SUMMARY OUTPUT

Regression Statistics
Multiple R 0.506961
R Square 0.257009
Adjusted R Square 0.250604
Standard Error 0.021133
Observations 118

ANOVA
df SS MS F Significance F
Regression 1 0.017921 0.017921 40.12574 4.69E-009
Residual 116 0.051807 0.000447
Total 117 0.069727

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%
Intercept 0.002813 0.001948 1.444424 0.151316 -0.001044 0.006671
X Variable 1 1.679815 0.265186 6.334488 4.69E-009 1.154581 2.205049
Lower 95.0%
Upper 95.0%
-0.001044 0.006671
1.154581 2.205049
Date Close Vedanta Price) Ri Close (BSE Price) Rm
3/24/2017 266.9 0.004506 29421.4 0.003038
3/23/2017 265.7 0.017656 29332.16 0.005623
3/22/2017 261.05 -0.002296 29167.68 -0.010836
3/21/2017 261.65 -0.007235 29485.45 -0.001128
3/20/2017 263.55 -0.003409 29518.74 -0.004403
3/17/2017 264.45 0.000378 29648.99 0.002132
3/16/2017 264.35 0.033074 29585.85 0.006366
3/15/2017 255.75 0.009626 29398.11 -0.001513
3/14/2017 253.3 0.019333 29442.63 0.017004
3/10/2017 248.45 -0.017357 28946.23 0.000591
3/9/2017 252.8 0.002376 28929.13 0.00094
3/8/2017 252.2 -0.031612 28901.94 -0.003372
3/7/2017 260.3 -0.023352 28999.56 -0.001676
3/6/2017 266.45 -0.003933 29048.19 0.007455
3/3/2017 267.5 -0.011337 28832.45 -0.000255
3/2/2017 270.55 0.019407 28839.79 -0.005005
3/1/2017 265.35 0.023836 28984.49 0.008355
2/28/2017 259.1 0.0136 28743.32 -0.002417
2/27/2017 255.6 -0.026066 28812.88 -0.002776
2/23/2017 262.35 -0.004374 28892.97 0.000979
2/22/2017 263.5 -0.019914 28864.71 0.003579
2/21/2017 268.8 -0.00575 28761.59 0.003483
2/20/2017 270.35 0.026044 28661.58 0.006751
2/17/2017 263.4 0.002851 28468.75 0.0059
2/16/2017 262.65 0.059008 28301.27 0.005162
2/15/2017 247.6 -0.022957 28155.56 -0.006505
2/14/2017 253.35 -0.010601 28339.31 -0.000434
2/13/2017 256.05 0.032347 28351.62 0.000613
2/10/2017 247.9 -0.005632 28334.25 0.000161
2/9/2017 249.3 -0.010574 28329.7 0.001405
2/8/2017 251.95 0.01419 28289.92 -0.001598
2/7/2017 248.4 -0.008818 28335.16 -0.003668
2/6/2017 250.6 -0.001993 28439.28 0.007013
2/3/2017 251.1 -0.033483 28240.52 0.000493
2/2/2017 259.65 -0.003652 28226.61 0.003015
2/1/2017 260.6 0.029004 28141.64 0.017409
1/31/2017 253.15 -0.029388 27655.96 -0.006976
1/30/2017 260.7 0.011574 27849.56 -0.001181
1/27/2017 257.7 -0.002326 27882.46 0.006272
1/25/2017 258.3 0.024494 27708.14 0.012075
1/24/2017 252.05 0.027553 27375.58 0.009478
1/23/2017 245.2 0.027705 27117.34 0.00306
1/20/2017 238.5 -0.025868 27034.5 -0.010088
1/19/2017 244.75 0.003684 27308.6 0.001868
 1/18/2017 243.85 0.031451 27257.64 0.000807
1/17/2017 236.3 -0.028988 27235.66 -0.001926
1/16/2017 243.25 0.020769 27288.17 0.001838
1/13/2017 238.25 -0.008776 27238.06 -0.000334
1/12/2017 240.35 0.01256 27247.16 0.003926
1/11/2017 237.35 0.020431 27140.41 0.008914
1/10/2017 232.55 0 26899.56 0.006452
1/9/2017 232.55 0.009505 26726.55 -0.001222
1/6/2017 230.35 0.014209 26759.23 -0.004438
1/5/2017 227.1 0.045724 26878.24 0.009161
1/4/2017 216.95 -0.012824 26633.13 -0.00038
1/3/2017 219.75 -0.004993 26643.24 0.001795
1/2/2017 220.85 0.020817 26595.45 -0.001165
12/30/2016 216.3 -0.001386 26626.46 0.009824
12/29/2016 216.6 0.022646 26366.15 0.005914
12/28/2016 211.75 -0.013835 26210.68 -0.000105
12/27/2016 214.7 0.029063 26213.44 0.015623
12/26/2016 208.55 -0.037874 25807.1 -0.009011
12/23/2016 216.6 0 26040.7 0.002349
12/22/2016 216.6 -0.042704 25979.6 -0.010064
12/21/2016 226.05 0.006658 26242.38 -0.002497
12/20/2016 224.55 -0.012392 26307.98 -0.002533
12/19/2016 227.35 -0.013543 26374.7 -0.004345
12/16/2016 230.45 -0.02401 26489.56 -0.001113
12/15/2016 236.05 0.000848 26519.07 -0.003154
12/14/2016 235.85 -0.019316 26602.84 -0.003564
12/13/2016 240.45 -0.023632 26697.82 0.006862
12/12/2016 246.2 0.005907 26515.24 -0.008709
