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Calculation of Beta-Infosys

The document contains daily stock market data from various dates ranging from January 4, 2010 to July 23, 2010. It includes information such as the open price, high price, low price, close price, volume of shares traded, and number of trades for each date. There is a large amount of numerical data presented over the multi-month period.

Uploaded by

Nitish Bhardwaj
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as XLS, PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
318 views

Calculation of Beta-Infosys

The document contains daily stock market data from various dates ranging from January 4, 2010 to July 23, 2010. It includes information such as the open price, high price, low price, close price, volume of shares traded, and number of trades for each date. There is a large amount of numerical data presented over the multi-month period.

Uploaded by

Nitish Bhardwaj
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as XLS, PDF, TXT or read online on Scribd
You are on page 1/ 18

Date

Open Price High Price Low Price Close Price WAP


No.of Shares No. of Trades
4-Jan-10
2606 2629.45
2601.2
2614.25 2617.815209
114973
3627
5-Jan-10 2614.25
2629.7
2555
2620 2615.654596
86212
3547
6-Jan-10
2618
2626
2578
2584.6 2590.389357
76688
3687
7-Jan-10
2580
2580
2518
2525.25 2528.876841
269855
5744
8-Jan-10 2575.25 2575.25
2460
2464.45 2473.343694
187693
7294
11-Jan-10 2470.05
2506 2470.05
2488.55 2490.338448
147819
5079
12-Jan-10
2500
2593
2500
2587.45 2571.797887
549138
19041
13-Jan-10
2592.1
2700.1
2575
2686.25 2642.422202
689956
19352
14-Jan-10
2701
2710
2652.3
2689.1 2670.396734
424743
8082
15-Jan-10
2690
2690
2655.4
2675.4 2668.256985
88939
4156
18-Jan-10
2660.2 2688.25
2655
2679.2 2675.371597
160884
3276
19-Jan-10
2674
2679.4
2628
2636.45 2653.962558
60840
3074
20-Jan-10
2648
2669.9 2636.45
2652.9 2651.369551
47233
2452
21-Jan-10
2640
2663
2600.6
2621.2 2635.872694
55135
2637
22-Jan-10
2612.4
2612.4
2551.3
2573.05 2575.514488
149022
4989
25-Jan-10 2549.95
2559.7
2517.1
2537.85 2530.377319
90332
3161
27-Jan-10
2529
2531
2486.4
2498.4 2506.81127
64489
3352
28-Jan-10
2531
2555
2486
2494.35 2518.359097
87475
4398
29-Jan-10
2480
2545 2406.15
2476.7 2444.393378
98193
5561
1-Feb-10
2470
2524
2391
2449.2 2421.565034
164553
8191
2-Feb-10
2496
2499 2422.35
2437.65 2466.556471
112996
5044
3-Feb-10
2449
2498
2449
2470.2 2477.771887
58813
3321
4-Feb-10
2461
2469.9 2412.35
2423.2 2433.933977
75550
3437
5-Feb-10
2383
2396
2333
2352.2 2358.375369
141778
6283
6-Feb-10
2380
2389.5
2371
2380.15 2378.734955
10319
525
8-Feb-10
2386
2437 2346.25
2400.75 2390.227321
82377
4349
9-Feb-10
2401 2475.65
2394
2470.9 2449.272611
136359
5431
10-Feb-10
2482
2494.8
2450
2471.7 2473.419935
94124
4617
11-Feb-10
2473
2516.7
2473
2497.7 2503.580732
175227
4072
15-Feb-10
2509 2532.05
2476
2497.5 2500.800326
63709
3026
16-Feb-10
2515 2545.75
2487
2535.65 2517.613681
68516
3648
17-Feb-10
2558
2559.9 2512.25
2519.95 2535.673742
87722
3876
18-Feb-10
2524
2546.9
2496
2534.6 2533.48303
66439
2968
19-Feb-10
2516
2542
2516
2529.55 2532.299047
71039
3229
22-Feb-10
2540.9
2629.5
2540.9
2568.25 2579.252082
133314
3578
23-Feb-10
2557.8
2584.9
2557.8
2577.1 2575.613494
52496
2742
24-Feb-10
2568
2598.5
2565
2577.05 2582.67725
78680
3103
25-Feb-10
2589
2624
2572.5
2612.45 2597.372559
105280
3875
26-Feb-10
2603
2630
2584
2601.6 2606.628726
176786
5942
2-Mar-10
2636
2649
2615
2640.4 2637.508303
110627
3516
3-Mar-10 2645.05
2667.9 2632.75
2660.65 2650.978159
85388
3348
4-Mar-10
2655
2655 2607.85
2623.4 2621.252751
61072
3566
5-Mar-10
2630
2639.4
2613
2633.6 2628.819372
57422
2239
8-Mar-10
2653
2669.5 2638.25
2659.45 2656.768564
81664
2801
9-Mar-10
2658.3
2698
2651
2683.9 2685.181591
130915
5208
10-Mar-10
2683.9
2690
2649
2659.85 2671.326313
69936
3174

11-Mar-10
12-Mar-10
15-Mar-10
16-Mar-10
17-Mar-10
18-Mar-10
19-Mar-10
22-Mar-10
23-Mar-10
25-Mar-10
26-Mar-10
29-Mar-10
30-Mar-10
31-Mar-10
1-Apr-10
5-Apr-10
6-Apr-10
7-Apr-10
8-Apr-10
9-Apr-10
12-Apr-10
13-Apr-10
15-Apr-10
16-Apr-10
19-Apr-10
20-Apr-10
21-Apr-10
22-Apr-10
23-Apr-10
26-Apr-10
27-Apr-10
28-Apr-10
29-Apr-10
30-Apr-10
3-May-10
4-May-10
5-May-10
6-May-10
7-May-10
10-May-10
11-May-10
12-May-10
13-May-10
14-May-10
17-May-10
18-May-10
19-May-10

