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TCS Beta Calculation Analysis

This document presents data for calculating beta using historical prices of Nifty and TCS from September 2014 to March 2015. It includes daily closing prices and returns for both indices, which are essential for understanding the relationship between the market and the stock. The beta value is crucial for assessing the volatility and risk associated with TCS in relation to the Nifty index.

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6 views4 pages

TCS Beta Calculation Analysis

This document presents data for calculating beta using historical prices of Nifty and TCS from September 2014 to March 2015. It includes daily closing prices and returns for both indices, which are essential for understanding the relationship between the market and the stock. The beta value is crucial for assessing the volatility and risk associated with TCS in relation to the Nifty index.

Uploaded by

amreshdubey02
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

Zerodha Varsity - Module 4

Chapter 11 - Hedging with Futures

Beta Calculation
Date Nifty Close Nifty Daily Return TCS Close TCS Daily Return
3-Sep-14 8114.6 2606.4
4-Sep-14 8095.95 -0.23% 2584.75 -0.83% Beta
5-Sep-14 8086.85 -0.11% 2598.6 0.54%
8-Sep-14 8173.9 1.08% 2642.7 1.70%
9-Sep-14 8152.95 -0.26% 2631.25 -0.43%
10-Sep-14 8094.1 -0.72% 2600.15 -1.18%
11-Sep-14 8085.7 -0.10% 2598.35 -0.07%
12-Sep-14 8105.5 0.24% 2607.6 0.36%
15-Sep-14 8042 -0.78% 2558.3 -1.89%
16-Sep-14 7932.9 -1.36% 2550.85 -0.29%
17-Sep-14 7975.5 0.54% 2591.2 1.58%
18-Sep-14 8114.75 1.75% 2642.3 1.97%
19-Sep-14 8121.45 0.08% 2714.2 2.72%
22-Sep-14 8146.3 0.31% 2721.8 0.28%
23-Sep-14 8017.55 -1.58% 2688.2 -1.23%
24-Sep-14 8002.4 -0.19% 2643 -1.68%
25-Sep-14 7911.85 -1.13% 2708.6 2.48%
26-Sep-14 7968.85 0.72% 2684 -0.91%
29-Sep-14 7958.9 -0.12% 2767.95 3.13%
30-Sep-14 7964.8 0.07% 2736.6 -1.13%
1-Oct-14 7945.55 -0.24% 2775.6 1.43%
7-Oct-14 7852.4 -1.17% 2731.35 -1.59%
8-Oct-14 7842.7 -0.12% 2683.2 -1.76%
9-Oct-14 7960.55 1.50% 2706.05 0.85%
10-Oct-14 7859.95 -1.26% 2678.5 -1.02%
13-Oct-14 7884.25 0.31% 2716.55 1.42%
14-Oct-14 7864 -0.26% 2699.2 -0.64%
16-Oct-14 7748.2 -1.47% 2678.1 -0.78%
17-Oct-14 7779.7 0.41% 2441.15 -8.85%
20-Oct-14 7879.4 1.28% 2423.3 -0.73%
21-Oct-14 7927.75 0.61% 2433.4 0.42%
22-Oct-14 7995.9 0.86% 2451.85 0.76%
23-Oct-14 8014.55 0.23% 2465.35 0.55%
27-Oct-14 7991.7 -0.29% 2457.15 -0.33%
28-Oct-14 8027.6 0.45% 2478.6 0.87%
29-Oct-14 8090.45 0.78% 2506.05 1.11%
30-Oct-14 8169.2 0.97% 2558.2 2.08%
31-Oct-14 8322.2 1.87% 2607.85 1.94%
3-Nov-14 8324.15 0.02% 2590.35 -0.67%
5-Nov-14 8338.3 0.17% 2599.5 0.35%
7-Nov-14 8337 -0.02% 2572.85 -1.03%
10-Nov-14 8344.25 0.09% 2569.65 -0.12%
11-Nov-14 8362.65 0.22% 2580.7 0.43%
12-Nov-14 8383.3 0.25% 2591.75 0.43%
13-Nov-14 8357.85 -0.30% 2588.45 -0.13%
