71
0.97
8-Apr
7,762.47
9,068.43
7,486.47
8,819.68
15.7
5,995.07
16.38
2.81
0.96
8-May
9,059.29
9,306.19
7,641.01
7,714.59
10.57
5,320.18
15.99
2.86
0.94
8-Jun
7,949.74
7,955.61
5,882.10
5,915.98
11.55
5,316.67
12.56
2.22
1.18
8-Jul
5,943.79
7,467.85
5,354.38
6,516.41
17.21
8,787.49
11.52
1.65
1.59
8-Aug
6,359.83
7,750.74
6,320.08
7,009.69
17.42
9,155.62
12.91
1.82
1.42
8-Sep
6,880.62
7,581.06
5,905.77
6,478.85
24.55
13,334.92
13.04
1.84
1.4
8-Oct
6,554.75
6,761.64
4,139.28
5,011.24
25.82
12,066.72
10.67
1.52
1.72
8-Nov
5,312.07
5,983.23
4,298.67
4,645.40
18.98
8,659.75
9.14
1.36
1.9
8-Dec
4,696.57
5,720.86
4,252.27
5,454.54
19.95
9,303.21
9.27
1.38
1.86
BSE SENSEX
Year
8Jan
8Feb
8Mar
8Apr
8May
8Jun
8-Jul
8Aug
8Sep
8Oct
8Nov
8Dec
Return
Dividend Total Return
-0.13005
0.88
-0.00397
0.97
-0.11004
1.07
0.105013
1.03
-0.05043
1.01
-0.17995
0.066422
-0.12124788
(ri-r^)
(ri-r^)^2
-0.07971 0.006354
0.005734271 0.047267 0.002234

-0.09933532
-0.0578 0.003341
0.115313027 0.156846 0.024601

-0.04032658 0.001207
1.46E-06
1.36
-0.16854928 -0.12702 0.016133

0.080022268 0.121555 0.014776
0.014543
1.26
0.027143301 0.068676 0.004716
-0.117
1.33
-0.10370343
-0.06217 0.003865
-0.2389
1.76
-0.22130103
-0.17977 0.032316
-0.07104
1.92
-0.05183961
-0.01031 0.000106
0.060993
1.87
1.14
0.07969275 0.121226 0.014696
Average 0.04153313
Risk
0.105805
Variance
0.011195
BSE BANKEX
Year
8Jan
8Feb
8Mar
8Apr
8May
8Jun
8-Jul
8Aug
8Sep
8Oct
8Nov
8Dec
Return
-0.06
0.71
-0.05456492
-0.06
0.76
-0.24
0.97
0.14
-0.13
(ri-r^)
(si-s^)(ri-r^)
0.00032
0.001426564
-0.04841876
-0.01175 0.000138
-0.000555378
-0.22721754
-0.19055 0.036309
0.01101412
0.96
0.15239939 0.189068 0.035747
0.029654658
0.94
-0.1158982
-0.07923 0.006277
-9.55933E-05
1.59
-0.22134395 -0.18467 0.034105

