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9 Ansichten14 Seiten

Capm

Hochgeladen von

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© All Rights Reserved
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Date Tata steel Nifty50 TS_ret N50_ret TS_mean N50_mean

3-Apr-24 163.65 22434.65


4-Apr-24 163.4 22514.65 -0.0015277 0.0035659 -0.0014555 0.0033678
5-Apr-24 163.35 22513.7 -0.0003060 -0.0000422 -0.0002339 -0.0002403
8-Apr-24 165.2 22666.3 0.0113254 0.0067781 0.0113975 0.0065800
9-Apr-24 166 22642.75 0.0048426 -0.0010390 0.0049147 -0.0012371
10-Apr-24 165.05 22753.8 -0.0057229 0.0049044 -0.0056508 0.0047064
12-Apr-24 163.5 22519.4 -0.0093911 -0.0103016 -0.0093190 -0.0104997
15-Apr-24 160.85 22272.5 -0.0162080 -0.0109639 -0.0161358 -0.0111620
16-Apr-24 160.05 22147.9 -0.0049736 -0.0055943 -0.0049014 -0.0057924
18-Apr-24 160.05 21995.85 0.0000000 -0.0068652 0.0000721 -0.0070633
19-Apr-24 162.1 22147 0.0128085 0.0068718 0.0128806 0.0066737
22-Apr-24 161.85 22336.4 -0.0015423 0.0085519 -0.0014701 0.0083539
23-Apr-24 161.15 22368 -0.0043250 0.0014147 -0.0042529 0.0012166
24-Apr-24 165.55 22402.4 0.0273038 0.0015379 0.0273759 0.0013398
25-Apr-24 167.7 22570.35 0.0129870 0.0074970 0.0130591 0.0072989
26-Apr-24 165.8 22419.95 -0.0113298 -0.0066636 -0.0112576 -0.0068617
29-Apr-24 167.4 22643.4 0.0096502 0.0099666 0.0097223 0.0097685
30-Apr-24 165 22604.85 -0.0143369 -0.0017025 -0.0142648 -0.0019006
2-May-24 167.35 22648.2 0.0142424 0.0019177 0.0143146 0.0017196
3-May-24 166.5 22475.85 -0.0050792 -0.0076099 -0.0050070 -0.0078080
6-May-24 167.6 22442.7 0.0066066 -0.0014749 0.0066787 -0.0016730
7-May-24 164.25 22302.5 -0.0199881 -0.0062470 -0.0199159 -0.0064451
8-May-24 166.05 22302.5 0.0109589 0.0000000 0.0110310 -0.0001981
9-May-24 161.9 21957.5 -0.0249925 -0.0154691 -0.0249203 -0.0156672
10-May-24 162.25 22055.2 0.0021618 0.0044495 0.0022340 0.0042514
13-May-24 163.85 22104.05 0.0098613 0.0022149 0.0099335 0.0020168
14-May-24 164.95 22217.85 0.0067135 0.0051484 0.0067856 0.0049503
15-May-24 165.6 22200.55 0.0039406 -0.0007787 0.0040127 -0.0009767
16-May-24 165.9 22403.85 0.0018116 0.0091574 0.0018837 0.0089593
17-May-24 167.35 22466.1 0.0087402 0.0027785 0.0088123 0.0025805
18-May-24 167.9 22502 0.0032865 0.0015980 0.0033587 0.0013999
21-May-24 174.35 22529.05 0.0384157 0.0012021 0.0384879 0.0010040
22-May-24 173.3 22597.8 -0.0060224 0.0030516 -0.0059502 0.0028535
23-May-24 175.5 22967.65 0.0126947 0.0163666 0.0127669 0.0161685
24-May-24 174.85 22957.1 -0.0037037 -0.0004593 -0.0036316 -0.0006574
27-May-24 175.5 22932.45 0.0037175 -0.0010737 0.0037896 -0.0012718
28-May-24 174.9 22888.15 -0.0034188 -0.0019318 -0.0033467 -0.0021298
29-May-24 174.25 22704.7 -0.0037164 -0.0080151 -0.0036443 -0.0082132
30-May-24 164.15 22488.65 -0.0579627 -0.0095157 -0.0578906 -0.0097137
31-May-24 167.2 22530.7 0.0185806 0.0018698 0.0186527 0.0016717
3-Jun-24 174.25 23263.9 0.0421651 0.0325423 0.0422372 0.0323442
4-Jun-24 158.95 21884.5 -0.0878049 -0.0592936 -0.0877327 -0.0594917
5-Jun-24 169.2 22620.35 0.0644857 0.0336243 0.0645578 0.0334262
6-Jun-24 172.05 22821.4 0.0168440 0.0088880 0.0169161 0.0086899
7-Jun-24 178.9 23290.15 0.0398140 0.0205399 0.0398861 0.0203418
10-Jun-24 180.29 23259.2 0.0077697 -0.0013289 0.0078418 -0.0015270
11-Jun-24 181.33 23264.85 0.0057685 0.0002429 0.0058406 0.0000448
12-Jun-24 182.23 23322.95 0.0049633 0.0024973 0.0050355 0.0022992
