SAPM Assignment on Reliance
Industries.
From- Alkesh Khare
Student id- JLU02967

Values for checking the volatility of the
Reliance company
1/1/2018 911.55 33812.75
2/1/2018 911.4 -0.016 -0.278 0.077 33812.26 -0.001 -0.296 0.088 0.082
3/1/2018 916.35 0.543 0.281 0.079 33793.38 -0.056 -0.351 0.123 -0.099
4/1/2018 920.25 0.426 0.164 0.027 33969.64 0.522 0.227 0.052 0.037
5/1/2018 923 0.299 0.037 0.001 34153.85 0.542 0.247 0.061 0.009
8/1/2018 928.45 0.59 0.328 0.108 34352.79 0.582 0.287 0.082 0.094
9/1/2018 940.9 1.341 1.079 1.164 34443.19 0.263 -0.032 0.001 -0.035
10/1/2018 941.5 0.064 -0.198 0.039 34433.07 -0.029 -0.324 0.105 0.064
11/1/2018 937.2 -0.457 -0.719 0.517 34503.49 0.205 -0.09 0.008 0.065
12/1/2018 946.75 1.019 0.757 0.573 34592.39 0.258 -0.037 0.001 -0.028
15/1/2018 947.6 0.09 -0.172 0.03 34843.51 0.726 0.431 0.186 -0.074
16/1/2018 923.5 -2.543 -2.805 7.868 34771.05 -0.208 -0.503 0.253 1.411
17/1/2018 924.65 0.125 -0.137 0.019 35081.82 0.894 0.599 0.359 -0.082
18/1/2018 919.3 -0.579 -0.841 0.707 35260.29 0.509 0.214 0.046 -0.18
19/1/2018 929.35 1.093 0.831 0.691 35511.58 0.713 0.418 0.175 0.347
22/1/2018 971.2 4.503 4.241 17.986 35798.01 0.807 0.512 0.262 2.171
23/1/2018 981.7 1.081 0.819 0.671 36139.98 0.955 0.66 0.436 0.541
24/1/2018 964.55 -1.747 -2.009 4.036 36161.64 0.06 -0.235 0.055 0.472
25/1/2018 964.55 0 -0.262 0.069 36050.44 -0.308 -0.603 0.364 0.158
29/1/2018 963.8 -0.078 -0.34 0.116 36283.25 0.646 0.351 0.123 -0.119
30/1/2018 949.25 -1.51 -1.772 3.14 36033.73 -0.688 -0.983 0.966 1.742
31/1/2018 961.15 1.254 0.992 0.984 35965.02 -0.191 -0.486 0.236 -0.482
SUM 5.498 38.902 6.201 3.982 6.094
Mean 0.262 0.295
Date %Rate of Reliance
(x) (x-x_mean)
Close S&P BSE
SENSEX
Market
(x-x_mean)^2 (y-y_mean)^2
(x-x_mean)
*(y-y_mean)
%Rate of
Market
(y)
(y-y_mean)

Conclusion
We conclude that the security's price
is 53.3% more volatile than the
market.
Variance of Reliance 1.945
S.D of Reliance 1.395
Covariance 0.305
Beta(i,m) 1.533
0.468
1.477
Total Risk 1.945
Systematic Risk
Unsystematic Risk
0.199
Variance of market

