ITC Beta Analysis

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ITC Ltd

Industry : Cigarettes

Date Close Price 'BSE_SENSEX' ITC Returns Sensex Returns


10-Jan-18 269.3 34,433.07
11-Jan-18 269.9 34,503.49 0.002227999 0.002045127
12-Jan-18 267.5 34,592.39 -0.00889218 0.002576551
15-Jan-18 267.25 34,843.51 -0.00093458 0.0072594001
16-Jan-18 261.75 34,771.05 -0.02057998 -0.0020795838
17-Jan-18 265.9 35,081.82 0.015854823 0.0089376076
18-Jan-18 272.85 35,260.29 0.026137646 0.0050872503
19-Jan-18 273.85 35,511.58 0.003665017 0.0071267139
22-Jan-18 273.35 35,798.01 -0.00182582 0.0080658197
23-Jan-18 276.3 36,139.98 0.010792025 0.0095527656
24-Jan-18 281.5 36,161.64 0.018820123 0.0005993362
25-Jan-18 280.85 36,050.44 -0.00230906 -0.0030750818
29-Jan-18 275.65 36,283.25 -0.01851522 0.0064578962
30-Jan-18 275.4 36,033.73 -0.00090695 -0.0068770025
31-Jan-18 271.25 35,965.02 -0.01506899 -0.0019068245
1-Feb-18 275.35 35,906.66 0.015115207 -0.0016226878
2-Feb-18 275.3 35,066.75 -0.00018159 -0.0233914822
5-Feb-18 279.25 34,757.16 0.014347984 -0.0088285912
6-Feb-18 273.7 34,195.94 -0.01987466 -0.0161468889
7-Feb-18 274.75 34,082.71 0.003836317 -0.0033112118
8-Feb-18 273.65 34,413.16 -0.00400364 0.0096955318
9-Feb-18 271.3 34,005.76 -0.00858761 -0.0118384943
12-Feb-18 269.85 34,300.47 -0.00534464 0.008666473
14-Feb-18 266.75 34,155.95 -0.01148786 -0.0042133533
15-Feb-18 268.3 34,297.47 0.005810684 0.0041433484
16-Feb-18 266.35 34,010.76 -0.00726798 -0.0083595087
19-Feb-18 263.55 33,774.66 -0.01051248 -0.0069419207
20-Feb-18 262.8 33,703.59 -0.00284576 -0.0021042403
21-Feb-18 268.05 33,844.86 0.019977169 0.0041915416
22-Feb-18 267.15 33,819.50 -0.00335758 -0.0007493014
23-Feb-18 269.05 34,142.15 0.007112109 0.0095403539
26-Feb-18 266.55 34,445.75 -0.00929195 0.0088922344
27-Feb-18 266.2 34,346.39 -0.00131307 -0.0028845358
28-Feb-18 265.1 34,184.04 -0.00413223 -0.0047268432
1-Mar-18 263.6 34,046.94 -0.00565824 -0.0040106436
5-Mar-18 260.25 33,746.78 -0.01270865 -0.0088160639
6-Mar-18 256.5 33,317.20 -0.01440922 -0.0127295108
7-Mar-18 259.2 33,033.09 0.010526316 -0.0085274273
8-Mar-18 258.5 33,351.57 -0.00270062 0.0096412416
9-Mar-18 259.4 33,307.14 0.003481625 -0.0013321712
12-Mar-18 270 33,917.94 0.040863531 0.0183384103
13-Mar-18 268.65 33,856.78 -0.005 -0.0018031755
14-Mar-18 267.9 33,835.74 -0.00279174 -0.0006214413
15-Mar-18 265.55 33,685.54 -0.00877193 -0.0044390931
16-Mar-18 260.65 33,176.00 -0.01845227 -0.0151263717
19-Mar-18 259.3 32,923.12 -0.00517936 -0.0076223776
20-Mar-18 258.75 32,996.76 -0.0021211 0.002236726
