Date                        Open      High     Low       Close/Last      Volume
01/31/2007                    2463.93    2...
Change      Growth
2463.93
2416.15      -47.78   -1.93918
2421.64        5.49   0.227221
2525.09      103.45   4.271898
26...
Date                           Open          High       Low         Close        Avg Vol
                      Jan-07     ...
0.00
       1   2   3   4   5   6   7   8   9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
Growth
          Adj Close* Grwoth         %
           12,621.69
           12,268.63 -353.06      -2.79725
           12...
Month       Open    High        Low     Close      Price/Earnings    Price/Book value
January
2007        1,655.28 1,723.2...
December
2008     1,068.68 1,209.43          997.91 1,156.59          12.65           2.22

 3000




 2500




 2000




...
Dividend Yield

                 1.18   1691.45         -          -

                 1.17   1545.27   -146.18   -8.64229...
1.82      1156.59   94.24 8.870899




           Series1




22 23 24
Price/Ear
Month             Open           High       Low        Close       nings
                                14,325....
10,188.5
                Dec-08                9,162.94         4 8,467.43 9,647.31   12.16




25000




20000




15000
...
Dividend
Price/Bookvalue       Yield

             5.30       1.19   14090.92              Growth

             5.38      ...
2.54     1.87   9647.31   554.59 6.099275




           Series1




22 23 24
Date              Sensex      BSE 200

Jan-07            -           -
Feb-07             -8.18137       -8.6422892
Mar-07...
let Sensex= x and BSE 200 = y
                                    x           y          x2          y2            xy
    ...
5

                                            0
SENSEX


   -30   -25   -20   -15   -10     -5            0   5   10   15...
Therefore COOR=   0.993406
Series1
Linear (Series1)
BSE-200 Nasdaq
Month              Growth Growth
Jan-07
Feb-07              -8.6423   -1.93918
Mar-07              0.74097 ...
14.0582   4.049515    197.6342   16.39858    56.92908
                                    15.1501   5.834536    229.5264  ...
y = 0.472x
          -15       R² = 0.650




          -20
BSE-200
osite 100




     Series1
     Linear (Series1)
y = 0.472x - 1.228
    R² = 0.650
Date              Sensex      Nasdaq
        Jan-07        -          -
       Feb-07      -8.18137   -1.9392
       Mar-0...
14.72949   5.83454   216.9577   34.04181    85.93972
             -2.39339   -6.9308   5.728304   48.03604     16.5881
   ...
SENSEX and Nasdaq Composite
               20

               15

               10

                5

                0
...
Date          Sensex      DJIA
    Jan-07        -              -
   Feb-07      -8.18137    -2.79725
   Mar-07      1.035...
14.72949   0.247416     216.9577    0.061215   3.644309
               -2.39339   -4.00782     5.728304    16.06264   9.59...
-15   y = 0.389x - 1.015
                R² = 0.69


     -20
SENSEX
near (Series1)
Date          BSE200      DJIA
    Jan-07        -              -
   Feb-07     -8.64229     -2.79725
   Mar-07     0.7409...
0.588556 -4.00782 0.346398 16.06264 -2.35883
             8.242504 -0.79945 67.93887 0.639118 -6.58946
             -16.04...
DJIA and BSE200
                    10



                     5



                     0
15   -10     -5           0   5...
Stock Indicies
Stock Indicies
Stock Indicies
Stock Indicies
Stock Indicies
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Stock Indicies