0.117392906 0.154062 0.023735
0.023456696
0.018727062
0.08
1.42
0.089898122 0.126567 0.016019
0.008692181
-0.08
1.4
-0.06172945
-0.02506 0.000628
0.001558013
-0.23
1.72
-0.20932323
-0.17265 0.029809
0.031037679
-0.07
1.9
-0.05400389
-0.01733
0.0003
0.000178661
0.17
1.86
0.19278091
0.22945 0.052647
0.027815273
-0.23
0.10
1.18
-0.0179
(ri-r^)^2
Average
Risk
Variance
Co-variance
Co-relation
-0.03666905
0.146485
0.021458
0.013900903
0.89690413
2009
BSE SENSEX
Year
Open
High
Low
Shares
Traded(Cr)
Close
Turnover
(Rs Cr)
Price/
Price/
Dividend
Earnings
Bookvalue
Yield
8-Dec
9,162.94
10,188.54
8,467.43
9,647.31
116.62
39,463.24
12.16
2.54
1.87
9-Jan
9,720.55
10,469.72
8,631.60
9,424.24
111.01
30,851.05
12.21
2.53
1.88
9-Feb
9,363.58
9,724.87
8,619.22
8,891.61
66.69
21,921.83
12.82
2.5
1.89
9-Mar
8,762.88
10,127.09
8,047.17
9,708.50
86.75
29,890.52
12.68
2.47
1.92
9-Apr
9,745.77
11,492.10
9,546.29
11,403.25
86.01
31,801.99
15.23
2.95
1.68
9-May
11,635.24
14,930.54
11,621.30
14,625.25
105.1
45,449.73
17.88
3.35
1.47
9-Jun
14,746.51
15,600.30
14,016.95
14,493.84
86.36
42,262.19
19.75
3.64
1.3
9-Jul
14,506.43
15,732.81
13,219.99
15,670.31
80.1
43,109.14
19.1
3.53
1.32
9-Aug
15,694.78
16,002.46
14,684.45
15,666.64
59.87
31,709.68
20.08
3.73
1.24
9-Sep
15,691.27
17,142.52
15,356.72
17,126.84
55.03
32,021.68
21.2
3.95
1.17
9-Oct
17,186.20
17,493.17
15,805.20
15,896.28
57.01
32,741.85
21.66
4.06
1.14
9-Nov
15,838.63
17,290.48
15,330.56
16,926.22
47.8
28,312.91
21.23
3.99
1.15
9-Dec
16,947.46
17,530.94
16,577.78
17,464.81
40.03
22,933.42
21.82
4.1
1.12
BSE BANKEX
Year
Open
High
Low
Close
Shares
Traded(Cr)
Turnover (Rs
Cr)
Price/
Price/
Dividend
Earnings
Bookvalue
Yield
8-Dec
4,696.57
5,720.86
4,252.27
5,454.54
19.95
9,303.21
9.27
1.38
1.86
9-Jan
5,497.61
6,038.17
4,454.55
4,900.06
18.52
7,491.01
9.08
1.37
1.88
9-Feb
4,851.53
5,067.29
4,090.09
4,240.10
12.65
5,016.40
7.62
1.23
2.08
9-Mar
4,151.28
4,841.54
3,598.92
4,490.97
28.37