13-Jun-24 182.56 23398.9 0.0018109 0.0032564 0.0018830 0.0030584
14-Jun-24 183.15 23465.6 0.0032318 0.0028506 0.0033039 0.0026525
18-Jun-24 181.12 23557.9 -0.0110838 0.0039334 -0.0110117 0.0037353
19-Jun-24 180.02 23516 -0.0060733 -0.0017786 -0.0060012 -0.0019767
20-Jun-24 182.28 23567 0.0125542 0.0021687 0.0126263 0.0019706
21-Jun-24 179.94 23501.1 -0.0128374 -0.0027963 -0.0127653 -0.0029944
24-Jun-24 177.96 23537.85 -0.0110037 0.0015638 -0.0109315 0.0013657
25-Jun-24 175.68 23721.3 -0.0128119 0.0077938 -0.0127397 0.0075957
26-Jun-24 172.56 23868.8 -0.0177596 0.0062180 -0.0176874 0.0060200
27-Jun-24 174.16 24044.5 0.0092721 0.0073611 0.0093443 0.0071630
28-Jun-24 174.01 24010.6 -0.0008613 -0.0014099 -0.0007891 -0.0016080
1-Jul-24 174.07 24141.95 0.0003448 0.0054705 0.0004169 0.0052724
2-Jul-24 174.54 24123.85 0.0027001 -0.0007497 0.0027722 -0.0009478
3-Jul-24 176.37 24286.5 0.0104847 0.0067423 0.0105568 0.0065442
4-Jul-24 176.29 24302.15 -0.0004536 0.0006444 -0.0003815 0.0004463
5-Jul-24 174.71 24323.85 -0.0089625 0.0008929 -0.0088904 0.0006948
8-Jul-24 172.28 24320.55 -0.0139088 -0.0001357 -0.0138366 -0.0003338
9-Jul-24 171.8 24433.2 -0.0027862 0.0046319 -0.0027140 0.0044338
10-Jul-24 167.98 24324.45 -0.0222352 -0.0044509 -0.0221630 -0.0046490
11-Jul-24 168.92 24315.95 0.0055959 -0.0003494 0.0056680 -0.0005475
12-Jul-24 168.69 24502.15 -0.0013616 0.0076575 -0.0012895 0.0074594
15-Jul-24 166.76 24586.7 -0.0114411 0.0034507 -0.0113690 0.0032526
16-Jul-24 167.07 24613 0.0018590 0.0010697 0.0019311 0.0008716
18-Jul-24 166.36 24800.85 -0.0042497 0.0076321 -0.0041776 0.0074341
19-Jul-24 157.77 24530.9 -0.0516350 -0.0108847 -0.0515629 -0.0110828
22-Jul-24 160.32 24509.25 0.0161628 -0.0008826 0.0162349 -0.0010806
23-Jul-24 160.02 24479.05 -0.0018713 -0.0012322 -0.0017991 -0.0014303
24-Jul-24 160.31 24413.5 0.0018123 -0.0026778 0.0018844 -0.0028759
25-Jul-24 157.39 24406.1 -0.0182147 -0.0003031 -0.0181426 -0.0005012
26-Jul-24 162.55 24834.85 0.0327848 0.0175673 0.0328569 0.0173692
29-Jul-24 162.87 24836.1 0.0019686 0.0000503 0.0020408 -0.0001478
30-Jul-24 164.07 24857.3 0.0073678 0.0008536 0.0074400 0.0006555
31-Jul-24 165.33 24951.15 0.0076796 0.0037756 0.0077518 0.0035775
1-Aug-24 163.06 25010.9 -0.0137301 0.0023947 -0.0136580 0.0021966
2-Aug-24 158.22 24717.7 -0.0296823 -0.0117229 -0.0296102 -0.0119210
5-Aug-24 149.82 24055.6 -0.0530906 -0.0267865 -0.0530185 -0.0269846
6-Aug-24 150.32 23992.55 0.0033373 -0.0026210 0.0034095 -0.0028191
7-Aug-24 153.86 24297.5 0.0235498 0.0127102 0.0236219 0.0125121
8-Aug-24 150.28 24117 -0.0232679 -0.0074287 -0.0231958 -0.0076268
9-Aug-24 151.81 24367.5 0.0101810 0.0103869 0.0102531 0.0101888
12-Aug-24 152.06 24347 0.0016468 -0.0008413 0.0017189 -0.0010394
13-Aug-24 148.88 24139 -0.0209128 -0.0085431 -0.0208407 -0.0087412
14-Aug-24 146.17 24143.75 -0.0182026 0.0001968 -0.0181304 -0.0000013
16-Aug-24 149.52 24541.15 0.0229185 0.0164597 0.0229906 0.0162617
19-Aug-24 153.96 24572.65 0.0296950 0.0012836 0.0297672 0.0010855
20-Aug-24 153.93 24698.85 -0.0001949 0.0051358 -0.0001227 0.0049377
21-Aug-24 151.92 24770.2 -0.0130579 0.0028888 -0.0129858 0.0026907
22-Aug-24 154.14 24811.5 0.0146130 0.0016673 0.0146851 0.0014692
23-Aug-24 154.2 24823.15 0.0003893 0.0004695 0.0004614 0.0002715
26-Aug-24 155.7 25010.6 0.0097276 0.0075514 0.0097998 0.0073533