  1. 1. Date Open High Low Close/Last Volume 01/31/2007 2463.93 2471.2 2433.76 2463.93 0 02/28/2007 2416.15 2431.86 2395.35 2416.15 0 03/30/2007 2421.64 2432.2 2403.01 2421.64 0 04/30/2007 2525.09 2558.75 2525.09 2525.09 0 05/31/2007 2604.52 2607.9 2594.29 2604.52 0 06/29/2007 2603.23 2626.56 2590.09 2603.23 0 07/31/2007 2545.57 2607.45 2545.9 2545.57 0 08/31/2007 2596.36 2603.11 2579.79 2596.36 0 09/28/2007 2701.5 2716.75 2692.02 2701.5 0 10/31/2007 2859.12 2861.51 2815.67 2859.12 0 11/30/2007 2660.96 2696.24 2642.25 2660.96 0 12/31/2007 2652.28 2668.61 2646.09 2652.28 0 01/31/2008 2318.22 2403.46 2313.52 2389.86 0 02/29/2008 2308.21 2311.23 2264.97 2271.48 0 03/31/2008 2265.09 2289.7 2260.59 2279.1 0 04/30/2008 2433.33 2451.19 2406.37 2412.8 0 05/30/2008 2517.86 2530.16 2510.65 2522.66 0 06/30/2008 2311.99 2325.49 2292.98 2292.98 0 07/31/2008 2311.11 2353.39 2309.64 2325.55 0 08/29/2008 2391.15 2393.49 2360.91 2367.52 0 09/30/2008 2034.39 2094.31 2015.93 2091.88 0 10/31/2008 1686.65 1742.54 1673.32 1720.95 0 11/28/2008 1519.04 1535.57 1512.41 1535.57 0 12/31/2008 1551.13 1586.76 1548.93 1577.03 0 28439.66 3500 3000 2500 2000 1500 Series1 1000 500 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
  2. 2. Change Growth 2463.93 2416.15 -47.78 -1.93918 2421.64 5.49 0.227221 2525.09 103.45 4.271898 2604.52 79.43 3.14563 2603.23 -1.29 -0.04953 2545.57 -57.66 -2.21494 2596.36 50.79 1.995231 2701.5 105.14 4.049515 2859.12 157.62 5.834536 2660.96 -198.16 -6.9308 2652.28 -8.68 -0.3262 2389.86 -262.42 -9.89413 2271.48 -118.38 -4.95343 2279.1 7.62 0.335464 2412.8 133.7 5.866351 2522.66 109.86 4.553216 2292.98 -229.68 -9.10468 2325.55 32.57 1.420422 2367.52 41.97 1.804734 2091.88 -275.64 -11.6426 1720.95 -370.93 -17.7319 1535.57 -185.38 -10.772 1577.03 41.46 2.699975
  3. 3. Date Open High Low Close Avg Vol Jan-07 12,459.54 12,685.54 12,313.01 12,621.69 2,983,144,500 Feb-07 12,617.20 12,845.76 12,078.85 12,268.63 2,935,275,700 Mar-07 12,265.59 12,550.07 11,926.79 12,354.35 3,205,736,800 Apr-07 12,354.52 13,226.99 12,284.54 13,062.91 3,006,294,500 May-07 13,062.75 13,718.82 12,993.02 13,627.64 3,104,253,600 Jun-07 13,628.69 13,756.69 13,205.08 13,408.62 3,261,343,300 Jul-07 13,409.60 14,121.04 13,143.87 13,211.99 3,564,854,700 Aug-07 13,211.09 13,769.63 12,455.92 13,357.74 4,091,885,600 Sep-07 13,358.39 13,994.64 12,992.02 13,895.63 3,196,581,500 Oct-07 13,895.71 14,279.96 13,337.90 13,930.01 3,477,202,100 Nov-07 13,924.16 13,924.16 12,707.26 13,371.72 4,317,578,500 Dec-07 13,368.22 13,850.92 13,059.32 13,264.82 3,299,866,500 Jan-08 13,261.82 13,338.23 11,508.74 12,650.36 4,925,982,300 Feb-08 12,638.17 12,841.88 12,006.79 12,266.39 4,148,143,000 Mar-08 12,264.36 12,687.61 11,650.44 12,262.89 4,868,908,000 Apr-08 12,266.64 13,052.91 12,208.42 12,820.13 4,113,069,000 May-08 12,818.34 