9,690.62
6.72
1.1
2.32
9-Apr
4,517.62
5,796.94
4,392.73
5,685.22
26.74
9,283.21
8.58
1.4
1.93
9-May
5,895.20
8,461.51
5,895.20
8,258.43
31.25
13,780.90
10.59
1.71
1.54
9-Jun
8,376.61
8,575.04
7,741.36
8,211.48
31.02
11,163.72
12
1.93
1.32
9-Jul
8,219.76
8,631.42
7,156.87
8,465.76
24.77
11,190.21
11.67
1.91
1.33
9-Aug
8,492.76
8,641.57
7,812.61
8,344.62
14.91
7,597.32
11.26
1.95
1.29
9-Sep
8,392.82
9,891.03
8,166.80
9,855.60
19.82
7,728.75
12.34
2.14
1.18
9-Oct
9,894.30
10,698.69
9,223.45
9,336.16
19.49
9,713.70
13.78
2.4
1.05
9-Nov
9,293.12
10,411.89
9,105.02
10,042.46
13.18
7,922.52
13.52
2.42
1.04
9-Dec
10,080.90
10,483.83
9,491.79
10,030.80
12.62
7,078.20
13.48
2.41
1.04
BSE SENSEX
Year
9-Jan
9-Feb
9-Mar
9-Apr
9-May
9-Jun
9-Jul
9-Aug
9-Sep
9-Oct
9-Nov
9-Dec
Return
Dividend Total Return (ri-r^)
(ri-r^)^2
-0.02312
-0.00432251 -0.07366 0.005426
1.88
-0.05652
-0.03761702 -0.10696 0.01144
1.89
0.091872
1.92 0.111072001 0.041733 0.001742
0.174564
0.01489
1.68 0.191363527 0.122025
0.282551
1.47 0.297251027 0.227912 0.051944
-0.00899
-0.06532 0.004267
1.3 0.004014854
0.08117
1.32 0.094370345 0.025032 0.000627
-0.00023
-0.05717 0.003269
1.24 0.012165799
0.093204
1.17 0.104904414 0.035566 0.001265
-0.07185
-0.0604498 -0.12979 0.016845
1.14
0.064791
4.83E-05
1.15 0.076291259 0.006953
0.03182
-0.02632 0.000693
1.12 0.043019863
Average
Risk
Variance
0.069338647
0.10111
0.010223
BSE BANKEX
Year
9-Jan
9-Feb
9-Mar
9-Apr
Return
-0.10165
-0.13468
0.059166
0.265923
Dividend
1.88
2.08
2.32
1.93
Total Return
(ri-r^)
(ri-r^)^2 (si-s^)(ri-r^)
0.082854768 -0.16079 0.025853
0.0118438
0.113884065 -0.19182 0.036794 0.020515904
0.082366057 0.004433 1.97E-05 0.000185014
0.285222507 0.20729 0.042969 0.025294498
9-May
9-Jun
9-Jul
9-Aug
9-Sep
9-Oct
9-Nov
9-Dec
0.452614
-0.00569
0.030966
1.54
1.32
1.33
-0.01431
0.181072
1.29
1.18
-0.05271
0.075652
-0.00116
1.05
1.04
1.04
Average
Risk
Variance
Covariance
Corelation
0.468013971 0.390081 0.152163

