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VBL and NIFTY Daily Returns Analysis

Calculation of beta, Finance project

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4 views20 pages

VBL and NIFTY Daily Returns Analysis

Calculation of beta, Finance project

Uploaded by

bishtj377
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd

Date VARUN Close NIFTY 20 Close VBL return Nifty returns

10/15/2020 148.722229 11680.349609


10/16/2020 151.722229 11762.450195 2.02% 0.70% Correlation between VBL and nifty
10/19/2020 151.022217 11873.049805 -0.46% 0.94% SD of VBL
10/20/2020 150.46666 11896.799805 -0.37% 0.20% SD of NIFTY
10/21/2020 149.111115 11937.650391 -0.90% 0.34%
10/22/2020 148.877777 11896.450195 -0.16% -0.35% BETA
10/23/2020 148.888885 11930.349609 0.01% 0.28% BETA
10/26/2020 149.377777 11767.75 0.33% -1.36% BETA
10/27/2020 149.311111 11889.400391 -0.04% 1.03% BETA
10/28/2020 147.633331 11729.599609 -1.12% -1.34% STD VC
10/29/2020 145.311111 11670.799805 -1.57% -0.50% STD M
10/30/2020 145.53334 11642.400391 0.15% -0.24% VBL
11/2/2020 148.933334 11669.150391 2.34% 0.23% 5
11/3/2020 149.366669 11813.5 0.29% 1.24% -3
11/4/2020 149.544449 11908.5 0.12% 0.80% 2
11/5/2020 155.188889 12120.299805 3.77% 1.78% -8
11/6/2020 154.288895 12263.549805 -0.58% 1.18% 5.715476
11/9/2020 153.744446 12461.049805 -0.35% 1.61%
11/10/2020 161.066666 12631.099609 4.76% 1.36%
11/11/2020 163.766663 12749.150391 1.68% 0.93%
11/12/2020 159.211105 12690.799805 -2.78% -0.46%
11/13/2020 164.977783 12719.950195 3.62% 0.23%
11/17/2020 165.32222 12874.200195 0.21% 1.21%
11/18/2020 171.666672 12938.25 3.84% 0.50%
11/19/2020 170.788895 12771.700195 -0.51% -1.29%
11/20/2020 171.066666 12859.049805 0.16% 0.68%
11/23/2020 168.044449 12926.450195 -1.77% 0.52%
11/24/2020 170.666672 13055.150391 1.56% 1.00%
11/25/2020 167.64444 12858.400391 -1.77% -1.51%
11/26/2020 172.788895 12987 3.07% 1.00%
11/27/2020 193.64444 12968.950195 12.07% -0.14%
12/1/2020 185.688889 13109.049805 -4.11% 1.08%
12/2/2020 193.399994 13113.75 4.15% 0.04%
12/3/2020 188.088882 13133.900391 -2.75% 0.15%
12/4/2020 185.64444 13258.549805 -1.30% 0.95%
12/7/2020 191.14444 13355.75 2.96% 0.73%
12/8/2020 196.733337 13392.950195 2.92% 0.28%
12/9/2020 201.622223 13529.099609 2.49% 1.02%
12/10/2020 202.411118 13478.299805 0.39% -0.38%
12/11/2020 202.233337 13513.849609 -0.09% 0.26%
12/14/2020 200.422226 13558.150391 -0.90% 0.33%
12/15/2020 204.32222 13567.849609 1.95% 0.07%
12/16/2020 216.64444 13682.700195 6.03% 0.85%
12/17/2020 218.055557 13740.700195 0.65% 0.42%
12/18/2020 215.344437 13760.549805 -1.24% 0.14%
12/21/2020 201.711105 13328.400391 -6.33% -3.14%
12/22/2020 202.055557 13466.299805 0.17% 1.03%
12/23/2020 201.133331 13601.099609 -0.46% 1.00%
12/24/2020 203.977783 13749.25 1.41% 1.09%
12/28/2020 199.311111 13873.200195 -2.29% 0.90%
12/29/2020 200.5 13932.599609 0.60% 0.43%
12/30/2020 200.588882 13981.950195 0.04% 0.35%
12/31/2020 203.566666 13981.75 1.48% 0.00%
1/1/2021 201.766663 14018.5 -0.88% 0.26%
1/4/2021 211.388885 14132.900391 4.77% 0.82%
1/5/2021 214.766663 14199.5 1.60% 0.47%
1/6/2021 213.35556 14146.25 -0.66% -0.38%
1/7/2021 219 14137.349609 2.65% -0.06%
1/8/2021 220.022217 14347.25 0.47% 1.48%
1/11/2021 221.388885 14484.75 0.62% 0.96%
1/12/2021 215.199997 14563.450195 -2.80% 0.54%
1/13/2021 208.377777 14564.849609 -3.17% 0.01%
1/14/2021 202.444443 14595.599609 -2.85% 0.21%
1/15/2021 199.03334 14433.700195 -1.68% -1.11%
1/18/2021 194.755554 14281.299805 -2.15% -1.06%
1/19/2021 194.244446 14521.150391 -0.26% 1.68%
1/20/2021 203.755554 14644.700195 4.90% 0.85%
1/21/2021 205.255554 14590.349609 0.74% -0.37%
1/22/2021 200.888885 14371.900391 -2.13% -1.50%
1/25/2021 198.388885 14238.900391 -1.24% -0.93%
1/27/2021 200.133331 13967.5 0.88% -1.91%
1/28/2021 191.622223 13817.549805 -4.25% -1.07%
1/29/2021 199.688889 13634.599609 4.21% -1.32%
2/1/2021 200.422226 14281.200195 0.37% 4.74%
2/2/2021 193.35556 14647.849609 -3.53% 2.57%
2/3/2021 199.333328 14789.950195 3.09% 0.97%
2/4/2021 200.64444 14895.650391 0.66% 0.71%
2/5/2021 200.277771 14924.25 -0.18% 0.19%
2/8/2021 197.17778 15115.799805 -1.55% 1.28%
2/9/2021 199.199997 15109.299805 1.03% -0.04%
2/10/2021 197.988892 15106.5 -0.61% -0.02%
2/11/2021 200.988892 15173.299805 1.52% 0.44%
2/12/2021 202.811111 15163.299805 0.91% -0.07%
2/15/2021 209.988892 15314.700195 3.54% 1.00%
2/16/2021 200.35556 15313.450195 -4.59% -0.01%
2/17/2021 210.077774 15208.900391 4.85% -0.68%
2/18/2021 210.800003 15118.950195 0.34% -0.59%
2/19/2021 216.455551 14981.75 2.68% -0.91%
2/22/2021 227.800003 14675.700195 5.24% -2.04%
2/23/2021 229.444443 14707.799805 0.72% 0.22%
2/24/2021 232.800003 14982 1.46% 1.86%
2/25/2021 231.688889 15097.349609 -0.48% 0.77%
2/26/2021 231.766663 14529.150391 0.03% -3.76%
3/1/2021 232.211105 14761.549805 0.19% 1.60%
3/2/2021 234.433334 14919.099609 0.96% 1.07%
3/3/2021 232.96666 15245.599609 -0.63% 2.19%