27-Aug-24 154.7 25017.75 -0.0064226 0.0002859 -0.0063505 0.0000878
28-Aug-24 153.7 25052.35 -0.0064641 0.0013830 -0.0063920 0.0011849
29-Aug-24 152.97 25151.95 -0.0047495 0.0039757 -0.0046774 0.0037776
30-Aug-24 152.76 25235.9 -0.0013728 0.0033377 -0.0013007 0.0031396
2-Sep-24 152.88 25278.7 0.0007855 0.0016960 0.0008577 0.0014979
3-Sep-24 152.15 25279.85 -0.0047750 0.0000455 -0.0047029 -0.0001526
4-Sep-24 151.18 25198.7 -0.0063753 -0.0032101 -0.0063032 -0.0034082
5-Sep-24 151.72 25145.1 0.0035719 -0.0021271 0.0036440 -0.0023252
6-Sep-24 151.22 24852.15 -0.0032955 -0.0116504 -0.0032234 -0.0118485
9-Sep-24 149.47 24936.4 -0.0115725 0.0033900 -0.0115004 0.0031920
10-Sep-24 149.42 25041.1 -0.0003345 0.0041987 -0.0002624 0.0040006
11-Sep-24 148.17 24918.45 -0.0083657 -0.0048979 -0.0082936 -0.0050960
12-Sep-24 151.74 25388.9 0.0240939 0.0188796 0.0241661 0.0186815
13-Sep-24 153.49 25356.5 0.0115329 -0.0012761 0.0116050 -0.0014742
16-Sep-24 154.21 25383.75 0.0046909 0.0010747 0.0047630 0.0008766
17-Sep-24 152.82 25418.55 -0.0090137 0.0013710 -0.0089416 0.0011729
18-Sep-24 150.6 25377.55 -0.0145269 -0.0016130 -0.0144548 -0.0018111
19-Sep-24 149.54 25415.8 -0.0070385 0.0015072 -0.0069664 0.0013091
20-Sep-24 152.02 25790.95 0.0165842 0.0147605 0.0166563 0.0145624
23-Sep-24 153.99 25939.05 0.0129588 0.0057423 0.0130310 0.0055442
24-Sep-24 160.53 25940.4 0.0424703 0.0000520 0.0425424 -0.0001460
25-Sep-24 161.66 26004.15 0.0070392 0.0024576 0.0071113 0.0022595
26-Sep-24 165.61 26216.05 0.0244340 0.0081487 0.0245061 0.0079506
27-Sep-24 166.55 26178.95 0.0056760 -0.0014152 0.0057481 -0.0016133
30-Sep-24 168.55 25810.85 0.0120084 -0.0140609 0.0120805 -0.0142590
1-Oct-24 167.03 25796.9 -0.0090181 -0.0005405 -0.0089460 -0.0007386
3-Oct-24 166.98 25250.1 -0.0002993 -0.0211963 -0.0002272 -0.0213944
4-Oct-24 166.75 25014.6 -0.0013774 -0.0093267 -0.0013053 -0.0095248
7-Oct-24 164.36 24795.75 -0.0143328 -0.0087489 -0.0142607 -0.0089470
8-Oct-24 159.52 25013.15 -0.0294476 0.0087676 -0.0293754 0.0085695
9-Oct-24 159.06 24981.95 -0.0028837 -0.0012473 -0.0028115 -0.0014454
10-Oct-24 159.72 24998.45 0.0041494 0.0006605 0.0042215 0.0004624
11-Oct-24 160.66 24964.25 0.0058853 -0.0013681 0.0059574 -0.0015662
14-Oct-24 158.32 25127.95 -0.0145649 0.0065574 -0.0144928 0.0063593
15-Oct-24 155.63 25057.35 -0.0169909 -0.0028096 -0.0169188 -0.0030077
16-Oct-24 155.24 24971.3 -0.0025059 -0.0034341 -0.0024338 -0.0036322
17-Oct-24 152.4 24749.85 -0.0182943 -0.0088682 -0.0182221 -0.0090663
18-Oct-24 155.39 24854.05 0.0196194 0.0042101 0.0196916 0.0040120
21-Oct-24 155.03 24781.1 -0.0023168 -0.0029351 -0.0022446 -0.0031332
22-Oct-24 150.39 24472.1 -0.0299297 -0.0124692 -0.0298576 -0.0126673
23-Oct-24 148.78 24435.5 -0.0107055 -0.0014956 -0.0106334 -0.0016937
24-Oct-24 148.98 24399.4 0.0013443 -0.0014774 0.0014164 -0.0016754
25-Oct-24 145.86 24180.8 -0.0209424 -0.0089592 -0.0208703 -0.0091573
28-Oct-24 149.38 24339.15 0.0241327 0.0065486 0.0242049 0.0063505
29-Oct-24 150.06 24466.85 0.0045521 0.0052467 0.0046243 0.0050486
30-Oct-24 148.97 24340.85 -0.0072638 -0.0051498 -0.0071916 -0.0053479
31-Oct-24 148.56 24205.35 -0.0027522 -0.0055668 -0.0026801 -0.0057649
1-Nov-24 149.75 24304.35 0.0080102 0.0040900 0.0080824 0.0038919
4-Nov-24 146.95 23995.35 -0.0186978 -0.0127138 -0.0186257 -0.0129119
5-Nov-24 152.29 24213.3 0.0363389 0.0090830 0.0364110 0.0088849
6-Nov-24 153.62 24484.05 0.0087333 0.0111819 0.0088055 0.0109838