0.0075149 -0.07042 0.004959
0.044266403 -0.03367 0.001133
0.001409406 -0.07934 0.006295
0.192872356 0.11494 0.013211
0.042205061 -0.12014 0.014433
0.086052088 0.008119 6.59E-05
0.00923893 -0.06869 0.004719
0.088904322
0.004599966
-0.000842728
0.004536221
0.004087913
0.01559251
5.64501E-05
0.00180794
0.077932826
0.165863
0.02751
0.016052892
0.957220642
2010
BSE SENSEX
Year
Open
High
Low
Close
Shares
Traded(Cr)
Turnover
(Rs Cr)
Price/
Price/
Dividend
Earnings
Bookvalue
Yield
9-Dec
16,947.46
17,530.94
16,577.78
17,464.81
40.03
22,933.42
21.82
4.1
1.12
10-Jan
17,473.45
17,790.33
15,982.08
16,357.96
39.15
23,979.78
21.99
4.11
1.1
10-Feb
16,339.32
16,669.25
15,651.99
16,429.55
35.39
17,752.88
19.97
3.65
1.18
10-Mar
16,438.45
17,793.01
16,438.45
17,527.77
36.86
21,639.62
21.05
3.85
1.12
10-Apr
17,555.04
18,047.86
17,276.80
17,558.71
25.99
17,437.75
21.28
3.88
1.1
10-May
17,536.86
17,536.86
15,960.15
16,944.63
39.88
21,718.84
19.96
3.56
1.15
10-Jun
16,942.82
17,919.62
16,318.39
17,700.90
50.02
22,568.68
20.57
3.34
1.18
10-Jul
17,679.34
18,237.56
17,395.58
17,868.29
33.06
17,399.86
21.2
3.4
1.17
10-Aug
17,911.31
18,475.27
17,819.99
17,971.12
31.1
18,367.56
21.61
3.45
1.15
10-Sep
18,027.12
20,267.98
18,027.12
20,069.12
33.49
19,782.73
22.99
3.66
1.09
10-Oct
20,094.10
20,854.55
19,768.96
20,032.34
28.91
17,398.85
23.89
3.82
1.04
10-Nov
20,272.49
21,108.64
18,954.82
19,521.25
28.96
18,078.01
23.03
3.71
1.06
10-Dec
19,529.99
20,552.03
19,074.57
20,509.09
29.21
19,029.39
22.93
3.73
1.05
BSE BANKEX
Year
Low
Close
Shares
Traded(Cr)
Turnover (Rs
Cr)
Price/
Price/
Dividend
Earnings
Bookvalue
Yield
Open
High
9-Dec
10,080.90
10,483.83
9,491.79
10,030.80
12.62
7,078.20
13.48
2.41
1.04
10-Jan
10,066.40
10,307.38
9,256.62
9,654.09
10.74
6,125.40
13.49
2.41
1.04
10-Feb
9,592.41
9,958.64
9,137.36
9,828.68
7.5
4,993.23
12.86
2.28
1.09
10-Mar
9,952.64
10,796.74
9,952.64
10,652.35
8.05
4,871.46
13.94
2.47
1.01
10-Apr
10,697.33
11,241.04
10,388.98
11,155.07
9.1
5,669.80
14.6
2.58
0.96
10-May
11,114.36
11,170.63
10,011.49
10,656.56
8.15
6,049.24
15.2
2.57
0.91
10-Jun
10,629.08
11,127.69
10,344.30
10,765.03
11.89
6,653.83
15.56
2.43
1.12
10-Jul
10,696.54
11,633.72
10,600.88
11,539.55
6.93
5,029.72
16.07
2.5
1.13
10-Aug
11,646.82
12,647.97
11,646.82
12,190.64
7.5
6,165.60
16.64
2.73
1.04
10-Sep
12,241.14
14,067.96
12,241.14
14,025.04
9.62
7,039.26
18.29
3.02
0.94
10-Oct
14,086.80
14,570.72
13,621.44
14,016.21
8.64
5,819.00
19.52
3.23
0.88
10-Nov
14,165.91
15,108.27
12,935.46
13,618.77
11.52
8,793.81
18.76
3.14
0.87
10-Dec
13,660.74
14,275.34
12,483.03
13,379.73
9.26
7,869.57
17.3
2.88
0.95
BSE SENSEX
Year
10Jan
10Feb
10Mar
10Apr
10May
10Jun
10Jul
10Aug
10Sep
10Oct
10Nov
10Dec
Return