14-Nov-14 8389.9 0.38% 2606.45 0.70%
17-Nov-14 8430.75 0.49% 2618.3 0.45%
18-Nov-14 8425.9 -0.06% 2585.85 -1.24%
19-Nov-14 8382.3 -0.52% 2573.75 -0.47%
20-Nov-14 8401.9 0.23% 2605.45 1.23%
21-Nov-14 8477.35 0.90% 2622.15 0.64%
24-Nov-14 8530.15 0.62% 2657.7 1.36%
25-Nov-14 8463.1 -0.79% 2636 -0.82%
26-Nov-14 8475.75 0.15% 2627.3 -0.33%
27-Nov-14 8494.2 0.22% 2653.3 0.99%
28-Nov-14 8588.25 1.11% 2643 -0.39%
1-Dec-14 8555.9 -0.38% 2692.95 1.89%
2-Dec-14 8524.7 -0.36% 2657.3 -1.32%
3-Dec-14 8537.65 0.15% 2635.35 -0.83%
4-Dec-14 8564.4 0.31% 2637.95 0.10%
5-Dec-14 8538.3 -0.30% 2578.95 -2.24%
8-Dec-14 8438.25 -1.17% 2512.8 -2.56%
9-Dec-14 8340.7 -1.16% 2514.85 0.08%
10-Dec-14 8355.65 0.18% 2507.9 -0.28%
11-Dec-14 8292.9 -0.75% 2492.15 -0.63%
12-Dec-14 8224.1 -0.83% 2450.7 -1.66%
15-Dec-14 8219.6 -0.05% 2358.65 -3.76%
16-Dec-14 8067.6 -1.85% 2443.05 3.58%
17-Dec-14 8029.8 -0.47% 2444.1 0.04%
18-Dec-14 8159.3 1.61% 2460.7 0.68%
19-Dec-14 8225.2 0.81% 2510.55 2.03%
22-Dec-14 8324 1.20% 2513.4 0.11%
23-Dec-14 8267 -0.68% 2516.7 0.13%
24-Dec-14 8174.1 -1.12% 2479.9 -1.46%
26-Dec-14 8200.7 0.33% 2505 1.01%
29-Dec-14 8246.3 0.56% 2522.9 0.71%
30-Dec-14 8248.25 0.02% 2530.05 0.28%
31-Dec-14 8282.7 0.42% 2558.25 1.11%
1-Jan-15 8284 0.02% 2545.55 -0.50%
2-Jan-15 8395.45 1.35% 2579.45 1.33%
5-Jan-15 8378.4 -0.20% 2540.25 -1.52%
6-Jan-15 8127.35 -3.00% 2446.6 -3.69%
7-Jan-15 8102.1 -0.31% 2417.7 -1.18%
8-Jan-15 8234.6 1.64% 2443.8 1.08%
9-Jan-15 8284.5 0.61% 2512.3 2.80%
12-Jan-15 8323 0.46% 2509.7 -0.10%
13-Jan-15 8299.4 -0.28% 2497.9 -0.47%
14-Jan-15 8277.55 -0.26% 2521.95 0.96%
15-Jan-15 8494.15 2.62% 2539.1 0.68%
16-Jan-15 8513.8 0.23% 2532.15 -0.27%
19-Jan-15 8550.7 0.43% 2511 -0.84%
20-Jan-15 8695.6 1.69% 2500.45 -0.42%
21-Jan-15 8729.5 0.39% 2513.8 0.53%
22-Jan-15 8761.4 0.37% 2513.55 -0.01%
23-Jan-15 8835.6 0.85% 2503.6 -0.40%
27-Jan-15 8910.5 0.85% 2502.05 -0.06%
28-Jan-15 8914.3 0.04% 2539.6 1.50%
29-Jan-15 8952.35 0.43% 2544.65 0.20%
30-Jan-15 8808.9 -1.60% 2482.05 -2.46%
2-Feb-15 8797.4 -0.13% 2514.2 1.30%
3-Feb-15 8756.55 -0.46% 2558.25 1.75%
4-Feb-15 8723.7 -0.38% 2514.3 -1.72%
5-Feb-15 8711.7 -0.14% 2552.4 1.52%
6-Feb-15 8661.05 -0.58% 2575.75 0.91%
9-Feb-15 8526.35 -1.56% 2512.9 -2.44%
10-Feb-15 8565.55 0.46% 2441.15 -2.86%
11-Feb-15 8627.4 0.72% 2459.9 0.77%
12-Feb-15 8711.55 0.98% 2462.15 0.09%
13-Feb-15 8805.5 1.08% 2538.75 3.11%
16-Feb-15 8809.35 0.04% 2584.8 1.81%
18-Feb-15 8869.1 0.68% 2635.65 1.97%
19-Feb-15 8895.3 0.30% 2681.05 1.72%
20-Feb-15 8833.6 -0.69% 2675.55 -0.21%
23-Feb-15 8754.95 -0.89% 2696.65 0.79%
24-Feb-15 8762.1 0.08% 2704.75 0.30%
25-Feb-15 8767.25 0.06% 2672.2 -1.20%
26-Feb-15 8683.85 -0.95% 2656.45 -0.59%
27-Feb-15 8844.6 1.85% 2662.35 0.22%
28-Feb-15 8901.85 0.65% 2675.25 0.48%
2-Mar-15 8956.75 0.62% 2669.4 -0.22%
3-Mar-15 8996.25 0.44% 2776 3.99%
0.62

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