7-Nov-24 150.95 24199.35 -0.0173805 -0.0116280 -0.0173084 -0.0118261
8-Nov-24 147.57 24148.2 -0.0223915 -0.0021137 -0.0223194 -0.0023118
11-Nov-24 145.01 24141.3 -0.0173477 -0.0002857 -0.0172756 -0.0004838
12-Nov-24 144.17 23883.45 -0.0057927 -0.0106809 -0.0057206 -0.0108790
13-Nov-24 139.17 23559.05 -0.0346813 -0.0135826 -0.0346091 -0.0137807
14-Nov-24 137.98 23532.7 -0.0085507 -0.0011185 -0.0084786 -0.0013166
18-Nov-24 141.21 23453.8 0.0234092 -0.0033528 0.0234813 -0.0035509
19-Nov-24 139.46 23518.5 -0.0123929 0.0027586 -0.0123208 0.0025605
21-Nov-24 140.22 23349.9 0.0054496 -0.0071688 0.0055217 -0.0073669
22-Nov-24 142.78 23907.25 0.0182570 0.0238695 0.0183292 0.0236714
25-Nov-24 143.67 24221.9 0.0062334 0.0131613 0.0063055 0.0129632
26-Nov-24 144.47 24194.5 0.0055683 -0.0011312 0.0056404 -0.0013293
27-Nov-24 144.53 24274.9 0.0004153 0.0033231 0.0004874 0.0031250
28-Nov-24 143.39 23914.15 -0.0078876 -0.0148610 -0.0078155 -0.0150591
29-Nov-24 144.54 24131.1 0.0080201 0.0090720 0.0080922 0.0088739
2-Dec-24 146.41 24276.05 0.0129376 0.0060068 0.0130097 0.0058087
3-Dec-24 146.54 24457.15 0.0008879 0.0074600 0.0009600 0.0072619
4-Dec-24 145.85 24467.45 -0.0047086 0.0004211 -0.0046365 0.0002231
5-Dec-24 147.07 24708.4 0.0083648 0.0098478 0.0084369 0.0096497
6-Dec-24 148.29 24677.8 0.0082954 -0.0012384 0.0083675 -0.0014365
9-Dec-24 149.88 24619 0.0107222 -0.0023827 0.0107944 -0.0025808
10-Dec-24 150.32 24610.05 0.0029357 -0.0003635 0.0030078 -0.0005616
11-Dec-24 150.6 24641.8 0.0018627 0.0012901 0.0019348 0.0010920
12-Dec-24 150.78 24548.7 0.0011952 -0.0037781 0.0012673 -0.0039762
13-Dec-24 148.95 24768.3 -0.0121369 0.0089455 -0.0120648 0.0087474
16-Dec-24 147.79 24668.25 -0.0077878 -0.0040394 -0.0077157 -0.0042375
17-Dec-24 145.68 24336 -0.0142770 -0.0134687 -0.0142049 -0.0136668
18-Dec-24 144.46 24198.85 -0.0083745 -0.0056357 -0.0083024 -0.0058338
19-Dec-24 143.26 23951.7 -0.0083068 -0.0102133 -0.0082347 -0.0104114
20-Dec-24 140.68 23587.5 -0.0180092 -0.0152056 -0.0179371 -0.0154037
23-Dec-24 141.71 23753.45 0.0073216 0.0070355 0.0073937 0.0068374
24-Dec-24 140.38 23727.65 -0.0093854 -0.0010862 -0.0093132 -0.0012842
26-Dec-24 140.36 23750.2 -0.0001425 0.0009504 -0.0000703 0.0007523
27-Dec-24 138.91 23813.4 -0.0103306 0.0026610 -0.0102584 0.0024629
30-Dec-24 136.88 23644.9 -0.0146138 -0.0070758 -0.0145416 -0.0072739
31-Dec-24 138.05 23644.8 0.0085476 -0.0000042 0.0086198 -0.0002023
1-Jan-25 136.74 23742.9 -0.0094893 0.0041489 -0.0094172 0.0039508
2-Jan-25 138.18 24188.65 0.0105309 0.0187740 0.0106031 0.0185759
3-Jan-25 138.36 24004.75 0.0013026 -0.0076027 0.0013748 -0.0078008
6-Jan-25 132.18 23616.05 -0.0446661 -0.0161926 -0.0445940 -0.0163907
7-Jan-25 133.38 23707.9 0.0090785 0.0038893 0.0091507 0.0036912
8-Jan-25 132.64 23688.95 -0.0055481 -0.0007993 -0.0054759 -0.0009974
9-Jan-25 129.93 23526.5 -0.0204312 -0.0068576 -0.0203591 -0.0070557
10-Jan-25 127.43 23431.5 -0.0192411 -0.0040380 -0.0191690 -0.0042361
13-Jan-25 122.93 23085.95 -0.0353135 -0.0147472 -0.0352414 -0.0149453
14-Jan-25 126.93 23176.05 0.0325388 0.0039028 0.0326110 0.0037047
15-Jan-25 126.53 23213.2 -0.0031513 0.0016029 -0.0030792 0.0014049
16-Jan-25 127.81 23311.8 0.0101162 0.0042476 0.0101883 0.0040495
17-Jan-25 130.28 23203.2 0.0193256 -0.0046586 0.0193977 -0.0048567
20-Jan-25 131.66 23344.75 0.0105926 0.0061005 0.0106647 0.0059024