(ri-r^)^2
-0.06338
-0.07807 0.006096
1.1 0.052376012
0.004376
1.18
0.016176463
-0.00952
9.07E-05
0.066844
1.12
0.078044192 0.052346
0.00274
0.001765
1.1
-0.03497
1.15
0.012765199
0.023472956
0.044632
1.18
0.056431839 0.030733 0.000945
0.009457
1.17
0.021156581
-0.00454
2.06E-05
0.005755
1.15
0.017254888
-0.00844
7.13E-05
0.116743
1.09
0.127642863 0.101944 0.010393
-0.00183
1.04
-0.02551
1.06
0.008567334
0.014913245
0.050603
1.05
0.061103317 0.035405 0.001254
-0.01293 0.000167
-0.04917 0.002418
-0.01713 0.000293
-0.04061 0.001649
Average 0.025698372
Risk
0.048745
Variance
0.002376
BSE BANKEX
Year
10-Jan
10-Feb
10-Mar
10-Apr
10-May
10-Jun
10-Jul
10-Aug
10-Sep
10-Oct
10-Nov
10-Dec
Return
-0.03756
-0.02715533
1.04
0.018085
0.028984563
1.09
0.083803
0.093902708
1.01
0.047193
0.056793342
0.96
-0.04469
-0.0355891
0.91
0.010179
0.021378707
1.12
0.071948
0.083247779
1.13
0.056422
0.066822477
1.04
0.150476
0.159876103
0.94
-0.00063
0.008170412
0.88
-0.02836
-0.01965574
0.87
-0.01755
-0.00805225
0.95
Average
Risk
Variance
Covariance
Corelation
(ri-r^)
-0.06288
-0.00674
0.058176
0.021066
-0.07132
-0.01435
0.047521
0.031096
0.124149
-0.02756
-0.05538
-0.04378
(ri-r^)^2 (si-s^)(ri-r^)
0.003954 0.004909497
4.55E-05
6.42006E-05
0.003384 0.003045257
0.000444 -0.000272455
0.005086 0.003506706
0.000206 -0.000440972
0.002258
-0.00021583
0.000967 -0.000262554
0.015413
0.01265632
0.000759 0.000472073
0.003067 0.002249182
0.001917 -0.001550001
0.035726973
0.058388
0.003409
0.002196493
0.771744653
2011
BSE SENSEX
Year
Low
Close
Shares
Traded(Cr)
Turnover
(Rs Cr)
Open
High
10-Dec
19,529.99
20,552.03
19,074.57
20,509.09
29.21
19,029.39
Price/
Price/
Dividend
Earnings
Bookvalue
Yield
22.93
3.73
1.05
11-Jan
20,621.61
20,664.80
18,038.48
18,327.76
31.27
20,437.13
22
3.62
1.08
11-Feb
18,425.18
18,690.97
17,295.62
17,823.40
43.42
21,370.45
19.67
3.4
1.16
11-Mar
17,982.28
19,575.16
17,792.17
19,445.22
37.51
17,378.01
20.04
3.46
1.13
11-Apr
19,463.11
19,811.14
18,976.19
19,135.96
23.1
13,271.20
21.05
3.65
1.07
11-May
19,224.05
19,253.87
17,786.13
18,503.28
28.63
15,975.26
19.59
3.45
1.14
11-Jun
18,527.12
18,873.39
17,314.38
18,845.87
27.02
13,388.62
19.37
3.55
1.16
11-Jul
18,974.96
19,131.70
18,131.86
18,197.20
24.92
11,633.96
19.6
3.44
1.43
11-Aug
18,352.23
18,440.07
15,765.53
16,676.75
29.57
14,064.82
18.36
3.34
1.51
11-Sep
16,963.67
17,211.80
15,801.01
16,453.76
33.4
14,825.29
18.35
3.36
1.52
11-Oct
16,255.97
17,908.13
15,745.43
17,705.01
30.88
13,789.98
18.2
3.36
1.52
11-Nov
17,540.55
17,702.26
15,478.69
16,123.46
35.18
14,748.86
17.61
3.34
1.53
11-Dec
16,555.93
17,003.71
15,135.86
15,454.92
37.09
14,773.05
16.92
3.22
1.58
BSE BANKEX
Year
Low
Close
Shares
Traded(Cr)
Turnover (Rs
Cr)
Price/
