Date

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

X
Y
Rx
Yes Bank Kotak Bank Return-X
Close Price Close Price
579.25
980.65
559.4
966.85
540.85
953.35
545.2
957.1
545.45
964.7
533.95
950.15
521.3
931.6
532.2
939.85
537.65
932.25
544.7
937.95
542.45
937.75
536.3
925.3
541.1
953.7
541.9
974.25
536.65
941.2
539.1
944.7
544.9
938.65
536.55
932.8
545.95
949.2
558.2
941.2
553.6
935.85
547.65
914.9
542.15
885.05
532.7
871.55
523.8
855.35
510.45
858.35
528.85
866.45
513.15
864.25
525.95
872.25
542.2
870.9
557.3
882.2
562.9
891.2
568.9
893.15
556.25
884.35
541.05
883.55
532.9
866
535.3
865.7
542.05
883.75
558.6
879.1
550.25
895.05
542.7
930.8
538.25
923.65

Ry
Return-Y
0.035
0.034
-0.008
0.000
0.022
0.024
-0.020
-0.010
-0.013
0.004
0.011
-0.009
-0.001
0.010
-0.005
-0.011
0.016
-0.017
-0.022
0.008
0.011
0.010
0.018
0.017
0.026
-0.035
0.031
-0.024
-0.030
-0.027
-0.010
-0.011
0.023
0.028
0.015
-0.004
-0.012
-0.030
0.015
0.014
0.008
-0.008

0.014
0.014
-0.004
-0.008
0.015
0.020
-0.009
0.008
-0.006
0.000
0.013
-0.030
-0.021
0.035
-0.004
0.006
0.006
-0.017
0.008
0.006
0.023
0.034
0.015
0.019
-0.003
-0.009
0.003
-0.009
0.002
-0.013
-0.010
-0.002
0.010
0.001
0.020
0.000
-0.020
0.005
-0.018
-0.038
0.008
-0.038

Daily
Daily
Rannual-x Rannual-y Std Dev X Std Dev Y

176.800

146.309

0.031

0.018

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

542.6
553.55
537.2
528
545
553.15
567.05
569.55
579.95
574.3
581.35
580.45
575.65
569.4
548.15
562.4
547.3
551.45
563.35
557.85
534.9
546.3
565.75
545.55
523.75
522.3
519.2
493.8
484.55
443.2
435.45
445.85
438.5
444
440.75
449.35
463.25
468.4
441.35
434.35
436.4
417.1
407.55
419.8
443.2
446.8
447.3

960.25
937.25
930.45
916.95
933.7
928.55
900.1
900.2
902.75
868.7
861.45
873.2
886.6
868.65
860.35
858.95
870.6
861.15
878.35
893.35
896.65
903.05
917
905.65
869.9
859.45
861.05
850.7
850.75
812
810.1
806.95
807.6
802.7
802.6
807
823.95
808.5
822.4
801.3
801.35
800.8
784.25
790.85
805.65
803.25
784.55

-0.020
0.030
0.017
-0.031
-0.015
-0.025
-0.004
-0.018
0.010
-0.012
0.002
0.008
0.011
0.039
-0.025
0.028
-0.008
-0.021
0.010
0.043
-0.021
-0.034
0.037
0.042
0.003
0.006
0.051
0.019
0.093
0.018
-0.023
0.017
-0.012
0.007
-0.019
-0.030
-0.011
0.061
0.016
-0.005
0.046
0.023
-0.029
-0.053
-0.008
-0.001
0.043

0.025
0.007
0.015
-0.018
0.006
0.032
0.000
-0.003
0.039
0.008
-0.013
-0.015
0.021
0.010
0.002
-0.013
0.011
-0.020
-0.017
-0.004
-0.007
-0.015
0.013
0.041
0.012
-0.002
0.012
0.000
0.048
0.002
0.004
-0.001
0.006
0.000
-0.005
-0.021
0.019
-0.017
0.026
0.000
0.001
0.021
-0.008
-0.018
0.003
0.024
0.020

