Bse Companies Data (1).xls
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Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 161.4 17429.98 121.2 19395.81 149.75 25413.78 243.5 27780.83 307.9 26999.72 206.7 30921.61 362.45 35423.48 372
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX
Adani
-7.81020797 10.6865351 27.0234483 8.90546679 -2.85197189 13.5628797 13.5919585
-28.644368 21.1525163 48.6149706 23.4658112 -39.850659 56.1618067 2.60073205
Return of Index (Rm)
9.015444
Return of Stock (Ri)
11.92869
Correl (rim)
0.849471
SD of Index (σm)
11.49387 36.36601
SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i)
132.1091 1322.487 2.687683
β Unsystematic Risk (σ2ei) 368.1779
2.687683
c
Month BSE SENSEX Jun-11 18845.87 Jun-12 17429.98 Jun-13 19395.81 Jun-14 25413.78 Jun-15 27780.83 Jun-16 26999.72 Jun-17 30921.61 Jun-18 35423.48
Close Price 318.06 388.19 463 592.7 754.45 1003.65 1104.15 1264.1
Month BSE SENSEXAsian Paints Jun-11 Jun-12 -7.810208 19.925487 Jun-13 10.68654 17.623214 Jun-14 27.02345 24.696131 Jun-15 8.905467 24.130064 Jun-16 -2.851972 28.540963 Jun-17 13.56288 9.5432453 Jun-18 13.59196 13.52846
Return of Index (R9.01544 Return of Stock (R19.7125 Correl (rim) -0.2106 SD of Index (σm)
11.4939 6.6878
SD of Stock (σi) Var of Index (σ2m) 132.109 Var of Stock (σ2i) 44.7266 β -0.1225 Unsystematic Risk (σ
-0.1225
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX 18845.87 17429.98 19395.81 25413.78 27780.83 26999.72 30921.61 35423.48
Close Price 257.8 203.16 264.61 384.28 558.65 533.45 516.1 510.4
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX AXIS Bank
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 1405.9 17429.98 1572 19395.81 1917.45 25413.78 2313.2 27780.83 2535.65 26999.72 2686.25 30921.61 2790.5 35423.48 2811.15
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Bajaj
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 395.25 17429.98 305 19395.81 291.4 25413.78 336.9 27780.83 419.9 26999.72 366.15 30921.61 379.15 35423.48 381
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Airtel
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 392.4 17429.98 347.4 19395.81 302.95 25413.78 385.3 27780.83 421.05 26999.72 313.15 30921.61 244.2 35423.48 264.4
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Coal India
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 503.11 17429.98 563.5 19395.81 668.5 25413.78 821.35 27780.83 1067.45 26999.72 1175.9 30921.61 1652.25 35423.48 2108.05
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX HDFC Bank
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 1877.75 17429.98 2142.1 19395.81 1662.25 25413.78 2627.2 27780.83 2524.3 26999.72 3180.85 30921.61 3696.7 35423.48 3472.05
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Hero
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 342.75 17429.98 454.35 19395.81 585.05 25413.78 619.5 27780.83 916.45 26999.72 898.6 30921.61 1081.6 35423.48 1641.85
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX HUL
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 703.85 17429.98 654.45 19395.81 872.9 25413.78 990.65 27780.83 1296.45 26999.72 1252.7 30921.61 1616.35 35423.48 1907.35
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Housing Develop
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 198.75 17429.98 163.56 19395.81 194.5 25413.78 257.9 27780.83 280 26999.72 218.36 30921.61 290.1 35423.48 275.5
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX ICICI
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 272.15 17429.98 341.05 19395.81 466.25 25413.78 571.15 27780.83 872.05 26999.72 1110.65 30921.61 1479.95 35423.48 1939.3
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Indusind
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 726.85 17429.98 625.64 19395.81 623.32 25413.78 811.62 27780.83 985.35 26999.72 1170.75 30921.61 935.65 35423.48 1306.75
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Infosys
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 134.95 17429.98 167.62 19395.81 216.25 25413.78 216.58 27780.83 210.01 26999.72 245.38 30921.61 323.85 35423.48 266.05