12/9/2016 244.75 0.007999 26747.18 0.00198
12/8/2016 242.8 0.050253 26694.28 0.017284
12/7/2016 230.9 0.008263 26236.87 -0.005924
12/6/2016 229 0.010315 26392.76 0.001656
12/5/2016 226.65 0.016684 26349.1 0.004505
12/2/2016 222.9 -0.017786 26230.66 -0.012474
12/1/2016 226.9 -0.012482 26559.92 -0.003491
11/30/2016 229.75 0.007427 26652.81 0.009757
11/29/2016 228.05 -0.001752 26394.01 0.001662
11/28/2016 228.45 0.023249 26350.17 0.001285
11/25/2016 223.2 0.006292 26316.34 0.017486
11/24/2016 221.8 0.021418 25860.17 -0.007383
11/23/2016 217.1 0.04909 26051.81 0.0035
11/22/2016 206.7 0.047811 25960.78 0.007565
11/21/2016 197.05 -0.035642 25765.14 -0.014836
11/18/2016 204.2 -0.045707 26150.24 -0.002955
11/17/2016 213.75 0.031364 26227.62 -0.002706
11/16/2016 207.15 -0.012712 26298.69 -0.000226
11/15/2016 209.8 -0.090184 26304.63 -0.019359
11/11/2016 229.6 0.004365 26818.82 -0.025725
11/10/2016 228.6 0.049315 27517.68 0.009682
11/9/2016 217.6 -0.00801 27252.53 -0.012348
11/8/2016 219.35 0.017476 27591.14 0.004801
11/7/2016 215.55 0.01284 27458.99 0.006754
11/4/2016 212.8 -0.023683 27274.15 -0.005708
11/3/2016 217.9 -0.001605 27430.28 -0.003528
11/2/2016 218.25 -0.006394 27527.22 -0.012613
11/1/2016 219.65 0.081542 27876.61 -0.001921
10/30/2016 202.45 0.001978 27930.21 -0.000404
10/28/2016 202.05 0.013453 27941.51 0.000917
10/27/2016 199.35 -0.009486 27915.9 0.002848
10/26/2016 201.25 -0.012591 27836.51 -0.009116
10/25/2016 203.8 0.007387 28091.42 -0.003116
10/24/2016 202.3 -0.005177 28179.08 0.003623
10/21/2016 203.35 -0.018032 28077.18 -0.001874
10/20/2016 207.05 0.042675 28129.84 0.005185
10/19/2016 198.4 0.012681 27984.37 -0.002374
10/18/2016 195.9 0.017508 28050.88 0.018745
10/17/2016 192.5 -0.015464 27529.97 -0.005204
10/14/2016 195.5 0 27673.6 0.001102
10/13/2016 195.5 -0.019752 27643.11 -0.015764
10/10/2016 199.4 0.023339 28082.34 0.000755
10/7/2016 194.8 -0.012752 28061.14 -0.001605
10/6/2016 197.3 0.029838 28106.21 -0.004075
10/5/2016 191.5 0.022977 28220.98 -0.004016
10/4/2016 187.15 0.045643 28334.55 0.003226
10/3/2016 178.8 28243.29
91days Treasury Bill Yield (%) Rf Ri-Rf Rm-Rf Beta
5.94 0.000673 0.003833 0.002365 1.678776
5.94 0.000673 0.016983 0.00495
5.94 0.000673 -0.002969 -0.011509
5.94 0.000673 -0.007909 -0.001802
5.94 0.000673 -0.004082 -0.005076
5.94 0.000673 -0.000295 0.001459
5.94 0.000673 0.0324 0.005693
5.94 0.000673 0.008953 -0.002186
5.94 0.000673 0.01866 0.01633
5.94 0.000673 -0.01803 -8.2E-005
6.07 0.000688 0.001688 0.000252
6.07 0.000688 -0.032301 -0.00406
6.07 0.000688 -0.02404 -0.002364
6.07 0.000688 -0.004621 0.006766
6.07 0.000688 -0.012026 -0.000943
6.15 0.000698 0.018709 -0.005703
6.15 0.000698 0.023138 0.007658
6.15 0.000698 0.012903 -0.003115
6.15 0.000698 -0.026764 -0.003474
6.19 0.000702 -0.005076 0.000276
6.19 0.000702 -0.020617 0.002876
6.19 0.000702 -0.006452 0.002781
6.19 0.000702 0.025341 0.006048
6.19 0.000702 0.002149 0.005198
6.11 0.000693 0.058315 0.004469
6.11 0.000693 -0.02365 -0.007198
6.11 0.000693 -0.011294 -0.001127
6.11 0.000693 0.031654 -8.0E-005
6.11 0.000693 -0.006325 -0.000532
6.19 0.000702 -0.011276 0.000703
6.19 0.000702 0.013488 -0.0023
6.19 0.000702 -0.00952 -0.00437
6.19 0.000702 -0.002696 0.006311
6.19 0.000702 -0.034186 -0.00021
6.23 0.000707 -0.004359 0.002308
6.23 0.000707 0.028297 0.016702
6.23 0.000707 -0.030095 -0.007683
6.23 0.000707 0.010867 -0.001888
6.23 0.000707 -0.003033 0.005564
6.27 0.000712 0.023782 0.011363
6.27 0.000712 0.026841 0.008766
6.27 0.000712 0.026993 0.002348
6.27 0.000712 -0.02658 -0.0108
6.27 0.000712 0.002972 0.001156
6.27 0.000712 0.030739 9.49E-005
6.27 0.000712 -0.029699 -0.002638
6.27 0.000712 0.020057 0.001126
6.27 0.000712 -0.009487 -0.001046
6.19 0.000702 0.011858 0.003223
6.19 0.000702 0.019728 0.008211