13,191.49 12,397.56 12,638.32 4,039,814,700 Jun-08 12,637.67 12,652.81 11,226.34 11,350.01 4,840,303,300 Jul-08 11,344.64 11,820.21 10,731.96 11,378.02 5,923,937,200 Aug-08 11,379.89 11,933.55 11,144.59 11,543.55 4,264,482,300 Sep-08 11,545.63 11,831.29 10,266.76 10,850.66 7,009,506,600 Oct-08 10,847.40 11,022.06 7,773.71 9,325.01 7,290,610,800 Nov-08 9,326.04 9,711.46 7,392.27 8,829.04 6,231,635,200 Dec-08 8,826.89 9,151.61 8,072.47 8,776.39 5,320,791,300 * Close price adjusted for dividends and splits. 16,000.00 14,000.00 12,000.00 10,000.00 8,000.00 Series1 6,000.00 4,000.00 2,000.00
  4. 4. 0.00 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
  5. 5. Growth Adj Close* Grwoth % 12,621.69 12,268.63 -353.06 -2.79725 12,354.35 85.72 0.698693 13,062.91 708.56 5.735308 13,627.64 564.73 4.323156 13,408.62 -219.02 -1.60717 13,211.99 -196.63 -1.46644 13,357.74 145.75 1.103165 13,895.63 537.89 4.026804 13,930.01 34.38 0.247416 13,371.72 -558.29 -4.00782 13,264.82 -106.90 -0.79945 12,650.36 -614.46 -4.63225 12,266.39 -383.97 -3.03525 12,262.89 -3.50 -0.02853 12,820.13 557.24 4.544116 12,638.32 -181.81 -1.41816 11,350.01 -1,288.31 -10.1937 11,378.02 28.01 0.246784 11,543.55 165.53 1.454823 10,850.66 -692.89 -6.0024 9,325.01 -1,525.65 -14.0604 8,829.04 -495.97 -5.31871 8,776.39 -52.65 -0.59633 Series1
  6. 6. Month Open High Low Close Price/Earnings Price/Book value January 2007 1,655.28 1,723.27 1,603.20 1,691.45 20.32 4.53 February 2007 1,695.50 1,760.70 1,525.45 1,545.27 19.00 4.57 March 2007 1,551.10 1,588.25 1,461.85 1,556.72 17.00 4.18 April 2007 1,530.10 1,712.66 1,483.45 1,666.14 18.03 4.41 May 2007 1,680.30 1,773.90 1,638.80 1,766.08 18.59 4.45 June 2007 1,773.34 1,805.67 1,693.32 1,804.81 19.68 4.50 July 2007 1,809.90 1,941.75 1,806.68 1,894.18 20.95 4.75 August 2007 1,879.13 1,897.77 1,678.29 1,857.70 19.02 4.46 Septembe r 2007 1,865.69 2,124.18 1,860.53 2,118.86 20.81 4.71 October 2007 2,124.02 2,460.72 2,079.13 2,439.87 24.57 5.58 November 2007 2,470.89 2,513.05 2,273.15 2,454.23 25.36 5.93 December 2007 2,479.21 2,666.59 2,450.23 2,656.52 27.07 6.36 January 2008 2,664.67 2,776.96 1,904.07 2,230.39 25.74 6.15 February 2008 2,248.44 2,371.08 2,063.20 2,217.47 21.69 5.38 March 2008 2,178.64 2,178.64 1,819.94 1,932.41 19.38 4.81 April 2008 1,946.04 2,183.34 1,892.09 2,157.52 19.87 4.90 May 2008 2,187.32 2,213.68 2,014.01 2,038.22 20.05 4.91 June 2008 2,055.31 2,059.91 1,638.67 1,644.18 17.98 4.23 July 2008 1,647.70 1,836.17 1,532.03 1,749.11 17.15 3.35 August 2008 1,720.25 1,899.61 1,714.91 1,782.08 18.52 3.53 Septembe r 2008 1,767.25 1,844.38 1,474.96 1,555.70 17.36 3.31 October 2008 1,570.74 1,592.41 921.75 1,145.68 12.87 2.46 November 2008 1,187.12 1,282.79 991.75 1,062.35 12.38 2.17
  7. 7. December 2008 1,068.68 1,209.43 997.91 1,156.59 12.65 2.22 3000 2500 2000 1500 1000 500 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22
