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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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Market model calculation

  • 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