3/4/2021 233.344437 15080.75 0.16% -1.08%
3/5/2021 231.888885 14938.099609 -0.62% -0.95%
3/8/2021 221.988892 14956.200195 -4.27% 0.12%
3/9/2021 220.711105 15098.400391 -0.58% 0.95%
3/10/2021 219.866669 15174.799805 -0.38% 0.51%
3/12/2021 216.922226 15030.950195 -1.34% -0.95%
3/15/2021 214.011108 14929.5 -1.34% -0.67%
3/16/2021 221.288895 14910.450195 3.40% -0.13%
3/17/2021 223.688889 14721.299805 1.08% -1.27%
3/18/2021 216.766663 14557.849609 -3.09% -1.11%
3/19/2021 216.899994 14744 0.06% 1.28%
3/22/2021 222.199997 14736.400391 2.44% -0.05%
3/23/2021 222.022217 14814.75 -0.08% 0.53%
3/24/2021 220.333328 14549.400391 -0.76% -1.79%
3/25/2021 221.922226 14324.900391 0.72% -1.54%
3/26/2021 220.800003 14507.299805 -0.51% 1.27%
3/30/2021 225.711105 14845.099609 2.22% 2.33%
3/31/2021 222.877777 14690.700195 -1.26% -1.04%
4/1/2021 224.222229 14867.349609 0.60% 1.20%
4/5/2021 216.766663 14637.799805 -3.33% -1.54%
4/6/2021 218.366669 14683.5 0.74% 0.31%
4/7/2021 223.53334 14819.049805 2.37% 0.92%
4/8/2021 222.477783 14873.799805 -0.47% 0.37%
4/9/2021 219.922226 14834.849609 -1.15% -0.26%
4/12/2021 219.755554 14310.799805 -0.08% -3.53%
4/13/2021 223.233337 14504.799805 1.58% 1.36%
4/15/2021 221.688889 14581.450195 -0.69% 0.53%
4/16/2021 219.85556 14617.849609 -0.83% 0.25%
4/19/2021 208.011108 14359.450195 -5.39% -1.77%
4/20/2021 205.844437 14296.400391 -1.04% -0.44%
4/22/2021 197.933334 14406.150391 -3.84% 0.77%
4/23/2021 195.53334 14341.349609 -1.21% -0.45%
4/26/2021 199.788895 14485 2.18% 1.00%
4/27/2021 207.122223 14653.049805 3.67% 1.16%
4/28/2021 209.488892 14864.549805 1.14% 1.44%
4/29/2021 208.233337 14894.900391 -0.60% 0.20%
4/30/2021 211.233337 14631.099609 1.44% -1.77%
5/3/2021 223.077774 14634.150391 5.61% 0.02%
5/4/2021 222.411118 14496.5 -0.30% -0.94%
5/5/2021 222.211105 14617.849609 -0.09% 0.84%
5/6/2021 220.755554 14724.799805 -0.66% 0.73%
5/7/2021 221.944443 14823.150391 0.54% 0.67%
5/10/2021 218.933334 14942.349609 -1.36% 0.80%
5/11/2021 220.622223 14850.75 0.77% -0.61%
5/12/2021 217.800003 14696.5 -1.28% -1.04%
5/14/2021 216.455551 14677.799805 -0.62% -0.13%
5/17/2021 216.32222 14923.150391 -0.06% 1.67%
5/18/2021 217.699997 15108.099609 0.64% 1.24%
5/19/2021 223.055557 15030.150391 2.46% -0.52%
5/20/2021 223.544449 14906.049805 0.22% -0.83%
5/21/2021 220.377777 15175.299805 -1.42% 1.81%
5/24/2021 223.255554 15197.700195 1.31% 0.15%
5/25/2021 228.077774 15208.450195 2.16% 0.07%
5/26/2021 225.866669 15301.450195 -0.97% 0.61%
5/27/2021 226.077774 15337.849609 0.09% 0.24%
5/28/2021 223.899994 15435.650391 -0.96% 0.64%
5/31/2021 224.788895 15582.799805 0.40% 0.95%
6/1/2021 223.711105 15574.849609 -0.48% -0.05%
6/2/2021 226.422226 15576.200195 1.21% 0.01%
6/3/2021 228.433334 15690.349609 0.89% 0.73%
6/4/2021 235.155548 15670.25 2.94% -0.13%
6/7/2021 250.288895 15751.650391 6.44% 0.52%
6/8/2021 248.133331 15740.099609 -0.86% -0.07%
6/9/2021 255.67778 15635.349609 3.04% -0.67%
6/10/2021 263.083344 15737.75 2.90% 0.65%
6/11/2021 263.416656 15799.349609 0.13% 0.39%
6/14/2021 258.566681 15811.849609 -1.84% 0.08%
6/15/2021 264.566681 15869.25 2.32% 0.36%
6/16/2021 262.733337 15767.549805 -0.69% -0.64%
6/17/2021 263.716675 15691.400391 0.37% -0.48%
6/18/2021 265.483337 15683.349609 0.67% -0.05%
6/21/2021 262.200012 15746.5 -1.24% 0.40%
6/22/2021 259.266663 15772.75 -1.12% 0.17%
6/23/2021 251.149994 15686.950195 -3.13% -0.54%
6/24/2021 240.46666 15790.450195 -4.25% 0.66%
6/25/2021 238.816666 15860.349609 -0.69% 0.44%
6/28/2021 243.116669 15814.700195 1.80% -0.29%
6/29/2021 241.550003 15748.450195 -0.64% -0.42%
6/30/2021 243.199997 15721.5 0.68% -0.17%
7/1/2021 241.25 15680 -0.80% -0.26%
7/2/2021 239.71666 15722.200195 -0.64% 0.27%
7/5/2021 237.71666 15834.349609 -0.83% 0.71%
7/6/2021 241.166672 15818.25 1.45% -0.10%
7/7/2021 248.600006 15879.650391 3.08% 0.39%
7/8/2021 256.649994 15727.900391 3.24% -0.96%
7/9/2021 256.683319 15689.799805 0.01% -0.24%
7/12/2021 260.399994 15692.599609 1.45% 0.02%
7/13/2021 262.333344 15812.349609 0.74% 0.76%
7/14/2021 259.299988 15853.950195 -1.16% 0.26%
7/15/2021 265.433319 15924.200195 2.37% 0.44%
7/16/2021 265.899994 15923.400391 0.18% -0.01%
7/19/2021 258.733337 15752.400391 -2.70% -1.07%
7/20/2021 259.416656 15632.099609 0.26% -0.76%
7/22/2021 253.050003 15824.049805 -2.45% 1.23%
7/23/2021 244.133331 15856.049805 -3.52% 0.20%
7/26/2021 250.350006 15824.450195 2.55% -0.20%
7/27/2021 247.483337 15746.450195 -1.15% -0.49%
7/28/2021 253.083328 15709.400391 2.26% -0.24%
7/29/2021 250.916672 15778.450195 -0.86% 0.44%
7/30/2021 253.933334 15763.049805 1.20% -0.10%
8/2/2021 263.033325 15885.150391 3.58% 0.77%
8/3/2021 262.866669 16130.75 -0.06% 1.55%
8/4/2021 264.25 16258.799805 0.53% 0.79%
8/5/2021 260 16294.599609 -1.61% 0.22%
8/6/2021 257.700012 16238.200195 -0.88% -0.35%
8/9/2021 254.983337 16258.25 -1.05% 0.12%
8/10/2021 252.083328 16280.099609 -1.14% 0.13%