2665
2684
2666
2710
2735.2
2751.05
2785
2707
2763
2771
2812.9
2778
2722
2646.1
2620
2694
2681
2630
2628
2659.1
2685
2650
2799
2803
2770
2769
2749
2717
2736
2747.55
2731
2720.25
2704
2719
2697
2712
2646
2675.05
2631
2630
2668
2615
2720
2690
2636
2621.55
2625

2690
2694
2710
2748.7
2751.5
2792.15
2790
2778
2783.7
2821.4
2813.05
2778
2722
2676.1
2677.95
2694
2684.9
2660
2677
2697.9
2695.9
2790
2823.8
2809
2770
2769
2749
2760
2752.5
2750.4
2745
2730.6
2720
2754
2719.8
2712
2697.5
2681.5
2646
2707.7
2670.8
2696.85
2875
2726.8
2636
2633.7
2649.9

2650
2658.15
2635.05
2683.2
2722
2747.1
2762.35
2707
2763
2750
2765.2
2700.5
2640
2607.1
2620
2640.1
2645
2560.4
2628
2659.1
2652.35
2635
2760
2761
2739.35
2721
2703
2696
2718.05
2725.1
2724.35
2693.3
2676.3
2677.8
2680
2654
2609.25
2646
2609.1
2630
2640
2615
2680.45
2631.25
2581.2
2586
2595

2684.35
2672.6
2701.2
2732.35
2739.15
2784.75
2775.1
2756.75
2775.35
2805.6
2777.6
2715.65
2643.9
2615.1
2671.4
2672.9
2649.5
2644.05
2657.85
2678.85
2683.25
2782.35
2801.55
2785.8
2752.2
2724.9
2716
2718.05
2728.1
2740.7
2741.65
2700.55
2706.25
2736.15
2694.5
2666.95
2687.8
2660.15
2619.65
2675.1
2663.15
2681.3
2702.15
2656.85
2615.7
2623
2603.1

2679.655286
2670.231059
2677.476794
2712.604725
2738.40426
2772.084377
2774.740793
2762.370952
2774.655561
2798.004245
2780.485416
2725.179568
2663.149704
2627.145224
2660.643215
2667.709279
2656.699107
2639.532927
2660.103682
2683.052576
2679.410546
2726.071788
2804.807662
2789.752751
2753.080429
2739.290416
2723.092575
2726.395266
2734.226854
2739.15206
2738.867223
2712.012361
2693.686619
2721.617146
2698.114973
2694.401542
2648.606477
2664.46831
2627.35687
2662.787777
2652.117649
2678.680129
2702.196069
2697.02345
2599.38718
2616.837923
2625.00477

64703
43279
268871
87023
108925
102338
66036
45952
64920
160420
69598
160162
123437
210771
149482
92969
46239
122011
88984
92058
99224
1824747
417053
135697
85765
78880
67448
102498
51932
43075
72761
43523
67493
120166
90552
298614
218018
79693
78628
47615
179415
69625
64518
72496
85198
66968
65831

2600
2567
7140
5157
4931
5308
3762
2252
2405
4821
3658
5142
6009
8813
6686
4401
2612
5311
4571
5056
5525
69193
18288
7651
5013
4527
4653
6302
3526
1724
2777
2536
3605
6123
3218
3394
6750
3670
3693
2904
2803
3547
3780
3643
4576
3908
4204

20-May-10
21-May-10
24-May-10
25-May-10
26-May-10
27-May-10
28-May-10
31-May-10
1-Jun-10
2-Jun-10
3-Jun-10
4-Jun-10
7-Jun-10
8-Jun-10
9-Jun-10
10-Jun-10
11-Jun-10
14-Jun-10
15-Jun-10
16-Jun-10
17-Jun-10
18-Jun-10
21-Jun-10
22-Jun-10
23-Jun-10
24-Jun-10
25-Jun-10
28-Jun-10
29-Jun-10
30-Jun-10
1-Jul-10
2-Jul-10
5-Jul-10
6-Jul-10
7-Jul-10
8-Jul-10
9-Jul-10
12-Jul-10
13-Jul-10
14-Jul-10
15-Jul-10
16-Jul-10
19-Jul-10
20-Jul-10
21-Jul-10
22-Jul-10
23-Jul-10

2616
2565
2630
2582
2565.05
2624
2670
2670
2655
2636
2659.9
2701
2685
2658.6
2651
2621
2670
2650.3
2748
2772
2769.95
2765
2794.1
2790
2741
2805
2810
2793
2800
2778
2801
2768.5
2725
2745
2789
2809
2832
2885
2868.5
2803.2
2748
2760
2749
2775
2770
2760
2786

2631.9
2600
2630
2582
2630
2658
2683
2683.7
2657.5
2660
2704.8
2735.9
2690
2689.8
2664.7
2654
2680
2760
2757
2774.25
2777.05
2810.7
2816
2790
2808
2827.5
2810
2809
2804
2803
2801
2768.5
2750
2799.9
2790
2844
2882
2911.55
2869.9
2810
2775
2789.5
2792.3
2782.7
2776.8
2764.4
2786

2590
2550
2584.4
2510
2555.2
2595
2638
2630.35
2619
2629
2659.9
2681
2653.1
2649.45
2617.05
2618
2620.35
2650.25
2723.15
2743
2733
2755
2793.5
2760
2741
2783.7
2772.5
2777.35
2767.3
2733
2750.1
2716
2725
2745
2765
2806
2832
2873
2785
2735.35
2735
2750.4
2737.3
2740
2750
2728.6
2765