7-Apr-14
4-Apr-14
3-Apr-14
2-Apr-14
1-Apr-14
31-Mar-14
28-Mar-14
27-Mar-14
26-Mar-14
25-Mar-14
24-Mar-14
22-Mar-14
21-Mar-14
20-Mar-14
19-Mar-14
18-Mar-14
14-Mar-14
13-Mar-14
12-Mar-14
11-Mar-14
10-Mar-14
7-Mar-14
6-Mar-14
5-Mar-14
4-Mar-14
3-Mar-14
28-Feb-14
26-Feb-14
25-Feb-14
24-Feb-14
21-Feb-14
20-Feb-14
19-Feb-14
18-Feb-14
17-Feb-14
14-Feb-14
13-Feb-14
12-Feb-14
11-Feb-14
10-Feb-14
7-Feb-14
6-Feb-14
5-Feb-14
4-Feb-14
3-Feb-14
31-Jan-14
30-Jan-14

428.9
423.15
412.1
420.65
410.35
413.95
404.9
394.05
401.75
379.55
379.2
362
360.35
362.05
365.4
363.7
355.85
361.35
364.75
371.25
381.9
375.9
345.8
331.45
320.45
302.75
304.95
302.5
302.25
303.9
306.2
301.9
306.95
307.7
305.15
300.65
294.85
303.1
306.3
307.8
308.9
305
303.05
303.4
299.45
307.65
306.35

769.45
755.1
759.8
769.55
763.7
781.05
778
771.9
771.55
772.65
765.55
741.25
744.1
747.25
762.4
765.3
755.95
764.35
744.85
744.2
752.4
711.55
687.35
680.8
676.7
669.95
684.5
685.4
675.75
677.6
672.05
669.75
685.9
680.3
650.75
646.45
636.8
649.55
647.25
647.25
658.85
660.5
667.5
665.3
654.95
657.05
650.05

0.014
0.027
-0.020
0.025
-0.009
0.022
0.028
-0.019
0.058
0.001
0.048
0.005
-0.005
-0.009
0.005
0.022
-0.015
-0.009
-0.018
-0.028
0.016
0.087
0.043
0.034
0.058
-0.007
0.008
0.001
-0.005
-0.008
0.014
-0.016
-0.002
0.008
0.015
0.020
-0.027
-0.010
-0.005
-0.004
0.013
0.006
-0.001
0.013
-0.027
0.004
-0.045

0.019
-0.006
-0.013
0.008
-0.022
0.004
0.008
0.000
-0.001
0.009
0.033
-0.004
-0.004
-0.020
-0.004
0.012
-0.011
0.026
0.001
-0.011
0.057
0.035
0.010
0.006
0.010
-0.021
-0.001
0.014
-0.003
0.008
0.003
-0.024
0.008
0.045
0.007
0.015
-0.020
0.004
0.000
-0.018
-0.002
-0.010
0.003
0.016
-0.003
0.011
-0.021

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

320.8
324.9
321.65
348.05
357.5
361.45
363.2
359.4
351.15
356.55
353.05
346.6
338.75
343
350.15
356.4
365.15
366.4
369.8
362.15
374.45
370.2
368.5
373.8
371.2
375.85
379.55
370.45
364.5
375.5
363.75
362.6
365.6
380.5
386.5
383.35
395.05
391.9
395.05
370.5
371.55
375.6
368.65
364.2
355.95
362.05
350.85

664
659.8
658.1
684.75
705.3
710.3
706.3
728.15
727.1
731.45
729.15
711.3
716.9
700.45
710.15
712.9
708.15
714.1
712.55
707.4
722.55
728.25
731.8
740.05
725.9
728.8
732.55
733.15
721.95
750.2
740.6
750.8
758.5
765.1
768.95
772.5
763.9
757.85
761.95
749.05
758.7
770.55
756.8
751.9
747.05
745.85
745.65

-0.013
0.010
-0.076
-0.026
-0.011
-0.005
0.011
0.023
-0.015
0.010
0.019
0.023
-0.012
-0.020
-0.018
-0.024
-0.003
-0.009
0.021
-0.033
0.011
0.005
-0.014
0.007
-0.012
-0.010
0.025
0.016
-0.029
0.032
0.003
-0.008
-0.039
-0.016
0.008
-0.030
0.008
-0.008
0.066
-0.003
-0.011
0.019
0.012
0.023
-0.017
0.032
0.019