6.19 0.000702 -0.000702 0.00575
6.19 0.000702 0.008803 -0.001924
6.19 0.000702 0.013507 -0.00514
6.27 0.000712 0.045012 0.008449
6.27 0.000712 -0.013535 -0.001091
6.27 0.000712 -0.005705 0.001083
6.27 0.000712 0.020106 -0.001877
6.27 0.000712 -0.002098 0.009113
6.23 0.000707 0.021939 0.005207
6.23 0.000707 -0.014542 -0.000812
6.23 0.000707 0.028356 0.014915
6.23 0.000707 -0.038581 -0.009718
6.23 0.000707 -0.000707 0.001642
6.19 0.000702 -0.043406 -0.010766
6.19 0.000702 0.005955 -0.003199
6.19 0.000702 -0.013095 -0.003235
6.19 0.000702 -0.014246 -0.005048
6.19 0.000702 -0.024712 -0.001816
5.94 0.000673 0.000174 -0.003827
5.94 0.000673 -0.019989 -0.004237
5.94 0.000673 -0.024305 0.006189
5.94 0.000673 0.005234 -0.009383
5.94 0.000673 0.007326 0.001307
5.94 0.000673 0.04958 0.01661
5.94 0.000673 0.00759 -0.006597
5.94 0.000673 0.009642 0.000982
5.94 0.000673 0.016011 0.003832
5.94 0.000673 -0.018459 -0.013148
5.86 0.000664 -0.013146 -0.004155
5.86 0.000664 0.006763 0.009094
5.86 0.000664 -0.002416 0.000999
5.86 0.000664 0.022585 0.000621
5.86 0.000664 0.005628 0.016822
5.94 0.000673 0.020745 -0.008056
5.94 0.000673 0.048416 0.002827
5.94 0.000673 0.047138 0.006891
5.94 0.000673 -0.036316 -0.015509
5.94 0.000673 -0.04638 -0.003628
6.31 0.000717 0.030647 -0.003423
6.31 0.000717 -0.013428 -0.000942
6.31 0.000717 -0.0909 -0.020075
6.31 0.000717 0.003648 -0.026441
6.40 0.000727 0.048588 0.008955
6.40 0.000727 -0.008737 -0.013075
6.40 0.000727 0.016749 0.004074
6.40 0.000727 0.012113 0.006027
6.40 0.000727 -0.024411 -0.006435
6.36 0.000722 -0.002327 -0.00425
6.36 0.000722 -0.007117 -0.013335
6.36 0.000722 0.08082 -0.002643
6.36 0.000722 0.001255 -0.001127
6.36 0.000722 0.012731 0.000195
6.40 0.000727 -0.010213 0.002121
6.40 0.000727 -0.013318 -0.009843
6.40 0.000727 0.00666 -0.003843
6.40 0.000727 -0.005904 0.002896
6.40 0.000727 -0.018759 -0.002601
6.36 0.000722 0.041953 0.004462
6.36 0.000722 0.011958 -0.003096
6.36 0.000722 0.016786 0.018022
6.36 0.000722 -0.016187 -0.005926
6.36 0.000722 -0.000722 0.00038
6.36 0.000722 -0.020475 -0.016487
6.36 0.000722 0.022617 3.28E-005
6.36 0.000722 -0.013474 -0.002327
6.52 0.000741 0.029096 -0.004816
6.52 0.000741 0.022236 -0.004757
6.52 0.000741 0.044901 0.002485
6.52 0.000741 -0.000741 -0.000741
Date Open PriceHigh Price Low Price Close PriceWAP No.of Shar No. of Trad
24-Mar-17 267.7 269 265.5 266.9 267.2638 583631 4903
23-Mar-17 266 270.2 264 265.7 266.8276 1439323 10529
22-Mar-17 258.6 262.2 256 261.05 258.8004 1041543 7416
21-Mar-17 263.9 264 258.1 261.65 260.9094 842146 5643
20-Mar-17 264.7 265.45 261.4 263.55 263.0605 1823966 4151
17-Mar-17 266.7 268.55 261.3 264.45 264.8438 813211 7380
16-Mar-17 259.8 265.3 258.8 264.35 263.0838 916799 6178
15-Mar-17 254 256.6 251.25 255.75 254.7196 735443 5491
14-Mar-17 255 257 251.2 253.3 254.5756 1037352 7200
10-Mar-17 254 255 247.5 248.45 249.5741 903348 7434
9-Mar-17 253.5 255.6 250 252.8 252.821 1454592 8988
8-Mar-17 260 260.3 250.5 252.2 253.7732 1093811 8246
7-Mar-17 265.8 266.9 259.6 260.3 261.4628 913117 6862
6-Mar-17 268.55 270 263.3 266.45 266.4378 688707 4786
3-Mar-17 269.9 271.5 264.5 267.5 267.2007 927945 6270
2-Mar-17 267 275.4 267 270.55 272.3092 1268726 10962
1-Mar-17 259.1 266.6 257.65 265.35 262.6794 967809 8355
28-Feb-17 256 260.65 255.8 259.1 258.5722 450915 4014
27-Feb-17 261.1 263.8 254.75 255.6 257.6763 584655 6680
23-Feb-17 258.15 267 258.15 262.35 263.3647 569745 6634
22-Feb-17 268.75 270.1 262.15 263.5 265.4723 581459 5630
21-Feb-17 270 274.5 267.85 268.8 271.0998 767071 7871
20-Feb-17 263.45 272.1 260.95 270.35 268.2328 1213788 9780
17-Feb-17 264.4 265.95 259.4 263.4 263.04 907491 9195
16-Feb-17 248.05 263.65 243.1 262.65 256.139 1312859 12688
15-Feb-17 252.8 256.8 245.5 247.6 250.7797 2767453 7199