  8. 8. Dividend Yield 1.18 1691.45 - - 1.17 1545.27 -146.18 -8.64229 1.28 1556.72 11.45 0.740971 1.20 1666.14 109.42 7.028881 1.12 1766.08 99.94 5.998295 1.05 1804.81 38.73 2.192992 0.98 1894.18 89.37 4.951768 1.05 1857.7 -36.48 -1.9259 1.01 2118.86 261.16 14.05824 0.89 2439.87 321.01 15.15013 0.84 2454.23 14.36 0.588556 0.78 2656.52 202.29 8.242504 0.82 2230.39 -426.13 -16.0409 0.93 2217.47 -12.92 -0.57927 1.04 1932.41 -285.06 -12.8552 1.00 2157.52 225.11 11.64918 0.97 2038.22 -119.3 -5.5295 1.07 1644.18 -394.04 -19.3326 1.22 1749.11 104.93 6.381905 1.15 1782.08 32.97 1.884959 1.23 1555.7 -226.38 -12.7031 1.67 1145.68 -410.02 -26.356 1.86 1062.35 -83.33 -7.27341
  9. 9. 1.82 1156.59 94.24 8.870899 Series1 22 23 24
  10. 10. Price/Ear Month Open High Low Close nings 14,325.9 13,303.2 14,090.9 Jan-07 13,827.77 2 2 2 22.73 14,723.8 12,800.9 12,938.0 Feb-07 14,124.36 8 1 9 21.56 13,386.9 12,316.1 13,072.1 Mar-07 13,013.74 5 0 0 19.84 14,383.7 12,425.5 13,872.3 Apr-07 12,811.93 2 2 7 20.75 14,576.3 13,554.3 14,544.4 May-07 13,987.77 7 4 6 20.84 14,683.3 13,946.9 14,650.5 Jun-07 14,610.28 6 9 1 20.67 15,868.8 14,638.8 15,550.9 Jul-07 14,685.16 5 8 9 21.78 15,542.4 13,779.8 15,318.6 Aug-07 15,344.02 0 8 0 19.99 17,361.4 15,323.0 17,291.1 Sep-07 15,401.99 7 5 0 21.69 20,238.1 17,144.5 19,837.9 Oct-07 17,356.99 6 8 9 24.86 20,204.2 18,182.8 19,363.1 Nov-07 20,130.23 1 3 9 25.44 20,498.1 18,886.4 20,286.9 Dec-07 19,547.09 1 0 9 26.94 21,206.7 15,332.4 17,648.7 Jan-08 20,325.27 7 2 1 25.53 18,895.3 16,457.7 17,578.7 Feb-08 17,820.67 4 4 2 22.23 17,227.5 14,677.2 15,644.4 Mar-08 17,227.56 6 4 4 20.18 17,480.7 15,297.9 17,287.3 Apr-08 15,771.72 4 6 1 20.71 17,735.7 16,196.0 16,415.5 May-08 17,560.15 0 2 7 20.66 16,632.7 13,405.5 13,461.6 Jun-08 16,591.46 2 4 0 18.22 15,130.0 12,514.0 14,355.7 Jul-08 13,480.02 9 2 5 17.06 15,579.7 14,002.4 14,564.5 Aug-08 14,064.26 8 3 3 18.25 15,107.0 12,153.5 12,860.4 Sep-08 14,412.99 1 5 3 17.36 13,203.8 Oct-08 13,006.72 6 0 9,788.06 13.19 10,945.4 Nov-08 10,209.37 1 8,316.39 9,092.72 11.88
  11. 11. 10,188.5 Dec-08 9,162.94 4 8,467.43 9,647.31 12.16 25000 20000 15000 10000 5000 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22
  12. 12. Dividend Price/Bookvalue Yield 5.30 1.19 14090.92 Growth 5.38 1.18 12938.09 -1152.83 -8.18137 4.95 1.28 13072.1 134.01 1.035779 5.13 1.21 13872.37 800.27 6.12197 4.95 1.15 14544.46 672.09 4.84481 4.78 1.15 14650.51 106.05 0.729144 4.98 1.07 15550.99 900.48 6.146407 4.80 1.14 15318.6 -232.39 -1.49437 5.16 1.11 17291.1 1972.5 12.8765 5.89 0.97 19837.99 2546.89 14.72949 6.13 0.90 19363.19 -474.8 -2.39339 6.54 0.85 20286.99 923.8 4.770908 6.35 0.88 17648.71 -2638.28 -13.0048 5.71 0.97 17578.72 -69.99 -0.39657 5.19 1.07 15644.44 -1934.28 -11.0035 5.22 1.03 17287.31 1642.87 10.5013 4.82 1.01 16415.57 -871.74 -5.04266 4.09 1.14 13461.6 -2953.97 -17.9949 3.59 1.36 14355.75 894.15 6.642227 3.81 1.26 14564.5 208.75 1.454121 3.62 1.33 12860.43 -1704.07 -11.7002 2.76 1.76 9788.06 -3072.37 -23.8901 2.48 1.92 9092.72 -695.34 -7.10396