0.006
0.003
-0.039
-0.029
-0.007
0.006
-0.030
0.001
-0.006
0.003
0.025
-0.008
0.023
-0.014
-0.004
0.007
-0.008
0.002
0.007
-0.021
-0.008
-0.005
-0.011
0.019
-0.004
-0.005
-0.001
0.016
-0.038
0.013
-0.014
-0.010
-0.009
-0.005
-0.005
0.011
0.008
-0.005
0.017
-0.013
-0.015
0.018
0.007
0.006
0.002
0.000
0.041

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

344.25
354.4
365.45
363.6
362.8
351.25
331.6
328.95
333.45
354.25
360.75
368.4
375.85
378.85
378.1
368.8
372.35
371.4
347.4
355.5
362.7
374
372
358.65
346.3
335.8
331.1
348.65
347.55
342.25
340.75
328.95
315.55
315.35
310.65
294.9
287.35
304.6
315.8
314.1
318.9
327.3
356.05
386.7
315.85
300.9
291.7

716.6
711.5
732.95
735.35
743.05
725.65
718.25
716.2
712.35
727.4
734.65
731.45
745.4
743.6
748.5
752.45
738.1
733.05
708.5
704.9
707.05
710.1
709.1
716.85
701.35
676.85
682.9
698.6
705
705.7
718.8
694.85
686.75
695.55
700.1
685.1
678.1
682.85
703.4
709.3
720.1
719.3
748.2
771.65
714.85
709.25
711.1

-0.029
-0.030
0.005
0.002
0.033
0.059
0.008
-0.013
-0.059
-0.018
-0.021
-0.020
-0.008
0.002
0.025
-0.010
0.003
0.069
-0.023
-0.020
-0.030
0.005
0.037
0.036
0.031
0.014
-0.050
0.003
0.015
0.004
0.036
0.042
0.001
0.015
0.053
0.026
-0.057
-0.035
0.005
-0.015
-0.026
-0.081
-0.079
0.224
0.050
0.032
0.037

0.007
-0.029
-0.003
-0.010
0.024
0.010
0.003
0.005
-0.021
-0.010
0.004
-0.019
0.002
-0.007
-0.005
0.019
0.007
0.035
0.005
-0.003
-0.004
0.001
-0.011
0.022
0.036
-0.009
-0.022
-0.009
-0.001
-0.018
0.034
0.012
-0.013
-0.006
0.022
0.010
-0.007
-0.029
-0.008
-0.015
0.001
-0.039
-0.030
0.079
0.008
-0.003
-0.007

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

281.2
281.2
303.75
306.9
292.95
287.5
236.05
229.1
252.95
243.35
232.5
225.85
235.8
261.2
259.25
242.5
255.05
242.8
241.5
258.3
291.45
309.7
301.2
283.05
293.6
275.15
299.6
308.7
327.65
324
348.7
363.45
367.1
373.7
383.35
438.65
423.9
424.6
440.45
426.85
450.95
500.35
490.45
486.55
476.2
478.65
466.8

716
700.5
715.2
708.45
677.25
662
608.5
600.65
627
659.6
647.45
606.65
613.55
633.15
642.55
630.6
624.55
634.2
620.8
632.25
661.3
659.1
650.05
652.75
640.9
638.15
660.9
653.5
666.3
652.35
650.35
661.9
679.95
685.15
689.45
730.1
700.65
690.85
711.7
711.4
712.85
757.45
758.1
745.8
726.35
714.05
692.25

0.000
-0.074
-0.010
0.048
0.019
0.218
0.030
-0.094
0.039
0.047
0.029
-0.042
-0.097
0.008
0.069
-0.049
0.050
0.005
-0.065
-0.114
-0.059
0.028
0.064
-0.036
0.067
-0.082
-0.029
-0.058
0.011
-0.071
-0.041
-0.010
-0.018
-0.025
-0.126
0.035
-0.002
-0.036
0.032
-0.053
-0.099
0.020
0.008
0.022
-0.005
0.025
0.003

0.022
-0.021
0.010
0.046
0.023
0.088
0.013
-0.042
-0.049
0.019
0.067
-0.011
-0.031
-0.015
0.019
0.010
-0.015
0.022
-0.018
-0.044
0.003
0.014
-0.004
0.018
0.004
-0.034
0.011
-0.019
0.021
0.003
-0.017
-0.027
-0.008
-0.006
-0.056
0.042
0.014
-0.029
0.000
-0.002
-0.059
-0.001
0.016
0.027
0.017
0.031
-0.015

