Wah Zahid Wah
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- Words: 387
- Pages: 7
total investment WEIGHT
CO. NAME ACBL 1 2001 2002 2003 2004
100,000 EQUAL INV.
capital gain dividend return x-x 13.30 -1.70 19.04 130.38 26.85 13.55 17.90 117.13 51.50 24.65 19.04 84.83 94.00 42.50 17.92 64.28
mean stan dev.
28.03 14.78 -17.52 -38.07
99.15
PORTFOLIO RISK CALCULATION
CRTM 2
ACBL 1
IBFL 3
NISM 4
BAHL 5
503.16
-9.32
-25.75
-17.17
0.73
-9.32
9.84
14.35
1.79
-23.22
IBFL 3
-25.75
14.35
102.09
-205.17
-64.12
NISM 4
-17.17
33.77
-205.17
977.35
-42.72
BAHL 5
47.65
-23.22
-64.12
-42.72
118.54
MCBL6
-15.44
7.24
73.44
-174.58
483.13
32.66
-105.16
539.51
-38.46 -49.24
ACBL 1
CRTM 2
.
TOTAL
(x-x)2
CRTM 2
785.43 218.50 306.79 1449.61
capital gain dividend return x-x (x-x)2 18.00 -1.25 2.80 8.61 -18.62 346.59 22.00 4.00 2.00 27.27 0.04 0.00 23.50 1.50 1.00 10.64 -16.59 275.22 50.50 27.00 1.00 55.45 28.22 796.23
690.08 26.27
25.49
354.51 18.83
CULATION
MCBL 6 -15.44
TOTAL 436.21
0.38
-6.17
73.44
-105.16
-3.95
742.11
-38.46
-2.32
1 2 3
54.13 70.11
-93.66
4
971.01 31.16
5 6
IBFL 3 capital 10.40 19.00 29.00 40.00
gain dividend return x-x (x-x)2 NISM 4 -10.35 1.50 -85.10 -119.72 14332.33 57.41 8.60 1.50 53.16 18.54 343.60 32.25 10.00 1.50 39.66 5.03 25.34 18.20 11.00 1.50 31.25 -3.37 11.37 13.85 9.74
3678.16 60.65
correlation 1
2
3
4
1 -0.68 -0.58
-0.68 1 0.45
-0.58 0.45 1
-0.13 0.34 -0.65
-0.13
0.34
-0.65
1
1 -0.48
-0.68 0.31
-0.58 0.99
-0.13 -0.76
5 1
6 -0.48
-0.68
0.31 0.99 -0.76 -0.48 1
-0.58 -0.13 1 -0.48
capital gain dividend -12.30 -25.16 -14.05 -4.35
x-x
return BAHL 5 capital gain dividend 1.50 -18.81 48.55 -1.00 0.42 1.00 -74.91 41.50 -7.05 0.40 1.50 -68.96 27.25 -14.25 0.12 2.00 -16.97 15.50 -11.75 0.15 -44.91 (x-x)2 -63.72 4060.5 -119.82 14357.97 -113.87 12965.48 -61.88 3828.83 35212.77 187.65
return x-x -1.19 -16.02 -51.85 -74.84 -35.98
(x-x)2 MCB 6 capital gain dividend return -23.77 565.02 18.8 -13.7 1.98 -62.34 -38.60 1489.92 33.35 14.55 2.12 49.99 -74.43 5539.63 51.4 18.05 2.77 40.51 -97.41 9489.52 58.7 7.3 2.48 16.66 4271.02 65.35
11.2
x-x
(x-x)2 -73.54 5408.61 38.78 1504.06 29.3 858.67 5.46 29.79 1950.28 44.16
PORT FOLIO RETURN SECURITY RETURN A 64.28 B 55.45 C 31.25 D -16.97 E -74.84 F 16.66
WEIGHT P.F. RETURN 0.17 10.71 0.17 9.24 0.17 5.21 0.17 -2.83 0.17 -12.47 0.17 2.78 12.63
CO. NAME ACBL 1 2001 2002 2003 2004
100,000 EQUAL INV.
capital gain dividend return x-x 13.30 -1.70 19.04 130.38 26.85 13.55 17.90 117.13 51.50 24.65 19.04 84.83 94.00 42.50 17.92 64.28
mean stan dev.