  13. 13. 2.54 1.87 9647.31 554.59 6.099275 Series1 22 23 24
  14. 14. Date Sensex BSE 200 Jan-07 - - Feb-07 -8.18137 -8.6422892 Mar-07 1.03578 0.7409708 Apr-07 6.12197 7.0288812 May-07 4.84481 5.9982955 Jun-07 0.72914 2.1929924 Jul-07 6.14641 4.9517678 Aug-07 -1.49437 -1.9258993 Sep-07 12.8765 14.058244 Oct-07 14.7295 15.150128 Nov-07 -2.39339 0.5885559 Dec-07 4.77091 8.2425038 Jan-08 -13.0048 -16.040911 Feb-08 -0.39657 -0.5792709 Mar-08 -11.0035 -12.855191 Apr-08 10.5013 11.649184 May-08 -5.04266 -5.5294968 Jun-08 -17.9949 -19.332555 Jul-08 6.64223 6.3819047 Aug-08 1.45412 1.8849586 Sep-08 -11.7002 -12.703133 Oct-08 -23.8901 -26.355981 Nov-08 -7.10396 -7.2734097 Dec-08 6.09928 8.8708994 0.9934057 Method for Calculation of Co-efficent of Corelation
  15. 15. let Sensex= x and BSE 200 = y x y x2 y2 xy -8.18137 -8.6422892 66.93478 74.6891619 70.7057468 1.03578 0.7409708 1.072838 0.54903778 0.76748192 6.12197 7.0288812 37.47851 49.4051715 43.0305979 4.84481 5.9982955 23.47219 35.9795484 29.0606032 0.72914 2.1929924 0.53165 4.80921562 1.59900638 6.14641 4.9517678 37.77832 24.5200041 30.4355811 -1.49437 -1.9258993 2.233155 3.70908824 2.87801449 12.8765 14.058244 165.8043 197.634226 181.021023 14.7295 15.150128 216.9577 229.526375 223.153583 -2.39339 0.5885559 5.728304 0.3463981 -1.40864253 4.77091 8.2425038 22.76156 67.9388682 39.3242279 -13.0048 -16.040911 169.1245 257.310815 208.608639 -0.39657 -0.5792709 0.15727 0.33555476 0.22972313 -11.0035 -12.855191 121.0777 165.255931 141.452498 10.5013 11.649184 110.2774 135.703492 122.331609 -5.04266 -5.5294968 25.4284 30.5753352 27.883364 -17.9949 -19.332555 323.8174 373.747678 347.887933 6.64223 6.3819047 44.11918 40.7287071 42.390058 1.45412 1.8849586 2.114468 3.55306906 2.74095826 -11.7002 -12.703133 136.8938 161.369599 148.628711 -23.8901 -26.355981 570.737 694.637747 629.647112 -7.10396 -7.2734097 50.46627 52.9024883 51.6700213 6.09928 8.8708994 37.20116 78.6928565 54.1060553 ∑ -26.2539 -23.498851 2172.168 2683.92037 2398.1439 ∑xy 2398.14 ∑x∑y/N 26.8233 2 ∑x 2172.17 2 (∑x) /N 29.9681 2 ∑y 2683.92 2 (∑y) /N 24.0085 N 2371.321 2371.32058 Therefore COOR= D √ 5698063 2387.06149 BSE and SENSEX 20 y = 1.107x + 0.241 15 R² = 0.986 10
  16. 16. 5 0 SENSEX -30 -25 -20 -15 -10 -5 0 5 10 15 20 -5 -10 -15 -20 -25 -30 BSE 200
  17. 17. Therefore COOR= 0.993406
  18. 18. Series1 Linear (Series1)