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

465.3
470.2
463.35
468.45
470.15
461.1
443.3
448.45
447.65
440.9
452.75
459.5
478.2
475.15
483.95
478.65
456.75
468.75
471.95
490.5
502.6
507.6
499.7
492.3
502.7
487.3
500
502.9
515.45
518.65
505
496.7
509.85
515.25
529.9
542.75
542.55
527.85
507.65
502.85
512.55
510
502.85
506.7
508.25
496.4
497.5

702.65
699.55
698.85
715.75
723.95
722.2
702.1
688.25
718.3
693.7
729.5
738.6
766.15
762.8
756.15
756.7
743.4
746.35
749.4
753.65
762.9
774.7
768.45
767.3
770.4
782.95
799.85
777.25
775.4
789.45
781.05
765.55
768.1
765.1
781.75
794.35
777.95
768.25
729.9
725
734.8
730.45
723.35
728.85
728.45
711.6
723.25

-0.010
0.015
-0.011
-0.004
0.020
0.040
-0.011
0.002
0.015
-0.026
-0.015
-0.039
0.006
-0.018
0.011
0.048
-0.026
-0.007
-0.038
-0.024
-0.010
0.016
0.015
-0.021
0.032
-0.025
-0.006
-0.024
-0.006
0.027
0.017
-0.026
-0.010
-0.028
-0.024
0.000
0.028
0.040
0.010
-0.019
0.005
0.014
-0.008
-0.003
0.024
-0.002
-0.014

0.004
0.001
-0.024
-0.011
0.002
0.029
0.020
-0.042
0.035
-0.049
-0.012
-0.036
0.004
0.009
-0.001
0.018
-0.004
-0.004
-0.006
-0.012
-0.015
0.008
0.001
-0.004
-0.016
-0.021
0.029
0.002
-0.018
0.011
0.020
-0.003
0.004
-0.021
-0.016
0.021
0.013
0.053
0.007
-0.013
0.006
0.010
-0.008
0.001
0.024
-0.016
0.008

2-May-13
30-Apr-13
29-Apr-13
26-Apr-13
25-Apr-13
23-Apr-13
22-Apr-13
18-Apr-13
17-Apr-13
16-Apr-13
15-Apr-13
12-Apr-13
11-Apr-13
10-Apr-13
9-Apr-13
8-Apr-13
5-Apr-13
4-Apr-13
3-Apr-13
2-Apr-13
1-Apr-13
28-Mar-13
26-Mar-13
25-Mar-13
22-Mar-13
21-Mar-13
20-Mar-13
19-Mar-13
18-Mar-13
15-Mar-13
14-Mar-13
13-Mar-13
12-Mar-13
11-Mar-13
8-Mar-13
7-Mar-13
6-Mar-13
5-Mar-13
4-Mar-13
1-Mar-13
28-Feb-13
27-Feb-13
26-Feb-13
25-Feb-13
22-Feb-13
21-Feb-13
20-Feb-13

504.6
501.65
504.95
497.75
503.8
495.2
494.35
491.25
479.4
468.9
457.9
442.55
436.85
428.45
424.55
425.35
425.65
426.85
435.45
449.55
432.3
428.9
425.3
435.15
440.5
432.1
431.2
438.8
459.4
473.7
484.75
482.4
492
493.75
485.85
485.05
481.75
480.05
474.95
473
472
490.55
472.15
479.3
490.1
486.95
509.2

717.45
707.1
709
712.75
710.5
691.9
676.5
668.95
659.75
653.2
640.7
638.35
630.55
638.2
618.75
630.1
636.75
632.7
650.85
656.3
652
653
639.7
631.85
638.6
631.65
633.2
638.3
654.2
664.3
658.25
650.45
668.3
668.9
675.3
655.25
654.65
655.95
655.05
654.85
659.6
653.5
661.35
660.65
665.25
660.3
668.05

0.006
-0.007
0.014
-0.012
0.017
0.002
0.006
0.025
0.022
0.024
0.035
0.013
0.020
0.009
-0.002
-0.001
-0.003
-0.020
-0.031
0.040
0.008
0.008
-0.023
-0.012
0.019
0.002
-0.017
-0.045
-0.030
-0.023
0.005
-0.020
-0.004
0.016
0.002
0.007
0.004
0.011
0.004
0.002
-0.038
0.039
-0.015
-0.022
0.006
-0.044
0.008

