1 Bought Sold Absolute return % age Return
2300 2750 450 0.196
2 Bought Sold Dividend Received Holding Period Return
2300 2750 25 0.207
1. What is Average annual rate of return and compound annual rate of return? Your investment is Rs 100
Year Price in the Beginning Price at the end YearlyReturn
1 100 200 100%
2 200 110 -45%
3 110 159.5 45%
4 159.5 79.75 -50%
Average Annual return 13%
compound annual rate -5%
1. What is Average annual rate of return and compound annual rate of return? Your investment is Rs 100. Annual return is giv
Invested Rs 100 in the beginning
Year Return
1 90%
2 10%
3 25%
4 -95%
Average Annual return 8%
compound annual rate -40%
check componding formula
Average An160.1807
compound a 79.75
100. Annual return is given as below:
DPS Share price DY Cap Gain Return ( R)
0 466
1 13 604 2.15% 29.61% 31.77%
2 15 873 1.72% 44.54% 46.25%
3 16 870 1.84% -0.34% 1.50%
4 17 910 1.87% 4.60% 6.47%
5 20 1336 1.50% 46.81% 48.31%
Average Return= 26.86%
Compounded annual Return = 25.30%
DPS Share price DY Cap Gain Return ( R) (R-Ra) (R-Ra)2
0 466
1 13 604 2.15% 29.61% 31.77% 4.91% 0.24%
2 15 873 1.72% 44.54% 46.25% 19.40% 3.76%
3 16 870 1.84% -0.34% 1.50% -25.36% 6.43%
4 17 910 1.87% 4.60% 6.47% -20.39% 4.16%
5 20 1336 1.50% 46.81% 48.31% 21.45% 4.60%
Av (Ra) 26.86%
SD 21.91%
Var 4.80%
Calculate Expected return xee limited from the given data.
Economy Probability (P) Return % ( R) R*P
Recession 0.1 -22 -2.2
Below avg. 0.2 -2 -0.4
Average 0.4 20 8
Above avg. 0.2 35 7
Boom 0.1 50 5
Expected Return (Re)= 17.4
Calculate Expected return and Risk of BJ limited from the given data.
Economy Probability (P) Return % ( R) (R-Re) (R-Re)^2
Recession 0.1 -22 -39.4 1552.36
Below avg. 0.2 -2 -19.4 376.36
Average 0.4 20 2.6 6.76
Above avg. 0.2 35 17.6 309.76
Boom 0.1 50 32.6 1062.76
variance 401.44
standerd deviation 20.0359676582
Calculate Expected return and Risk of BJ limited from the given data. CMP is Rs 260
Economic Condition Probability (P) Share price Dividend DY
High Growth 0.1 305 4 1%
Expansion 0.3 285 3.5 1%
Stagnation 0.4 263 3 1%
Decline 0.2 246 2.5 1%
Expected Return (Re)= 5%
cmp 260
P*(R-Re)^2
155.236
75.272
2.704
61.952
106.276
401.44
CG Ret Exp Ret
17% 19% 2%
10% 11% 3%
1% 2% 1%
-5% -4% -1%
Economic Condition Probability (P) Share Price Dividend Dividend Yield
High Growth 0.25 305.5 4 1.31%
Expansion 0.25 285.5 3.25 1.14%
Stagnation 0.25 261.25 2.5 0.96%
Decline 0.25 243.5 2 0.82%
Expected Return (Re)= -1.11%
varience 0.74%
s.d 9%
Current Price (Given)= 280
Capital Gain Return ( R ) (R-Re) (R-Re)^2 P*(R-Re)^2
9.11% 10.42% 11.53% 1.33% 0.33%
1.96% 3.10% 4.21% 0.18% 0.04%