Price/
Dividend
Earnings
Bookvalue
Yield
Open
High
10-Dec
13,660.74
14,275.34
12,483.03
13,379.73
9.26
7,869.57
17.3
2.88
0.95
11-Jan
13,457.99
13,524.09
11,776.92
12,064.01
10.16
8,764.96
16.09
2.7
1.01
11-Feb
12,099.06
12,823.92
11,353.33
11,840.34
7.54
6,381.87
14.97
2.63
1.04
11-Mar
11,927.11
13,553.18
11,927.11
13,299.77
6.69
5,838.39
15.58
2.74
11-Apr
13,297.01
13,656.63
12,997.49
13,076.97
5.29
4,416.56
16.5
2.92
0.93
11-May
13,108.50
13,146.15
11,782.65
12,543.00
6.56
6,827.70
14.75
2.7
1.02
11-Jun
12,533.91
12,857.88
11,777.88
12,821.05
4.97
4,471.59
14.94
2.7
1.04
11-Jul
12,914.93
13,465.21
12,303.30
12,447.83
4.6
4,041.61
15.53
2.34
1.25
11-Aug
12,553.13
12,635.59
10,196.90
10,904.24
6.12
5,010.97
13.82
2.08
1.41
11-Sep
11,057.31
11,429.81
10,503.80
10,850.73
6.01
5,137.18
13.52
1.46
11-Oct
10,739.20
11,557.53
9,889.76
11,454.03
6.83
5,319.89
13.25
1.97
1.49
11-Nov
11,372.85
11,457.10
9,482.09
9,850.43
6.64
5,752.26
12.48
1.9
1.54
11-Dec
10,160.86
10,676.19
8,947.37
9,153.39
7.27
5,842.93
11.66
1.78
1.64
BSE SENSEX
Year
11-Jan
11-Feb
11-Mar
11-Apr
11-May
11-Jun
11-Jul
11-Aug
11-Sep
11-Oct
Return
(ri-r^)^2
-0.10636
-0.09555918
-0.08713
0.007592
1.08
-0.02752
-0.01591891 -0.00749 5.61E-05
1.16
0.090994
1.13 0.102293862 0.110721 0.012259
-0.0159
-0.00520417 0.003223 1.04E-05
1.07
-0.03306
-0.02166236 -0.01324 0.000175
1.14
0.018515
1.16 0.030115096 0.038542 0.001486
-0.03442
-0.02011974 -0.01169 0.000137
1.43
-0.08355
-0.06845406 -0.06003 0.003603
1.51
-0.01337
0.00182869 0.010256 0.000105
1.52
0.076046
1.52 0.091246448 0.099674 0.009935
11-Nov
11-Dec
-0.08933
-0.04146
1.58
-0.07402782
-0.0256638
Average
Risk
Variance
-0.00842716
0.060271
0.003633
1.53
-0.0656 0.004303
-0.01724 0.000297
BSE BANKEX
Year
11-Jan
11-Feb
11-Mar
11-Apr
11-May
11-Jun
11-Jul
11-Aug
11-Sep
11-Oct
11-Nov
11-Dec
Return
-0.09834
-0.08823681
1.01
-0.01854
-0.00814027
1.04
0.123259
0.133259129
1
-0.01675
-0.00745217
0.93
-0.04083
-0.03063285
1.02
0.022168
0.032567743
1.04
-0.02911
-0.01660994
1.25
-0.124
-0.10990475
1.41
-0.00491
0.009692735
1.46
0.0556
0.070499946
1.49
-0.14
-0.12460313
1.54
-0.07076
-0.05436239
1.64
Average
Risk
Variance
Covariance
Corelation
(ri-r^)
-0.07208
0.00802
0.149419
0.008708
-0.01447
0.048728
-0.00045
-0.09374
0.025853
0.08666
-0.10844
-0.0382
(ri-r^)^2 (si-s^)(ri-r^)
0.005195
0.006280178
6.43E-05
-6.00835E-05
0.022326
0.016543865
7.58E-05
2.80661E-05
0.000209
0.000191548
0.002374
0.001878086
2.02E-07
5.25828E-06
0.008788
0.005627193
0.000668
0.000265144
0.00751
0.008637733
0.01176
0.007113926
0.001459
0.000658477
-0.01616023
0.07412
0.005494
0.004288126
0.959895054
2012
BSE SENSEX
Year
Low
Close
Shares
Traded(Cr)
Turnover
(Rs Cr)
Price/
Price/
Dividend