0.015
-0.003
-0.005
0.003
0.027
0.023
0.011
0.014
0.010
0.020
0.004
0.012
-0.012
0.031
-0.018
-0.010
0.006
-0.028
-0.008
0.007
-0.002
0.021
0.012
-0.011
0.011
-0.002
-0.008
-0.024
-0.015
0.009
0.012
-0.027
-0.001
-0.009
0.031
0.001
-0.002
0.001
0.000
-0.007
0.009
-0.012
0.001
-0.007
0.007
-0.012
-0.010

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

505.05
501.4
501.95
501.45
512.25
522.15
516.7
509.65
507.9
511.4
513.9
524.8
532.35
522.15
520
511.45
523.55
504.25
507.8
514.45
508.9
511.7
517
523.9
518.05
527.95
506.5
498.4
515.45
504.2
499.65
498.25
489.05
492.2
487.85
477
464.05
463.05
466.25
463.85
461.65
459.3
473
469.75
468.45
466.05
460.6

674.8
665.8
670.35
665.4
667.75
671.35
671.8
678.35
687.6
695.15
680.45
676.7
672.3
680.35
678.8
674.7
668.05
665.2
653.05
645.05
640.75
630.95
629.75
627.9
624.6
629.65
628.55
630
653.85
649.1
652.75
648.45
650.2
654.9
656.9
649.95
650.05
650.95
649.8
648.9
646.65
649.55
662.05
667.75
663.75
661.35
664.75

0.007
-0.001
0.001
-0.021
-0.019
0.011
0.014
0.003
-0.007
-0.005
-0.021
-0.014
0.020
0.004
0.017
-0.023
0.038
-0.007
-0.013
0.011
-0.005
-0.010
-0.013
0.011
-0.019
0.042
0.016
-0.033
0.022
0.009
0.003
0.019
-0.006
0.009
0.023
0.028
0.002
-0.007
0.005
0.005
0.005
-0.029
0.007
0.003
0.005
0.012
0.028

0.014
-0.007
0.007
-0.004
-0.005
-0.001
-0.010
-0.013
-0.011
0.022
0.006
0.007
-0.012
0.002
0.006
0.010
0.004
0.019
0.012
0.007
0.016
0.002
0.003
0.005
-0.008
0.002
-0.002
-0.036
0.007
-0.006
0.007
-0.003
-0.007
-0.003
0.011
0.000
-0.001
0.002
0.001
0.003
-0.004
-0.019
-0.009
0.006
0.004
-0.005
0.019

13-Dec-12
12-Dec-12
11-Dec-12
10-Dec-12
7-Dec-12
6-Dec-12
5-Dec-12
4-Dec-12
3-Dec-12
30-Nov-12
29-Nov-12
27-Nov-12
26-Nov-12
23-Nov-12
22-Nov-12
21-Nov-12
20-Nov-12
19-Nov-12
16-Nov-12
15-Nov-12
13-Nov-12
12-Nov-12
9-Nov-12
8-Nov-12
7-Nov-12
6-Nov-12
5-Nov-12
2-Nov-12
1-Nov-12
31-Oct-12
30-Oct-12
29-Oct-12
26-Oct-12
25-Oct-12
23-Oct-12
22-Oct-12
19-Oct-12
18-Oct-12
17-Oct-12
16-Oct-12
15-Oct-12
12-Oct-12
11-Oct-12
10-Oct-12
9-Oct-12
8-Oct-12
5-Oct-12

448.05
454.1
456.5
457.55
455.45
467.7
450.4
450.65
447.4
442.25
443.35
434.35
419.5
420.6
420.85
422.2
419.65
414.4
415.45
417.55
421.9
424.85
425.15
419.55
420.15
420.8
418.5
420.05
412.55
411.6
407.45
414.85
413
416.2
399.35
387.05
383.45
389.1
385.3
382.7
394.95
394.65
397.05
393.2
394.2
385.65
393.5