8/11/2021 257.483337 16282.25 2.14% 0.01%
8/12/2021 258.049988 16364.400391 0.22% 0.50%
8/13/2021 258.466675 16529.099609 0.16% 1.01%
8/16/2021 256.850006 16563.050781 -0.63% 0.21%
8/17/2021 262.633331 16614.599609 2.25% 0.31%
8/18/2021 263.666656 16568.849609 0.39% -0.28%
8/20/2021 268.883331 16450.5 1.98% -0.71%
8/23/2021 277.833344 16496.449219 3.33% 0.28%
8/24/2021 268.933319 16624.599609 -3.20% 0.78%
8/25/2021 276.933319 16634.650391 2.97% 0.06%
8/26/2021 283.216675 16636.900391 2.27% 0.01%
8/27/2021 284.149994 16705.199219 0.33% 0.41%
8/30/2021 282.866669 16931.050781 -0.45% 1.35%
8/31/2021 282.316681 17132.199219 -0.19% 1.19%
9/1/2021 282.233337 17076.25 -0.03% -0.33%
9/2/2021 294.133331 17234.150391 4.22% 0.92%
9/3/2021 302.583344 17323.599609 2.87% 0.52%
9/6/2021 313.116669 17377.800781 3.48% 0.31%
9/7/2021 308.850006 17362.099609 -1.36% -0.09%
9/8/2021 309.266663 17353.5 0.13% -0.05%
9/9/2021 311.816681 17369.25 0.82% 0.09%
9/13/2021 309.566681 17355.300781 -0.72% -0.08%
9/14/2021 310.483337 17380 0.30% 0.14%
9/15/2021 311.866669 17519.449219 0.45% 0.80%
9/16/2021 311.233337 17629.5 -0.20% 0.63%
9/17/2021 294.033325 17585.150391 -5.53% -0.25%
9/20/2021 292.100006 17396.900391 -0.66% -1.07%
9/21/2021 306.100006 17562 4.79% 0.95%
9/22/2021 305.316681 17546.650391 -0.26% -0.09%
9/23/2021 310.333344 17822.949219 1.64% 1.57%
9/24/2021 309.433319 17853.199219 -0.29% 0.17%
9/27/2021 300.916656 17855.099609 -2.75% 0.01%
9/28/2021 302.216675 17748.599609 0.43% -0.60%
9/29/2021 300.033325 17711.300781 -0.72% -0.21%
9/30/2021 299.200012 17618.150391 -0.28% -0.53%
10/1/2021 303.399994 17532.050781 1.40% -0.49%
10/4/2021 305.549988 17691.25 0.71% 0.91%
10/5/2021 304.633331 17822.300781 -0.30% 0.74%
10/6/2021 298.666656 17646 -1.96% -0.99%
10/7/2021 302 17790.349609 1.12% 0.82%
10/8/2021 300.25 17895.199219 -0.58% 0.59%
10/11/2021 304.516663 17945.949219 1.42% 0.28%
10/12/2021 303.233337 17991.949219 -0.42% 0.26%
10/13/2021 299 18161.75 -1.40% 0.94%
10/14/2021 299.350006 18338.550781 0.12% 0.97%
10/18/2021 300.100006 18477.050781 0.25% 0.76%
10/19/2021 301.549988 18418.75 0.48% -0.32%
10/20/2021 283.549988 18266.599609 -5.97% -0.83%
10/21/2021 276.516663 18178.099609 -2.48% -0.48%
10/22/2021 276.833344 18114.900391 0.11% -0.35%
10/25/2021 273.366669 18125.400391 -1.25% 0.06%
10/26/2021 274.766663 18268.400391 0.51% 0.79%
10/27/2021 271.933319 18210.949219 -1.03% -0.31%
10/28/2021 274.466675 17857.25 0.93% -1.94%
10/29/2021 283.116669 17671.650391 3.15% -1.04%
11/1/2021 307.149994 17929.650391 8.49% 1.46%
11/2/2021 306.016663 17888.949219 -0.37% -0.23%
11/3/2021 312.649994 17829.199219 2.17% -0.33%
11/4/2021 312.316681 17916.800781 -0.11% 0.49%
11/8/2021 334.983337 18068.550781 7.26% 0.85%
11/9/2021 322.033325 18044.25 -3.87% -0.13%
11/10/2021 315.916656 18017.199219 -1.90% -0.15%
11/11/2021 307.200012 17873.599609 -2.76% -0.80%
11/12/2021 323.950012 18102.75 5.45% 1.28%
11/15/2021 310.916656 18109.449219 -4.02% 0.04%
11/16/2021 307.316681 17999.199219 -1.16% -0.61%
11/17/2021 310.25 17898.650391 0.95% -0.56%
11/18/2021 316.549988 17764.800781 2.03% -0.75%
11/22/2021 304.216675 17416.550781 -3.90% -1.96%
11/23/2021 306.350006 17503.349609 0.70% 0.50%
11/24/2021 305.233337 17415.050781 -0.36% -0.50%
11/25/2021 303.766663 17536.25 -0.48% 0.70%
11/26/2021 294.616669 17026.449219 -3.01% -2.91%
11/29/2021 290.816681 17053.949219 -1.29% 0.16%
11/30/2021 297.149994 16983.199219 2.18% -0.41%
12/1/2021 296.966675 17166.900391 -0.06% 1.08%
12/2/2021 303.683319 17401.650391 2.26% 1.37%
12/3/2021 292.716675 17196.699219 -3.61% -1.18%
12/6/2021 295.166656 16912.25 0.84% -1.65%
12/7/2021 290.466675 17176.699219 -1.59% 1.56%
12/8/2021 297.299988 17469.75 2.35% 1.71%
12/9/2021 297.966675 17516.849609 0.22% 0.27%
12/10/2021 297.083344 17511.300781 -0.30% -0.03%
12/13/2021 300.733337 17368.25 1.23% -0.82%
12/14/2021 302.983337 17324.900391 0.75% -0.25%
12/15/2021 300.833344 17221.400391 -0.71% -0.60%
12/16/2021 291.649994 17248.400391 -3.05% 0.16%
12/17/2021 288.733337 16985.199219 -1.00% -1.53%
12/20/2021 275.933319 16614.199219 -4.43% -2.18%
12/21/2021 279.783325 16770.849609 1.40% 0.94%
12/22/2021 282.799988 16955.449219 1.08% 1.10%
12/23/2021 283.200012 17072.599609 0.14% 0.69%
12/24/2021 279.799988 17003.75 -1.20% -0.40%
12/27/2021 284.983337 17086.25 1.85% 0.49%
12/28/2021 289.933319 17233.25 1.74% 0.86%
12/29/2021 295.216675 17213.599609 1.82% -0.11%
12/30/2021 287.100006 17203.949219 -2.75% -0.06%
12/31/2021 296.100006 17354.050781 3.13% 0.87%
1/3/2022 293.266663 17625.699219 -0.96% 1.57%
1/4/2022 291.633331 17805.25 -0.56% 1.02%
1/5/2022 291.666656 17925.25 0.01% 0.67%
1/6/2022 280.450012 17745.900391 -3.85% -1.00%
1/7/2022 283.766663 17812.699219 1.18% 0.38%
1/10/2022 283.25 18003.300781 -0.18% 1.07%
1/11/2022 289.816681 18055.75 2.32% 0.29%
1/12/2022 303.116669 18212.349609 4.59% 0.87%