  19. 19. BSE-200 Nasdaq Month Growth Growth Jan-07 Feb-07 -8.6423 -1.93918 Mar-07 0.74097 0.227221 Apr-07 7.02888 4.271898 May-07 5.9983 3.14563 Jun-07 2.19299 -0.04953 Jul-07 4.95177 -2.21494 Aug-07 -1.9259 1.995231 Sep-07 14.0582 4.049515 Oct-07 15.1501 5.834536 Nov-07 0.58856 -6.9308 Dec-07 8.2425 -0.3262 Jan-08 -16.041 -9.89413 Feb-08 -0.5793 -4.95343 Mar-08 -12.855 0.335464 Apr-08 11.6492 5.866351 May-08 -5.5295 4.553216 Jun-08 -19.333 -9.10468 Jul-08 6.3819 1.420422 Aug-08 1.88496 1.804734 Sep-08 -12.703 -11.6426 Oct-08 -26.356 -17.7319 Nov-08 -7.2734 -10.772 Dec-08 8.8709 2.699975 COOR 0.806559 Method for Calculation of Co-efficent of Corelation let BSE 200= x and Nasdaq Composite 100= y x y x2 y2 xy -8.6423 -1.93918 74.68916 3.760413 16.75894 0.74097 0.227221 0.549038 0.051629 0.168364 7.02888 4.271898 49.40517 18.24912 30.02667 5.9983 3.14563 35.97955 9.894991 18.86842 2.19299 -0.04953 4.809216 0.002453 -0.10862 4.95177 -2.21494 24.52 4.905962 -10.9679 -1.9259 1.995231 3.709088 3.980946 -3.84261
  20. 20. 14.0582 4.049515 197.6342 16.39858 56.92908 15.1501 5.834536 229.5264 34.04181 88.39397 0.58856 -6.9308 0.346398 48.03604 -4.07917 8.2425 -0.3262 67.93887 0.106405 -2.68869 -16.041 -9.89413 257.3108 97.89379 158.7108 -0.5793 -4.95343 0.335555 24.53645 2.869377 -12.855 0.335464 165.2559 0.112536 -4.31246 11.6492 5.866351 135.7035 34.41407 68.3382 -5.5295 4.553216 30.57534 20.73178 -25.177 -19.333 -9.10468 373.7477 82.89511 176.0166 6.3819 1.420422 40.72871 2.0176 9.065 1.88496 1.804734 3.553069 3.257066 3.40185 -12.703 -11.6426 161.3696 135.5493 147.897 -26.356 -17.7319 694.6377 314.4202 467.3415 -7.2734 -10.772 52.90249 116.0351 78.34886 8.8709 2.699975 78.69286 7.289863 23.9512 ∑ -23.499 -39.3551 2683.92 978.5811 1295.91 ∑xy 1295.91 ∑x∑y/N 40.2087 ∑x2 2683.92 2 (∑x) /N 24.0085 2 ∑y 978.581 2 (∑y) /N 67.3402 N 1255.701 1255.701 Therefore COOR= 0.806559 D √ 2423821 1556.862 Co-relation between BSE 200 and Nasdaq Composite 100 10 5 0 NASDAQ Composite 100 -30 -25 -20 -15 -10 -5 0 5 10 15 20 -5 Series1 Linear (Series1) -10
  21. 21. y = 0.472x -15 R² = 0.650 -20 BSE-200
  22. 22. osite 100 Series1 Linear (Series1)
  23. 23. y = 0.472x - 1.228 R² = 0.650
  24. 24. Date Sensex Nasdaq Jan-07 - - Feb-07 -8.18137 -1.9392 Mar-07 1.035779 0.22722 Apr-07 6.12197 4.2719 May-07 4.84481 3.14563 Jun-07 0.729144 -0.0495 Jul-07 6.146407 -2.2149 Aug-07 -1.49437 1.99523 Sep-07 12.8765 4.04952 SENSEX and Nasd Oct-07 14.72949 5.83454 Nov-07 -2.39339 -6.9308 Dec-07 4.770908 -0.3262 Jan-08 -13.0048 -9.8941 Feb-08 -0.39657 -4.9534 Mar-08 -11.0035 0.33546 Apr-08 10.5013 5.86635 SENSEX May-08 -5.04266 4.55322 -20 -15 -10 Jun-08 -17.9949 -9.1047 Jul-08 6.642227 1.42042 Aug-08 1.454121 1.80473 Sep-08 -11.7002 -11.643 Oct-08 -23.8901 -17.732 Nov-08 -7.10396 -10.772 Dec-08 6.099275 2.69997 COCR 0.81835 Method for Calculation of Co-efficent of Corelation let Sensex= x and NASDAQ Composite (IXIC) = y x y x2 y2 xy -8.18137 -1.9392 66.93478 3.760413 15.86513 1.035779 0.22722 1.072838 0.051629 0.235351 6.12197 4.2719 37.47851 18.24912 26.15243 4.84481 3.14563 23.47219 9.894991 15.23998 0.729144 -0.0495 0.53165 0.002453 -0.03611 6.146407 -2.2149 37.77832 4.905962 -13.6139 -1.49437 1.99523 2.233155 3.980946 -2.98162 12.8765 4.04952 165.8043 16.39858 52.1436