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX ITC
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 240.1 17429.98 296.13 19395.81 360.63 25413.78 442.58 27780.83 693.88 26999.72 763.1 30921.61 955.45 35423.48 1341.8
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Kotak Bank
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 814.16 17429.98 624.18 19395.81 627.22 25413.78 1134.46 27780.83 1188.56 26999.72 997.52 30921.61 1125.26 35423.48 1271.3
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX L&T
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 350.65 17429.98 353.45 19395.81 483.28 25413.78 573.95 27780.83 640.6 26999.72 714.48 30921.61 673.83 35423.48 896.8
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX M&M
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 1158.45 17429.98 1169.75 19395.81 1538 25413.78 2438.35 27780.83 4022.7 26999.72 4185.15 30921.61 7217.9 35423.48 8821.2
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Maruti
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 186.85 17429.98 159.75 19395.81 143.7 25413.78 155.9 27780.83 137.8 26999.72 156.4 30921.61 158.45 35423.48 159.45
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX NTPC
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 182.64 17429.98 189.81 19395.81 220.08 25413.78 282.48 27780.83 206.44 26999.72 144.21 30921.61 157.3 35423.48 158.2
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX ONGC
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 109.3 17429.98 113.45 19395.81 110.95 25413.78 139.15 27780.83 139.1 26999.72 162.95 30921.61 210.55 35423.48 186.65
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Power grid
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 448.8 17429.98 368.73 19395.81 430.98 25413.78 507.35 27780.83 500.23 26999.72 484.73 30921.61 690.13 35423.48 972.95
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Reliance Industr
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 240.6 17429.98 215.92 19395.81 195.36 25413.78 268.59 27780.83 262.8 26999.72 218.65 30921.61 273.6 35423.48 259.3
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX
SBI
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month BSE SENSEX Close Price Jun-11 18845.87 248.95 Jun-12 17429.98 317.9 May-13 19395.81 505.78 Jun-14 25413.78 686.25 Jun-15 27780.83 874.2 Jun-16 26999.72 763.6 Jun-17 30921.61 554.5 Jun-18 35423.48 560.55
Month BSE SENSEX SUN Pharma Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 592.1 17429.98 638.73 19395.81 759.08 25413.78 1212.7 27780.83 1275.48 26999.72 1276.55 30921.61 1181.18 35423.48 1847.2
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX TCS
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 196.73 17429.98 242.05 19395.81 281.45 25413.78 431.15 27780.83 434.55 26999.72 459.25 30921.61 432.5 35423.48 269.3
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Tata Motors
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 107.32 17429.98 132.3 19395.81 140.8 25413.78 295.05 27780.83 261.2 26999.72 291.85 30921.61 263.3 35423.48 158.7
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Tata Motors DVR
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 608.7 17429.98 441.3 19395.81 273.8 25413.78 528.3 27780.83 304.7 26999.72 321.9 30921.61 544.35 35423.48 567.85
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Tata Steel
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 282.15 17429.98 191.55 19395.81 142.8 25413.78 292.1 27780.83 173.9 26999.72 131.8 30921.61 249.05 35423.48 235.75
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Vedanta
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 208.8 17429.98 199.95 19395.81 174.5 25413.78 273.2 27780.83 273.35 26999.72 278.98 30921.61 258.75 35423.48 261.4
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Wipro
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 62.38 17429.98 67.88 19395.81 92.22 25413.78 108.21 27780.83 168.77 26999.72 221.42 30921.61 292.7 35423.48 339.6
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Yes Bank
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