1/13/2022 301.850006 18257.800781 -0.42% 0.25%
1/14/2022 309.549988 18255.75 2.55% -0.01%
1/17/2022 314.166656 18308.099609 1.49% 0.29%
1/18/2022 307.75 18113.050781 -2.04% -1.07%
1/19/2022 313.316681 17938.400391 1.81% -0.96%
1/20/2022 313.299988 17757 -0.01% -1.01%
1/21/2022 305.283325 17617.150391 -2.56% -0.79%
1/24/2022 300.216675 17149.099609 -1.66% -2.66%
1/25/2022 290.899994 17277.949219 -3.10% 0.75%
1/27/2022 288 17110.150391 -1.00% -0.97%
1/28/2022 295.5 17101.949219 2.60% -0.05%
1/31/2022 301.616669 17339.849609 2.07% 1.39%
2/1/2022 305.916656 17576.849609 1.43% 1.37%
2/2/2022 313.549988 17780 2.50% 1.16%
2/3/2022 315.233337 17560.199219 0.54% -1.24%
2/4/2022 316.733337 17516.300781 0.48% -0.25%
2/7/2022 313.816681 17213.599609 -0.92% -1.73%
2/8/2022 315.216675 17266.75 0.45% 0.31%
2/9/2022 309.066681 17463.800781 -1.95% 1.14%
2/10/2022 297.116669 17605.849609 -3.87% 0.81%
2/11/2022 312.166656 17374.75 5.07% -1.31%
2/14/2022 303.766663 16842.800781 -2.69% -3.06%
2/15/2022 304.116669 17352.449219 0.12% 3.03%
2/16/2022 313.016663 17322.199219 2.93% -0.17%
2/17/2022 310.216675 17304.599609 -0.89% -0.10%
2/18/2022 317.933319 17276.300781 2.49% -0.16%
2/21/2022 313.399994 17206.650391 -1.43% -0.40%
2/22/2022 305.850006 17092.199219 -2.41% -0.67%
2/23/2022 307.216675 17063.25 0.45% -0.17%
2/24/2022 294.883331 16247.950195 -4.01% -4.78%
2/25/2022 310.733337 16658.400391 5.38% 2.53%
2/28/2022 315.166656 16793.900391 1.43% 0.81%
3/2/2022 325.283325 16605.949219 3.21% -1.12%
3/3/2022 328.100006 16498.050781 0.87% -0.65%
3/4/2022 310.466675 16245.349609 -5.37% -1.53%
3/7/2022 301.566681 15863.150391 -2.87% -2.35%
3/8/2022 303.5 16013.450195 0.64% 0.95%
3/9/2022 302 16345.349609 -0.49% 2.07%
3/10/2022 307.466675 16594.900391 1.81% 1.53%
3/11/2022 303.450012 16630.449219 -1.31% 0.21%
3/14/2022 299.799988 16871.300781 -1.20% 1.45%
3/15/2022 308.333344 16663 2.85% -1.23%
3/16/2022 313.600006 16975.349609 1.71% 1.87%
3/17/2022 316.299988 17287.050781 0.86% 1.84%
3/21/2022 314.433319 17117.599609 -0.59% -0.98%
3/22/2022 320.200012 17315.5 1.83% 1.16%
3/23/2022 328.683319 17245.650391 2.65% -0.40%
3/24/2022 323 17222.75 -1.73% -0.13%
3/25/2022 319.200012 17153 -1.18% -0.40%
3/28/2022 312.933319 17222 -1.96% 0.40%
3/29/2022 311.350006 17325.300781 -0.51% 0.60%
3/30/2022 320.266663 17498.25 2.86% 1.00%
3/31/2022 313.766663 17464.75 -2.03% -0.19%
4/1/2022 312.966675 17670.449219 -0.25% 1.18%
4/4/2022 317.416656 18053.400391 1.42% 2.17%
4/5/2022 318.183319 17957.400391 0.24% -0.53%
4/6/2022 324.483337 17807.650391 1.98% -0.83%
4/7/2022 320.066681 17639.550781 -1.36% -0.94%
4/8/2022 320.75 17784.349609 0.21% 0.82%
4/11/2022 317.683319 17674.949219 -0.96% -0.62%
4/12/2022 327.966675 17530.300781 3.24% -0.82%
4/13/2022 337.016663 17475.650391 2.76% -0.31%
4/18/2022 352.933319 17173.650391 4.72% -1.73%
4/19/2022 348.916656 16958.650391 -1.14% -1.25%
4/20/2022 356.733337 17136.550781 2.24% 1.05%
4/21/2022 351.983337 17392.599609 -1.33% 1.49%
4/22/2022 346.633331 17171.949219 -1.52% -1.27%
4/25/2022 364.933319 16953.949219 5.28% -1.27%
4/26/2022 356.899994 17200.800781 -2.20% 1.46%
4/27/2022 345.483337 17038.400391 -3.20% -0.94%
4/28/2022 353.200012 17245.050781 2.23% 1.21%
4/29/2022 361.183319 17102.550781 2.26% -0.83%
5/2/2022 368.283325 17069.099609 1.97% -0.20%
5/4/2022 363.333344 16677.599609 -1.34% -2.29%
5/5/2022 366.433319 16682.650391 0.85% 0.03%
5/6/2022 358.533325 16411.25 -2.16% -1.63%
5/9/2022 352.966675 16301.849609 -1.55% -0.67%
5/10/2022 360.600006 16240.049805 2.16% -0.38%
5/11/2022 349.799988 16167.099609 -3.00% -0.45%
5/12/2022 354.75 15808 1.42% -2.22%
5/13/2022 363.683319 15782.150391 2.52% -0.16%
5/16/2022 368.133331 15842.299805 1.22% 0.38%
5/17/2022 369.966675 16259.299805 0.50% 2.63%
5/18/2022 367.733337 16240.299805 -0.60% -0.12%
5/19/2022 353.716675 15809.400391 -3.81% -2.65%
5/20/2022 367.783325 16266.150391 3.98% 2.89%
5/23/2022 359.683319 16214.700195 -2.20% -0.32%
5/24/2022 369.683319 16125.150391 2.78% -0.55%
5/25/2022 354.516663 16025.799805 -4.10% -0.62%
5/26/2022 356.899994 16170.150391 0.67% 0.90%
5/27/2022 363.200012 16352.450195 1.77% 1.13%
5/30/2022 362.583344 16661.400391 -0.17% 1.89%
5/31/2022 352.166656 16584.550781 -2.87% -0.46%
6/1/2022 369.700012 16522.75 4.98% -0.37%
6/2/2022 379.666656 16628 2.70% 0.64%
6/3/2022 366.816681 16584.300781 -3.38% -0.26%
6/6/2022 366.524994 16569.550781 -0.08% -0.09%
6/7/2022 371.549988 16416.349609 1.37% -0.92%
6/8/2022 372.375 16356.25 0.22% -0.37%
6/9/2022 370 16478.099609 -0.64% 0.74%
6/10/2022 377.25 16201.799805 1.96% -1.68%
6/13/2022 374.024994 15774.400391 -0.85% -2.64%
6/14/2022 386.850006 15732.099609 3.43% -0.27%
6/15/2022 393.424988 15692.150391 1.70% -0.25%
6/16/2022 389.575012 15360.599609 -0.98% -2.11%
6/17/2022 375.524994 15293.5 -3.61% -0.44%
6/20/2022 376.174988 15350.150391 0.17% 0.37%
6/21/2022 369.350006 15638.799805 -1.81% 1.88%