21-Jan-25 129.7 23024.65 -0.0148868 -0.0137119 -0.0148147 -0.0139100
22-Jan-25 128.92 23155.35 -0.0060139 0.0056765 -0.0059417 0.0054784
23-Jan-25 130.37 23205.35 0.0112473 0.0021593 0.0113194 0.0019612
24-Jan-25 129.74 23092.2 -0.0048324 -0.0048760 -0.0047603 -0.0050741
27-Jan-25 126.37 22829.15 -0.0259750 -0.0113913 -0.0259029 -0.0115894
28-Jan-25 128.62 22957.25 0.0178049 0.0056112 0.0178770 0.0054132
29-Jan-25 130.8 23163.1 0.0169492 0.0089667 0.0170213 0.0087686
30-Jan-25 131.12 23249.5 0.0024465 0.0037301 0.0025186 0.0035320
31-Jan-25 134.62 23508.4 0.0266931 0.0111357 0.0267652 0.0109376
1-Feb-25 132.97 23482.15 -0.0122567 -0.0011166 -0.0121846 -0.0013147
3-Feb-25 131.82 23361.05 -0.0086486 -0.0051571 -0.0085764 -0.0053552
4-Feb-25 133.42 23739.25 0.0121378 0.0161893 0.0122099 0.0159913
5-Feb-25 134.4 23696.3 0.0073452 -0.0018092 0.0074174 -0.0020073
6-Feb-25 132.54 23603.35 -0.0138393 -0.0039226 -0.0137672 -0.0041206
7-Feb-25 138.31 23559.95 0.0435340 -0.0018387 0.0436062 -0.0020368
10-Feb-25 134.04 23381.6 -0.0308727 -0.0075701 -0.0308005 -0.0077681
11-Feb-25 130.11 23071.8 -0.0293196 -0.0132497 -0.0292475 -0.0134478
12-Feb-25 132.28 23045.25 0.0166782 -0.0011508 0.0167503 -0.0013488
13-Feb-25 136.25 23031.4 0.0300121 -0.0006010 0.0300842 -0.0007991
14-Feb-25 134.47 22929.25 -0.0130642 -0.0044352 -0.0129921 -0.0046333
17-Feb-25 134.29 22959.5 -0.0013386 0.0013193 -0.0012665 0.0011212
18-Feb-25 134.54 22945.3 0.0018616 -0.0006185 0.0019338 -0.0008166
19-Feb-25 135.76 22932.9 0.0090679 -0.0005404 0.0091401 -0.0007385
20-Feb-25 138.04 22913.15 0.0167943 -0.0008612 0.0168665 -0.0010593
21-Feb-25 140.76 22795.9 0.0197044 -0.0051171 0.0197766 -0.0053152
24-Feb-25 137.65 22553.35 -0.0220943 -0.0106401 -0.0220222 -0.0108382
25-Feb-25 137.07 22547.55 -0.0042136 -0.0002572 -0.0041415 -0.0004553
27-Feb-25 138.69 22545.05 0.0118188 -0.0001109 0.0118909 -0.0003090
28-Feb-25 137.2 22124.7 -0.0107434 -0.0186449 -0.0106713 -0.0188430
3-Mar-25 138.57 22119.3 0.0099854 -0.0002441 0.0100576 -0.0004422
4-Mar-25 139.34 22082.65 0.0055568 -0.0016569 0.0056289 -0.0018550
5-Mar-25 146.1 22337.3 0.0485144 0.0115317 0.0485866 0.0113336
6-Mar-25 150.44 22544.7 0.0297057 0.0092849 0.0297778 0.0090868
7-Mar-25 151.56 22552.5 0.0074448 0.0003460 0.0075170 0.0001479
10-Mar-25 151.05 22460.3 -0.0033650 -0.0040882 -0.0032929 -0.0042863
11-Mar-25 150.75 22497.9 -0.0019861 0.0016741 -0.0019140 0.0014760
12-Mar-25 150.3 22470.5 -0.0029851 -0.0012179 -0.0029129 -0.0014160
13-Mar-25 150.88 22397.2 0.0038589 -0.0032621 0.0039311 -0.0034601
17-Mar-25 151.81 22508.75 0.0061638 0.0049805 0.0062360 0.0047824
18-Mar-25 154.66 22834.3 0.0187735 0.0144633 0.0188456 0.0142652
19-Mar-25 158.6 22907.6 0.0254752 0.0032101 0.0255474 0.0030120
20-Mar-25 159.04 23190.65 0.0027743 0.0123562 0.0028464 0.0121581
21-Mar-25 157.28 23350.4 -0.0110664 0.0068886 -0.0109943 0.0066905
24-Mar-25 158.42 23658.35 0.0072482 0.0131882 0.0073204 0.0129901
25-Mar-25 156.73 23668.65 -0.0106678 0.0004354 -0.0105957 0.0002373
26-Mar-25 155.81 23486.85 -0.0058700 -0.0076810 -0.0057978 -0.0078791
27-Mar-25 155.42 23591.95 -0.0025030 0.0044748 -0.0024309 0.0042768
28-Mar-25 154.24 23519.35 -0.0075923 -0.0030773 -0.0075202 -0.0032754
1-Apr-25 153.12 23165.7 -0.0072614 -0.0150366 -0.0071893 -0.0152346
2-Apr-25 154.69 23332.35 0.0102534 0.0071938 0.0103255 0.0069957
col F sq col G sq N50_ret TS_ret

