Investment Analysis Assignment

Investment  Analysis Assignment 1,2 and 3

Kanwal Shafqat (MBA 10)

Days

Prices

Return(Ri)

Deviation (Ri-R)

30-Nov

10,159.54

0

0

0

29-Nov

10,694.25

5.263%

5.564%

0.310%

28-Nov

10,185.00

-4.762%

-4.461%

0.199%

27-Nov

9,700.00

-4.762%

-4.461%

0.199%

26-Nov

9,650.00

-0.515%

-0.215%

0.000%

23-Nov

9,650.00

0.000%

0.301%

0.001%

22-Nov

9,650.00

0.000%

0.301%

0.001%

21-Nov

9,596.67

-0.553%

-0.252%

0.001%

20-Nov

9,600.00

0.035%

0.335%

0.001%

19-Nov

9,501.00

-1.031%

-0.731%

0.005%

16-Nov

9,501.00

0.000%

0.301%

0.001%

15-Nov

9,501.00

0.000%

0.301%

0.001%

14-Nov

9,501.00

0.000%

0.301%

0.001%

13-Nov

9,501.00

0.000%

0.301%

0.001%

12-Nov

9,501.00

0.000%

0.301%

0.001%

8-Nov

9,501.00

0.000%

0.301%

0.001%

7-Nov

9,774.99

2.884%

3.185%

0.101%

6-Nov

9,600.50

-1.785%

-1.484%

0.022%

5-Nov

9,849.50

2.594%

2.894%

0.084%

2-Nov

9,985.30

1.379%

1.679%

0.028%

1-Nov

9,510.00

-4.760%

-4.459%

0.199%

-0.301% Variance Standard Deviation

(Ri-R)^2

0.0578% 0.02404864

1.157%

Days

Prices

Retur n(Ri)

KSE100

30-Nov

10159 .54

0.000 %

1657 3

29-Nov

10694 .25

1652 7

28-Nov

10185 .00

27-Nov

9700. 00

26-Nov

9650. 00

5.263 % 4.762 % 4.762 % 0.515 %

23-Nov

9650. 00

0.000 %

1626 4

22-Nov

9650. 00

1625 6

21-Nov

9596. 67

0.000 % 0.553 %

20-Nov

9600. 00

1619 7

16-Nov

9501. 00 9501. 00

0.035 % 1.031 % 0.000 %

15-Nov

9501. 00

0.000 %

1614 3

8-Nov

9501. 00 9501. 00 9501. 00 9501. 00

0.000 % 0.000 % 0.000 % 0.000 %

7-Nov

9774.

2.884

19-Nov

14-Nov 13-Nov 12-Nov

(RmRm2)

Rm

0 0.090 % 0.437 % 0.178 % 0.388 %

1612 0 1612 9 1621 3 1624 3

0 0.27 8% 0.62 5% 0.36 6% 0.57 6% 0.03 7% 0.04 9% 0.03 1% 0.33 3% 0.33 4% 0.33 4% 0.33 4% 0.14 3% 0.05 6% 0.51 9% 0.18 5%

1621

-

0.034

1642 4 1636 4 1627 0

1625 1

1614 3 1619 7

0.151 % 0.139 % 0.157 % 0.145 % 0.146 % 0.522 % 0.146 % 0.045 % 0.244 % 0.707 % 0.373 %

(RmRm2)^2 0

0.000%

0.002%

0.000%

0.002%

0.000%

0.000%

0.000%

0.000%

Deviation (Ri-R)

(RiR)^2

0.000%

0.00 0%

0

5.564%

0.31 0%

-0.005%

-4.461%

0.19 9%

0.020%

-4.461%

0.19 9%

0.008%

-0.215%

0.00 0%

0.001%

0.301%

0.00 1%

0.000%

0.301%

0.00 1%

0.000%

-0.252%

0.00 1%

0.000%

0.335%

0.00 1%

0.000%

0.000%

-0.731%

0.003%

0.301%

0.00 5% 0.00 1%

0.301%

0.00 1%

0.000%

(RiRi2)x(RmRm2)