652.45
660.3
667
673.6
664.05
665.3
663.3
671.05
666.15
670.45
651.25
635.05
627.35
624.35
627.95
629.3
621.7
622.85
622.85
637.2
618
623.85
621.3
627.3
630
627
625.65
612.3
612.55
603.75
598.65
610.1
614.95
625.7
620.7
633.5
628.45
637.5
625.55
628.9
628.8
626.95
634.1
628.65
637
627.35
638.7

-0.013
-0.005
-0.002
0.005
-0.026
0.038
-0.001
0.007
0.012
-0.002
0.021
0.035
-0.003
-0.001
-0.003
0.006
0.013
-0.003
-0.005
-0.010
-0.007
-0.001
0.013
-0.001
-0.002
0.005
-0.004
0.018
0.002
0.010
-0.018
0.004
-0.008
0.042
0.032
0.009
-0.015
0.010
0.007
-0.031
0.001
-0.006
0.010
-0.003
0.022
-0.020
-0.012

-0.012
-0.010
-0.010
0.014
-0.002
0.003
-0.012
0.007
-0.006
0.029
0.026
0.012
0.005
-0.006
-0.002
0.012
-0.002
0.000
-0.023
0.031
-0.009
0.004
-0.010
-0.004
0.005
0.002
0.022
0.000
0.015
0.009
-0.019
-0.008
-0.017
0.008
-0.020
0.008
-0.014
0.019
-0.005
0.000
0.003
-0.011
0.009
-0.013
0.015
-0.018
-0.001

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

398.4
400.95
394.2
382.05
380.95
374.45
375.35
377
370.9
363.5
370.65
377.55
355.9
339.05
336.7
329.85
333.1
337.55
335
326.8
324.1
333
328
328.75
329.95
330.8
335.6
335.85
344.5
354.5
357.25
358.25

639.6
639.35
645.1
648.75
644.65
640.95
641.1
623.65
622.45
602.65
599.5
606.25
609.35
584.2
584.65
583.3
571.4
576
576.7
573.35
569.05
572.85
574.75
574.1
592.55
580.5
576.45
574.9
584.95
590.75
593.8
588.7
Mean

Correlation 0.573393

-0.006
0.017
0.032
0.003
0.017
-0.002
-0.004
0.016
0.020
-0.019
-0.018
0.061
0.050
0.007
0.021
-0.010
-0.013
0.008
0.025
0.008
-0.027
0.015
-0.002
-0.004
-0.003
-0.014
-0.001
-0.025
-0.028
-0.008
-0.003

0.000
-0.009
-0.006
0.006
0.006
0.000
0.028
0.002
0.033
0.005
-0.011
-0.005
0.043
-0.001
0.002
0.021
-0.008
-0.001
0.006
0.008
-0.007
-0.003
0.001
-0.031
0.021
0.007
0.003
-0.017
-0.010
-0.005
0.009

0.001

0.001
Mean

Diversification at different weightage

Yes Bank Kotak Bank Return
Weightage 1
20%
80% 152.4076
Weightage 2
30%
70% 155.4567
Weightage 3
40%
60% 158.5058
Weightage 4
50%
50% 161.5549
Weightage 5
60%
40% 164.604
Weightage 6
70%
30% 167.6531
Weightage 7
80%
20% 170.7022

Std Dev X Annually

0.484

Std Dev y Annually

Cov(X,Y)

0.280

0.0004456
0.0004264
0.0000481
0.0000172
0.0002840
0.0004275
0.0002184
-0.0000806
0.0001044
-0.0000026
0.0001231
0.0003191
0.0000649
0.0002832
0.0000292
-0.0000635
0.0000718
0.0003444
-0.0001710
0.0000311
0.0002047
0.0002834
0.0002332
0.0002762
-0.0001157
0.0003817
0.0000396
0.0002670
-0.0000114
0.0003993
0.0001285
0.0000404
0.0001867
-0.0000075
0.0002644
0.0000050
0.0003001
-0.0001274
-0.0002612
-0.0004940
0.0000448
0.0003715