-6.70% -5.74% -4.63% 0.21% 0.05%
-13.04% -12.21% -11.11% 1.23% 0.31%
Deviation Deviation Square
Date Rel Cl Pr Nifty r n (r-R) (n-N) (r-R)^2
10/1/2022 2549.600098 18012.2
11/1/2022 2731.350098 18758.35 0.071 0.041 0.078 0.033 0.0061
12/1/2022 2547.199951 18105.3 -0.067 -0.035 -0.061 -0.043 0.0037
1/1/2023 2353.850098 17662.15 -0.076 -0.024 -0.069 -0.033 0.0048
2/1/2023 2322.550049 17303.95 -0.013 -0.020 -0.007 -0.029 0.0000
3/1/2023 2331.050049 17359.75 0.004 0.003 0.010 -0.005 0.0001
4/1/2023 2420.5 18065 0.038 0.041 0.045 0.032 0.0020
5/1/2023 2469.899902 18534.4 0.020 0.026 0.027 0.018 0.0007
6/1/2023 2550.25 19189.05 0.033 0.035 0.039 0.027 0.0015
7/1/2023 2549.25 19753.8 0.000 0.029 0.006 0.021 0.0000
8/1/2023 2407 19253.8 -0.056 -0.025 -0.049 -0.034 0.0024
9/1/2023 2340.449951 19674.55 -0.028 0.022 -0.021 0.013 0.0004
Av= -0.007 0.008 0.0000 0.0000 0.0219
r= return from reliance R= AM of reliance
n=return from Nifty N=Am of Nifty Variance of r=
Variance of n=
Total risk SD of r=
SD of n=
Cov of r with n=
Corr coeff=
coeff of determinatio
Beta=
Deviation Squared
(n-N)^2 (r-R)*(n-N)
0.0011 0.0026
0.0019 0.0026
0.0011 0.0023
0.0008 0.0002
0.0000 -0.0001
0.0010 0.0015
0.0003 0.0005
0.0007 0.0011
0.0004 0.0001
0.0011 0.0017
0.0002 -0.0003
0.0087 0.0121
0.00219
0.00087
0.04680
0.02953
0.00121
0.875620055720944
0.766710481980748
1.38775363321449
,
Security X
Return % ( R) Probability (P) x-xe x-xe^2 p*(x-xe^2)
30 0.1 19 361 36.1
20 0.2 9 81 16.2
10 0.4 -1 1 0.4
5 0.2 -6 36 7.2
-10 0.1 -21 441 44.1
11 104
X Y
Calculate
Expected return 11 20.5
Standard Deviation 10.1980390271856 13.2193
Which Security is better to invest (Coefficient of Variation) 0.92709445701687 0.826207
Security Y is better due to lower CoV
Security Y
Return % ( R)Probability (P)
y-ye y-ye^2 p*(y-ye^2)
-20 0.05 -40.5 1640.25 82.0125
10 0.25 -10.5 110.25 27.5625
20 0.3 -0.5 0.25 0.075
30 0.3 9.5 90.25 27.075
40 0.1 19.5 380.25 38.025
16 174.75
nnt ltd
RETURNS
MARUTI NIFTY NIFTY INDEX
[Link](N) Date PRICE (Close) (CLOSE) MARUTI (X) (Y) (X-x) (Y-y)
(a) (b) © (C) (d) (e) (f) (g) (h)
1 15-Nov-22
### 905.3 18,876.30
2 16-Nov-22
### 893.4 18,876.85
3 17-Nov-22
### 889.15 18,852.80
4 18-Nov-22
### 870.4 18,856.15
5 19-Nov-22
### 885.05 18,918.25
6 20-Nov-22
### 896.75 18,954.75
7 21-Nov-22
### 905.9 18,945.45
8 22-Nov-22
### 911.95 18,950.85
9 23-Nov-22
### 910.05 18,968.90
10 24-Nov-22
### 912.6 18,921.75
11 25-Nov-22
### 921.75 18,928.20
12 26-Nov-22
### 926.15 18,954.50
13 27-Nov-22
### 951.95 18,997.60
14 28-Nov-22
### 961.65 19,001.00
15 29-Nov-22
### 949.85 19,015.75
16 30-Nov-22
### 941.25 19,015.95
17 1-Dec-22
### 945.75 19,015.35
18 2-Dec-22