Calculation Part
31/1/2018 961.15 35965.02
30/1/2018 949.25 =ROUND(((B4-B3)/B3)*100,3) =C4-C26 =ROUND(D4^2,3) 36033.73 =ROUND(((F4-F3)/F3)*100,3)
=G4-G26 =ROUND(H4^2,3) =ROUND(D4*H4,3)
29/1/2018 963.8 =ROUND(((B5-B4)/B4)*100,3) =C5-C26 =ROUND(D5^2,3) 36283.25 =ROUND(((F5-F4)/F4)*100,3)
=G5-G26 =ROUND(H5^2,3) =ROUND(D5*H5,3)
25/1/2018 964.55 =ROUND(((B6-B5)/B5)*100,3) =C6-C26 =ROUND(D6^2,3) 36050.44 =ROUND(((F6-F5)/F5)*100,3)
=G6-G26 =ROUND(H6^2,3) =ROUND(D6*H6,3)
24/1/2018 964.55 =ROUND(((B7-B6)/B6)*100,3) =C7-C26 =ROUND(D7^2,3) 36161.64 =ROUND(((F7-F6)/F6)*100,3)
=G7-G26 =ROUND(H7^2,3) =ROUND(D7*H7,3)
23/1/2018 981.7 =ROUND(((B8-B7)/B7)*100,3) =C8-C26 =ROUND(D8^2,3) 36139.98 =ROUND(((F8-F7)/F7)*100,3)
=G8-G26 =ROUND(H8^2,3) =ROUND(D8*H8,3)
22/1/2018 971.2 =ROUND(((B9-B8)/B8)*100,3) =C9-C26 =ROUND(D9^2,3) 35798.01 =ROUND(((F9-F8)/F8)*100,3)
=G9-G26 =ROUND(H9^2,3) =ROUND(D9*H9,3)
19/1/2018 929.35 =ROUND(((B10-B9)/B9)*100,3) =C10-C26 =ROUND(D10^2,3) 35511.58 =ROUND(((F10-F9)/F9)*100,3)
=G10-G26 =ROUND(H10^2,3) =ROUND(D10*H10,3)
18/1/2018 919.3 =ROUND(((B11-B10)/B10)*100,3) =C11-C26 =ROUND(D11^2,3) 35260.29 =ROUND(((F11-F10)/F10)*100,3)
=G11-G26 =ROUND(H11^2,3) =ROUND(D11*H11,3)
17/1/2018 924.65 =ROUND(((B12-B11)/B11)*100,3) =C12-C26 =ROUND(D12^2,3) 35081.82 =ROUND(((F12-F11)/F11)*100,3)
=G12-G26 =ROUND(H12^2,3) =ROUND(D12*H12,3)
16/1/2018 923.5 =ROUND(((B13-B12)/B12)*100,3) =C13-C26 =ROUND(D13^2,3) 34771.05 =ROUND(((F13-F12)/F12)*100,3)
=G13-G26 =ROUND(H13^2,3) =ROUND(D13*H13,3)
15/1/2018 947.6 =ROUND(((B14-B13)/B13)*100,3) =C14-C26 =ROUND(D14^2,3) 34843.51 =ROUND(((F14-F13)/F13)*100,3)
=G14-G26 =ROUND(H14^2,3) =ROUND(D14*H14,3)
43435 946.75 =ROUND(((B15-B14)/B14)*100,3) =C15-C26 =ROUND(D15^2,3) 34592.39 =ROUND(((F15-F14)/F14)*100,3)
=G15-G26 =ROUND(H15^2,3) =ROUND(D15*H15,3)
43405 937.2 =ROUND(((B16-B15)/B15)*100,3) =C16-C26 =ROUND(D16^2,3) 34503.49 =ROUND(((F16-F15)/F15)*100,3)
=G16-G26 =ROUND(H16^2,3) =ROUND(D16*H16,3)
43374 941.5 =ROUND(((B17-B16)/B16)*100,3) =C17-C26 =ROUND(D17^2,3) 34433.07 =ROUND(((F17-F16)/F16)*100,3)
=G17-G26 =ROUND(H17^2,3) =ROUND(D17*H17,3)
43344 940.9 =ROUND(((B18-B17)/B17)*100,3) =C18-C26 =ROUND(D18^2,3) 34443.19 =ROUND(((F18-F17)/F17)*100,3)
=G18-G26 =ROUND(H18^2,3) =ROUND(D18*H18,3)
43313 928.45 =ROUND(((B19-B18)/B18)*100,3) =C19-C26 =ROUND(D19^2,3) 34352.79 =ROUND(((F19-F18)/F18)*100,3)
=G19-G26 =ROUND(H19^2,3) =ROUND(D19*H19,3)
43221 923 =ROUND(((B20-B19)/B19)*100,3) =C20-C26 =ROUND(D20^2,3) 34153.85 =ROUND(((F20-F19)/F19)*100,3)
=G20-G26 =ROUND(H20^2,3) =ROUND(D20*H20,3)
43191 920.25 =ROUND(((B21-B20)/B20)*100,3) =C21-C26 =ROUND(D21^2,3) 33969.64 =ROUND(((F21-F20)/F20)*100,3)
=G21-G26 =ROUND(H21^2,3) =ROUND(D21*H21,3)
43160 916.35 =ROUND(((B22-B21)/B21)*100,3) =C22-C26 =ROUND(D22^2,3) 33793.38 =ROUND(((F22-F21)/F21)*100,3)
=G22-G26 =ROUND(H22^2,3) =ROUND(D22*H22,3)
43132 911.4 =ROUND(((B23-B22)/B22)*100,3) =C23-C26 =ROUND(D23^2,3) 33812.26 =ROUND(((F23-F22)/F22)*100,3)
=G23-G26 =ROUND(H23^2,3) =ROUND(D23*H23,3)
43101 911.55 =ROUND(((B24-B23)/B23)*100,3) =C24-C26 =ROUND(D24^2,3) 33812.75 =ROUND(((F24-F23)/F23)*100,3)
=G24-G26 =ROUND(H24^2,3) =ROUND(D24*H24,3)
SUM =SUM(C4:C24) =SUM(E4:E24) =SUM(G4:G24) =SUM(I4:I24) =SUM(J4:J24)
Mean =ROUND(C25/21,3) =ROUND(G25/21,3)
Date %RateofReliance
(x) (x-x_mean)
Close S&PBSESENSEX
Market
(x-x_mean)^2 (y-y_mean)^2
(x-x_mean)
*(y-y_mean)
%RateofMarket
(y) (y-y_mean)

911.55
911.4 =ROUND(((B4-B3)/B3)*100,3) =C4-C26 =ROUND(D4^2,3)
916.35 =ROUND(((B5-B4)/B4)*100,3) =C5-C26 =ROUND(D5^2,3)
920.25 =ROUND(((B6-B5)/B5)*100,3) =C6-C26 =ROUND(D6^2,3)
923 =ROUND(((B7-B6)/B6)*100,3) =C7-C26 =ROUND(D7^2,3)
928.45 =ROUND(((B8-B7)/B7)*100,3) =C8-C26 =ROUND(D8^2,3)
%Rate of Reliance
(x) (x-x_mean)
Close
(x-x_mean)^2
963.8 =ROUND(((B22-B21)/B21)*100,3) =C22-C26 =ROUND(D22^2,3)
949.25 =ROUND(((B23-B22)/B22)*100,3) =C23-C26 =ROUND(D23^2,3)
961.15 =ROUND(((B24-B23)/B23)*100,3) =C24-C26 =ROUND(D24^2,3)
SUM =SUM(C4:C24) =SUM(E4:E24)
Mean =ROUND(C25/21,3)

Calculation for concluded part
=ROUND(I25/20,3)
Variance of market
Variance of Reliance =ROUND(E25/20,3)
S.D of Reliance =ROUND(SQRT(D30),3)
Covariance =ROUND(J25/20,3)
Beta(i,m) =ROUND(D32/I31,3)
=ROUND(D33^2*I31,3)
=D36-D34
Total Risk 1.945
Systematic Risk
Unsystematic Risk

THANK YOU