Earnings
Bookvalue
Yield
Open
High
11-Dec
16,555.93
17,003.71
15,135.86
15,454.92
37.09
14,773.05
16.92
3.22
1.58
12-Jan
15,534.67
17,258.97
15,358.02
17,193.55
35.29
15,562.63
17.09
3.3
1.56
12-Feb
17,179.64
18,523.78
17,061.55
17,752.68
43.18
20,527.07
18.32
3.55
1.44
12-Mar
17,714.62
18,040.69
16,920.61
17,404.20
33.79
15,323.24
17.85
3.46
1.47
12-Apr
17,429.96
17,664.10
17,010.16
17,318.81
21.28
11,403.18
17.63
3.32
1.65
12-May
17,370.93
17,432.33
15,809.71
16,218.53
25
12,846.29
16.49
3.01
1.8
12-Jun
16,217.48
17,448.48
15,748.98
17,429.98
21.99
11,452.40
16.37
3.09
1.76
12-Jul
17,438.68
17,631.19
16,598.48
17,236.18
21.03
11,575.42
16.71
2.89
1.71
12-Aug
17,244.44
17,972.54
17,026.97
17,429.56
21.29
10,469.61
16.68
2.76
1.69
12-Sep
17,465.60
18,869.94
17,250.80
18,762.74
21.54
10,473.78
17.04
2.83
1.64
12-Oct
18,784.64
19,137.29
18,393.42
18,505.38
20.07
12,248.76
17.31
2.89
1.61
12-Nov
18,487.90
19,372.70
18,255.69
19,339.90
16.29
8,690.24
16.9
2.87
1.62
12-Dec
19,342.83
19,612.18
19,149.03
19,426.71
17.49
8,765.46
17.43
2.95
1.57
BSE BANKEX
Year
Open
High
11-Dec
10,160.86
12-Jan
Shares
Traded(Cr)
Turnover (Rs
Cr)
Price/
Price/
Dividend
Earnings
Bookvalue
Yield
Low
Close
10,676.19
8,947.37
9,153.39
7.27
5,842.93
11.66
1.78
1.64
9,212.56
11,423.18
9,058.86
11,390.70
7.41
5,382.88
12.23
1.88
1.56
12-Feb
11,388.31
12,892.33
11,232.52
11,974.16
8.26
7,349.07
14.07
2.16
1.33
12-Mar
11,938.09
12,564.57
11,346.13
11,751.18
9.64
7,728.10
13.82
2.13
1.34
12-Apr
11,759.95
12,270.13
11,563.23
11,828.63
6.51
5,077.15
13.7
2.14
1.36
12-May
11,895.28
11,955.47
10,386.92
10,884.53
6.53
6,064.05
11.89
1.94
1.48
12-Jun
10,883.33
11,926.62
10,508.45
11,908.71
8.15
7,987.65
11.82
2.04
1.4
12-Jul
11,926.91
12,405.76
11,547.65
11,910.46
5.6
4,878.07
12.19
1.91
1.34
12-Aug
11,870.73
12,208.36
11,428.72
11,515.94
5.99
5,004.22
11.11
1.71
1.39
12-Sep
11,517.72
13,241.96
11,277.13
13,138.71
5.84
4,936.67
11.28
1.76
1.36
12-Oct
13,150.97
13,481.46
12,780.23
12,947.29
7.29
5,604.31
12.15
1.91
1.25
12-Nov
12,969.41
13,965.19
12,899.87
13,951.88
5.73
4,293.92
11.9
1.92
1.24
12-Dec
13,942.59
14,439.96
13,840.40
14,344.99
5.19
4,298.24
12.84
2.07
1.15
BSE SENSEX
Year
12-Jan
12-Feb
12-Mar
12-Apr
12-May
12-Jun
12-Jul
Return
(ri-r^)^2
0.112497
0.00837
1.56 0.128096862 0.091488
0.03252
0.046919753
0.010311
0.000106
1.44
-0.01963
-0.00492971 -0.04154 0.001725
1.47
-0.00491
-0.02501 0.000626
1.65 0.011593713
-0.06353
-0.04553092 -0.08214 0.006747
1.8
0.074695
1.76 0.092295426 0.055687 0.003101
-0.01112
-0.03063 0.000938
1.71 0.005981226
12-Aug
12-Sep
12-Oct
12-Nov
12-Dec
0.011219
0.07649
-0.01372
0.045096
0.004489
1.69
1.64
1.61
1.62
1.57
Average
Risk
Variance
0.028119423 -0.00849 7.21E-05