0.0000127 0.0000113 0.0035659 -0.001528


0.0000000 0.0000001 -0.0000422 -0.000306 Count
0.0000459 0.0000433 0.0067781 0.011325 Mean
0.0000011 0.0000015 -0.0010390 0.004843 Std dev
0.0000241 0.0000221 0.0049044 -0.005723 Variance
0.0001061 0.0001102 -0.0103016 -0.009391 Covariance
0.0001202 0.0001246 -0.0109639 -0.016208 Correlation
0.0000313 0.0000336 -0.0055943 -0.004974 Beta
0.0000471 0.0000499 -0.0068652 0.000000
0.0000472 0.0000445 0.0068718 0.012808
0.0000731 0.0000698 0.0085519 -0.001542
0.0000020 0.0000015 0.0014147 -0.004325 Std dev
0.0000024 0.0000018 0.0015379 0.027304 Variance
0.0000562 0.0000533 0.0074970 0.012987 Covariance
0.0000444 0.0000471 -0.0066636 -0.011330 Correlation
0.0000993 0.0000954 0.0099666 0.009650 Beta
0.0000029 0.0000036 -0.0017025 -0.014337
0.0000037 0.0000030 0.0019177 0.014242
0.0000579 0.0000610 -0.0076099 -0.005079
0.0000022 0.0000028 -0.0014749 0.006607
0.0000390 0.0000415 -0.0062470 -0.019988
0.0000000 0.0000000 0.0000000 0.010959
0.0002393 0.0002455 -0.0154691 -0.024992
f(x) = 1.3304
0.0000198 0.0000181 0.0044495 0.002162
0.0000049 0.0000041 0.0022149 0.009861
0.0000265 0.0000245 0.0051484 0.006713 -0.0800000 -0.0600000 -0.0
0.0000006 0.0000010 -0.0007787 0.003941
0.0000839 0.0000803 0.0091574 0.001812
0.0000077 0.0000067 0.0027785 0.008740
0.0000026 0.0000020 0.0015980 0.003287
0.0000014 0.0000010 0.0012021 0.038416
0.0000093 0.0000081 0.0030516 -0.006022
0.0002679 0.0002614 0.0163666 0.012695
0.0000002 0.0000004 -0.0004593 -0.003704
0.0000012 0.0000016 -0.0010737 0.003717
0.0000037 0.0000045 -0.0019318 -0.003419
0.0000642 0.0000675 -0.0080151 -0.003716
0.0000905 0.0000944 -0.0095157 -0.057963
0.0000035 0.0000028 0.0018698 0.018581
0.0010590 0.0010461 0.0325423 0.042165
0.0035157 0.0035393 -0.0592936 -0.087805
0.0011306 0.0011173 0.0336243 0.064486
0.0000790 0.0000755 0.0088880 0.016844
0.0004219 0.0004138 0.0205399 0.039814
0.0000018 0.0000023 -0.0013289 0.007770
0.0000001 0.0000000 0.0002429 0.005768
0.0000062 0.0000053 0.0024973 0.004963
0.0000106 0.0000094 0.0032564 0.001811
0.0000081 0.0000070 0.0028506 0.003232
0.0000155 0.0000140 0.0039334 -0.011084
0.0000032 0.0000039 -0.0017786 -0.006073
0.0000047 0.0000039 0.0021687 0.012554
0.0000078 0.0000090 -0.0027963 -0.012837
0.0000024 0.0000019 0.0015638 -0.011004
0.0000607 0.0000577 0.0077938 -0.012812
0.0000387 0.0000362 0.0062180 -0.017760
0.0000542 0.0000513 0.0073611 0.009272
0.0000020 0.0000026 -0.0014099 -0.000861
0.0000299 0.0000278 0.0054705 0.000345
0.0000006 0.0000009 -0.0007497 0.002700
0.0000455 0.0000428 0.0067423 0.010485
0.0000004 0.0000002 0.0006444 -0.000454
0.0000008 0.0000005 0.0008929 -0.008963
0.0000000 0.0000001 -0.0001357 -0.013909
0.0000215 0.0000197 0.0046319 -0.002786
0.0000198 0.0000216 -0.0044509 -0.022235
0.0000001 0.0000003 -0.0003494 0.005596
0.0000586 0.0000556 0.0076575 -0.001362
0.0000119 0.0000106 0.0034507 -0.011441
0.0000011 0.0000008 0.0010697 0.001859
0.0000582 0.0000553 0.0076321 -0.004250
0.0001185 0.0001228 -0.0108847 -0.051635
0.0000008 0.0000012 -0.0008826 0.016163
0.0000015 0.0000020 -0.0012322 -0.001871
0.0000072 0.0000083 -0.0026778 0.001812
0.0000001 0.0000003 -0.0003031 -0.018215
0.0003086 0.0003017 0.0175673 0.032785
0.0000000 0.0000000 0.0000503 0.001969
0.0000007 0.0000004 0.0008536 0.007368
0.0000143 0.0000128 0.0037756 0.007680
0.0000057 0.0000048 0.0023947 -0.013730
0.0001374 0.0001421 -0.0117229 -0.029682
0.0007175 0.0007282 -0.0267865 -0.053091
0.0000069 0.0000079 -0.0026210 0.003337
0.0001615 0.0001566 0.0127102 0.023550
0.0000552 0.0000582 -0.0074287 -0.023268