-0.0004954
0.0001775
0.0002164
0.0006240
-0.0000705
-0.0007893
0.0000076
0.0000777
0.0003194
-0.0000980
-0.0000017
-0.0001125
0.0001859
0.0003158
-0.0000119
-0.0003811
-0.0000877
0.0004685
-0.0001515
-0.0002019
0.0001845
0.0005873
0.0004038
0.0016039
0.0000147
-0.0000138
0.0005490
-0.0000220
0.0042749
0.0000190
-0.0000673
-0.0000305
-0.0000680
-0.0000063
0.0001366
0.0006841
-0.0002228
-0.0010827
0.0003692
0.0000077
-0.0000224
0.0004381
0.0002918
0.0010606
-0.0000171
-0.0000578
0.0007645

0.0002166
-0.0001871
0.0003015
0.0001532
0.0002371
0.0000572
0.0001753
0.0000151
-0.0001490
-0.0000041
0.0014559
-0.0000158
0.0000331
0.0002233
-0.0000161
0.0002306
0.0002028
-0.0002688
0.0000059
0.0003544
0.0008168
0.0029125
0.0003530
0.0001602
0.0005069
0.0001941
-0.0000167
-0.0000080
0.0000269
-0.0000633
0.0000288
0.0004424
-0.0000273
0.0003061
0.0000740
0.0002547
0.0005964
-0.0000281
0.0000075
0.0000939
-0.0000418
-0.0000584
-0.0000055
0.0001718
0.0001231
0.0000269
0.0010316

-0.0000728
0.0000121
0.0030996
0.0008451
0.0001017
-0.0000280
-0.0002851
0.0000057
0.0001183
0.0000167
0.0004106
-0.0001956
-0.0003083
0.0003245
0.0000957
-0.0001402
0.0000461
-0.0000105
0.0001200
0.0007595
-0.0000906
-0.0000192
0.0001926
0.0001020
0.0000713
0.0000705
-0.0000464
0.0002133
0.0011936
0.0003635
-0.0000257
0.0001093
0.0003984
0.0001050
-0.0000392
-0.0003127
0.0000449
0.0000618
0.0010395
0.0000592
0.0002024
0.0002958
0.0000575
0.0001154
-0.0000077
-0.0000280
0.0006980

-0.0001799
0.0009645
-0.0000163
-0.0000089
0.0007167
0.0005271
0.0000111
-0.0000630
0.0013159
0.0002151
-0.0000708
0.0004230
-0.0000115
-0.0000042
-0.0001531
-0.0002002
0.0000064
0.0022638
-0.0000949
0.0000900
0.0001735
0.0000009
-0.0004294
0.0007158
0.0010445
-0.0001282
0.0012249
-0.0000178
-0.0000306
-0.0000576
0.0011461
0.0004352
0.0000111
-0.0001053
0.0010762
0.0002269
0.0004728
0.0011218
-0.0000378
0.0002668
0.0000020
0.0032719
0.0025481
0.0174449
0.0003237
-0.0001141
-0.0002883

-0.0000300
0.0016452
-0.0000976
0.0020728
0.0003828
0.0187803
0.0003434
0.0041364
-0.0019240
0.0007951
0.0018505
0.0005425
0.0031718
-0.0000963
0.0012015
-0.0004304
-0.0008041
0.0000805
0.0012828
0.0051962
-0.0001298
0.0003411
-0.0003337
-0.0006466
0.0002049
0.0029572
-0.0003134
0.0012090
0.0001986
-0.0001365
0.0007831
0.0003155
0.0001676
0.0001975
0.0072504
0.0013627
-0.0000401
0.0011407
-0.0000233
0.0001768
0.0060168
-0.0000383
0.0001007
0.0005195
-0.0001051
0.0007258
-0.0000286

-0.0000385
-0.0000025
0.0003056
0.0000632
0.0000225
0.0010625
-0.0002446
-0.0000152
0.0004756
0.0013876
0.0002178
0.0015059
0.0000160
-0.0001492
-0.0000184
0.0007769
0.0001389
0.0000432
0.0002680
0.0003396
0.0001853
0.0000999
0.0000042
0.0001153
-0.0005194
0.0005988
-0.0002008
-0.0000309
0.0001444
0.0002449
0.0002912
0.0001227
-0.0000326
0.0006539
0.0004281
-0.0000212
0.0003022
0.0019698
0.0000452
0.0002957
0.0000170
0.0001103
0.0000789
0.0000029
0.0005047
0.0000630
-0.0001069

0.0000598
0.0000308
-0.0000840
-0.0000266
0.0004094
0.0000061
0.0000492
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Cov(X,Y)