6/22/2022 374.25 15413.299805 1.33% -1.44%
6/23/2022 376.774994 15556.650391 0.67% 0.93%
6/24/2022 385.25 15699.25 2.25% 0.92%
6/27/2022 388.174988 15832.049805 0.76% 0.85%
6/28/2022 389.975006 15850.200195 0.46% 0.11%
6/29/2022 392.549988 15799.099609 0.66% -0.32%
6/30/2022 395.274994 15780.25 0.69% -0.12%
7/1/2022 397 15752.049805 0.44% -0.18%
7/4/2022 393.049988 15835.349609 -0.99% 0.53%
7/5/2022 397.674988 15810.849609 1.18% -0.15%
7/6/2022 410.5 15989.799805 3.22% 1.13%
7/7/2022 413.600006 16132.900391 0.76% 0.89%
7/8/2022 424.274994 16220.599609 2.58% 0.54%
7/11/2022 427.625 16216 0.79% -0.03%
7/12/2022 426.725006 16058.299805 -0.21% -0.97%
7/13/2022 437.350006 15966.650391 2.49% -0.57%
7/14/2022 417.399994 15938.650391 -4.56% -0.18%
7/15/2022 413.299988 16049.200195 -0.98% 0.69%
7/18/2022 428.075012 16278.5 3.57% 1.43%
7/19/2022 439.549988 16340.549805 2.68% 0.38%
7/20/2022 446.674988 16520.849609 1.62% 1.10%
7/21/2022 435.975006 16605.25 -2.40% 0.51%
7/22/2022 436.149994 16719.449219 0.04% 0.69%
7/25/2022 437.475006 16631 0.30% -0.53%
7/26/2022 439.075012 16483.849609 0.37% -0.88%
7/27/2022 434.950012 16641.800781 -0.94% 0.96%
7/28/2022 438.125 16929.599609 0.73% 1.73%
7/29/2022 441.350006 17158.25 0.74% 1.35%
8/1/2022 463.049988 17340.050781 4.92% 1.06%
8/2/2022 457.799988 17345.449219 -1.13% 0.03%
8/3/2022 471.299988 17388.150391 2.95% 0.25%
8/4/2022 501.875 17382 6.49% -0.04%
8/5/2022 512.625 17397.5 2.14% 0.09%
8/8/2022 505.825012 17525.099609 -1.33% 0.73%
8/10/2022 501.5 17534.75 -0.86% 0.06%
8/11/2022 501.325012 17659 -0.03% 0.71%
8/12/2022 512.75 17698.150391 2.28% 0.22%
8/16/2022 519.625 17825.25 1.34% 0.72%
8/17/2022 518.25 17944.25 -0.26% 0.67%
8/18/2022 520.450012 17956.5 0.42% 0.07%
8/19/2022 494.075012 17758.449219 -5.07% -1.10%
8/22/2022 459.875 17490.699219 -6.92% -1.51%
8/23/2022 481.774994 17577.5 4.76% 0.50%
8/24/2022 515.450012 17604.949219 6.99% 0.16%
8/25/2022 514.150024 17522.449219 -0.25% -0.47%
8/26/2022 511.700012 17558.900391 -0.48% 0.21%
8/29/2022 501.100006 17312.900391 -2.07% -1.40%
8/30/2022 517.075012 17759.300781 3.19% 2.58%
9/1/2022 521.099976 17542.800781 0.78% -1.22%
9/2/2022 515.799988 17539.449219 -1.02% -0.02%
9/5/2022 516.700012 17665.800781 0.17% 0.72%
9/6/2022 546.875 17655.599609 5.84% -0.06%
9/7/2022 541.450012 17624.400391 -0.99% -0.18%
9/8/2022 549.125 17798.75 1.42% 0.99%
9/9/2022 540.099976 17833.349609 -1.64% 0.19%
9/12/2022 533.549988 17936.349609 -1.21% 0.58%
9/13/2022 537.849976 18070.050781 0.81% 0.75%
9/14/2022 536.099976 18003.75 -0.33% -0.37%
9/15/2022 547.174988 17877.400391 2.07% -0.70%
9/16/2022 551.174988 17530.849609 0.73% -1.94%
9/19/2022 540.549988 17622.25 -1.93% 0.52%
9/20/2022 561.325012 17816.25 3.84% 1.10%
9/21/2022 562.200012 17718.349609 0.16% -0.55%
9/22/2022 585.25 17629.800781 4.10% -0.50%
9/23/2022 579.474976 17327.349609 -0.99% -1.72%
9/26/2022 543.450012 17016.300781 -6.22% -1.80%
9/27/2022 519.275024 17007.400391 -4.45% -0.05%
9/28/2022 514.849976 16858.599609 -0.85% -0.87%
9/29/2022 516.575012 16818.099609 0.34% -0.24%
9/30/2022 522.099976 17094.349609 1.07% 1.64%
10/3/2022 535.099976 16887.349609 2.49% -1.21%
10/4/2022 571.525024 17274.300781 6.81% 2.29%
10/6/2022 571.349976 17331.800781 -0.03% 0.33%
10/7/2022 567.625 17314.650391 -0.65% -0.10%
10/10/2022 544.799988 17241 -4.02% -0.43%
10/11/2022 522.650024 16983.550781 -4.07% -1.49%
10/12/2022 534.174988 17123.599609 2.21% 0.82%
10/13/2022 533.900024 17014.349609 -0.05% -0.64%
10/14/2022 513.25 17185.699219 -3.87% 1.01%
10/17/2022 495.475006 17311.800781 -3.46% 0.73%
10/18/2022 499.649994 17486.949219 0.84% 1.01%
10/19/2022 508.075012 17512.25 1.69% 0.14%
10/20/2022 509.774994 17563.949219 0.33% 0.30%
10/21/2022 506.549988 17576.300781 -0.63% 0.07%
10/24/2022 514.875 17730.75 1.64% 0.88%
10/25/2022 516.349976 17656.349609 0.29% -0.42%
10/27/2022 526.150024 17736.949219 1.90% 0.46%
10/28/2022 520.025024 17786.800781 -1.16% 0.28%
10/31/2022 524.525024 18012.199219 0.87% 1.27%
11/1/2022 553.5 18145.400391 5.52% 0.74%
11/2/2022 563.75 18082.849609 1.85% -0.34%
11/3/2022 594.5 18052.699219 5.45% -0.17%
11/4/2022 569.450012 18117.150391 -4.21% 0.36%
11/7/2022 570.799988 18202.800781 0.24% 0.47%
11/9/2022 574.025024 18157 0.57% -0.25%
11/10/2022 569.525024 18028.199219 -0.78% -0.71%
11/11/2022 553.200012 18349.699219 -2.87% 1.78%
11/14/2022 542.150024 18329.150391 -2.00% -0.11%
11/15/2022 546.299988 18403.400391 0.77% 0.41%
11/16/2022 565.799988 18409.650391 3.57% 0.03%
11/17/2022 573.974976 18343.900391 1.44% -0.36%
11/18/2022 571.950012 18307.650391 -0.35% -0.20%
11/21/2022 551.650024 18159.949219 -3.55% -0.81%
11/22/2022 577.599976 18244.199219 4.70% 0.46%
11/23/2022 582.25 18267.25 0.81% 0.13%
11/24/2022 587.849976 18484.099609 0.96% 1.19%
11/25/2022 575.974976 18512.75 -2.02% 0.16%
11/28/2022 591.650024 18562.75 2.72% 0.27%
11/29/2022 573.075012 18618.050781 -3.14% 0.30%
