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    Data Sensex: No. of Years

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    Shri Dhar
    The document contains daily closing values of the SENSEX stock index over various years from 1979 to 2015. It includes the annual returns, number of positive/negative returns, average return, maximum return and other statistical values calculated over different time periods of 1, 3, 5, 7, 10 and 15 years. The returns are shown both with and without transaction costs to demonstrate the impact of costs.

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    Data Sensex: No. of Years

    Uploaded by

    Shri Dhar
    23 views7 pages
    The document contains daily closing values of the SENSEX stock index over various years from 1979 to 2015. It includes the annual returns, number of positive/negative returns, average return, maximum return and other statistical values calculated over different time periods of 1, 3, 5, 7, 10 and 15 years. The returns are shown both with and without transaction costs to demonstrate the impact of costs.

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    LR_CAGR

    Original Title

    LR_CAGR

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    The document contains daily closing values of the SENSEX stock index over various years from 1979 to 2015. It includes the annual returns, number of positive/negative returns, average return, maximum return and other statistical values calculated over different time periods of 1, 3, 5, 7, 10 and 15 years. The returns are shown both with and without transaction costs to demonstrate the impact of costs.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    23 views7 pages

    Data Sensex: No. of Years

    Uploaded by

    Shri Dhar
    The document contains daily closing values of the SENSEX stock index over various years from 1979 to 2015. It includes the annual returns, number of positive/negative returns, average return, maximum return and other statistical values calculated over different time periods of 1, 3, 5, 7, 10 and 15 years. The returns are shown both with and without transaction costs to demonstrate the impact of costs.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    You are on page 1of 7

    No.

    of Years
    DATA
    SENSEX
    27/04/1979
    127
    25/04/1980
    127
    29/04/1981
    186
    29/04/1982
    226
    28/04/1983
    214
    27/04/1984
    235
    30/04/1985
    387
    30/04/1986
    599
    29/04/1987
    479
    29/04/1988
    472
    28/04/1989
    780
    30/04/1990
    795
    30/04/1991
    1235
    30/04/1992
    3888
    30/04/1993
    2122
    29/04/1997
    3746
    28/04/1998
    3133
    30/04/1996
    3823
    30/04/1997
    3839
    30/04/1998
    4006
    29/04/1999
    3326
    28/04/2000
    4658
    30/04/2001
    3519
    30/04/2002
    3338
    30/04/2003
    2960
    30/04/2004
    5655
    29/04/2005
    6154
    29/04/2006
    12043
    30/04/2007
    13872
    30/04/2008
    17287
    29/04/2009
    11403
    30/04/2010
    17559
    29/04/2011
    19136
    30/04/2012
    17319
    30/04/2013
    19504
    30/04/2014
    22418
    30/04/2015
    27011
    No. of instances
    Negative returns
    Loss probability(%)
    Median Return(%)
    Average Return(%)
    Max Return(%)

    10

    12

    0.00%
    46.46%
    21.51%
    -5.31%
    9.81%
    64.68%
    54.78%
    -20.03%
    -1.46%
    65.25%
    1.92%
    55.35%
    214.82%
    -45.42%
    76.53%
    -16.36%
    22.02%
    0.42%
    4.35%
    -16.97%
    40.05%
    -24.45%
    -5.14%
    -11.32%
    91.05%
    8.82%
    95.69%
    15.19%
    24.62%
    -34.04%
    53.99%
    8.98%
    -9.50%
    12.62%
    14.94%
    20.49%
    36
    11
    30.56%
    11.21%
    23.18%
    214.82%

    21.18%
    19.00%
    8.11%
    19.64%
    40.93%
    26.79%
    6.84%
    9.20%
    18.40%
    37.80%
    70.82%
    38.72%
    44.76%
    -6.94%
    21.68%
    0.82%
    8.54%
    -4.54%
    6.66%
    -4.23%
    0.12%
    -14.03%
    17.13%
    22.62%
    59.64%
    34.87%
    41.10%
    -1.80%
    8.17%
    3.45%
    14.95%
    3.56%
    5.42%
    15.97%
    34
    5
    14.71%
    15.46%
    17.51%
    70.82%

    13.10%
    24.96%
    26.35%
    16.21%
    17.14%
    27.12%
    15.49%
    15.57%
    52.01%
    35.07%
    36.87%
    31.56%
    25.36%
    -0.25%
    13.55%
    -2.35%
    8.25%
    -1.64%
    -2.76%
    -5.87%
    11.20%
    5.73%
    27.90%
    32.96%
    42.33%
    15.06%
    23.33%
    9.70%
    4.54%
    2.44%
    14.48%
    9.00%
    32
    5
    15.63%
    15.27%
    17.01%
    52.01%

    24.80%
    20.88%
    14.23%
    19.36%
    20.62%
    26.75%
    39.04%
    19.80%
    34.15%
    31.05%
    25.49%
    25.23%
    18.31%
    -2.21%
    11.89%
    -0.89%
    0.91%
    -3.59%
    5.69%
    6.32%
    20.18%
    16.87%
    25.53%
    19.18%
    28.96%
    19.02%
    15.93%
    7.13%
    7.10%
    6.58%
    30
    3
    10.00%
    19.10%
    16.81%
    39.04%