2600.4
2586.15
2596.75
2533.3
2618.7
2643.45
2674.9
2657.65
2625.25
2644.2
2697
2730.55
2672.25
2655
2627.5
2646.95
2633.6
2747.25
2736.05
2766.65
2767.3
2781.55
2801.5
2768.1
2798.5
2817.9
2777.75
2804.35
2790.4
2788.55
2767.5
2729
2743
2786.5
2781
2825.75
2871.9
2894.95
2795.3
2742.3
2758.95
2778.3
2770.3
2757.6
2765.55
2757.8
2781.85

2605.748852
2586.022161
2604.460758
2541.136381
2594.679464
2617.659464
2663.044558
2657.450338
2635.606871
2640.59504
2689.049913
2713.729331
2668.692616
2660.116518
2642.080056
2636.468611
2660.099782
2716.286367
2736.199035
2762.094796
2756.279922
2798.504758
2805.991925
2771.695612
2784.994472
2803.614795
2791.445471
2793.88263
2784.530876
2763.083519
2761.865041
2729.123041
2741.551852
2775.002224
2778.726356
2830.045589
2868.750124
2893.752925
2809.235546
2765.717863
2756.180812
2770.34146
2764.142861
2766.75518
2767.84229
2744.190147
2777.12644

91894
72019
89101
89184
52643
112825
82566
50038
35019
44923
60726
69971
62544
170987
95883
59527
176004
149504
93843
70963
57784
172671
62913
48839
58426
112945
45902
29752
37246
95834
123408
200429
72668
70131
156660
88113
118647
136582
653346
239334
156981
139173
100237
96087
25902
82515
54935

3676
2997
2238
3833
3652
4732
4535
3006
1949
2087
3311
3532
3548
4769
4022
3176
4497
8398
4106
3849
3090
3724
3613
2606
3128
5011
2986
2047
2108
4626
4315
9315
2412
4136
3528
4776
5029
6929
34399
12869
7517
7107
6133
3438
1873
5106
3600

26-Jul-10
27-Jul-10
28-Jul-10
29-Jul-10
30-Jul-10
2-Aug-10
3-Aug-10
4-Aug-10
5-Aug-10
6-Aug-10
9-Aug-10
10-Aug-10
11-Aug-10
12-Aug-10
13-Aug-10
16-Aug-10
17-Aug-10
18-Aug-10
19-Aug-10
20-Aug-10
23-Aug-10
24-Aug-10
25-Aug-10
26-Aug-10
27-Aug-10
30-Aug-10
31-Aug-10
1-Sep-10
2-Sep-10
3-Sep-10
6-Sep-10
7-Sep-10
8-Sep-10
9-Sep-10
13-Sep-10
14-Sep-10
15-Sep-10
16-Sep-10
17-Sep-10
20-Sep-10
21-Sep-10
22-Sep-10
23-Sep-10
24-Sep-10
27-Sep-10
28-Sep-10
29-Sep-10

2790
2808
2830
2823.55
2823
2781
2800
2790.05
2881
2863
2854
2861.25
2836
2790
2777
2760
2760
2765.1
2820
2785
2761
2785
2760
2778
2757
2722
2680
2707
2777.1
2765
2770
2822.9
2855
2872
2908
2940
2952.55
3015.55
2995.1
2985
3015.2
3062
3009
3000
3050
3014
3031

2809
2831.9
2840
2839.5
2830
2812
2811.95
2875
2906.8
2889
2883
2861.25
2852
2790
2798
2775.9
2775
2815.5
2820
2795.4
2806.8
2792.35
2788
2778
2757
2738.1
2718
2783.15
2790
2802
2840
2867
2878.25
2895.9
2943
3000
3059
3028
3010
3012
3065
3066
3025
3048
3060
3029
3075

2790
2808
2815
2812.2
2766
2751.05
2772.25
2790.05
2867.8
2852.25
2835.05
2820
2800.15
2759
2757
2750
2730
2758.15
2785
2758.55
2760
2756
2755
2748
2690
2666
2675
2707
2745.2
2763
2770
2809
2827
2859.25
2835
2937
2952.55
2961.35
2966
2976
2995
2994.2
2974.9
2942.25
3016.45
3003
3003.35

2802.5
2825.25
2833.55
2834.15
2788.85
2799.55
2784.55
2867.8
2873.4
2864.05
2873.15
2832.65
2810.8
2778.6
2780.2
2759.5
2752.3
2805.15
2804.1
2769.2
2792.35
2765.5
2771.85
2763.5
2708.85
2696
2707.1
2775.75
2750.65
2771.65
2831.5
2855.55
2872.05
2891.3
2935.5
2975.95
3050.15
2967.8
2974.1
3005.9
3058.5
3007.3
3014.25
3040.65
3025.45
3016.65
3029.2

2801.626055
2822.932457
2826.514443
2828.902761
2802.15967
2795.793386
2781.206249
2855.461306
2890.390772
2869.132823
2859.72993
2835.159066
2819.16262
2774.552818
2773.823967
2761.353912
2751.302701
2780.003365
2806.699403
2766.677583
2793.316498
2766.736188
2776.434982
2760.889665
2710.509096
2688.709195
2694.042425
2751.443111
2756.603501
2784.987439
2822.094294
2835.829826
2858.692022
2882.073555
2927.497709
2979.305146
3030.224797
2984.307719
2991.408733
2996.259096
3034.58648
3013.635423
3004.821001
3023.356477
3040.214865
3013.318592
3026.536298