11/30/2022 624.875 18758.349609 9.04% 0.75%
12/1/2022 632.099976 18812.5 1.16% 0.29%
12/2/2022 659.299988 18696.099609 4.30% -0.62%
12/5/2022 676.400024 18701.050781 2.59% 0.03%
12/6/2022 654.799988 18642.75 -3.19% -0.31%
12/7/2022 654.450012 18560.5 -0.05% -0.44%
12/8/2022 683.375 18609.349609 4.42% 0.26%
12/9/2022 705.125 18496.599609 3.18% -0.61%
12/12/2022 688.125 18497.150391 -2.41% 0.00%
12/13/2022 686.625 18608 -0.22% 0.60%
12/14/2022 694.424988 18660.300781 1.14% 0.28%
12/15/2022 691.575012 18414.900391 -0.41% -1.32%
12/16/2022 698.325012 18269 0.98% -0.79%
12/19/2022 706.950012 18420.449219 1.24% 0.83%
12/20/2022 695.650024 18385.300781 -1.60% -0.19%
12/21/2022 685.575012 18199.099609 -1.45% -1.01%
12/22/2022 690.275024 18127.349609 0.69% -0.39%
12/23/2022 643.799988 17806.800781 -6.73% -1.77%
12/26/2022 676.349976 18014.599609 5.06% 1.17%
12/27/2022 659.450012 18132.300781 -2.50% 0.65%
12/28/2022 661.724976 18122.5 0.34% -0.05%
12/29/2022 678.599976 18191 2.55% 0.38%
12/30/2022 661.275024 18105.300781 -2.55% -0.47%
1/2/2023 666.549988 18197.449219 0.80% 0.51%
1/3/2023 653.349976 18232.550781 -1.98% 0.19%
1/4/2023 654.275024 18042.949219 0.14% -1.04%
1/5/2023 654.424988 17992.150391 0.02% -0.28%
1/6/2023 650.450012 17859.449219 -0.61% -0.74%
1/9/2023 654.375 18101.199219 0.60% 1.35%
1/10/2023 643.650024 17914.150391 -1.64% -1.03%
1/11/2023 612.525024 17895.699219 -4.84% -0.10%
1/12/2023 593.549988 17858.199219 -3.10% -0.21%
1/13/2023 567.875 17956.599609 -4.33% 0.55%
1/16/2023 603.674988 17894.849609 6.30% -0.34%
1/17/2023 605.150024 18053.300781 0.24% 0.89%
1/18/2023 608.650024 18165.349609 0.58% 0.62%
1/19/2023 612.275024 18107.849609 0.60% -0.32%
1/20/2023 616.325012 18027.650391 0.66% -0.44%
1/23/2023 618.424988 18118.550781 0.34% 0.50%
1/24/2023 624.275024 18118.300781 0.95% 0.00%
1/25/2023 619.825012 17891.949219 -0.71% -1.25%
1/27/2023 621.275024 17604.349609 0.23% -1.61%
1/30/2023 597.275024 17648.949219 -3.86% 0.25%
1/31/2023 573.125 17662.150391 -4.04% 0.07%
2/1/2023 586.424988 17616.300781 2.32% -0.26%
2/2/2023 576.974976 17610.400391 -1.61% -0.03%
2/3/2023 577.450012 17854.050781 0.08% 1.38%
2/6/2023 610.924988 17764.599609 5.80% -0.50%
2/7/2023 652.049988 17721.5 6.73% -0.24%
2/8/2023 655.25 17871.699219 0.49% 0.85%
2/9/2023 636.849976 17893.449219 -2.81% 0.12%
2/10/2023 635.900024 17856.5 -0.15% -0.21%
2/13/2023 642.025024 17770.900391 0.96% -0.48%
2/14/2023 630.650024 17929.849609 -1.77% 0.89%
2/15/2023 639.450012 18015.849609 1.40% 0.48%
2/16/2023 637.299988 18035.849609 -0.34% 0.11%
2/17/2023 641.599976 17944.199219 0.67% -0.51%
2/20/2023 653.75 17844.599609 1.89% -0.56%
2/21/2023 662.25 17826.699219 1.30% -0.10%
2/22/2023 653.375 17554.300781 -1.34% -1.53%
2/23/2023 650.349976 17511.25 -0.46% -0.25%
2/24/2023 645.775024 17465.800781 -0.70% -0.26%
2/27/2023 643.474976 17392.699219 -0.36% -0.42%
2/28/2023 650.375 17303.949219 1.07% -0.51%
3/1/2023 671.950012 17450.900391 3.32% 0.85%
3/2/2023 671.125 17321.900391 -0.12% -0.74%
3/3/2023 679.25 17594.349609 1.21% 1.57%
3/6/2023 675.549988 17711.449219 -0.54% 0.67%
3/8/2023 675 17754.400391 -0.08% 0.24%
3/9/2023 672.875 17589.599609 -0.31% -0.93%
3/10/2023 671.900024 17412.900391 -0.14% -1.00%
3/13/2023 656.275024 17154.300781 -2.33% -1.49%
3/14/2023 656.25 17043.300781 0.00% -0.65%
3/15/2023 672.825012 16972.150391 2.53% -0.42%
3/16/2023 653.075012 16985.599609 -2.94% 0.08%
3/17/2023 658.099976 17100.050781 0.77% 0.67%
3/20/2023 651.474976 16988.400391 -1.01% -0.65%
3/21/2023 671.724976 17107.5 3.11% 0.70%
3/22/2023 677.275024 17151.900391 0.83% 0.26%
3/23/2023 677.549988 17076.900391 0.04% -0.44%
3/24/2023 676 16945.050781 -0.23% -0.77%
3/27/2023 679.400024 16985.699219 0.50% 0.24%
3/28/2023 677.400024 16951.699219 -0.29% -0.20%
3/29/2023 678.724976 17080.699219 0.20% 0.76%
3/31/2023 693.5 17359.75 2.18% 1.63%
4/3/2023 707.224976 17398.050781 1.98% 0.22%
4/5/2023 727 17557.050781 2.80% 0.91%
4/6/2023 696.75 17599.150391 -4.16% 0.24%
4/10/2023 706.849976 17624.050781 1.45% 0.14%
4/11/2023 719.125 17722.300781 1.74% 0.56%
4/12/2023 723.700012 17812.400391 0.64% 0.51%
4/13/2023 714.775024 17828 -1.23% 0.09%
4/17/2023 726.049988 17706.849609 1.58% -0.68%
4/18/2023 707.25 17660.150391 -2.59% -0.26%
4/19/2023 720.025024 17618.75 1.81% -0.23%
4/20/2023 690.875 17624.449219 -4.05% 0.03%
4/21/2023 698.599976 17624.050781 1.12% 0.00%
4/24/2023 724.849976 17743.400391 3.76% 0.68%
4/25/2023 718.625 17769.25 -0.86% 0.15%
4/26/2023 724.424988 17813.599609 0.81% 0.25%
4/27/2023 731.674988 17915.050781 1.00% 0.57%
4/28/2023 722.599976 18065 -1.24% 0.84%
5/2/2023 707.549988 18147.650391 -2.08% 0.46%
5/3/2023 715.099976 18089.849609 1.07% -0.32%
5/4/2023 721.299988 18255.800781 0.87% 0.92%
5/5/2023 726.299988 18069 0.69% -1.02%
5/8/2023 728.224976 18264.400391 0.27% 1.08%
5/9/2023 752.724976 18265.949219 3.36% 0.01%