21-Mar-18 258.9 33,136.18 0.00057971 0.0042252633
22-Mar-18 258.1 33,006.27 -0.00309 -0.0039204881
23-Mar-18 256.3 32,596.54 -0.00697404 -0.012413702
26-Mar-18 257.95 33,066.41 0.006437768 0.0144147201
27-Mar-18 258.5 33,174.39 0.002132196 0.0032655495
28-Mar-18 255.9 32,968.68 -0.01005803 -0.0062008676
2-Apr-18 258.65 33,255.36 0.010746385 0.0086955256
3-Apr-18 258.4 33,370.63 -0.00096656 0.0034662082
4-Apr-18 258.65 33,019.07 0.000967492 -0.0105350124
5-Apr-18 259.5 33,596.80 0.003286294 0.0174968586
6-Apr-18 260.6 33,626.97 0.004238921 0.0008980022
9-Apr-18 265.95 33,788.54 0.020529547 0.0048047743
10-Apr-18 266.35 33,880.25 0.001504042 0.0027142339
11-Apr-18 264.8 33,940.44 -0.00581941 0.0017765512
12-Apr-18 262 34,101.13 -0.01057402 0.0047344701
13-Apr-18 260.8 34,192.65 -0.00458015 0.002683782
16-Apr-18 264.5 34,305.43 0.014187117 0.0032983697
17-Apr-18 267.75 34,395.06 0.012287335 0.0026127059
18-Apr-18 275.3 34,331.68 0.028197946 -0.0018427065
19-Apr-18 277 34,427.29 0.006175082 0.0027848914
20-Apr-18 275.95 34,415.58 -0.00379061 -0.0003401371
23-Apr-18 275.15 34,450.77 -0.00289908 0.001022502
24-Apr-18 275.65 34,616.64 0.001817191 0.0048146964
25-Apr-18 273.9 34,501.27 -0.00634863 -0.0033327902
26-Apr-18 278.3 34,713.60 0.016064257 0.0061542662
27-Apr-18 279.25 34,969.70 0.003413582 0.007377512
30-Apr-18 281.45 35,160.36 0.007878245 0.0054521486
2-May-18 287.15 35,176.42 0.020252265 0.0004567644
3-May-18 284.25 35,103.14 -0.01009925 -0.0020832137
4-May-18 277.5 34,915.38 -0.0237467 -0.0053488093
7-May-18 281.9 35,208.14 0.015855856 0.0083848436
8-May-18 282.35 35,216.32 0.001596311 0.0002323326
9-May-18 282.25 35,319.35 -0.00035417 0.0029256322
10-May-18 279.85 35,246.27 -0.0085031 -0.0020691208
11-May-18 283.9 35,535.79 0.014472039 0.0082142025
14-May-18 284.45 35,556.71 0.001937302 0.0005887023
15-May-18 281.8 35,543.94 -0.00931622 -0.0003591446
16-May-18 285.95 35,387.88 0.014726757 -0.0043906219
17-May-18 279 35,149.12 -0.02430495 -0.0067469427
18-May-18 282.15 34,848.30 0.011290323 -0.0085583935
21-May-18 282.1 34,616.13 -0.00017721 -0.0066623049
22-May-18 278.8 34,651.24 -0.01169798 0.001014267
23-May-18 273.45 34,344.91 -0.01918938 -0.0088403763
24-May-18 274.8 34,663.11 0.004936917 0.0092648372
25-May-18 271.95 34,924.87 -0.01037118 0.007551544
28-May-18 275.15 35,165.48 0.011766869 0.0068893599
29-May-18 273.45 34,949.24 -0.00617845 -0.0061492122
30-May-18 271.8 34,906.11 -0.00603401 -0.0012340755
31-May-18 271.6 35,322.38 -0.00073584 0.0119254194
1-Jun-18 269.75 35,227.26 -0.00681149 -0.0026929103
