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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

Dividend Total 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

Dividend Total Return (ri-r^)


(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
Dividend Total 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
Dividend Total Return (ri-r^)
(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
Dividend Total 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
Dividend Total Return (ri-r^)
(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
Dividend Total 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
Dividend Total Return (ri-r^)
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
Dividend Total Return (ri-r^)
(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