### 932.55 18,962.00
19 3-Dec-22
### 906.3 18,849.50
20 4-Dec-22
### 885.3 18,716.90
21 5-Dec-22
### 884.75 18,765.20
22 6-Dec-22
### 903.8 18,843.05
23 7-Dec-22
### 905.9 18,888.65
24 8-Dec-22
### 922.4 18,928.75
25 9-Dec-22
### 909.8 18,832.00
26 10-Dec-22
### 922.65 18,815.55
27 11-Dec-22
### 926.05 18,833.50
28 12-Dec-22
### 925.55 18,871.15
29 13-Dec-22
### 930.6 18,940.50
30 14-Dec-22
### 928.15 18,974.25
31 15-Dec-22
### 923.4 18,970.55
32 16-Dec-22
### 929.2 18,966.40
33 17-Dec-22
### 968.6 19,007.40
34 18-Dec-22
### 974.55 19,024.05
35 19-Dec-22
### 967.35 18,988.80
36 20-Dec-22
### 934.95 18,983.40
37 21-Dec-22
### 897.95 18,933.40
38 22-Dec-22
### 886.45 18,911.40
39 23-Dec-22
### 880.5 18,850.30
40 24-Dec-22
### 905.8 18,942.25
41 25-Dec-22
### 922.35 19,052.45
42 26-Dec-22
### 906.7 19,078.40
43 27-Dec-22
### 910.65 19,080.50
44 28-Dec-22
### 908.75 19,076.45
45 29-Dec-22
### 918.65 19,109.05
46 30-Dec-22
### 912.3 19,090.15
47 31-Dec-22
### 938.8 19,102.45
48 1-Jan-23
### 918.95 19,066.10
49 2-Jan-23
### 934.15 19,089.90
50 3-Jan-23
### 948.05 19,147.70
51 4-Jan-23
### 936.85 19,124.45
52 5-Jan-23
### 924.9 19,082.70
53 6-Jan-23
### 940.25 19,137.20
54 7-Jan-23
### 944.6 19,183.50
55 8-Jan-23
### 963.25 19,215.35
56 9-Jan-23
### 952.5 19,195.90
57 10-Jan-23
### 951.6 19,224.25
58 11-Jan-23
### 962.55 19,223.40
59 12-Jan-23
### 941.7 19,187.40
60 13-Jan-23
### 912 19,058.30
61 14-Jan-23
### 890.9 19,044.55
62 15-Jan-23
### 857.05 19,047.10
63 16-Jan-23
### 892.25 19,146.20
64 17-Jan-23
### 914.05 19,164.55
65 18-Jan-23
### 892.75 19,106.95
66 19-Jan-23
### 898.15 19,096.20
67 20-Jan-23
### 880 19,040.00
68 21-Jan-23
### 863.5 18,938.95
69 22-Jan-23
### 878.3 18,942.00
70 23-Jan-23
### 887.05 18,893.90
71 24-Jan-23
### 841.7 18,745.30
72 25-Jan-23
### 840.9 18,811.20
73 26-Jan-23
### 833.1 18,726.75
74 27-Jan-23
### 772.9 18,576.50
75 28-Jan-23
### 791.75 18,655.65
76 29-Jan-23
### 774.85 18,626.85
77 30-Jan-23
### 792.35 18,761.65
78 31-Jan-23
### 787.2 18,718.00
79 1-Feb-23
### 797.1 18,734.60
80 2-Feb-23
### 801.55 18,770.55
81 3-Feb-23
### 791.75 18,641.10
82 4-Feb-23
### 796.15 18,643.60
83 5-Feb-23
### 780.1 18,608.55
84 6-Feb-23
### 788.85 18,678.90
85 7-Feb-23
### 789.65 18,697.60
86 8-Feb-23
### 791.65 18,764.55
87 9-Feb-23
### 831.3 18,875.90
88 10-Feb-23
### 840.65 18,861.05
89 11-Feb-23
### 821.7 18,819.95
90 12-Feb-23
### 796.65 18,761.10
91 13-Feb-23
### 812.45 18,798.10
92 14-Feb-23
### 820.2 18,821.55
93 15-Feb-23
### 749.25 18,633.60
94 16-Feb-23
### 756.45 18,690.65
95 17-Feb-23
### 745.95 18,733.25
96 18-Feb-23
### 755.9 18,752.00
97 19-Feb-23
