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Market model calculation

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Market model calculation

  1. 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

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