    19.90%
    20.13%
    20.84%
    32.91%
    25.79%
    31.90%
    23.26%
    20.36%
    23.14%
    23.84%
    15.61%
    19.34%
    11.04%
    -1.51%
    3.38%
    4.20%
    6.98%
    12.16%
    13.71%
    15.74%
    13.11%
    14.19%
    18.45%
    17.90%
    20.75%
    14.77%
    15.94%
    27
    1
    3.70%
    17.90%
    16.96%
    32.91%

    20.87%
    32.99%
    22.49%
    26.36%
    25.06%
    26.17%
    21.07%
    17.16%
    17.53%
    21.02%
    13.38%
    12.70%
    7.56%
    3.17%
    9.28%
    10.22%
    13.20%
    13.40%
    9.50%
    13.11%
    15.70%
    11.56%
    15.34%
    17.20%
    20.23%
    25
    0
    0.00%
    15.70%
    16.65%
    32.99%

    Min Return(%)
    Standard Deviation

    -45.42%
    47.57%

    -14.03%
    19.37%

    -5.87%
    14.18%

    -3.59%
    10.99%

    -1.51%
    7.94%

    3.17%
    6.86%

    s
    15

    18

    20

    25.31%
    23.83%
    22.33%
    20.78%
    21.57%
    19.32%
    18.04%
    12.53%
    13.82%
    13.02%
    14.12%
    14.62%
    16.40%
    8.85%
    15.01%
    7.70%
    12.18%
    11.33%
    10.57%
    11.13%
    13.57%
    12.43%
    22
    0
    0.00%
    13.97%
    15.38%
    25.31%

    20.85%
    21.14%
    17.38%
    18.31%
    16.83%
    15.88%
    11.97%
    13.28%
    15.24%
    19.72%
    17.34%
    18.66%
    13.14%
    8.74%
    13.00%
    8.88%
    10.69%
    10.33%
    11.45%
    19
    0
    0.00%
    15.24%
    14.88%
    21.14%

    17.74%
    19.73%
    15.84%
    14.41%
    14.04%
    17.24%
    14.83%
    16.19%
    18.33%
    19.73%
    14.35%
    16.74%
    14.69%
    7.76%
    11.73%
    9.36%
    11.37%
    17
    0
    0.00%
    14.83%
    14.94%
    19.73%

    7.70%
    4.92%

    8.74%
    3.96%

    7.76%
    3.39%

    Day

    Return
    1
    50%
    2
    50%
    3
    50%
    4
    -70%
    5
    50%
    6
    50%
    7
    50%
    8
    -70%
    9
    50%
    10
    50%
    11
    50%
    12
    -70%
    13
    50%
    14
    50%
    15
    50%
    16
    -70%
    17
    50%
    18
    50%
    19
    50%
    20
    -70%

    Scenario1
    No TC
    With TC
    after TC%
    100
    99
    0.99
    150.00
    147.02
    225.00
    218.32
    337.50
    324.20
    101.25
    96.29
    151.88
    142.99
    227.81
    212.34
    341.72
    315.32
    102.52
    93.65
    153.77
    139.07
    230.66
    206.52
    345.99
    306.68
    103.80
    91.08
    155.70
    135.26
    233.54
    200.86
    350.32
    298.28
    105.09
    88.59
    157.64
    131.55
    236.46
    195.36
    354.69
    290.11
    106.41
    86.16

    Scena
    Day
    1
    2
    3
    4
    5
    6
    7
    8
    9
    10
    11
    12
    13
    14
    15
    16
    17
    18
    19
    20

    Return
    50%
    50%
    50%
    50%
    50%
    50%
    50%
    50%
    50%
    50%
    50%
    50%
    50%
    50%
    50%
    -70%
    -70%
    -70%
    -70%
    -70%

    Scenario2
    No TC
    100
    150.00
    225.00
    337.50
    506.25
    759.38
    1139.06
    1708.59
    2562.89
    3844.34
    5766.50
    8649.76
    12974.63
    19461.95
    29192.93
    43789.39
    13136.82
    3941.05
    1182.31
    354.69
    106.41

    TC
    99
    147.02
    218.32
    324.20
    481.44
    714.94
    1061.68
    1576.60
    2341.24
    3476.75
    5162.97
    7667.01
    11385.51
    16907.49
    25107.62
    37284.82
    11073.59
    3288.86
    976.79
    290.11
    86.16

    after TC%
    0.99

    Day

    Return
    1
    50%
    2
    50%
    3
    50%
    4
    50%
    5
    -70%
    6
    -70%
    7
    50%
    8
    50%
    9
    50%
    10
    50%
    11
    -70%
    12
    -70%
    13
    50%
    14
    50%
    15
    50%
    16
    50%
    17
    -70%
    18
    -70%
    19
    50%
    20
    50%

    Scenario3
    No TC
    100
    150.00
    225.00
    337.50
    506.25
    151.88
    45.56
    68.34
    102.52
    153.77
    230.66
    69.20
    20.76
    31.14
    46.71
    70.06
    105.09
    31.53
    9.46
    14.19
    21.28

    cenario3
    TC
    99
    147.02
    218.32
    324.20
    481.44
    142.99
    42.47
    63.06
    93.65
    139.07
    206.52
    61.34
    18.22
    27.05
    40.17
    59.66
    88.59
    26.31
    7.81
    11.60
    17.23

    after TC%
    0.99

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