0.0001079 0.0001038 0.0103869 0.010181
0.0000007 0.0000011 -0.0008413 0.001647
0.0000730 0.0000764 -0.0085431 -0.020913
0.0000000 0.0000000 0.0001968 -0.018203
0.0002709 0.0002644 0.0164597 0.022919
0.0000016 0.0000012 0.0012836 0.029695
0.0000264 0.0000244 0.0051358 -0.000195
0.0000083 0.0000072 0.0028888 -0.013058
0.0000028 0.0000022 0.0016673 0.014613
0.0000002 0.0000001 0.0004695 0.000389
0.0000570 0.0000541 0.0075514 0.009728
0.0000001 0.0000000 0.0002859 -0.006423
0.0000019 0.0000014 0.0013830 -0.006464
0.0000158 0.0000143 0.0039757 -0.004750
0.0000111 0.0000099 0.0033377 -0.001373
0.0000029 0.0000022 0.0016960 0.000786
0.0000000 0.0000000 0.0000455 -0.004775
0.0000103 0.0000116 -0.0032101 -0.006375
0.0000045 0.0000054 -0.0021271 0.003572
0.0001357 0.0001404 -0.0116504 -0.003296
0.0000115 0.0000102 0.0033900 -0.011573
0.0000176 0.0000160 0.0041987 -0.000335
0.0000240 0.0000260 -0.0048979 -0.008366
0.0003564 0.0003490 0.0188796 0.024094
0.0000016 0.0000022 -0.0012761 0.011533
0.0000012 0.0000008 0.0010747 0.004691
0.0000019 0.0000014 0.0013710 -0.009014
0.0000026 0.0000033 -0.0016130 -0.014527
0.0000023 0.0000017 0.0015072 -0.007039
0.0002179 0.0002121 0.0147605 0.016584
0.0000330 0.0000307 0.0057423 0.012959
0.0000000 0.0000000 0.0000520 0.042470
0.0000060 0.0000051 0.0024576 0.007039
0.0000664 0.0000632 0.0081487 0.024434
0.0000020 0.0000026 -0.0014152 0.005676
0.0001977 0.0002033 -0.0140609 0.012008
0.0000003 0.0000005 -0.0005405 -0.009018
0.0004493 0.0004577 -0.0211963 -0.000299
0.0000870 0.0000907 -0.0093267 -0.001377
0.0000765 0.0000800 -0.0087489 -0.014333
0.0000769 0.0000734 0.0087676 -0.029448
0.0000016 0.0000021 -0.0012473 -0.002884
0.0000004 0.0000002 0.0006605 0.004149
0.0000019 0.0000025 -0.0013681 0.005885
0.0000430 0.0000404 0.0065574 -0.014565
0.0000079 0.0000090 -0.0028096 -0.016991
0.0000118 0.0000132 -0.0034341 -0.002506
0.0000786 0.0000822 -0.0088682 -0.018294
0.0000177 0.0000161 0.0042101 0.019619
0.0000086 0.0000098 -0.0029351 -0.002317
0.0001555 0.0001605 -0.0124692 -0.029930
0.0000022 0.0000029 -0.0014956 -0.010705
0.0000022 0.0000028 -0.0014774 0.001344
0.0000803 0.0000839 -0.0089592 -0.020942
0.0000429 0.0000403 0.0065486 0.024133
0.0000275 0.0000255 0.0052467 0.004552
0.0000265 0.0000286 -0.0051498 -0.007264
0.0000310 0.0000332 -0.0055668 -0.002752
0.0000167 0.0000151 0.0040900 0.008010
0.0001616 0.0001667 -0.0127138 -0.018698
0.0000825 0.0000789 0.0090830 0.036339
0.0001250 0.0001206 0.0111819 0.008733
0.0001352 0.0001399 -0.0116280 -0.017381
0.0000045 0.0000053 -0.0021137 -0.022392
0.0000001 0.0000002 -0.0002857 -0.017348
0.0001141 0.0001184 -0.0106809 -0.005793
0.0001845 0.0001899 -0.0135826 -0.034681
0.0000013 0.0000017 -0.0011185 -0.008551
0.0000112 0.0000126 -0.0033528 0.023409
0.0000076 0.0000066 0.0027586 -0.012393
0.0000514 0.0000543 -0.0071688 0.005450
0.0005698 0.0005603 0.0238695 0.018257
0.0001732 0.0001680 0.0131613 0.006233
0.0000013 0.0000018 -0.0011312 0.005568
0.0000110 0.0000098 0.0033231 0.000415
0.0002209 0.0002268 -0.0148610 -0.007888
0.0000823 0.0000787 0.0090720 0.008020
0.0000361 0.0000337 0.0060068 0.012938
0.0000557 0.0000527 0.0074600 0.000888
0.0000002 0.0000000 0.0004211 -0.004709
0.0000970 0.0000931 0.0098478 0.008365
0.0000015 0.0000021 -0.0012384 0.008295
0.0000057 0.0000067 -0.0023827 0.010722
0.0000001 0.0000003 -0.0003635 0.002936
0.0000017 0.0000012 0.0012901 0.001863
0.0000143 0.0000158 -0.0037781 0.001195
0.0000800 0.0000765 0.0089455 -0.012137
0.0000163 0.0000180 -0.0040394 -0.007788
0.0001814 0.0001868 -0.0134687 -0.014277