  25. 25. 14.72949 5.83454 216.9577 34.04181 85.93972 -2.39339 -6.9308 5.728304 48.03604 16.5881 4.770908 -0.3262 22.76156 0.106405 -1.55626 -13.0048 -9.8941 169.1245 97.89379 128.671 -0.39657 -4.9534 0.15727 24.53645 1.964395 -11.0035 0.33546 121.0777 0.112536 -3.69129 10.5013 5.86635 110.2774 34.41407 61.60432 -5.04266 4.55322 25.4284 20.73178 -22.9603 -17.9949 -9.1047 323.8174 82.89511 163.838 6.642227 1.42042 44.11918 2.0176 9.434767 1.454121 1.80473 2.114468 3.257066 2.624302 -11.7002 -11.643 136.8938 135.5493 136.2199 -23.8901 -17.732 570.737 314.4202 423.6168 -7.10396 -10.772 50.46627 116.0351 76.52357 6.099275 2.69997 37.20116 7.289863 16.46789 ∑ -26.2539 -39.355 2172.168 978.5811 1188.29 ∑xy 1188.29 ∑x∑y/N 44.92283 2 ∑x 2172.168 2 (∑x) /N 29.96815 2 ∑y 978.5811 2 (∑y) /N 67.34018 N 1143.367 1143.367 Therefore COOR= 0.81835 D √ 1952060 1397.161
  26. 26. SENSEX and Nasdaq Composite 20 15 10 5 0 -5 0 5 10 Series1 -5 -10 Linear (Series1) -15 y = 1.254x + 1.005 -20 R² = 0.669 -25 -30 NASDAQ
  27. 27. Date Sensex DJIA Jan-07 - - Feb-07 -8.18137 -2.79725 Mar-07 1.035779 0.698693 Apr-07 6.12197 5.735308 May-07 4.84481 4.323156 Jun-07 0.729144 -1.60717 Jul-07 6.146407 -1.46644 Aug-07 -1.49437 1.103165 Sep-07 12.8765 4.026804 Oct-07 14.72949 0.247416 Nov-07 -2.39339 -4.00782 Dec-07 4.770908 -0.79945 Jan-08 -13.0048 -4.63225 Feb-08 -0.39657 -3.03525 Mar-08 -11.0035 -0.02853 Apr-08 10.5013 4.544116 May-08 -5.04266 -1.41816 Jun-08 -17.9949 -10.1937 Jul-08 6.642227 0.246784 Aug-08 1.454121 1.454823 Sep-08 -11.7002 -6.0024 Oct-08 -23.8901 -14.0604 Nov-08 -7.10396 -5.31871 Dec-08 6.099275 -0.59633 COCR 0.83064 Method for Calculation of Co-efficent of Corelation let Sensex= x and NASDAQ Composite (IXIC) = y x y x2 y2 xy -8.18137 -2.79725 66.93478 7.824598 22.88532 1.035779 0.698693 1.072838 0.488171 0.723691 6.12197 5.735308 37.47851 32.89376 35.11138 4.84481 4.323156 23.47219 18.68968 20.94487 0.729144 -1.60717 0.53165 2.583011 -1.17186 6.146407 -1.46644 37.77832 2.15046 -9.01337 -1.49437 1.103165 2.233155 1.216972 -1.64854 12.8765 4.026804 165.8043 16.21515 51.85115
  28. 28. 