60402
67661
66989
51862
58984
45902
45993
128197
77590
74219
68960
60585
49133
118737
160248
94515
67304
68657
52083
59665
39223
47530
37236
47555
79702
66615
60366
88066
41932
45059
75466
107067
87925
82428
136389
135961
231040
122573
82604
80553
144102
83324
79185
85941
54546
33827
58158

3579
3926
2837
2372
2522
2800
2060
7001
3854
3301
3549
3131
2640
3726
3460
3257
2903
3192
2602
2975
2152
1991
2108
2306
4503
3824
3435
4167
2232
2735
3836
4344
4403
3868
5502
6177
9967
4645
4090
2902
7036
4260
4339
4295
2669
2149
3149

30-Sep-10
1-Oct-10
4-Oct-10
5-Oct-10
6-Oct-10
7-Oct-10
8-Oct-10
11-Oct-10
12-Oct-10
13-Oct-10
14-Oct-10
15-Oct-10
18-Oct-10
19-Oct-10
20-Oct-10
21-Oct-10
22-Oct-10

3026.3
3044
3115
3103.8
3123.7
3089
3056.2
3084
3058.1
3090
3150
3205.1
3060
3107
3007
3008
3039.7

3060
3109.8
3162
3109
3123.7
3096.7
3086.35
3100
3084
3160.9
3228
3249
3115
3110
3044.8
3038
3084

3010.15
3026.35
3063
3070
3079
3050
3037.35
3058.1
3031.4
3075.3
3150
3065.4
3043
3007
2995
2980
3015

3041
3103.4
3076.7
3084.05
3101.7
3055.25
3077.4
3071.35
3074.9
3151.2
3184.25
3076.15
3107
3012.3
3019.25
3033.15
3053.25

3029.20752
3083.859536
3115.142515
3090.296233
3100.220004
3068.996876
3063.865658
3074.550869
3071.155408
3130.009532
3198.599856
3123.587108
3086.728401
3040.673791
3025.982495
3008.562928
3059.176586

72928
102453
91338
229954
42072
139553
52828
32033
69855
154218
249413
536855
182331
317180
91860
117166
111068

2991
5470
4574
2597
2458
2423
2889
1883
2689
7030
7196
24823
10180
13273
4913
6909
6464

Total Turnover (Rs.) Spread High-Low Spread Close-Open


300978068
28.25
8.25
225500814
74.7
5.75
198651779
48
-33.4
682430060
62
-54.75
464229298
115.25
-110.8
368119339
35.95
18.5
1412271948
93
87.45
1823155053
125.1
94.15
1134232320
57.7
-11.9
237312108
34.6
-14.6
430424484
33.25
19
161467082
51.4
-37.55
125232138
33.45
4.9
145328841
62.4
-18.8
383808320
61.1
-39.35
228574044
42.6
-12.1
161661752
44.6
-30.6
220293462
69
-36.65
240022319
138.85
-3.3
398475791
133
-20.8
278711015
76.65
-58.35
145725198
49
21.2
183883712
57.55
-37.8
334365743
63
-30.8
24546166
18.5
0.15
196899756
90.75
14.75
333980364
81.65
69.9
232808178
44.8
-10.3
438694941
43.7
24.7
159323488
56.05
-11.5
172496819
58.75
20.65
222434372
47.65
-38.05
168322079
50.9
10.6
179891992
26
13.55
343850412
88.6
27.35
135209406
27.1
19.3
203205046
33.5
9.05
273451383
51.5
23.45
460815466
46
-1.4
291779631
34
4.4
226361723
35.15
15.6
160085148
47.15
-31.6
150952066
26.4
3.6
216962348
31.25
6.45
351530548
47
25.6
186821877
41
-24.05

173381736
115564930
719895863
236059001
298280684
283689571
183232783
126936470
180130639
448855841
193516224
436470210
328731210
553726026
397718269
248014264
122843110
322052052
236706666
246996454
265861832
4974391317
1169753450
378561079
236117943
216075228
183667148
279450062
141993869
117988975
199282718
118034914
181804991
327045846
244319707
804586022
577443887
212339473
206583816
126788640
475829688
186503104
174340286
195523412
221462589
175244402
172806689

40
35.85
74.95
65.5
29.5
45.05
27.65
71
20.7
71.4
47.85
77.5
82
69
57.95
53.9
39.9
99.6
49
38.8
43.55
155
63.8
48
30.65
48
46
64
34.45
25.3
20.65
37.3
43.7
76.2
39.8
58
88.25
35.5
36.9
77.7
30.8
81.85
194.55
95.55
54.8
47.7
54.9

19.35
-11.4
35.2
22.35
3.95
33.7
-9.9
49.75
12.35
34.6
-35.3
-62.35
-78.1
-31
51.4
-21.1
-31.5
14.05
29.85
19.75
-1.75
132.35
2.55
-17.2
-17.8
-44.1
-33
1.05
-7.9
-6.85
10.65
-19.7
2.25
17.15
-2.5
-45.05
41.8
-14.9
-11.35
45.1
-4.85
66.3
-17.85
-33.15
-20.3
1.45
-21.9

239452685
186242730
232060058
226628707
136591711
295337429
219876937
132973500
92296317
118623451
163295245
189882355
166910711
454845343
253330562
156941067
468188202
406095677
256773126
196006533
159268879
483220615
176533370
135366842
162716087
316654273
128132930
83123596
103712637
264797346
340836241
546995402
199223090
194613681
435315271
249363807
340368596
395234562
1835402807
661930319
432668020
385556732
277069388
265849205
71692651
226436850
152561441

41.9
50
45.6
72
74.8
63
45
53.35
38.5
31
44.9
54.9
36.9
40.35
47.65
36
59.65
109.75
33.85
31.25
44.05
55.7
22.5
30
67
43.8
37.5
31.65
36.7
70
50.9
52.5
25
54.9
25
38
50
38.55
84.9
74.65
40
39.1
55
42.7
26.8
35.8
21