4-Jun-18 268.4 35,011.89 -0.00500463 -0.0061137312
5-Jun-18 267.3 34,903.21 -0.00409836 -0.0031040884
6-Jun-18 270.6 35,178.88 0.012345679 0.0078981274
7-Jun-18 270.5 35,463.08 -0.00036955 0.0080787109
8-Jun-18 267.85 35,443.67 -0.00979667 -0.0005473298
11-Jun-18 269.15 35,483.47 0.004853463 0.0011229085
12-Jun-18 270 35,692.52 0.00315809 0.0058914757
13-Jun-18 268.1 35,739.16 -0.00703704 0.0013067164
14-Jun-18 267.2 35,599.82 -0.00335696 -0.0038988046
15-Jun-18 264.5 35,622.14 -0.01010479 0.0006269695
18-Jun-18 264.15 35,548.26 -0.00132325 -0.0020739911
19-Jun-18 266.15 35,286.74 0.007571456 -0.0073567595
20-Jun-18 263.75 35,547.33 -0.00901747 0.007384927
21-Jun-18 260.8 35,432.39 -0.01118483 -0.0032334355
22-Jun-18 265.15 35,689.60 0.016679448 0.0072591773
25-Jun-18 262.55 35,470.35 -0.00980577 -0.0061432462
26-Jun-18 264.2 35,490.04 0.006284517 0.0005551115
27-Jun-18 262.4 35,217.11 -0.00681302 -0.0076903266
28-Jun-18 260.05 35,037.64 -0.00895579 -0.0050961024
29-Jun-18 266.05 35,423.48 0.023072486 0.0110121572
2-Jul-18 263.05 35,264.41 -0.01127608 -0.0044905244
3-Jul-18 265.15 35,378.60 0.007983273 0.0032381089
4-Jul-18 264.45 35,645.40 -0.00264002 0.007541282
5-Jul-18 272.3 35,574.55 0.02968425 -0.0019876337
6-Jul-18 272.3 35,657.86 0 0.0023418427
9-Jul-18 274.25 35,934.72 0.007161219 0.007764347
10-Jul-18 276.25 36,239.62 0.007292616 0.0084848303
11-Jul-18 275.65 36,265.93 -0.00217195 0.000726001
12-Jul-18 276.75 36,548.41 0.003990568 0.0077891288
13-Jul-18 270.4 36,541.63 -0.0229449 -0.0001855074
16-Jul-18 271.5 36,323.77 0.004068047 -0.0059619672
17-Jul-18 269.8 36,519.96 -0.00626151 0.0054011464
18-Jul-18 268.3 36,373.44 -0.00555967 -0.0040120526
19-Jul-18 272.9 36,351.23 0.017144987 -0.0006106104
20-Jul-18 273.45 36,496.37 0.00201539 0.0039927122
23-Jul-18 283.85 36,718.60 0.038032547 0.0060890987
24-Jul-18 284.25 36,825.10 0.001409195 0.0029004374
25-Jul-18 286.05 36,858.23 0.006332454 0.0008996581
26-Jul-18 287.15 36,984.64 0.003845482 0.0034296275
27-Jul-18 302.2 37,336.85 0.052411632 0.0095231426
30-Jul-18 301.1 37,494.40 -0.00363997 0.0042196918
31-Jul-18 297.2 37,606.58 -0.01295251 0.0029919135
1-Aug-18 301.7 37,521.62 0.015141319 -0.0022591791
2-Aug-18 299.05 37,165.16 -0.00878356 -0.0095001229
3-Aug-18 303.75 37,556.16 0.015716435 0.0105206059
6-Aug-18 301.6 37,691.89 -0.00707819 0.0036140543
7-Aug-18 301.05 37,665.80 -0.00182361 -0.0006921913
8-Aug-18 300.4 37,887.56 -0.00215911 0.0058875691
9-Aug-18 301.85 38,024.37 0.004826897 0.0036109478
10-Aug-18 304.7 37,869.23 0.009441776 -0.004080015