0.092889596 0.056281 0.003168
0.002383453 -0.03423 0.001171
0.061296075 0.024687 0.000609
0.020188648 -0.01642 0.00027
0.036608628
0.049455
0.002446
BSE BANKEX
Year
12-Jan
12-Feb
12-Mar
12-Apr
12-May
12-Jun
12-Jul
12-Aug
12-Sep
12-Oct
12-Nov
12-Dec
Return
0.244424
0.260024197
1.56
0.051222
0.064522489
1.33
-0.01862
-0.00522177
1.34
0.006591
0.020190827
1.36
-0.07981
-0.06501482
1.48
0.094095
0.108095014
1.4
0.000147
0.013546951
1.34
-0.03312
-0.01922383
1.39
0.140915
0.154515114
1.36
-0.01457
-0.00206916
1.25
0.077591
0.089990755
1.24
0.028176
0.039676131
1.15
Average
Risk
Variance
Covariance
Corelation
0.054919325
0.088438
0.007821
0.004146506
0.948060771
(ri-r^)
0.205105
0.009603
-0.06014
-0.03473
-0.11993
0.053176
-0.04137
-0.07414
0.099596
-0.05699
0.035071
-0.01524
(ri-r^)^2 (si-s^)(ri-r^)
0.042068 0.018764682
9.22E-05
9.90194E-05
0.003617 0.002498161
0.001206
0.00086873
0.014384 0.009851337
0.002828 0.002961184
0.001712 0.001267128
0.005497 0.000629416
0.009919 0.005605347
0.003248 0.001950441
0.00123 0.000865824
0.000232 0.000250293
2013
BSE SENSEX
Year
Low
Close
Shares
Traded(Cr)
Turnover
(Rs Cr)
Price/
Price/
Dividend
Earnings
Bookvalue
Yield
Open
High
12-Dec
19,342.83
19,612.18
19,149.03
19,426.71
17.49
8,765.46
17.43
2.95
1.57
13-Jan
19,513.45
20,203.66
19,508.93
19,894.98
21.12
12,051.01
17.88
3.05
1.52
13-Feb
19,907.21
19,966.69
18,793.97
18,861.54
17.96
8,756.24
17.43
1.55
13-Mar
18,876.68
19,754.66
18,760.41
18,884.19
12.98
6,618.70
17.33
2.97
1.56
BSE BANKEX
Year
Price/
Price/
Dividend
Earnings
Bookvalue
Yield
Shares
Traded(Cr)
Turnover (Rs Cr)
14,344.99
5.19
4,298.24
12.84
2.07
1.15
14,351.83
14,580.26
5.88
5,102.25
13.19
2.14
1.11
14,620.48
13,094.05
13,203.87
4.18
3,863.61
12.37
2.05
1.16
14,040.08
12,902.47
12,932.33
3.9
3,203.61
11.94
1.98
1.2
Open
High
Low
Close
12-Dec
13,942.59
14,439.96
13,840.40
13-Jan
14,434.14
14,865.95
13-Feb
14,580.54
13-Mar
13,250.60
BSE SENSEX
Year
13-Jan
13-Feb
13-Mar
Return
0.024104
1.52 0.039304442 0.032751
-0.05194
-0.03644476
-0.043
1.55
0.001201
1.56 0.016800856 0.010247
Average
Risk
Variance
(ri-r^)^2
0.001073
0.001849
0.000105
0.006553512
0.0389
0.001513
BSE BANKEX
Year
13-Jan
13-Feb
13-Mar
Return
(ri-r^)^2 (si-s^)(ri-r^)
0.016401
0.027501 0.048789 0.00238 0.001597894
1.11
-0.0944
-0.0828 -0.06151 0.003784 0.002644931
1.16
-0.02057
-0.00857 0.012723 0.000162 0.000130379
1.2
Average
Risk
Variance
Covariance
Corelation
BSE SENSEX
BSE BANKEX
BSE SENSEX
BSE BANKEX
-0.02129
0.056241
0.003163
0.002186602
0.999456703

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2008

Dividend Total Return

0.005734271 0.047267 0.002234

0.115313027 0.156846 0.024601

-0.16854928 -0.12702 0.016133

0.027143301 0.068676 0.004716

0.07969275 0.121226 0.014696

Dividend Total Return

0.15239939 0.189068 0.035747

-0.22134395 -0.18467 0.034105

0.089898122 0.126567 0.016019

0.468013971 0.390081 0.152163

Dividend Total Return (ri-r^)

0.056431839 0.030733 0.000945

0.127642863 0.101944 0.010393

0.061103317 0.035405 0.001254

0.028119423 -0.00849 7.21E-05

Turnover (Rs Cr)

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