BSE SENSEX Close Price 18845.87 161.4 17429.98 121.2 19395.81 149.75 25413.78 243.5 27780.83 307.9 26999.72 206.7 30921.61 362.45 35423.48 372
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX
Adani
-7.81020797 10.6865351 27.0234483 8.90546679 -2.85197189 13.5628797 13.5919585
-28.644368 21.1525163 48.6149706 23.4658112 -39.850659 56.1618067 2.60073205
Return of Index (Rm)
9.015444
Return of Stock (Ri)
11.92869
Correl (rim)
0.849471
SD of Index (σm)
11.49387 36.36601
SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i)
132.1091 1322.487 2.687683
β Unsystematic Risk (σ2ei) 368.1779
2.687683
c
Month BSE SENSEX Jun-11 18845.87 Jun-12 17429.98 Jun-13 19395.81 Jun-14 25413.78 Jun-15 27780.83 Jun-16 26999.72 Jun-17 30921.61 Jun-18 35423.48
Close Price 318.06 388.19 463 592.7 754.45 1003.65 1104.15 1264.1
Month BSE SENSEXAsian Paints Jun-11 Jun-12 -7.810208 19.925487 Jun-13 10.68654 17.623214 Jun-14 27.02345 24.696131 Jun-15 8.905467 24.130064 Jun-16 -2.851972 28.540963 Jun-17 13.56288 9.5432453 Jun-18 13.59196 13.52846
Return of Index (R9.01544 Return of Stock (R19.7125 Correl (rim) -0.2106 SD of Index (σm)
11.4939 6.6878
SD of Stock (σi) Var of Index (σ2m) 132.109 Var of Stock (σ2i) 44.7266 β -0.1225 Unsystematic Risk (σ
-0.1225
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX 18845.87 17429.98 19395.81 25413.78 27780.83 26999.72 30921.61 35423.48
Close Price 257.8 203.16 264.61 384.28 558.65 533.45 516.1 510.4
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX AXIS Bank
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 1405.9 17429.98 1572 19395.81 1917.45 25413.78 2313.2 27780.83 2535.65 26999.72 2686.25 30921.61 2790.5 35423.48 2811.15
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Bajaj
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 395.25 17429.98 305 19395.81 291.4 25413.78 336.9 27780.83 419.9 26999.72 366.15 30921.61 379.15 35423.48 381
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Airtel
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 392.4 17429.98 347.4 19395.81 302.95 25413.78 385.3 27780.83 421.05 26999.72 313.15 30921.61 244.2 35423.48 264.4
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Coal India
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 503.11 17429.98 563.5 19395.81 668.5 25413.78 821.35 27780.83 1067.45 26999.72 1175.9 30921.61 1652.25 35423.48 2108.05
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX HDFC Bank
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 1877.75 17429.98 2142.1 19395.81 1662.25 25413.78 2627.2 27780.83 2524.3 26999.72 3180.85 30921.61 3696.7 35423.48 3472.05
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Hero
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 342.75 17429.98 454.35 19395.81 585.05 25413.78 619.5 27780.83 916.45 26999.72 898.6 30921.61 1081.6 35423.48 1641.85
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX HUL
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 703.85 17429.98 654.45 19395.81 872.9 25413.78 990.65 27780.83 1296.45 26999.72 1252.7 30921.61 1616.35 35423.48 1907.35
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Housing Develop
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 198.75 17429.98 163.56 19395.81 194.5 25413.78 257.9 27780.83 280 26999.72 218.36 30921.61 290.1 35423.48 275.5
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX ICICI
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 272.15 17429.98 341.05 19395.81 466.25 25413.78 571.15 27780.83 872.05 26999.72 1110.65 30921.61 1479.95 35423.48 1939.3
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Indusind
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 726.85 17429.98 625.64 19395.81 623.32 25413.78 811.62 27780.83 985.35 26999.72 1170.75 30921.61 935.65 35423.48 1306.75
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Infosys
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 134.95 17429.98 167.62 19395.81 216.25 25413.78 216.58 27780.83 210.01 26999.72 245.38 30921.61 323.85 35423.48 266.05
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX ITC
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 240.1 17429.98 296.13 19395.81 360.63 25413.78 442.58 27780.83 693.88 26999.72 763.1 30921.61 955.45 35423.48 1341.8