13-Aug-18 305.9 37,644.90 0.0039383 -0.0059238067
14-Aug-18 307.25 37,852.00 0.004413207 0.0055014092
16-Aug-18 306.8 37,663.56 -0.00146461 -0.0049783367
17-Aug-18 313.75 37,947.88 0.022653194 0.0075489412
20-Aug-18 313.1 38,278.75 -0.00207171 0.0087190641
21-Aug-18 312.75 38,285.75 -0.00111785 0.0001828691
23-Aug-18 311.35 38,336.76 -0.00447642 0.0013323495
24-Aug-18 310.35 38,251.80 -0.00321182 -0.0022161497
27-Aug-18 313.45 38,694.11 0.009988722 0.011563116
28-Aug-18 311.5 38,896.63 -0.00622109 0.0052338715
29-Aug-18 312.7 38,722.93 0.003852327 -0.0044656825
30-Aug-18 319.2 38,690.10 0.020786697 -0.0008478181
31-Aug-18 319.15 38,645.07 -0.00015664 -0.0011638636
3-Sep-18 312.75 38,312.52 -0.02005327 -0.0086052374
4-Sep-18 309.65 38,157.92 -0.00991207 -0.0040352344
5-Sep-18 310.2 38,018.31 0.001776199 -0.0036587424
6-Sep-18 310.7 38,242.81 0.001611863 0.0059050494
7-Sep-18 310.4 38,389.82 -0.00096556 0.0038441213
10-Sep-18 306.2 37,922.17 -0.01353093 -0.0121816148
11-Sep-18 297.25 37,413.13 -0.02922926 -0.0134232825
12-Sep-18 306.5 37,717.96 0.031118587 0.0081476744
14-Sep-18 306.95 38,090.64 0.001468189 0.009880704
17-Sep-18 301.9 37,585.51 -0.01645219 -0.0132612631
18-Sep-18 302.6 37,290.67 0.002318649 -0.0078445124
19-Sep-18 299.65 37,121.22 -0.00974884 -0.0045440321
21-Sep-18 303.75 36,841.60 0.01368263 -0.0075326188
24-Sep-18 297.9 36,305.02 -0.01925926 -0.014564514
25-Sep-18 301.05 36,652.06 0.010574018 0.0095590086
26-Sep-18 293 36,542.27 -0.02673974 -0.002995466
27-Sep-18 293.25 36,324.17 0.000853242 -0.0059684305
28-Sep-18 296.7 36,227.14 0.011764706 -0.0026712241
1-Oct-18 296.7 36,526.14 0 0.0082534807
3-Oct-18 294.6 35,975.63 -0.00707786 -0.015071672
4-Oct-18 287.25 35,169.16 -0.02494908 -0.0224171196
5-Oct-18 277.15 34,376.99 -0.03516101 -0.0225245641
8-Oct-18 273.45 34,474.38 -0.01335017 0.0028329996
9-Oct-18 268.5 34,299.47 -0.01810203 -0.0050736228
10-Oct-18 270.05 34,760.89 0.005772812 0.013452686
11-Oct-18 265.2 34,001.15 -0.01795964 -0.0218561723
12-Oct-18 274.7 34,733.58 0.035822021 0.0215413302
15-Oct-18 281.6 34,865.10 0.025118311 0.0037865374
16-Oct-18 282.55 35,162.48 0.00337358 0.0085294464
17-Oct-18 286.35 34,779.58 0.013448947 -0.0108894481
19-Oct-18 288.45 34,315.63 0.007333683 -0.0133397241
22-Oct-18 288.25 34,134.38 -0.00069336 -0.0052818497
23-Oct-18 285.9 33,847.23 -0.00815265 -0.0084123397
24-Oct-18 287.75 34,033.96 0.006470794 0.0055168473
25-Oct-18 287.25 33,690.09 -0.00173762 -0.0101037317
26-Oct-18 280.65 33,349.31 -0.0229765 -0.0101151407
29-Oct-18 283.55 34,067.40 0.010333155 0.0215323795