5/10/2023 803.200012 18315.099609 6.71% 0.27%
5/11/2023 789.799988 18297 -1.67% -0.10%
5/12/2023 777.974976 18314.800781 -1.50% 0.10%
5/15/2023 779.299988 18398.849609 0.17% 0.46%
5/16/2023 787.025024 18286.5 0.99% -0.61%
5/17/2023 793.875 18181.75 0.87% -0.57%
5/18/2023 788.075012 18129.949219 -0.73% -0.28%
5/19/2023 793.775024 18203.400391 0.72% 0.41%
5/22/2023 792.25 18314.400391 -0.19% 0.61%
5/23/2023 777.924988 18348 -1.81% 0.18%
5/24/2023 807.400024 18285.400391 3.79% -0.34%
5/25/2023 808.825012 18321.150391 0.18% 0.20%
5/26/2023 850.974976 18499.349609 5.21% 0.97%
5/29/2023 845.875 18598.650391 -0.60% 0.54%
5/30/2023 824.150024 18633.849609 -2.57% 0.19%
5/31/2023 847.224976 18534.400391 2.80% -0.53%
6/1/2023 844.5 18487.75 -0.32% -0.25%
6/2/2023 847.575012 18534.099609 0.36% 0.25%
6/5/2023 852.549988 18593.849609 0.59% 0.32%
6/6/2023 843.474976 18599 -1.06% 0.03%
6/7/2023 823.825012 18726.400391 -2.33% 0.68%
6/8/2023 790.924988 18634.550781 -3.99% -0.49%
6/9/2023 795.700012 18563.400391 0.60% -0.38%
6/12/2023 798.025024 18601.5 0.29% 0.21%
6/13/2023 807.5 18716.150391 1.19% 0.62%
6/14/2023 807.5 18755.900391 0.00% 0.21%
6/15/2023 827.200012 18688.099609 2.44% -0.36%
6/16/2023 821.25 18826 -0.72% 0.74%
6/19/2023 801.349976 18755.449219 -2.42% -0.37%
6/20/2023 813.349976 18816.699219 1.50% 0.33%
6/21/2023 819.700012 18856.849609 0.78% 0.21%
6/22/2023 803.549988 18771.25 -1.97% -0.45%
6/23/2023 766.099976 18665.5 -4.66% -0.56%
6/26/2023 799.200012 18691.199219 4.32% 0.14%
6/27/2023 799.400024 18817.400391 0.03% 0.68%
6/28/2023 799.400024 18972.099609 0.00% 0.82%
6/30/2023 802.549988 19189.050781 0.39% 1.14%
7/3/2023 818.349976 19322.550781 1.97% 0.70%
7/4/2023 804.049988 19389 -1.75% 0.34%
7/5/2023 825.650024 19398.5 2.69% 0.05%
7/6/2023 813.849976 19497.300781 -1.43% 0.51%
7/7/2023 821.150024 19331.800781 0.90% -0.85%
7/10/2023 812.25 19355.900391 -1.08% 0.12%
7/11/2023 825.25 19439.400391 1.60% 0.43%
7/12/2023 841.75 19384.300781 2.00% -0.28%
7/13/2023 832.849976 19413.75 -1.06% 0.15%
7/14/2023 832.849976 19564.5 0.00% 0.78%
7/17/2023 828.900024 19711.449219 -0.47% 0.75%
7/18/2023 824.099976 19749.25 -0.58% 0.19%
7/19/2023 819.849976 19833.150391 -0.52% 0.42%
7/20/2023 812.599976 19979.150391 -0.88% 0.74%
7/21/2023 800.200012 19745 -1.53% -1.17%
7/24/2023 817.700012 19672.349609 2.19% -0.37%
7/25/2023 804.599976 19680.599609 -1.60% 0.04%
7/26/2023 806.900024 19778.300781 0.29% 0.50%
7/27/2023 800.549988 19659.900391 -0.79% -0.60%
7/28/2023 804.25 19646.050781 0.46% -0.07%
7/31/2023 804.400024 19753.800781 0.02% 0.55%
8/1/2023 800.700012 19733.550781 -0.46% -0.10%
8/2/2023 808.099976 19526.550781 0.92% -1.05%
8/3/2023 822.599976 19381.650391 1.79% -0.74%
8/4/2023 825.299988 19517 0.33% 0.70%
8/7/2023 824.099976 19597.300781 -0.15% 0.41%
8/8/2023 820.25 19570.849609 -0.47% -0.13%
8/9/2023 823.200012 19632.550781 0.36% 0.32%
8/10/2023 818.5 19543.099609 -0.57% -0.46%
8/11/2023 849.400024 19428.300781 3.78% -0.59%
8/14/2023 868.150024 19434.550781 2.21% 0.03%
8/16/2023 890.349976 19465 2.56% 0.16%
8/17/2023 893.650024 19365.25 0.37% -0.51%
8/18/2023 899.25 19310.150391 0.63% -0.28%
8/21/2023 899.299988 19393.599609 0.01% 0.43%
8/22/2023 906 19396.449219 0.75% 0.01%
8/23/2023 887.25 19444 -2.07% 0.25%
8/24/2023 884.799988 19386.699219 -0.28% -0.29%
8/25/2023 873.849976 19265.800781 -1.24% -0.62%
8/28/2023 874.5 19306.050781 0.07% 0.21%
8/29/2023 888.950012 19342.650391 1.65% 0.19%
8/30/2023 900.549988 19347.449219 1.30% 0.02%
8/31/2023 899.5 19253.800781 -0.12% -0.48%
9/1/2023 910.450012 19435.300781 1.22% 0.94%
9/4/2023 923.049988 19528.800781 1.38% 0.48%
9/5/2023 935.799988 19574.900391 1.38% 0.24%
9/6/2023 925.5 19611.050781 -1.10% 0.18%
9/7/2023 920.5 19727.050781 -0.54% 0.59%
9/8/2023 909.900024 19819.949219 -1.15% 0.47%
9/11/2023 919.599976 19996.349609 1.07% 0.89%
9/12/2023 919.950012 19993.199219 0.04% -0.02%
9/13/2023 913.299988 20070 -0.72% 0.38%
9/14/2023 914.400024 20103.099609 0.12% 0.16%
9/15/2023 915.650024 20192.349609 0.14% 0.44%
9/18/2023 912.099976 20133.300781 -0.39% -0.29%
9/20/2023 904.650024 19901.400391 -0.82% -1.15%
9/21/2023 914.5 19742.349609 1.09% -0.80%
9/22/2023 918.25 19674.25 0.41% -0.34%
9/25/2023 926 19674.550781 0.84% 0.00%
9/26/2023 967.549988 19664.699219 4.49% -0.05%
9/27/2023 967.099976 19716.449219 -0.05% 0.26%
9/28/2023 945.900024 19523.550781 -2.19% -0.98%
9/29/2023 945.700012 19638.300781 -0.02% 0.59%
10/3/2023 928.299988 19528.75 -1.84% -0.56%
10/4/2023 920.450012 19436.099609 -0.85% -0.47%
10/5/2023 921.099976 19545.75 0.07% 0.56%
10/6/2023 927.049988 19653.5 0.65% 0.55%
10/9/2023 928.950012 19512.349609 0.20% -0.72%
10/10/2023 927.950012 19689.849609 -0.11% 0.91%
10/11/2023 917.650024 19811.349609 -1.11% 0.62%
10/12/2023 924.700012 19794 0.77% -0.09%
10/13/2023 929.5 19751.050781 0.52% -0.22%
between VBL and nifty 0.228419239871841 RF 7%
2.314% RM 12%
0.936% BETA 0.5648