### 789.45 18,843.50
98 20-Feb-23
### 786.15 18,848.15
99 21-Feb-23
### 781.95 18,862.65
100 22-Feb-23
### 758.95 18,829.85
101 23-Feb-23
### 771.95 18,917.35
102 24-Feb-23
### 778 19,013.35
103 25-Feb-23
### 762.1 18,984.95
104 26-Feb-23
### 764.25 19,011.60
105 27-Feb-23
### 771.9 18,997.65
106 28-Feb-23
### 778.6 19,083.55
107 1-Mar-23
### 766.9 19,085.10
108 2-Mar-23
### 796 19,141.80
109 3-Mar-23
### 791 19,167.30
110 4-Mar-23
### 797.5 19,177.85
111 5-Mar-23
### 795.9 19,083.50
112 6-Mar-23
### 806.1 19,087.90
113 7-Mar-23
### 814.35 19,150.85
114 8-Mar-23
### 807.45 19,117.35
115 9-Mar-23
### 804.95 19,111.15
116 10-Mar-23
### 800.75 19,077.00
117 11-Mar-23
### 802.3 19,079.30
118 12-Mar-23
### 794.9 19,066.80
119 13-Mar-23
### 795.5 19,076.65
120 14-Mar-23
### 803.7 19,134.30
121 15-Mar-23
### 806.55 19,120.30
122 16-Mar-23
### 802.55 19,170.95
123 17-Mar-23
### 816.8 19,219.55
124 18-Mar-23
### 810.1 19,214.50
125 19-Mar-23
### 821 19,260.90
126 20-Mar-23
### 830.6 19,278.10
127 21-Mar-23
### 815.2 19,246.20
128 22-Mar-23
### 810.4 19,204.90
129 23-Mar-23
### 810.3 19,248.15
130 24-Mar-23
### 825.95 19,256.55
131 25-Mar-23
### 819.95 19,293.25
132 26-Mar-23
### 804.6 19,249.65
133 27-Mar-23
### 817.1 19,295.80
134 28-Mar-23
### 811.25 19,276.55
135 29-Mar-23
### 806.55 19,267.05
136 30-Mar-23
### 799.8 19,284.65
137 31-Mar-23
### 776.6 19,198.25
138 1-Apr-23
### 760.95 19,179.50
139 2-Apr-23
### 737.55 19,145.00
140 3-Apr-23
### 733.35 19,145.60
141 4-Apr-23
### 719.65 19,155.20
142 5-Apr-23
### 721.2 19,113.05
143 6-Apr-23
### 729.15 19,170.00
144 7-Apr-23
### 740.1 19,171.45
145 8-Apr-23
### 742.85 19,147.10
146 9-Apr-23
### 751.45 19,214.30
147 10-Apr-23
### 767.9 19,248.65
148 11-Apr-23
### 759.05 19,267.40
149 12-Apr-23
### 761.35 19,252.05
150 13-Apr-23
### 753.3 19,259.40
151 14-Apr-23
### 757.3 19,285.70
152 15-Apr-23
### 751.3 19,263.95
153 16-Apr-23
### 748.7 19,282.00
154 17-Apr-23
### 744.15 19,318.30
155 18-Apr-23
### 770.6 19,313.75
156 19-Apr-23
### 783.5 19,357.55
157 20-Apr-23
### 791.4 19,359.30
158 21-Apr-23
### 805.05 19,353.95
159 22-Apr-23
### 797 19,384.85
160 23-Apr-23
### 795.7 19,419.40
161 24-Apr-23
### 813.75 19,406.05
162 25-Apr-23
### 806.3 19,387.15
163 26-Apr-23
### 828.35 19,446.15
164 27-Apr-23
### 831.3 19,504.55
165 28-Apr-23
### 827.65 19,512.15
166 29-Apr-23
### 824.85 19,496.75
167 30-Apr-23
### 820.65 19,499.55
168 1-May-23
### 827.05 19,562.10
169 2-May-23
### 826.9 19,566.05
170 3-May-23
### 830.05 19,619.35
TOTAL 0 0 0 0
0 0
COV
VAR^2
BETA
NATURE OF COMPANY
NOTE: ALL THE DATA IS TAKEN AS CLOSING
(g)*(h) (g)^2 (h)^2
(i) (j) (k)
0 0 0