-15.6
21.15
-33.25
-48.7
53.65
19.45
4.9
-12.35
-29.75
8.2
37.1
29.55
-12.75
-3.6
-23.5
25.95
-36.4
96.95
-11.95
-5.35
-2.65
16.55
7.4
-21.9
57.5
12.9
-32.25
11.35
-9.6
10.55
-33.5
-39.5
18
41.5
-8
16.75
39.9
9.95
-73.2
-60.9
10.95
18.3
21.3
-17.4
-4.45
-2.2
-4.15

169223817
191002433
189345376
146712555
165282586
128332508
127916019
366061573
224265420
212944169
197206976
171768112
138513917
329442078
444499743
260989365
185173677
190866691
146181325
165073818
109562253
131502971
103383333
131294108
216032996
179108363
162628565
242308589
115589898
125488749
212972168
303623792
251350496
237563559
399278485
405069307
700103137
365795550
247102327
241357659
437289981
251108158
237936751
259830279
165831560
101931528
176017298

19
23.9
25
27.3
64
60.95
39.7
84.95
39
36.75
47.95
41.25
51.85
31
41
25.9
45
57.35
35
36.85
46.8
36.35
33
30
67
72.1
43
76.15
44.8
39
70
58
51.25
36.65
108
63
106.45
66.65
44
36
70
71.8
50.1
105.75
43.55
26
71.65

12.5
17.25
3.55
10.6
-34.15
18.55
-15.45
77.75
-7.6
1.05
19.15
-28.6
-25.2
-11.4
3.2
-0.5
-7.7
40.05
-15.9
-15.8
31.35
-19.5
11.85
-14.5
-48.15
-26
27.1
68.75
-26.45
6.65
61.5
32.65
17.05
19.3
27.5
35.95
97.6
-47.75
-21
20.9
43.3
-54.7
5.25
40.65
-24.55
2.65
-1.8

220914046
315950661
284530887
710625980
130432456
428287721
161857895
98487088
214535561
482703810
797772386
1676913357
562806276
964440913
277966752
352501284
339776625

49.85
83.45
99
39
44.7
46.7
49
41.9
52.6
85.6
78
183.6
72
103
49.8
58
69

14.7
59.4
-38.3
-19.75
-22
-33.75
21.2
-12.65
16.8
61.2
34.25
-128.95
47
-94.7
12.25
25.15
13.55

Date

Infosys

4-Jan-10
5-Jan-10
6-Jan-10
7-Jan-10
8-Jan-10
11-Jan-10
12-Jan-10
13-Jan-10
14-Jan-10
15-Jan-10
18-Jan-10
19-Jan-10
20-Jan-10
21-Jan-10
22-Jan-10
25-Jan-10
27-Jan-10
28-Jan-10
29-Jan-10
1-Feb-10
2-Feb-10
3-Feb-10
4-Feb-10
5-Feb-10
6-Feb-10
8-Feb-10
9-Feb-10
10-Feb-10
11-Feb-10
15-Feb-10
16-Feb-10
17-Feb-10
18-Feb-10
19-Feb-10
22-Feb-10
23-Feb-10
24-Feb-10
25-Feb-10
26-Feb-10
2-Mar-10
3-Mar-10
4-Mar-10
5-Mar-10
8-Mar-10
9-Mar-10
10-Mar-10
11-Mar-10
12-Mar-10

2614.25
2620
2584.6
2525.25
2464.45
2488.55
2587.45
2686.25
2689.1
2675.4
2679.2
2636.45
2652.9
2621.2
2573.05
2537.85
2498.4
2494.35
2476.7
2449.2
2437.65
2470.2
2423.2
2352.2
2380.15
2400.75
2470.9
2471.7
2497.7
2497.5
2535.65
2519.95
2534.6
2529.55
2568.25
2577.1
2577.05
2612.45
2601.6
2640.4
2660.65
2623.4
2633.6
2659.45
2683.9
2659.85
2684.35
2672.6

X
Daily Infosys Return

Sensex

Y
Daily Sensex Return

0.0022
-0.0135
-0.0230
-0.0241
0.0098
0.0397
0.0382
0.0011
-0.0051
0.0014
-0.0160
0.0062
-0.0119
-0.0184
-0.0137
-0.0155
-0.0016
-0.0071
-0.0111
-0.0047
0.0134
-0.0190
-0.0293
0.0119
0.0087
0.0292
0.0003
0.0105
-0.0001
0.0153
-0.0062
0.0058
-0.0020
0.0153
0.0034
0.0000
0.0137
-0.0042
0.0149
0.0077
-0.0140
0.0039
0.0098
0.0092
-0.0090
0.0092
-0.0044

17378.38
17555.77
17636.71
17566.54
17508.96
17500.79
17392.55
17276.46
17525.71
17529.11
17505.5
17463.78
17425.05
17025.26
16608.09
16705.56
16230.85
16182.14
15982.08
16160.8
16129.11
16210.25
16188.8
15725.43
15807.75
15651.99
15862.9
15892.01
15928.28
16011.82
16021.29
16228.91
16287.17
16074.58
16191.32
16178.91
16187.44
16167.13
16249.67
16438.45
16778.29
16888.05
16936.12
17034.92
17031.21
17027.92
17054.28
17126.93