0.5648241
0.5648241 CAMP 9.82%
0.5648241
0.5648241
0.023139461047358 19.36%
0.009357776709489
NIFTY
10
-6
4
-16
11.43095

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.228419
R Square 0.052175 5% it tells us about how much we can relied on the beta
Adjusted R Square 0.050895
Standard Error 0.022543
Observations 742

ANOVA
df SS MS F Significance F
Regression 1 0.02070093924 0.0207009392 40.73513 3.074E-10
Residual 740 0.37605614201 0.000508184
Total 741 0.39675708125

Coefficients Standard Error t Stat P-value Lower 95%


Intercept 0.002314 0.00083024872 2.7865180951 0.005464 0.000684
X Variable 1 0.564824 0.0884970311 6.3824076872 3.074E-10 0.391089
much we can relied on the beta

Significance F

Upper 95%Lower 95.0%


Upper 95.0%
0.003943 0.000684 0.003943
0.738559 0.391089 0.738559
Calculate the return of the market if

RF 7%
RM 12%
BETA 0.47

CAMP 9.35%
Fund Beta Deviation (%) Return (%) Rf (%) Sharp Ratio Treynor Ratio
AAA 1 5.02% 17% 6% 2.19 0.11
BBB 1.05 4.04% 14% 6% 1.98 0.08
CCC 0.89 3.02% 10% 6% 1.32 0.04
Market 1 3.50% 12% 6% 1.71 0.06

Common questions

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The ending data points from July 2022 and early 2023 suggest a recovery phase in the market indices. Observations such as a rising trend from 16520.849609 on 7/20/2022 to 17388.150391 on 8/3/2022 indicate positive momentum and recovery from previous dips . Similarly, in early 2023, data points such as 706.849976 on 4/10/2023 and 719.125 on 4/11/2023 continue showing a positive trajectory . These trends suggest an underlying resilience and potential bullish market behavior, often driven by positive economic indicators or investor sentiments.

The data shows a series of fluctuations in stock prices and indices over the specified period, particularly characterized by alternating periods of gains and losses. Notable patterns include several instances of sharp declines followed by quick recoveries, such as the significant drop on 3/4/2022 and subsequent recovery by 3/8/2022 . These cyclical patterns could reflect broader market trends such as volatility due to geopolitical events or investor sentiment shifts. Another observable trend is the recovery from lows around mid-2022, with consistent stock appreciation observed in the later months, indicating potential economic recovery or investor optimism . Overall, the data captures typical stock market volatility while also suggesting periods of economic resilience.

The data shows that the beta coefficient, a measure of volatility or systemic risk in comparison to the broader market, is listed alongside stock returns to assess performance. A higher beta indicates greater volatility relative to the market. For example, AAA, BBB, and CCC have betas of 1, 1.05, and 0.89 respectively and differing returns of 17%, 14%, and 10% . This suggests that as beta increases, potential returns also increase, in line with the higher risk-return trade-off principle. The Sharpe and Treynor Ratios further quantify this relationship by comparing returns to risk, indicating that higher beta stocks are expected to yield higher returns to compensate for increased risk. This underscores the standard financial theory that higher risk investments should provide higher expected returns.

The regression statistics presented illustrate how well certain variables explain stock market behavior. A Multiple R of 0.228419 indicates a weak correlation between the independent and dependent variables within the dataset . The R Square value of 0.052175 suggests that only about 5% of the variability in the dependent variable is explained by the model, indicating low predictive power. The significance level in ANOVA with F-statistic value and its associated p-value demonstrate statistically significant results, but the low R Square emphasizes that other factors not included in the model likely influence market trends. Thus, while the model suggests some level of market predictability, its effectiveness is limited, suggesting complex influences at play.

The document indicates that Sharpe and Treynor Ratios are effective metrics for assessing risk-adjusted investment performance. The Sharpe Ratio, which measures excess return per unit of total risk (represented by standard deviation), shows different investment strategies and their risk profiles. For instance, AAA indicates a Sharpe Ratio of 2.19 with a return of 17%, suggesting superior risk-adjusted returns compared to BBB's 1.98 . Treynor Ratio, which evaluates returns relative to systemic risk (beta), finds AAA to have a higher Treynor Ratio of 0.11 versus BBB's 0.08, further underpinning its effectiveness in depicting variance in reward-to-risk ratios across different investments.

Data trends in early 2023 reveal considerable market volatility, characterized by frequent highs and lows within short time frames, such as the plunge to 612.525024 on 1/11/2023 and subsequent recovery to 703.5 by 3/31/2023 . This demonstrates volatility typical of uncertain economic conditions or varying investor sentiments. The rapid fluctuations, like a 6.3% rise noted on 1/16/2023, likely indicate investor reactions to economic news, fiscal policy changes, or geopolitical events. Fluctuating indices reflect shifting confidence, where short-term market uncertainties drive volatility, yet the eventual recovery suggests underlying bullish sentiments.

The observed decline in data metrics, such as decreasing stock values from a peak in late 2022, suggests market conditions marked by increased volatility and potential economic challenges. For instance, 653.349976 on 1/3/2023 reflects a trend of declining valuations from previous highs . This trajectory indicates a bearish market sentiment possibly resulting from macroeconomic pressures, such as inflation, interest rate changes, or international tensions, leading to reduced investor confidence. Such a pattern often denotes underlying uncertainties in economic policy or fiscal pressures, prompting risk-averse behaviors among investors. The subsequent fluctuations further corroborate the unstable economic environment.

The document reflects periodic correlations between various metrics such as stock indices, return percentages, and attributed risks evidenced by their beta values over different times. For example, a pattern of rising indices followed by synchronized increases in percent returns, such as noted between late 2022 and early 2023, indicates positive correlation between market optimism and stock valuation . These correlations suggest that broader economic events or investor confidence spur collective movements across different stock metrics. Moreover, the alignment of beta with returns in different periods signifies that stocks with higher market beta witness greater volatility and higher eventual returns, though this comes with inherent risk, thus serving as an indication of the trade-off necessary for high returns.

The document's data, displaying rapid peaks and troughs, exemplifies typical stock market fluctuations which investors might leverage through strategies such as buying on dips and selling on highs. Observations like a sharp drop on dates like 1/31/2023 followed by rapid recoveries enable investors to time market entry and exits for gains . Sophisticated strategies such as arbitrage or options trading might capitalize on these momentary discrepancies and perceived mispricing. Additionally, employing stop-loss or limit orders can mitigate risk during volatile periods, allowing astute investors to maximize returns through disciplined strategy amid market inconsistencies.

Market beta in the context of CAPM (Capital Asset Pricing Model) plays a crucial role in determining expected portfolio returns by quantifying investment risk relative to the market. The provided beta values and RF (risk-free rate) suggest CAPM returns can be calculated using the formula: Expected Return = RF + Beta * (Market Return - RF). For a beta of 0.47 and RF of 7%, a market return component of 12% translates into returns as predicted by CAPM, alluding to the risk premium dependent on beta . The larger the beta, the higher the expected return, illustrating the inherent risk in pursuing a higher beta strategy in the pursuit of higher returns.

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