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    Session 12 - 13

    Uploaded by

    Anish Agarwala

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd

    Session 12 - 13

    Uploaded by

    Anish Agarwala
    8 views5 pages

    Original Title

    Session 12_13

    Copyright

    © © All Rights Reserved

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    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    8 views5 pages

    Session 12 - 13

    Uploaded by

    Anish Agarwala

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    of 5

    SUMMARY OUTPUT

    Regression Statistics
    Multiple R 0.385981
    R Square 0.148981 15% risk of this stock is systematic risk
    Adjusted R 0.134309
    Standard E 0.147003
    Observatio 60

    ANOVA
    df SS MS F Significance F
    Regression 1 0.219418 0.219418 10.15362 0.0023199726
    Residual 58 1.25337 0.02161
    Total 59 1.472788

    Coefficients
    Standard Error t Stat P-value Lower 95% Upper 95%
    Intercept 0.033745 0.019565 1.724771 0.089895 -0.0054184178 0.072908
    Nifty 1.128087 0.354024 3.186475 0.00232 0.4194321491 1.836743
    Lower 95.0% Upper 95.0%
    -0.0054184178 0.072908
    0.4194321491 1.836743
    TATASTEEL NIFTY TS Nifty
    Oct-19 15.31 11877.45 12.3374% 1.5037%
    Nov-19 17.20 12056.05 10.4211% 0.9323%
    Dec-19 18.99 12168.45 -7.0649% -1.6958%
    Jan-20 17.65 11962.10 -12.9815% -6.3563%
    Feb-20 15.36 11201.75 -29.3779% -23.2464%
    Mar-20 10.85 8597.75 10.6454% 14.6800%
    Apr-20 12.00 9859.90 -1.0392% -2.8357%
    May-20 11.88 9580.30 10.6707% 7.5342%
    Jun-20 13.14 10302.10 12.1212% 7.4873%
    Jul-20 14.74 11073.45 15.6716% 2.8361%
    Aug-20 17.05 11387.50 -12.8935% -1.2290%
    Sep-20 14.85 11247.55 14.1209% 3.5105%
    Oct-20 16.94 11642.40 40.6284% 11.3941%
    Nov-20 23.83 12968.95 11.4835% 7.8094%
    Dec-20 26.57 13981.75 -6.6263% -2.4829%
    Jan-21 24.80 13634.60 18.9934% 6.5609%
    Feb-21 29.52 14529.15 13.5216% 1.1119%
    Mar-21 33.51 14690.70 27.3634% -0.4057%
    Apr-21 42.68 14631.10 8.8636% 6.5046%
    May-21 46.46 15582.80 5.9571% 0.8901%
    Jun-21 49.23 15721.50 22.9470% 0.2643%
    Jul-21 60.52 15763.05 1.1120% 8.6858%
    Aug-21 61.20 17132.20 -11.1257% 2.8365%
    Sep-21 54.39 17618.15 2.0987% 0.3037%
    Oct-21 55.53 17671.65 -18.5987% -3.8958%
    Nov-21 45.20 16983.20 3.7575% 2.1836%
    Dec-21 46.90 17354.05 -2.3303% -0.0818%
    Jan-22 45.81 17339.85 12.4545% -3.1485%
    Feb-22 51.51 16793.90 7.0817% 3.9946%
    Mar-22 55.16 17464.75 -2.7654% -2.0739%
    Apr-22 53.63 17102.55 -16.9466% -3.0288%
    May-22 44.54 16584.55 84.7727% -4.8497%
    Jun-22 82.31 15780.25 24.0990% 8.7324%
    Jul-22 102.14 17158.25 0.6506% 3.5030%
    Aug-22 102.81 17759.30 -8.3102% -3.7442%
    Sep-22 94.26 17094.35 2.2659% 5.3693%
    Oct-22 96.40 18012.20 6.0069% 4.1425%
    Nov-22 102.19 18758.35 4.6447% -3.4814%
    Dec-22 106.94 18105.30 6.2583% -2.4476%
    Jan-23 113.63 17662.15 -13.1579% -2.0281%
    Feb-23 98.68 17303.95 0.5291% 0.3225%
    Mar-23 99.20 17359.75 3.3014% 4.0626%
    Apr-23 102.47 18065.00 -1.9917% 2.5984%
    May-23 100.43 18534.40 9.3152% 3.5321%
    Jun-23 109.79 19189.05 9.9554% 2.9431%
    Jul-23 120.72 19753.80 -0.2030% -2.5312%
    Aug-23 120.47 19253.80 4.8820% 1.9970%
    Sep-23 126.35 19638.30 -7.8743% -2.8450%
    Oct-23 116.40 19079.60 7.7053% 5.5219%
    Nov-23 125.37 20133.15 9.1478% 7.9384%
    Dec-23 136.84 21731.40 -2.6146% -0.0262%
    Jan-24 133.27 21725.70 3.6043% 1.1834%
    Feb-24 138.07 21982.80 10.6496% 1.5653%
    Mar-24 152.77 22326.90 5.8710% 1.2449%
    Apr-24 161.74 22604.85 1.3333% -0.3280%
    May-24 163.90 22530.70 6.1698% 6.5684%
    Jun-24 174.01 24010.60 -4.9882% 3.9172%
    Jul-24 165.33 24951.15 -7.6030% 1.1412%
    Aug-24 152.76 25235.90 10.3365% 2.2783%
    Sep-24 168.55 25810.85 -11.8600% -6.2203%
    Oct-24 148.56 24205.35
    Rf= 3 Risk Premium 5

    8.6

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