0.0102
0.0046
-0.0040
-0.0033
-0.0005
-0.0062
-0.0067
0.0144
0.0002
-0.0013
-0.0024
-0.0022
-0.0229
-0.0245
0.0059
-0.0284
-0.0030
-0.0124
0.0112
-0.0020
0.0050
-0.0013
-0.0286
0.0052
-0.0099
0.0135
0.0018
0.0023
0.0052
0.0006
0.0130
0.0036
-0.0131
0.0073
-0.0008
0.0005
-0.0013
0.0051
0.0116
0.0207
0.0065
0.0028
0.0058
-0.0002
-0.0002
0.0015
0.0043

15-Mar-10
16-Mar-10
17-Mar-10
18-Mar-10
19-Mar-10
22-Mar-10
23-Mar-10
25-Mar-10
26-Mar-10
29-Mar-10
30-Mar-10
31-Mar-10
1-Apr-10
5-Apr-10
6-Apr-10
7-Apr-10
8-Apr-10
9-Apr-10
12-Apr-10
13-Apr-10
15-Apr-10
16-Apr-10
19-Apr-10
20-Apr-10
21-Apr-10
22-Apr-10
23-Apr-10
26-Apr-10
27-Apr-10
28-Apr-10
29-Apr-10
30-Apr-10
3-May-10
4-May-10
5-May-10
6-May-10
7-May-10
10-May-10
11-May-10
12-May-10
13-May-10
14-May-10
17-May-10
18-May-10
19-May-10
20-May-10
21-May-10
24-May-10
25-May-10
26-May-10

2701.2
2732.35
2739.15
2784.75
2775.1
2756.75
2775.35
2805.6
2777.6
2715.65
2643.9
2615.1
2671.4
2672.9
2649.5
2644.05
2657.85
2678.85
2683.25
2782.35
2801.55
2785.8
2752.2
2724.9
2716
2718.05
2728.1
2740.7
2741.65
2700.55
2706.25
2736.15
2694.5
2666.95
2687.8
2660.15
2619.65
2675.1
2663.15
2681.3
2702.15
2656.85
2615.7
2623
2603.1
2600.4
2586.15
2596.75
2533.3
2618.7

0.0107
0.0115
0.0025
0.0166
-0.0035
-0.0066
0.0067
0.0109
-0.0100
-0.0223
-0.0264
-0.0109
0.0215
0.0006
-0.0088
-0.0021
0.0052
0.0079
0.0016
0.0369
0.0069
-0.0056
-0.0121
-0.0099
-0.0033
0.0008
0.0037
0.0046
0.0003
-0.0150
0.0021
0.0110
-0.0152
-0.0102
0.0078
-0.0103
-0.0152
0.0212
-0.0045
0.0068
0.0078
-0.0168
-0.0155
0.0028
-0.0076
-0.0010
-0.0055
0.0041
-0.0244
0.0337

17061.14
17150.06
17389.47
17417.61
17502.14
17337.38
17356.64
17383.21
17558.85
17639.18
17558.22
17488.55
17555.04
17693.66
17898
17878.31
17679.34
17715.16
17816.19
17736.09
17619.02
17529.55
17276.8
17394.68
17446.51
17408.02
17533.88
17692.26
17678.56
17344.58
17382.09
17503.47
17345.92
17101.96
16858.23
16823
16684.13
16799.49
17104.45
17028.08
17240.35
16923.65
16551
16744.13
16373.32
16419.1
16187.03
16413.03
15960.15
16069.78

-0.0038
0.0052
0.0140
0.0016
0.0049
-0.0094
0.0011
0.0015
0.0101
0.0046
-0.0046
-0.0040
0.0038
0.0079
0.0115
-0.0011
-0.0111
0.0020
0.0057
-0.0045
-0.0066
-0.0051
-0.0144
0.0068
0.0030
-0.0022
0.0072
0.0090
-0.0008
-0.0189
0.0022
0.0070
-0.0090
-0.0141
-0.0143
-0.0021
-0.0083
0.0069
0.0182
-0.0045
0.0125
-0.0184
-0.0220
0.0117
-0.0221
0.0028
-0.0141
0.0140
-0.0276
0.0069

27-May-10
28-May-10
31-May-10
1-Jun-10
2-Jun-10
3-Jun-10
4-Jun-10
7-Jun-10
8-Jun-10
9-Jun-10
10-Jun-10
11-Jun-10
14-Jun-10
15-Jun-10
16-Jun-10
17-Jun-10
18-Jun-10
21-Jun-10
22-Jun-10
23-Jun-10
24-Jun-10
25-Jun-10
28-Jun-10
29-Jun-10
30-Jun-10
1-Jul-10
2-Jul-10
5-Jul-10
6-Jul-10
7-Jul-10
8-Jul-10
9-Jul-10
12-Jul-10
13-Jul-10
14-Jul-10
15-Jul-10
16-Jul-10
19-Jul-10
20-Jul-10
21-Jul-10
22-Jul-10
23-Jul-10
26-Jul-10
27-Jul-10
28-Jul-10
29-Jul-10
30-Jul-10
2-Aug-10
3-Aug-10
4-Aug-10

2643.45
2674.9
2657.65
2625.25
2644.2
2697
2730.55
2672.25
2655
2627.5
2646.95
2633.6
2747.25
2736.05
2766.65
2767.3
2781.55
2801.5
2768.1
2798.5
2817.9
2777.75
2804.35
2790.4
2788.55
2767.5
2729
2743
2786.5
2781
2825.75
2871.9
2894.95
2795.3
2742.3
2758.95
2778.3
2770.3
2757.6
2765.55
2757.8
2781.85
2802.5
2825.25
2833.55
2834.15
2788.85
2799.55
2784.55
2867.8