14.72949 0.247416 216.9577 0.061215 3.644309 -2.39339 -4.00782 5.728304 16.06264 9.592272 4.770908 -0.79945 22.76156 0.639118 -3.81409 -13.0048 -4.63225 169.1245 21.45777 60.24147 -0.39657 -3.03525 0.15727 9.21274 1.203698 -11.0035 -0.02853 121.0777 0.000814 0.313967 10.5013 4.544116 110.2774 20.64899 47.71914 -5.04266 -1.41816 25.4284 2.011179 7.151298 -17.9949 -10.1937 323.8174 103.9111 183.4346 6.642227 0.246784 44.11918 0.060902 1.639195 1.454121 1.454823 2.114468 2.116509 2.115488 -11.7002 -6.0024 136.8938 36.0288 70.22904 -23.8901 -14.0604 570.737 197.6958 335.9052 -7.10396 -5.31871 50.46627 28.28865 37.78389 6.099275 -0.59633 37.20116 0.355607 -3.63717 ∑ -26.2539 -33.5836 2172.168 520.6137 873.2049 ∑xy 873.2049 ∑x∑y/N 38.33483 2 ∑x 2172.168 2 (∑x) /N 29.96815 2 ∑y 520.6137 2 (∑y) /N 49.03737 N 834.8701 834.8701 Therefore COOR= 0.83064 D √ 1010211 1005.092 DJIA and SENSEX 10 5 0 -30 -20 -10 0 10 20 DJIA -5 Series1 Linear (Series1) -10 -15 y = 0.389x - 1.015
  29. 29. -15 y = 0.389x - 1.015 R² = 0.69 -20 SENSEX
  30. 30. near (Series1)
  31. 31. Date BSE200 DJIA Jan-07 - - Feb-07 -8.64229 -2.79725 Mar-07 0.740971 0.698693 Apr-07 7.028881 5.735308 May-07 5.998295 4.323156 Jun-07 2.192992 -1.60717 Jul-07 4.951768 -1.46644 Aug-07 -1.9259 1.103165 Sep-07 14.05824 4.026804 Oct-07 15.15013 0.247416 Nov-07 0.588556 -4.00782 Dec-07 8.242504 -0.79945 Jan-08 -16.0409 -4.63225 Feb-08 -0.57927 -3.03525 Mar-08 -12.8552 -0.02853 Apr-08 11.64918 4.544116 -30 -25 -20 -15 May-08 -5.5295 -1.41816 DIJA Jun-08 -19.3326 -10.1937 Jul-08 6.381905 0.246784 Aug-08 1.884959 1.454823 Sep-08 -12.7031 -6.0024 Oct-08 -26.356 -14.0604 Nov-08 -7.27341 -5.31871 Dec-08 8.870899 -0.59633 COCR 0.816033 Method for Calculation of Co-efficent of Corelation let BSE= x and DOW JONES INDUSTRIAL AVERAGE = y x y x2 y2 xy -8.64229 -2.79725 74.68916 7.824598 24.17463 0.740971 0.698693 0.549038 0.488171 0.517711 7.028881 5.735308 49.40517 32.89376 40.3128 5.998295 4.323156 35.97955 18.68968 25.93157 2.192992 -1.60717 4.809216 2.583011 -3.52452 4.951768 -1.46644 24.52 2.15046 -7.26149 -1.9259 1.103165 3.709088 1.216972 -2.12458 14.05824 4.026804 197.6342 16.21515 56.60979 15.15013 0.247416 229.5264 0.061215 3.748383
  32. 32. 0.588556 -4.00782 0.346398 16.06264 -2.35883 8.242504 -0.79945 67.93887 0.639118 -6.58946 -16.0409 -4.63225 257.3108 21.45777 74.30555 -0.57927 -3.03525 0.335555 9.21274 1.758232 -12.8552 -0.02853 165.2559 0.000814 0.3668 11.64918 4.544116 135.7035 20.64899 52.93525 -5.5295 -1.41816 30.57534 2.011179 7.841713 -19.3326 -10.1937 373.7477 103.9111 197.0699 6.381905 0.246784 40.72871 0.060902 1.574951 1.884959 1.454823 3.553069 2.116509 2.74228 -12.7031 -6.0024 161.3696 36.0288 76.24928 -26.356 -14.0604 694.6377 197.6958 370.5766 -7.27341 -5.31871 52.90249 28.28865 38.68514 8.870899 -0.59633 78.69286 0.355607 -5.28996 ∑ -23.4989 -33.5836 2683.92 520.6137 948.2517 ∑xy 948.2517 ∑x∑y/N 34.31202 ∑x2 2683.92 2 (∑x) /N 24.00852 2 ∑y 520.6137 2 (∑y) /N 49.03737 N 913.9397 913.9397 Therefore COOR= 0.816033 D √ 1254351 1119.978
  33. 33. DJIA and BSE200 10 5 0 15 -10 -5 0 5 10 15 20 -5 Series1 Linear (Series1) -10 y = 0.343x - 1.109 -15 R² = 0.665 -20 BSE200

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