28.03 14.78 -17.52 -38.07
99.15
PORTFOLIO RISK CALCULATION
CRTM 2
ACBL 1
IBFL 3
NISM 4
BAHL 5
503.16
-9.32
-25.75
-17.17
0.73
-9.32
9.84
14.35
1.79
-23.22
IBFL 3
-25.75
14.35
102.09
-205.17
-64.12
NISM 4
-17.17
33.77
-205.17
977.35
-42.72
BAHL 5
47.65
-23.22
-64.12
-42.72
118.54
MCBL6
-15.44
7.24
73.44
-174.58
483.13
32.66
-105.16
539.51
-38.46 -49.24
ACBL 1
CRTM 2
.
TOTAL
(x-x)2
CRTM 2
785.43 218.50 306.79 1449.61
capital gain dividend return x-x (x-x)2 18.00 -1.25 2.80 8.61 -18.62 346.59 22.00 4.00 2.00 27.27 0.04 0.00 23.50 1.50 1.00 10.64 -16.59 275.22 50.50 27.00 1.00 55.45 28.22 796.23
690.08 26.27
25.49
354.51 18.83
CULATION
MCBL 6 -15.44
TOTAL 436.21
0.38
-6.17
73.44
-105.16
-3.95
742.11
-38.46
-2.32
1 2 3
54.13 70.11
-93.66
4
971.01 31.16
5 6
IBFL 3 capital 10.40 19.00 29.00 40.00
gain dividend return x-x (x-x)2 NISM 4 -10.35 1.50 -85.10 -119.72 14332.33 57.41 8.60 1.50 53.16 18.54 343.60 32.25 10.00 1.50 39.66 5.03 25.34 18.20 11.00 1.50 31.25 -3.37 11.37 13.85 9.74
3678.16 60.65
correlation 1
2
3
4
1 -0.68 -0.58
-0.68 1 0.45
-0.58 0.45 1
-0.13 0.34 -0.65
-0.13
0.34
-0.65
1
1 -0.48
-0.68 0.31
-0.58 0.99
-0.13 -0.76
5 1
6 -0.48
-0.68
0.31 0.99 -0.76 -0.48 1
-0.58 -0.13 1 -0.48
capital gain dividend -12.30 -25.16 -14.05 -4.35
x-x
return BAHL 5 capital gain dividend 1.50 -18.81 48.55 -1.00 0.42 1.00 -74.91 41.50 -7.05 0.40 1.50 -68.96 27.25 -14.25 0.12 2.00 -16.97 15.50 -11.75 0.15 -44.91 (x-x)2 -63.72 4060.5 -119.82 14357.97 -113.87 12965.48 -61.88 3828.83 35212.77 187.65
return x-x -1.19 -16.02 -51.85 -74.84 -35.98
(x-x)2 MCB 6 capital gain dividend return -23.77 565.02 18.8 -13.7 1.98 -62.34 -38.60 1489.92 33.35 14.55 2.12 49.99 -74.43 5539.63 51.4 18.05 2.77 40.51 -97.41 9489.52 58.7 7.3 2.48 16.66 4271.02 65.35
11.2
x-x
(x-x)2 -73.54 5408.61 38.78 1504.06 29.3 858.67 5.46 29.79 1950.28 44.16
PORT FOLIO RETURN SECURITY RETURN A 64.28 B 55.45 C 31.25 D -16.97 E -74.84 F 16.66
WEIGHT P.F. RETURN 0.17 10.71 0.17 9.24 0.17 5.21 0.17 -2.83 0.17 -12.47 0.17 2.78 12.63
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