30-Oct-18 279 33,891.13 -0.01604655 -0.0051741548
31-Oct-18 279.8 34,442.05 0.002867384 0.0162555807
1-Nov-18 277.5 34,431.97 -0.00822016 -0.0002926655
2-Nov-18 282.35 35,011.65 0.017477477 0.0168355165
5-Nov-18 279.6 34,950.92 -0.00973968 -0.0017345655
6-Nov-18 277.4 34,991.91 -0.00786838 0.0011727874
7-Nov-18 280.15 35,237.68 0.009913482 0.0070236235
9-Nov-18 277.25 35,158.55 -0.0103516 -0.0022456075
12-Nov-18 273.85 34,812.99 -0.0122633 -0.0098286192
13-Nov-18 276.9 35,144.49 0.011137484 0.0095223076
14-Nov-18 276.45 35,141.99 -0.00162514 -7.11349062E-05
15-Nov-18 274.45 35,260.54 -0.00723458 0.0033734572
16-Nov-18 276.25 35,457.16 0.006558572 0.005576205
19-Nov-18 283.9 35,774.88 0.027692308 0.0089606725
20-Nov-18 283.6 35,474.51 -0.00105671 -0.0083961148
21-Nov-18 281.05 35,199.80 -0.00899154 -0.0077438702
22-Nov-18 280.45 34,981.02 -0.00213485 -0.0062153762
26-Nov-18 285.65 35,354.08 0.01854163 0.0106646404
27-Nov-18 284.75 35,513.14 -0.00315071 0.0044990564
28-Nov-18 282.05 35,716.95 -0.009482 0.0057390025
29-Nov-18 287.35 36,170.41 0.018790995 0.0126959329
30-Nov-18 286.25 36,194.30 -0.00382808 0.0006604846
3-Dec-18 283 36,241.00 -0.01135371 0.0012902584
4-Dec-18 281.85 36,134.31 -0.0040636 -0.0029439033
5-Dec-18 275.25 35,884.41 -0.02341671 -0.0069158647
6-Dec-18 272.1 35,312.13 -0.01144414 -0.0159478726
7-Dec-18 274.1 35,673.25 0.007350239 0.0102265142
10-Dec-18 269.7 34,959.72 -0.01605254 -0.0200018221
11-Dec-18 274.65 35,150.01 0.018353726 0.0054431214
12-Dec-18 275.65 35,779.07 0.003640998 0.0178964387
13-Dec-18 275.6 35,929.64 -0.00018139 0.0042083263
14-Dec-18 275.65 35,962.93 0.000181422 0.0009265331
17-Dec-18 280.1 36,270.07 0.01614366 0.008540461
18-Dec-18 278 36,347.08 -0.00749732 0.0021232383
19-Dec-18 282.9 36,484.33 0.017625899 0.0037760943
20-Dec-18 282.2 36,431.67 -0.00247437 -0.0014433594
21-Dec-18 276.5 35,742.07 -0.02019844 -0.018928586
24-Dec-18 276.25 35,470.15 -0.00090416 -0.0076078414
26-Dec-18 276.7 35,649.94 0.001628959 0.0050687691
27-Dec-18 279.75 35,807.28 0.011022768 0.0044134717
28-Dec-18 281.95 36,076.72 0.007864164 0.0075247268
31-Dec-18 281.65 36,068.33 -0.00106402 -0.0002325599
1-Jan-19 282.85 36,254.57 0.004260607 0.0051635327
2-Jan-19 280.5 35,891.52 -0.00830829 -0.01001391
3-Jan-19 278.9 35,513.71 -0.0057041 -0.0105264419
4-Jan-19 280.75 35,695.10 0.006633202 0.0051076049
7-Jan-19 281.75 35,850.16 0.003561888 0.0043440136
8-Jan-19 284.2 35,980.93 0.008695652 0.0036476825
9-Jan-19 290.7 36,212.91 0.022871217 0.0064473042
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