0.0000318 0.0000340 -0.0056357 -0.008375
0.0001043 0.0001084 -0.0102133 -0.008307
0.0002312 0.0002373 -0.0152056 -0.018009
0.0000495 0.0000468 0.0070355 0.007322
0.0000012 0.0000016 -0.0010862 -0.009385
0.0000009 0.0000006 0.0009504 -0.000142
0.0000071 0.0000061 0.0026610 -0.010331
0.0000501 0.0000529 -0.0070758 -0.014614
0.0000000 0.0000000 -0.0000042 0.008548
0.0000172 0.0000156 0.0041489 -0.009489
0.0003525 0.0003451 0.0187740 0.010531
0.0000578 0.0000609 -0.0076027 0.001303
0.0002622 0.0002687 -0.0161926 -0.044666
0.0000151 0.0000136 0.0038893 0.009079
0.0000006 0.0000010 -0.0007993 -0.005548
0.0000470 0.0000498 -0.0068576 -0.020431
0.0000163 0.0000179 -0.0040380 -0.019241
0.0002175 0.0002234 -0.0147472 -0.035314
0.0000152 0.0000137 0.0039028 0.032539
0.0000026 0.0000020 0.0016029 -0.003151
0.0000180 0.0000164 0.0042476 0.010116
0.0000217 0.0000236 -0.0046586 0.019326
0.0000372 0.0000348 0.0061005 0.010593
0.0001880 0.0001935 -0.0137119 -0.014887
0.0000322 0.0000300 0.0056765 -0.006014
0.0000047 0.0000038 0.0021593 0.011247
0.0000238 0.0000257 -0.0048760 -0.004832
0.0001298 0.0001343 -0.0113913 -0.025975
0.0000315 0.0000293 0.0056112 0.017805
0.0000804 0.0000769 0.0089667 0.016949
0.0000139 0.0000125 0.0037301 0.002446
0.0001240 0.0001196 0.0111357 0.026693
0.0000012 0.0000017 -0.0011166 -0.012257
0.0000266 0.0000287 -0.0051571 -0.008649
0.0002621 0.0002557 0.0161893 0.012138
0.0000033 0.0000040 -0.0018092 0.007345
0.0000154 0.0000170 -0.0039226 -0.013839
0.0000034 0.0000041 -0.0018387 0.043534
0.0000573 0.0000603 -0.0075701 -0.030873
0.0001756 0.0001808 -0.0132497 -0.029320
0.0000013 0.0000018 -0.0011508 0.016678
0.0000004 0.0000006 -0.0006010 0.030012
0.0000197 0.0000215 -0.0044352 -0.013064
0.0000017 0.0000013 0.0013193 -0.001339
0.0000004 0.0000007 -0.0006185 0.001862
0.0000003 0.0000005 -0.0005404 0.009068
0.0000007 0.0000011 -0.0008612 0.016794
0.0000262 0.0000283 -0.0051171 0.019704
0.0001132 0.0001175 -0.0106401 -0.022094
0.0000001 0.0000002 -0.0002572 -0.004214
0.0000000 0.0000001 -0.0001109 0.011819
0.0003476 0.0003551 -0.0186449 -0.010743
0.0000001 0.0000002 -0.0002441 0.009985
0.0000027 0.0000034 -0.0016569 0.005557
0.0001330 0.0001285 0.0115317 0.048514
0.0000862 0.0000826 0.0092849 0.029706
0.0000001 0.0000000 0.0003460 0.007445
0.0000167 0.0000184 -0.0040882 -0.003365
0.0000028 0.0000022 0.0016741 -0.001986
0.0000015 0.0000020 -0.0012179 -0.002985
0.0000106 0.0000120 -0.0032621 0.003859
0.0000248 0.0000229 0.0049805 0.006164
0.0002092 0.0002035 0.0144633 0.018773
0.0000103 0.0000091 0.0032101 0.025475
0.0001527 0.0001478 0.0123562 0.002774
0.0000475 0.0000448 0.0068886 -0.011066
0.0001739 0.0001687 0.0131882 0.007248
0.0000002 0.0000001 0.0004354 -0.010668
0.0000590 0.0000621 -0.0076810 -0.005870
0.0000200 0.0000183 0.0044748 -0.002503
0.0000095 0.0000107 -0.0030773 -0.007592
0.0002261 0.0002321 -0.0150366 -0.007261
0.0000518 0.0000489 0.0071938 0.010253
Tata Steel Nifty 50
249 249
-0.0000721 0.0001981 5.118% Rm 4.1656% 6
0.0175889773 0.0089239894 8% Rf 4
0.0003093721 0.0000796 4.1656% Re 4.5
0.000105954755097997 5
0.675026488175923 5.5
1.33046163929872 6
6.5
7
Tata steel Nifty 50 7.5
0.008908182 0.0089059793 8
0.000079356 0.00007932
0.000105528
1.33013266129367
1.33046163929872 1.330462

TS_ret
0.080000

0.060000

0.040000
f(x) = 1.33046163929872 x − 0.000335679734623013
0.020000

0.000000
-0.0800000 -0.0600000 -0.0400000 -0.0200000 0.0000000 0.0200000 0.0400000
-0.020000

-0.040000

-0.060000

-0.080000

-0.100000
6.5 7 7.5 8 8.5 9 9.5 10

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