0.0095
0.0119
-0.0064
-0.0122
0.0072
0.0200
0.0124
-0.0214
-0.0065
-0.0104
0.0074
-0.0050
0.0432
-0.0041
0.0112
0.0002
0.0051
0.0072
-0.0119
0.0110
0.0069
-0.0142
0.0096
-0.0050
-0.0007
-0.0075
-0.0139
0.0051
0.0159
-0.0020
0.0161
0.0163
0.0080
-0.0344
-0.0190
0.0061
0.0070
-0.0029
-0.0046
0.0029
-0.0028
0.0087
0.0074
0.0081
0.0029
0.0002
-0.0160
0.0038
-0.0054
0.0299

16331.1
16692.66
16806.5
16318.39
16571.45
16786.28
16963.92
16686.73
16560.64
16591.26
16668.91
16994.07
17118.74
17249.46
17407.3
17394.9
17525.29
17654.81
17725.63
17629.19
17632.8
17546.73
17571.85
17465.73
17373.78
17455.41
17426.78
17423.74
17395.58
17447.15
17536.48
17667.85
17874.95
17855.85
17897.26
17858.73
17892.16
17856.4
17848.07
17873.92
17879.88
18093.93
17993.88
17998.74
17925.4
17902.84
17838.92
17911.31
18072.38
18093.03

0.0163
0.0221
0.0068
-0.0290
0.0155
0.0130
0.0106
-0.0163
-0.0076
0.0018
0.0047
0.0195
0.0073
0.0076
0.0092
-0.0007
0.0075
0.0074
0.0040
-0.0054
0.0002
-0.0049
0.0014
-0.0060
-0.0053
0.0047
-0.0016
-0.0002
-0.0016
0.0030
0.0051
0.0075
0.0117
-0.0011
0.0023
-0.0022
0.0019
-0.0020
-0.0005
0.0014
0.0003
0.0120
-0.0055
0.0003
-0.0041
-0.0013
-0.0036
0.0041
0.0090
0.0011

5-Aug-10
6-Aug-10
9-Aug-10
10-Aug-10
11-Aug-10
12-Aug-10
13-Aug-10
16-Aug-10
17-Aug-10
18-Aug-10
19-Aug-10
20-Aug-10
23-Aug-10
24-Aug-10
25-Aug-10
26-Aug-10
27-Aug-10
30-Aug-10
31-Aug-10
1-Sep-10
2-Sep-10
3-Sep-10
6-Sep-10
7-Sep-10
8-Sep-10
9-Sep-10
13-Sep-10
14-Sep-10
15-Sep-10
16-Sep-10
17-Sep-10
20-Sep-10
21-Sep-10
22-Sep-10
23-Sep-10
24-Sep-10

2873.4
2864.05
2873.15
2832.65
2810.8
2778.6
2780.2
2759.5
2752.3
2805.15
2804.1
2769.2
2792.35
2765.5
2771.85
2763.5
2708.85
2696
2707.1
2775.75
2750.65
2771.65
2831.5
2855.55
2872.05
2891.3
2935.5
2975.95
3050.15
2967.8
2974.1
3005.9
3058.5
3007.3
3014.25
3040.65

Total Sum values


Average

0.0020
-0.0033
0.0032
-0.0141
-0.0077
-0.0115
0.0006
-0.0074
-0.0026
0.0192
-0.0004
-0.0124
0.0084
-0.0096
0.0023
-0.0030
-0.0198
-0.0047
0.0041
0.0254
-0.0090
0.0076
0.0216
0.0085
0.0058
0.0067
0.0153
0.0138
0.0249
-0.0270
0.0021
0.0107
0.0175
-0.0167
0.0023
0.0088

18156.45
18118.19
18139.9
18170.77
18042.89
17914.78
18050.42
17997.46
18026
18067.67
18276.5
18360.9
18371.02
18260.71
18156
18159.13
17944.16
17960.23
17819.99
18027.12
18215.28
18206.5
18124.29
18571.43
18540.65
18669.12
18845.31
19218.13
19340.99
19383.46
19436.71
19445.42
19860.88
19804.02
19771.63
19833.52

0.1674
0.0009

0.0035
-0.0021
0.0012
0.0017
-0.0070
-0.0071
0.0076
-0.0029
0.0016
0.0023
0.0116
0.0046
0.0006
-0.0060
-0.0057
0.0002
-0.0118
0.0009
-0.0078
0.0116
0.0104
-0.0005
-0.0045
0.0247
-0.0017
0.0069
0.0094
0.0198
0.0064
0.0022
0.0027
0.0004
0.0214
-0.0029
-0.0016
0.0031

0.1407
0.0008

n * X * Y X * Y

0.28

Alpha=

Y - * X
0.0005

nX 2 X

X*Y

X2

Y2

0.0000
-0.0001
0.0001
0.0001
0.0000
-0.0002
-0.0003
0.0000
0.0000
0.0000
0.0000
0.0000
0.0003
0.0005
-0.0001
0.0004
0.0000
0.0001
-0.0001
0.0000
0.0001
0.0000
0.0008
0.0001
-0.0001
0.0004
0.0000
0.0000
0.0000
0.0000
-0.0001
0.0000
0.0000
0.0001
0.0000
0.0000
0.0000
0.0000
0.0002
0.0002
-0.0001
0.0000
0.0001
0.0000
0.0000
0.0000
0.0000

0.00000
0.00018
0.00053
0.00058
0.00010
0.00158
0.00146
0.00000
0.00003
0.00000
0.00025
0.00004
0.00014
0.00034
0.00019
0.00024
0.00000
0.00005
0.00012
0.00002
0.00018
0.00036
0.00086
0.00014
0.00007
0.00085
0.00000
0.00011
0.00000
0.00023
0.00004
0.00003
0.00000
0.00023
0.00001
0.00000
0.00019
0.00002
0.00022
0.00006
0.00020
0.00002
0.00010
0.00008
0.00008
0.00008
0.00002