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Kotak Bank
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 814.16 17429.98 624.18 19395.81 627.22 25413.78 1134.46 27780.83 1188.56 26999.72 997.52 30921.61 1125.26 35423.48 1271.3
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX L&T
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 350.65 17429.98 353.45 19395.81 483.28 25413.78 573.95 27780.83 640.6 26999.72 714.48 30921.61 673.83 35423.48 896.8
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX M&M
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 1158.45 17429.98 1169.75 19395.81 1538 25413.78 2438.35 27780.83 4022.7 26999.72 4185.15 30921.61 7217.9 35423.48 8821.2
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Maruti
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 186.85 17429.98 159.75 19395.81 143.7 25413.78 155.9 27780.83 137.8 26999.72 156.4 30921.61 158.45 35423.48 159.45
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX NTPC
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 182.64 17429.98 189.81 19395.81 220.08 25413.78 282.48 27780.83 206.44 26999.72 144.21 30921.61 157.3 35423.48 158.2
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX ONGC
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 109.3 17429.98 113.45 19395.81 110.95 25413.78 139.15 27780.83 139.1 26999.72 162.95 30921.61 210.55 35423.48 186.65
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Power grid
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 448.8 17429.98 368.73 19395.81 430.98 25413.78 507.35 27780.83 500.23 26999.72 484.73 30921.61 690.13 35423.48 972.95
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Reliance Industr
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 240.6 17429.98 215.92 19395.81 195.36 25413.78 268.59 27780.83 262.8 26999.72 218.65 30921.61 273.6 35423.48 259.3
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX
SBI
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month BSE SENSEX Close Price Jun-11 18845.87 248.95 Jun-12 17429.98 317.9 May-13 19395.81 505.78 Jun-14 25413.78 686.25 Jun-15 27780.83 874.2 Jun-16 26999.72 763.6 Jun-17 30921.61 554.5 Jun-18 35423.48 560.55
Month BSE SENSEX SUN Pharma Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 592.1 17429.98 638.73 19395.81 759.08 25413.78 1212.7 27780.83 1275.48 26999.72 1276.55 30921.61 1181.18 35423.48 1847.2
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX TCS
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 196.73 17429.98 242.05 19395.81 281.45 25413.78 431.15 27780.83 434.55 26999.72 459.25 30921.61 432.5 35423.48 269.3
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Tata Motors
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 107.32 17429.98 132.3 19395.81 140.8 25413.78 295.05 27780.83 261.2 26999.72 291.85 30921.61 263.3 35423.48 158.7
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Tata Motors DVR
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 608.7 17429.98 441.3 19395.81 273.8 25413.78 528.3 27780.83 304.7 26999.72 321.9 30921.61 544.35 35423.48 567.85
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Tata Steel
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 282.15 17429.98 191.55 19395.81 142.8 25413.78 292.1 27780.83 173.9 26999.72 131.8 30921.61 249.05 35423.48 235.75
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Vedanta
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 208.8 17429.98 199.95 19395.81 174.5 25413.78 273.2 27780.83 273.35 26999.72 278.98 30921.61 258.75 35423.48 261.4
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Wipro
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Close Price 18845.87 62.38 17429.98 67.88 19395.81 92.22 25413.78 108.21 27780.83 168.77 26999.72 221.42 30921.61 292.7 35423.48 339.6
Month Jun-11 Jun-12 Jun-13 Jun-14 Jun-15 Jun-16 Jun-17 Jun-18
BSE SENSEX Yes Bank
Return of Index (Rm) Return of Stock (Ri) Correl (rim) SD of Index (σm) SD of Stock (σi) Var of Index (σ2m) Var of Stock (σ2i) β Unsystematic Risk (σ2ei)
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