14-Feb-17 258 258.1 249.45 253.35 252.6372 1007775 7928
13-Feb-17 249.4 258 249.4 256.05 255.7994 993705 6938
10-Feb-17 250.3 252.75 245.5 247.9 248.321 742767 5869
9-Feb-17 252.95 254.8 247 249.3 249.3713 519360 4074
8-Feb-17 249.7 253 248.75 251.95 250.8195 566634 4236
7-Feb-17 250.9 255.3 247 248.4 251.5119 507090 4763
6-Feb-17 253.1 256.1 248.55 250.6 252.1157 612758 6470
3-Feb-17 259.85 260.35 248.6 251.1 253.1579 733264 7231
2-Feb-17 260 262 253.8 259.65 258.8331 816647 6655
1-Feb-17 254.8 261.5 250.3 260.6 256.4922 585041 5412
31-Jan-17 260.6 261.9 252.55 253.15 257.4516 635402 5394
30-Jan-17 256.15 262 253.6 260.7 258.4027 729418 6698
27-Jan-17 258.3 259.2 255.85 257.7 257.7618 733920 5153
25-Jan-17 254.8 259.2 252.9 258.3 256.1093 1091119 8518
24-Jan-17 246 253.2 245.35 252.05 249.6916 1058330 9811
23-Jan-17 239.65 245.7 238.5 245.2 243.4315 690651 5470
20-Jan-17 244.45 245.4 237.35 238.5 240.4505 556028 5342
19-Jan-17 244.95 246.6 241.2 244.75 244.1987 586328 6122
18-Jan-17 236.55 245.95 236.55 243.85 243.28 1128994 9498
17-Jan-17 243.05 243.85 235.2 236.3 239.1435 425576 3809
16-Jan-17 239 243.9 236.8 243.25 241.122 575191 5784
 13-Jan-17 242 243.5 237.15 238.25 239.6011 826168 5857
12-Jan-17 239 241.5 235.2 240.35 239.3661 937645 7143
11-Jan-17 233.25 238.25 233.25 237.35 236.892 715483 6527
10-Jan-17 232 235.4 229 232.55 232.6577 619806 5505
9-Jan-17 232 233.2 230.65 232.55 232.2757 603778 4726
6-Jan-17 228.7 233.2 226.7 230.35 230.3032 1114154 9683
5-Jan-17 218.25 228.25 218.25 227.1 224.7685 1175382 9659
4-Jan-17 220.85 222.45 216.3 216.95 219.1667 482928 4950
3-Jan-17 222.15 224 219.15 219.75 221.2187 822734 6065
2-Jan-17 216 222 214.7 220.85 219.4114 677254 4731
30-Dec-16 217.5 219.85 215.25 216.3 217.4744 591329 4280
29-Dec-16 211.65 218.9 211.4 216.6 214.5597 578930 5248
28-Dec-16 215.55 217.6 210.8 211.75 214.2059 688436 4736
27-Dec-16 208.45 215.5 205 214.7 211.0338 913870 7033
26-Dec-16 214.7 214.7 207 208.55 209.4907 642149 5231
23-Dec-16 214.05 219 211.5 216.6 215.5618 1047462 6820
22-Dec-16 225.5 225.5 215 216.6 218.0966 948914 7070
21-Dec-16 224.65 227.9 222.7 226.05 226.018 531338 4915
20-Dec-16 228 228.2 221.9 224.55 224.2061 558622 3987
19-Dec-16 228.85 232.1 226 227.35 228.7595 507121 4215
16-Dec-16 236.6 238.6 230.05 230.45 232.6043 681790 5935
15-Dec-16 233.35 239.35 231.3 236.05 236.5835 839706 5363
14-Dec-16 239.6 240.7 235.2 235.85 237.9103 738549 5873
13-Dec-16 245.9 246.2 238.85 240.45 240.6937 896301 6498
12-Dec-16 244.5 248.5 243 246.2 246.2194 720011 6732
9-Dec-16 243.1 246 241.7 244.75 243.9124 1086524 8251
8-Dec-16 234.35 244.55 233.85 242.8 239.4994 2166450 13553
7-Dec-16 229.45 233.55 227.9 230.9 229.8315 709714 5302
6-Dec-16 228 230.35 226.2 229 228.4221 915363 5865
5-Dec-16 222.9 227.6 222.05 226.65 225.1141 801858 5096
2-Dec-16 224.05 227.6 221.8 222.9 223.9638 844538 5738
1-Dec-16 232.9 233.6 225.95 226.9 229.302 928679 6524
30-Nov-16 226.6 230.6 222.65 229.75 226.8504 1270733 9108
29-Nov-16 229.8 232.25 227.3 228.05 229.0667 997846 7498
28-Nov-16 223 229.5 220.15 228.45 225.94 1720520 13202
25-Nov-16 222.9 228.4 219.7 223.2 224.3272 1515299 12621
24-Nov-16 216.5 223.5 215.15 221.8 220.3113 1553957 14510
23-Nov-16 210 217.95 208.6 217.1 214.846 1586168 13139
22-Nov-16 199.1 207.5 199.1 206.7 204.1579 1081691 8868
21-Nov-16 204.25 207.8 192.35 197.05 198.5369 1954791 13049
18-Nov-16 215 215 202.25 204.2 206.3703 1073767 10213
17-Nov-16 207.15 217.9 205 213.75 213.5904 1331246 12432
16-Nov-16 214.1 216.1 205 207.15 209.3964 1101763 7941
15-Nov-16 229.5 229.8 208 209.8 216.4759 1193709 9081
11-Nov-16 224 233.45 224 229.6 230.0547 1373084 9645
10-Nov-16 222 233.65 222 228.6 229.7344 1534147 13152
9-Nov-16 199 218.75 197.45 217.6 209.1213 1952014 18326
