Market model calculation
Upcoming SlideShare
Loading in...5
×
 

Like this? Share it with your network

Share

Market model calculation

on

  • 1,044 views

 

Statistics

Views

Total Views
1,044
Views on SlideShare
1,044
Embed Views
0

Actions

Likes
0
Downloads
2
Comments
0

0 Embeds 0

No embeds

Accessibility

Categories

Upload Details

Uploaded via

Usage Rights

© All Rights Reserved

Report content

Flagged as inappropriate Flag as inappropriate
Flag as inappropriate

Select your reason for flagging this presentation as inappropriate.

Cancel
  • Full Name Full Name Comment goes here.
    Are you sure you want to
    Your message goes here
    Processing…
Post Comment
Edit your comment

Market model calculation Document Transcript

  • 1. Year STOCK NIFTY 2006 276.95 4533 -0.03 0.01 0 -0.01 -0.02 2007 267.45 4573.95 -0.05 0.01 0 -0.01 -0.04 2008 253.15 4609.85 0.1 0.06 0 0.08 0.02 2009 279 4877.5 0.04 0.01 0 -0.01 0.05 2010 290 4928 Average 0.01 0.02 0 Variance 0.01 0 ` SD 0.07 0.02 0 Covar 0 Corr 0.64 Beta 1.86 Alpha -0.03