0.000%

0.301%

0.001%

0.301%

0.005%

0.301%

0.001%

0.301%

0.00 1% 0.00 1% 0.00 1% 0.00 1%

0.000%

3.185%

0.10

0.001% 0.002%

0.000%

0.000% 0.001% 0.002% 0.001% 0.001%

99

%

5-Nov

9600. 50 9849. 50

1.785 % 2.594 %

2-Nov

9985. 30

1-Nov

9510. 00

6-Nov

Covariance Varaiance (Rm) Standard Deviation (Rm) Variance (Ri) Standard Deviation (Ri) Beta Unsystematic Variance Unsystematic S.D

0.005 % 0.002 % 0.004 12 0.058 % 0.024 049 2.806 4611 0.056 % 0.023 6932

1.379 % 4.760 % 0.301 %

8

1605 1 1615 6 1610 1 1596 2

0.15 4% 1.03 5% 0.65 2% 0.34 1% 0.86 7% 0.18 8%

% 0.847 % 0.840 % 0.153 % 0.679 %

1%

0.007%

-1.484%

0.007%

2.894%

0.02 2% 0.08 4%

1.679%

0.02 8%

-0.003%

-4.459%

0.19 9%

0.030%

1.15 7%

0.095%

0.000%

0.005%

0.034%

0.013% 0.024%

Prices

Return(Ri)

KSE-100

Rm

Rfr

Ri-Rfr

Rm-Rfr

10159.54

0.000%

16573

0

0.13%

0

0

10694.25

5.263%

16527

-0.278%

0.12%

5.143%

-0.398%

10185.00

-4.762%

16424

-0.625%

0.12%

-4.882%

-0.745%

9700.00

-4.762%

16364

-0.366%

0.10%

-4.862%

-0.466%

9650.00

-0.515%

16270

-0.576%

0.11%

-0.625%

-0.686%

9650.00

0.000%

16264

-0.037%

0.10%

-0.100%

-0.137%

9650.00

0.000%

16256

-0.049%

0.09%

-0.090%

-0.139%

9596.67

-0.553%

16251

-0.031%

0.09%

-0.643%

-0.121%

9600.00

0.035%

16197

-0.333%

0.07%

-0.035%

-0.403%

9501.00

-1.031%

16143

-0.334%

0.07%

-1.101%

-0.404%

9501.00

0.000%

16197

0.334%

0.07%

-0.070%

0.264%

9501.00

0.000%

16143

-0.334%

0.06%

-0.060%

-0.394%

9501.00

0.000%

16120

-0.143%

0.07%

-0.070%

-0.213%

9501.00

0.000%

16129

0.056%

0.08%

-0.080%

-0.024%

9501.00

0.000%

16213

0.519%

0.08%

-0.080%

0.439%

9501.00

0.000%

16243

0.185%

0.08%

-0.080%

0.105%

9774.99

2.884%

16218

-0.154%

0.06%

2.824%

-0.214%

9600.50

-1.785%

16051

-1.035%

0.05%

-1.835%

-1.085%

9849.50

2.594%

16156

0.652%

0.05%

2.544%

0.602%

9985.30

1.379%

16101

-0.341%

0.04%

1.339%

-0.381%

9510.00

-4.760%

15962

-0.867%

0.05%

-4.810%

-0.917%

-0.301%

-0.188%

SUMMARY OUTPUT Regression Statistics 0.48441 Multiple R 4721 0.23465 R Square 7622 Adjusted R 0.19213 Square 8601 Standard 0.02219 Error 5452 Observation s 20 ANOVA df

Residual

18

Total

19

SS 0.002718 813 0.008867 485 0.011586 299

Coefficie nts

Standard  Error

Regression

Intercept X Variable 1

1

0.00371 5472 2.82243 3215

0.005901 797 1.201428 609

MS 0.00271 881 0.00049 264

t Stat 0.62954 926 2.34923 09

F  5.51888 583

Significa nce F  0.030428 161

P-value

Lower  95%

0.53689 913 0.03042 816

0.008683 74 0.298325 374

Upper  95%

Lower  95.0%

Upper  95.0%

0.01611 4688 5.34654 1056

0.00868 374 0.29832 5374

0.01611 4688 5.34654 1056