8-Nov-16 216.75 222.2 215.5 219.35 219.1751 968456 8470
 7-Nov-16 216.15 219.75 214 215.55 216.3321 678025 6924
4-Nov-16 219.4 222.1 207.55 212.8 212.5952 2308242 15073
3-Nov-16 217 225.8 216.35 217.9 222.0071 1786937 12931
2-Nov-16 215.6 222.35 215 218.25 219.3233 1676858 12718
1-Nov-16 205 225 202.55 219.65 216.8653 3902280 26234
30-Oct-16 203 203.9 200.55 202.45 202.9529 111514 1052
28-Oct-16 200.9 204.1 198.55 202.05 202.1529 1030655 8210
27-Oct-16 201.2 202.4 198.1 199.35 200.4407 489827 4115
26-Oct-16 201 205.5 199.15 201.25 203.2416 577943 4813
25-Oct-16 203.2 204.45 198.1 203.8 201.9427 777442 5797
24-Oct-16 204 205.85 201.75 202.3 203.4353 787166 4672
21-Oct-16 207.5 208 202.1 203.35 203.9443 1064681 7729
20-Oct-16 199.4 207.85 199.4 207.05 205.0543 1569508 11664
19-Oct-16 196.9 200.8 196.3 198.4 198.7096 839178 5659
18-Oct-16 194.7 196.7 192.65 195.9 195.0365 1062479 5830
17-Oct-16 194.45 197.7 191.15 192.5 194.6167 873891 5715
14-Oct-16 196.4 198.9 193 195.5 195.2835 555092 3686
13-Oct-16 198.4 199.15 192.45 195.5 195.5352 895205 6227
10-Oct-16 196.15 201.6 196.15 199.4 199.8936 932212 7087
7-Oct-16 197.75 198.3 193 194.8 194.7135 906506 6582
6-Oct-16 192.3 201.1 190.5 197.3 196.6499 2502650 16998
5-Oct-16 188.9 192.8 188.05 191.5 190.7659 1738813 12187
4-Oct-16 180 188 179.2 187.15 184.482 1562734 11885
3-Oct-16 174.75 179.25 173.25 178.8 176.6254 1072595 7783
Total TurnoDeliverable% Deli. QtySpread HigSpread Close-Open
1.6E+008 120314 20.61 3.5 -0.8
3.8E+008 201023 13.97 6.2 -0.3
2.7E+008 129876 12.47 6.2 2.45
2.2E+008 106732 12.67 5.9 -2.25
4.8E+008 1359578 74.54 4.05 -1.15
2.2E+008 168403 20.71 7.25 -2.25
2.4E+008 264543 28.86 6.5 4.55
1.9E+008 112116 15.24 5.35 1.75
2.6E+008 170152 16.4 5.8 -1.7
2.3E+008 254872 28.21 7.5 -5.55
3.7E+008 416162 28.61 5.6 -0.7
2.8E+008 208857 19.09 9.8 -7.8
2.4E+008 171856 18.82 7.3 -5.5
1.8E+008 72430 10.52 6.7 -2.1
2.5E+008 161080 17.36 7 -2.4
3.5E+008 212321 16.73 8.4 3.55
2.5E+008 194581 20.11 8.95 6.25
1.2E+008 61806 13.71 4.85 3.1
1.5E+008 150224 25.69 9.05 -5.5
1.5E+008 88184 15.48 8.85 4.2
1.5E+008 108685 18.69 7.95 -5.25
2.1E+008 135298 17.64 6.65 -1.2
3.3E+008 441036 36.34 11.15 6.9
2.4E+008 174310 19.21 6.55 -1
3.4E+008 317803 24.21 20.55 14.6
6.9E+008 1874563 67.74 11.3 -5.2
2.5E+008 165296 16.4 8.65 -4.65
2.5E+008 266217 26.79 8.6 6.65
1.8E+008 204893 27.59 7.25 -2.4
1.3E+008 95971 18.48 7.8 -3.65
1.4E+008 108210 19.1 4.25 2.25
1.3E+008 62351 12.3 8.3 -2.5
1.5E+008 138986 22.68 7.55 -2.5
1.9E+008 159047 21.69 11.75 -8.75
2.1E+008 144073 17.64 8.2 -0.35
1.5E+008 110033 18.81 11.2 5.8
1.6E+008 124281 19.56 9.35 -7.45
1.9E+008 148787 20.4 8.4 4.55
1.9E+008 172743 23.54 3.35 -0.6
2.8E+008 224013 20.53 6.3 3.5
2.6E+008 251287 23.74 7.85 6.05
1.7E+008 138675 20.08 7.2 5.55
1.3E+008 97392 17.52 8.05 -5.95
1.4E+008 64788 11.05 5.4 -0.2
2.7E+008 146447 12.97 9.4 7.3
1.0E+008 90642 21.3 8.65 -6.75
1.4E+008 137476 23.9 7.1 4.25
2.0E+008 150823 18.26 6.35 -3.75
2.2E+008 129804 13.84 6.3 1.35
1.7E+008 142844 19.96 5 4.1
1.4E+008 74907 12.09 6.4 0.55
1.4E+008 173018 28.66 2.55 0.55
2.6E+008 73135 6.56 6.5 1.65
2.6E+008 190849 16.24 10 8.85
1.1E+008 70037 14.5 6.15 -3.9
1.8E+008 120787 14.68 4.85 -2.4
1.5E+008 101800 15.03 7.3 4.85
1.3E+008 64585 10.92 4.6 -1.2
1.2E+008 76080 13.14 7.5 4.95
1.5E+008 79440 11.54 6.8 -3.8
1.9E+008 60114 6.58 10.5 6.25
1.3E+008 106152 16.53 7.7 -6.15
2.3E+008 102451 9.78 7.5 2.55
2.1E+008 121796 12.84 10.5 -8.9
1.2E+008 68239 12.84 5.2 1.4
1.3E+008 63077 11.29 6.3 -3.45
1.2E+008 69682 13.74 6.1 -1.5
1.6E+008 105031 15.41 8.55 -6.15
2.0E+008 58181 6.93 8.05 2.7
1.8E+008 127671 17.29 5.5 -3.75
2.2E+008 192971 21.53 7.35 -5.45
1.8E+008 76548 10.63 5.5 1.7
2.7E+008 166413 15.32 4.3 1.65
5.2E+008 407843 18.83 10.7 8.45