0.00010
0.00002
0.00002
0.00001
0.00000
0.00004
0.00004
0.00021
0.00000
0.00000
0.00001
0.00000
0.00053
0.00060
0.00003
0.00081
0.00001
0.00015
0.00013
0.00000
0.00003
0.00000
0.00082
0.00003
0.00010
0.00018
0.00000
0.00001
0.00003
0.00000
0.00017
0.00001
0.00017
0.00005
0.00000
0.00000
0.00000
0.00003
0.00013
0.00043
0.00004
0.00001
0.00003
0.00000
0.00000
0.00000
0.00002

0.0000
0.0001
0.0000
0.0000
0.0000
0.0001
0.0000
0.0000
-0.0001
-0.0001
0.0001
0.0000
0.0001
0.0000
-0.0001
0.0000
-0.0001
0.0000
0.0000
-0.0002
0.0000
0.0000
0.0002
-0.0001
0.0000
0.0000
0.0000
0.0000
0.0000
0.0003
0.0000
0.0001
0.0001
0.0001
-0.0001
0.0000
0.0001
0.0001
-0.0001
0.0000
0.0001
0.0003
0.0003
0.0000
0.0002
0.0000
0.0001
0.0001
0.0007
0.0002

0.00011
0.00013
0.00001
0.00028
0.00001
0.00004
0.00005
0.00012
0.00010
0.00050
0.00070
0.00012
0.00046
0.00000
0.00008
0.00000
0.00003
0.00006
0.00000
0.00136
0.00005
0.00003
0.00015
0.00010
0.00001
0.00000
0.00001
0.00002
0.00000
0.00022
0.00000
0.00012
0.00023
0.00010
0.00006
0.00011
0.00023
0.00045
0.00002
0.00005
0.00006
0.00028
0.00024
0.00001
0.00006
0.00000
0.00003
0.00002
0.00060
0.00114

0.00001
0.00003
0.00019
0.00000
0.00002
0.00009
0.00000
0.00000
0.00010
0.00002
0.00002
0.00002
0.00001
0.00006
0.00013
0.00000
0.00012
0.00000
0.00003
0.00002
0.00004
0.00003
0.00021
0.00005
0.00001
0.00000
0.00005
0.00008
0.00000
0.00036
0.00000
0.00005
0.00008
0.00020
0.00020
0.00000
0.00007
0.00005
0.00033
0.00002
0.00016
0.00034
0.00048
0.00014
0.00049
0.00001
0.00020
0.00019
0.00076
0.00005

0.0002
0.0003
0.0000
0.0004
0.0001
0.0003
0.0001
0.0003
0.0000
0.0000
0.0000
-0.0001
0.0003
0.0000
0.0001
0.0000
0.0000
0.0001
0.0000
-0.0001
0.0000
0.0001
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0001
0.0001
0.0001
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0001
0.0000
0.0000
0.0000
0.0000
0.0001
0.0000
0.0000
0.0000

0.00009
0.00014
0.00004
0.00015
0.00005
0.00040
0.00015
0.00046
0.00004
0.00011
0.00005
0.00003
0.00186
0.00002
0.00013
0.00000
0.00003
0.00005
0.00014
0.00012
0.00005
0.00020
0.00009
0.00002
0.00000
0.00006
0.00019
0.00003
0.00025
0.00000
0.00026
0.00027
0.00006
0.00118
0.00036
0.00004
0.00005
0.00001
0.00002
0.00001
0.00001
0.00008
0.00006
0.00007
0.00001
0.00000
0.00026
0.00001
0.00003
0.00089

0.00026
0.00049
0.00005
0.00084
0.00024
0.00017
0.00011
0.00027
0.00006
0.00000
0.00002
0.00038
0.00005
0.00006
0.00008
0.00000
0.00006
0.00005
0.00002
0.00003
0.00000
0.00002
0.00000
0.00004
0.00003
0.00002
0.00000
0.00000
0.00000
0.00001
0.00003
0.00006
0.00014
0.00000
0.00001
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
0.00014
0.00003
0.00000
0.00002
0.00000
0.00001
0.00002
0.00008
0.00000

0.0000
0.0000
0.0000
0.0000
0.0001
0.0001
0.0000
0.0000
0.0000
0.0000
0.0000
-0.0001
0.0000
0.0001
0.0000
0.0000
0.0002
0.0000
0.0000
0.0003
-0.0001
0.0000
-0.0001
0.0002
0.0000
0.0000
0.0001
0.0003
0.0002
-0.0001
0.0000
0.0000
0.0004
0.0000
0.0000
0.0000

0.00000
0.00001
0.00001
0.00020
0.00006
0.00013
0.00000
0.00006
0.00001
0.00037
0.00000
0.00015
0.00007
0.00009
0.00001
0.00001
0.00039
0.00002
0.00002
0.00064
0.00008
0.00006
0.00047
0.00007
0.00003
0.00004
0.00023
0.00019
0.00062
0.00073
0.00000
0.00011
0.00031
0.00028
0.00001
0.00008

0.00001
0.00000
0.00000
0.00000
0.00005
0.00005
0.00006
0.00001
0.00000
0.00001
0.00013
0.00002
0.00000
0.00004
0.00003
0.00000
0.00014
0.00000
0.00006
0.00014
0.00011
0.00000
0.00002
0.00061
0.00000
0.00005
0.00009
0.00039
0.00004
0.00000
0.00001
0.00000
0.00046
0.00001
0.00000
0.00001

0.0093

0.03281

0.01704

n * X * Y X * Y
nX 2 X

1.659971246
5.943320243

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