1.6E+008 109000 15.36 5.65 1.45
2.1E+008 166668 18.21 4.15 1
1.8E+008 162430 20.26 5.55 3.75
1.9E+008 108783 12.88 5.8 -1.15
2.1E+008 111674 12.03 7.65 -6
2.9E+008 102178 8.04 7.95 3.15
2.3E+008 122960 12.32 4.95 -1.75
3.9E+008 138327 8.04 9.35 5.45
3.4E+008 116865 7.71 8.7 0.3
3.4E+008 124527 8.01 8.35 5.3
3.4E+008 185832 11.72 9.35 7.1
2.2E+008 138083 12.77 8.4 7.6
3.9E+008 140986 7.21 15.45 -7.2
2.2E+008 124315 11.58 12.75 -10.8
2.8E+008 150591 11.31 12.9 6.6
2.3E+008 114079 10.35 11.1 -6.95
2.6E+008 205600 17.22 21.8 -19.7
3.2E+008 177020 12.89 9.45 5.6
3.5E+008 260348 16.97 11.65 6.6
4.1E+008 199041 10.2 21.3 18.6
2.1E+008 98950 10.22 6.7 2.6
1.5E+008 71324 10.52 5.75 -0.6
4.9E+008 126366 5.47 14.55 -6.6
4.0E+008 201146 11.26 9.45 0.9
3.7E+008 184881 11.03 7.35 2.65
8.5E+008 776692 19.9 22.45 14.65
22632088 29049 26.05 3.35 -0.55
2.1E+008 97572 9.47 5.55 1.15
98181286 79484 16.23 4.3 -1.85
1.2E+008 117414 20.32 6.35 0.25
1.6E+008 112426 14.46 6.35 0.6
1.6E+008 88306 11.22 4.1 -1.7
2.2E+008 118959 11.17 5.9 -4.15
3.2E+008 273050 17.4 8.45 7.65
1.7E+008 122707 14.62 4.5 1.5
2.1E+008 147097 13.84 4.05 1.2
1.7E+008 75970 8.69 6.55 -1.95
1.1E+008 97593 17.58 5.9 -0.9
1.8E+008 132416 14.79 6.7 -2.9
1.9E+008 140744 15.1 5.45 3.25
1.8E+008 134092 14.79 5.3 -2.95
4.9E+008 321215 12.83 10.6 5
3.3E+008 149295 8.59 4.75 2.6
2.9E+008 337947 21.63 8.8 7.15
1.9E+008 241578 22.52 6 4.05
Date Close Vedanta Price) Ri Close (BSE Price) Rm
3/24/2017 266.9 0.004506 29421.4 0.003038
3/23/2017 265.7 0.017656 29332.16 0.005623
3/22/2017 261.05 -0.002296 29167.68 -0.010836
3/21/2017 261.65 -0.007235 29485.45 -0.001128
3/20/2017 263.55 -0.003409 29518.74 -0.004403
3/17/2017 264.45 0.000378 29648.99 0.002132
3/16/2017 264.35 0.033074 29585.85 0.006366
3/15/2017 255.75 0.009626 29398.11 -0.001513
3/14/2017 253.3 0.019333 29442.63 0.017004
3/10/2017 248.45 -0.017357 28946.23 0.000591
3/9/2017 252.8 0.002376 28929.13 0.00094
3/8/2017 252.2 -0.031612 28901.94 -0.003372
3/7/2017 260.3 -0.023352 28999.56 -0.001676
3/6/2017 266.45 -0.003933 29048.19 0.007455
3/3/2017 267.5 -0.011337 28832.45 -0.000255
3/2/2017 270.55 0.019407 28839.79 -0.005005
3/1/2017 265.35 0.023836 28984.49 0.008355
2/28/2017 259.1 0.0136 28743.32 -0.002417
2/27/2017 255.6 -0.026066 28812.88 -0.002776
2/23/2017 262.35 -0.004374 28892.97 0.000979
2/22/2017 263.5 -0.019914 28864.71 0.003579
2/21/2017 268.8 -0.00575 28761.59 0.003483
2/20/2017 270.35 0.026044 28661.58 0.006751
2/17/2017 263.4 0.002851 28468.75 0.0059
2/16/2017 262.65 0.059008 28301.27 0.005162
2/15/2017 247.6 -0.022957 28155.56 -0.006505
2/14/2017 253.35 -0.010601 28339.31 -0.000434
2/13/2017 256.05 0.032347 28351.62 0.000613
2/10/2017 247.9 -0.005632 28334.25 0.000161
2/9/2017 249.3 -0.010574 28329.7 0.001405
2/8/2017 251.95 0.01419 28289.92 -0.001598
2/7/2017 248.4 -0.008818 28335.16 -0.003668
2/6/2017 250.6 -0.001993 28439.28 0.007013
2/3/2017 251.1 -0.033483 28240.52 0.000493
2/2/2017 259.65 -0.003652 28226.61 0.003015
2/1/2017 260.6 0.029004 28141.64 0.017409
1/31/2017 253.15 -0.029388 27655.96 -0.006976
1/30/2017 260.7 0.011574 27849.56 -0.001181
1/27/2017 257.7 -0.002326 27882.46 0.006272
1/25/2017 258.3 0.024494 27708.14 0.012075
1/24/2017 252.05 0.027553 27375.58 0.009478
1/23/2017 245.2 0.027705 27117.34 0.00306
1/20/2017 238.5 -0.025868 27034.5 -0.010088
1/19/2017 244.75 0.003684 27308.6 0.001868
 1/18/2017 243.85 0.031451 27257.64 0.000807
1/17/2017 236.3 -0.028988 27235.66 -0.001926
1/16/2017 243.25 0.020769 27288.17 0.001838
1/13/2017 238.25 -0.008776 27238.06 -0.000334
1/12/2017 240.35 0.01256 27247.16 0.003926
1/11/2017 237.35 0.020431 27140.41 0.008914
1/10/2017 232.55 0 26899.56 0.006452
1/9/2017 232.55 0.009505 26726.55 -0.001222
1/6/2017 230.35 0.014209 26759.23 -0.004438
1/5/2017 227.1 0.045724 26878.24 0.009161
1/4/2017 216.95 -0.012824 26633.13 -0.00038
1/3/2017 219.75 -0.004993 26643.24 0.001795
1/2/2017 220.85 0.020817 26595.45 -0.001165
12/30/2016 216.3 -0.001386 26626.46 0.009824
12/29/2016 216.6 0.022646 26366.15 0.005914
12/28/2016 211.75 -0.013835 26210.68 -0.000105
12/27/2016 214.7 0.029063 26213.44 0.015623
12/26/2016 208.55 -0.037874 25807.1 -0.009011
12/23/2016 216.6 0 26040.7 0.002349
12/22/2016 216.6 -0.042704 25979.6 -0.010064
12/21/2016 226.05 0.006658 26242.38 -0.002497
12/20/2016 224.55 -0.012392 26307.98 -0.002533
12/19/2016 227.35 -0.013543 26374.7 -0.004345
12/16/2016 230.45 -0.02401 26489.56 -0.001113
12/15/2016 236.05 0.000848 26519.07 -0.003154
12/14/2016 235.85 -0.019316 26602.84 -0.003564
12/13/2016 240.45 -0.023632 26697.82 0.006862
12/12/2016 246.2 0.005907 26515.24 -0.008709
12/9/2016 244.75 0.007999 26747.18 0.00198
12/8/2016 242.8 0.050253 26694.28 0.017284
12/7/2016 230.9 0.008263 26236.87 -0.005924
12/6/2016 229 0.010315 26392.76 0.001656
12/5/2016 226.65 0.016684 26349.1 0.004505
12/2/2016 222.9 -0.017786 26230.66 -0.012474
12/1/2016 226.9 -0.012482 26559.92 -0.003491
11/30/2016 229.75 0.007427 26652.81 0.009757
11/29/2016 228.05 -0.001752 26394.01 0.001662
11/28/2016 228.45 0.023249 26350.17 0.001285
11/25/2016 223.2 0.006292 26316.34 0.017486
11/24/2016 221.8 0.021418 25860.17 -0.007383
11/23/2016 217.1 0.04909 26051.81 0.0035
11/22/2016 206.7 0.047811 25960.78 0.007565
11/21/2016 197.05 -0.035642 25765.14 -0.014836
11/18/2016 204.2 -0.045707 26150.24 -0.002955
11/17/2016 213.75 0.031364 26227.62 -0.002706
11/16/2016 207.15 -0.012712 26298.69 -0.000226
11/15/2016 209.8 -0.090184 26304.63 -0.019359
11/11/2016 229.6 0.004365 26818.82 -0.025725
11/10/2016 228.6 0.049315 27517.68 0.009682
11/9/2016 217.6 -0.00801 27252.53 -0.012348
11/8/2016 219.35 0.017476 27591.14 0.004801
11/7/2016 215.55 0.01284 27458.99 0.006754
11/4/2016 212.8 -0.023683 27274.15 -0.005708
11/3/2016 217.9 -0.001605 27430.28 -0.003528
11/2/2016 218.25 -0.006394 27527.22 -0.012613
11/1/2016 219.65 0.081542 27876.61 -0.001921
10/30/2016 202.45 0.001978 27930.21 -0.000404
10/28/2016 202.05 0.013453 27941.51 0.000917
10/27/2016 199.35 -0.009486 27915.9 0.002848
10/26/2016 201.25 -0.012591 27836.51 -0.009116
10/25/2016 203.8 0.007387 28091.42 -0.003116
10/24/2016 202.3 -0.005177 28179.08 0.003623
10/21/2016 203.35 -0.018032 28077.18 -0.001874
10/20/2016 207.05 0.042675 28129.84 0.005185
10/19/2016 198.4 0.012681 27984.37 -0.002374
10/18/2016 195.9 0.017508 28050.88 0.018745
10/17/2016 192.5 -0.015464 27529.97 -0.005204
10/14/2016 195.5 0 27673.6 0.001102
10/13/2016 195.5 -0.019752 27643.11 -0.015764
10/10/2016 199.4 0.023339 28082.34 0.000755
10/7/2016 194.8 -0.012752 28061.14 -0.001605
10/6/2016 197.3 0.029838 28106.21 -0.004075
10/5/2016 191.5 0.022977 28220.98 -0.004016
10/4/2016 187.15 0.045643 28334.55 0.003226
10/3/2016 178.8 28243.29
91days Treasury Bill Yield (%) Rf Ri-Rf Rm-Rf Beta
5.94 0.000673 0.003833 0.002365 1.678776
5.94 0.000673 0.016983 0.00495
5.94 0.000673 -0.002969 -0.011509
5.94 0.000673 -0.007909 -0.001802
5.94 0.000673 -0.004082 -0.005076
5.94 0.000673 -0.000295 0.001459
5.94 0.000673 0.0324 0.005693
5.94 0.000673 0.008953 -0.002186
5.94 0.000673 0.01866 0.01633
5.94 0.000673 -0.01803 -8.2E-005
6.07 0.000688 0.001688 0.000252
6.07 0.000688 -0.032301 -0.00406
6.07 0.000688 -0.02404 -0.002364
6.07 0.000688 -0.004621 0.006766
6.07 0.000688 -0.012026 -0.000943
6.15 0.000698 0.018709 -0.005703
6.15 0.000698 0.023138 0.007658
6.15 0.000698 0.012903 -0.003115
6.15 0.000698 -0.026764 -0.003474
6.19 0.000702 -0.005076 0.000276
6.19 0.000702 -0.020617 0.002876
6.19 0.000702 -0.006452 0.002781
6.19 0.000702 0.025341 0.006048
6.19 0.000702 0.002149 0.005198
6.11 0.000693 0.058315 0.004469
6.11 0.000693 -0.02365 -0.007198
6.11 0.000693 -0.011294 -0.001127
6.11 0.000693 0.031654 -8.0E-005
6.11 0.000693 -0.006325 -0.000532
6.19 0.000702 -0.011276 0.000703
6.19 0.000702 0.013488 -0.0023
6.19 0.000702 -0.00952 -0.00437
6.19 0.000702 -0.002696 0.006311
6.19 0.000702 -0.034186 -0.00021
6.23 0.000707 -0.004359 0.002308
6.23 0.000707 0.028297 0.016702
6.23 0.000707 -0.030095 -0.007683
6.23 0.000707 0.010867 -0.001888
6.23 0.000707 -0.003033 0.005564
6.27 0.000712 0.023782 0.011363
6.27 0.000712 0.026841 0.008766
6.27 0.000712 0.026993 0.002348
6.27 0.000712 -0.02658 -0.0108
6.27 0.000712 0.002972 0.001156
6.27 0.000712 0.030739 9.49E-005
6.27 0.000712 -0.029699 -0.002638
6.27 0.000712 0.020057 0.001126
6.27 0.000712 -0.009487 -0.001046
6.19 0.000702 0.011858 0.003223
6.19 0.000702 0.019728 0.008211
6.19 0.000702 -0.000702 0.00575
6.19 0.000702 0.008803 -0.001924
6.19 0.000702 0.013507 -0.00514
6.27 0.000712 0.045012 0.008449
6.27 0.000712 -0.013535 -0.001091
6.27 0.000712 -0.005705 0.001083
6.27 0.000712 0.020106 -0.001877
6.27 0.000712 -0.002098 0.009113
6.23 0.000707 0.021939 0.005207
6.23 0.000707 -0.014542 -0.000812
6.23 0.000707 0.028356 0.014915
6.23 0.000707 -0.038581 -0.009718
6.23 0.000707 -0.000707 0.001642
6.19 0.000702 -0.043406 -0.010766
6.19 0.000702 0.005955 -0.003199
6.19 0.000702 -0.013095 -0.003235
6.19 0.000702 -0.014246 -0.005048
6.19 0.000702 -0.024712 -0.001816
5.94 0.000673 0.000174 -0.003827
5.94 0.000673 -0.019989 -0.004237
5.94 0.000673 -0.024305 0.006189
5.94 0.000673 0.005234 -0.009383
5.94 0.000673 0.007326 0.001307
5.94 0.000673 0.04958 0.01661
5.94 0.000673 0.00759 -0.006597
5.94 0.000673 0.009642 0.000982
5.94 0.000673 0.016011 0.003832
5.94 0.000673 -0.018459 -0.013148
5.86 0.000664 -0.013146 -0.004155
5.86 0.000664 0.006763 0.009094
5.86 0.000664 -0.002416 0.000999
5.86 0.000664 0.022585 0.000621
5.86 0.000664 0.005628 0.016822
5.94 0.000673 0.020745 -0.008056
5.94 0.000673 0.048416 0.002827
5.94 0.000673 0.047138 0.006891
5.94 0.000673 -0.036316 -0.015509
5.94 0.000673 -0.04638 -0.003628
6.31 0.000717 0.030647 -0.003423
6.31 0.000717 -0.013428 -0.000942
6.31 0.000717 -0.0909 -0.020075
6.31 0.000717 0.003648 -0.026441
6.40 0.000727 0.048588 0.008955
6.40 0.000727 -0.008737 -0.013075
6.40 0.000727 0.016749 0.004074
6.40 0.000727 0.012113 0.006027
6.40 0.000727 -0.024411 -0.006435
6.36 0.000722 -0.002327 -0.00425
6.36 0.000722 -0.007117 -0.013335
6.36 0.000722 0.08082 -0.002643
6.36 0.000722 0.001255 -0.001127
6.36 0.000722 0.012731 0.000195
6.40 0.000727 -0.010213 0.002121
6.40 0.000727 -0.013318 -0.009843
6.40 0.000727 0.00666 -0.003843
6.40 0.000727 -0.005904 0.002896
6.40 0.000727 -0.018759 -0.002601
6.36 0.000722 0.041953 0.004462
6.36 0.000722 0.011958 -0.003096
6.36 0.000722 0.016786 0.018022
6.36 0.000722 -0.016187 -0.005926
6.36 0.000722 -0.000722 0.00038
6.36 0.000722 -0.020475 -0.016487
6.36 0.000722 0.022617 3.28E-005
6.36 0.000722 -0.013474 -0.002327
6.52 0.000741 0.029096 -0.004816
6.52 0.000741 0.022236 -0.004757
6.52 0.000741 0.044901 0.002485
6.52 0.000741 -0.000741 -0.000741
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.506782693
R Square 0.2568286979
Adjusted R 0.2504768064
Standard Er0.0210459828
Observatio 119

ANOVA
df SS MS F Significance F
Regression 1 0.017909312 0.017909 40.43342035 4.081369E-009
Residual 117 0.0518232069 0.000443
Total 118 0.0697325189

Coefficients Standard Error t Stat P-value Lower 95%

Intercept 0.0032657715 0.001931591 1.690716 0.093553488 -0.0005596433
X Variable 1.6787762586 0.2640113381 6.358728 4.08137E-009 1.1559156379

1.980447599
4.0814E-09
 3.922173

Upper 95%Lower 95.0%

Upper 95.0%
0.00709119 -0.00056 0.007091
2.20163688 1.155916 2.201637