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    11 - Ubaid Dhansay-Sapm Assign

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    077 - Ubaid dhansay
    1) The document contains stock market data for the Nifty 50 index and Biocon, a pharmaceutical company, from January 2020 to January 2021. It includes the monthly returns for both and compares their relationship. 2) Statistical analysis was conducted to determine the beta and correlation between the two assets. The beta was calculated at 0.60206878817519, indicating Biocon's returns are 0.60 times as volatile as the market. 3) A linear regression model found a moderate positive correlation (R=0.440547830114443) between the monthly returns of Nifty 50 and Biocon over the period analyzed.

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    11 - Ubaid Dhansay-Sapm Assign

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    077 - Ubaid dhansay
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    1) The document contains stock market data for the Nifty 50 index and Biocon, a pharmaceutical company, from January 2020 to January 2021. It includes the monthly returns for both and compares their relationship. 2) Statistical analysis was conducted to determine the beta and correlation between the two assets. The beta was calculated at 0.60206878817519, indicating Biocon's returns are 0.60 times as volatile as the market. 3) A linear regression model found a moderate positive correlation (R=0.440547830114443) between the monthly returns of Nifty 50 and Biocon over the period analyzed.

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    11- Ubaid Dhansay-sapm Assign

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    1) The document contains stock market data for the Nifty 50 index and Biocon, a pharmaceutical company, from January 2020 to January 2021. It includes the monthly returns for both and compares their relationship. 2) Statistical analysis was conducted to determine the beta and correlation between the two assets. The beta was calculated at 0.60206878817519, indicating Biocon's returns are 0.60 times as volatile as the market. 3) A linear regression model found a moderate positive correlation (R=0.440547830114443) between the monthly returns of Nifty 50 and Biocon over the period analyzed.

    Copyright:

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

    11 - Ubaid Dhansay-Sapm Assign

    Uploaded by

    077 - Ubaid dhansay
    1) The document contains stock market data for the Nifty 50 index and Biocon, a pharmaceutical company, from January 2020 to January 2021. It includes the monthly returns for both and compares their relationship. 2) Statistical analysis was conducted to determine the beta and correlation between the two assets. The beta was calculated at 0.60206878817519, indicating Biocon's returns are 0.60 times as volatile as the market. 3) A linear regression model found a moderate positive correlation (R=0.440547830114443) between the monthly returns of Nifty 50 and Biocon over the period analyzed.

    Copyright:

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

    Name: Ubaid A Latif Dhansay

    Roll No. 11
    Course: M.M.S 2nd Year
    Div: Finance
    Subject : SAPM Assignment
    Prof. Ritu Mam

    Sector : PHARMA
    Company: BIOCON 0.2
    INDEX MONTHLY STOCK MONTHLY 0.15
    Date NIFTY
    RETURN %
    BIOCON
    RETURN %
    1/1/2020 11962.099609 0.000% 294.350006 0.00% 0.1
    1/2/2020 11201.75 -6.356% 286.899994 -2.53% 0.05
    1/3/2020 8597.75 -23.246% 270.549988 -5.70%
    0
    1/4/2020 9859.900391 14.680% 353.950012 30.83% 1 2 3 4 5 6
    1/5/2020 9580.299805 -2.836% 354.700012 0.21% -0.05
    1/6/2020 10302.099609 7.534% 390.100006 9.98% -0.1
    1/7/2020 11073.450195 7.487% 409.600006 5.00%
    -0.15
    1/8/2020 11387.5 2.836% 376.149994 -8.17%
    1/9/2020 11247.549805 -1.229% 447.700012 19.02% -0.2
    1/10/2020 11642.400391 3.511% 403.600006 -9.85% -0.25
    1/11/2020 12968.950195 11.394% 429.350006 6.38%
    -0.3
    1/12/2020 13981.75 7.809% 465.399994 8.40%
    1/1/2021 13634.599609 -2.483% 371.799988 -20.11%
    1/2/2021 14529.150391 6.561% 390.200012 4.95%
    1/3/2021 14690.700195 1.112% 408.899994 4.79%
    1/4/2021 14631.099609 -0.406% 379.649994 -7.15%
    1/5/2021 15582.799805 6.505% 388.200012 2.25%
    1/6/2021 15721.5 0.890% 404.450012 4.19%
    1/7/2021 15763.049805 0.264% 386.350006 -4.48%
    1/8/2021 17132.199219 8.686% 358.850006 -7.12%
    1/9/2021 17618.150391 2.836% 362.700012 1.07%
    1/10/2021 17671.650391 0.304% 351.100006 -3.20%
    1/11/2021 16983.199219 -3.896% 360.399994 2.65%
    1/12/2021 17354.050781 2.184% 364.649994 1.18%
    44.141% 32.592%

    DATE X Y
    1/2/2020 -6.36% -2.531%
    1/3/2020 -23.25% -5.699%
    1/4/2020 14.68% 30.826%
    1/5/2020 -2.84% 0.212%
    1/6/2020 7.53% 9.980%
    1/7/2020 7.49% 4.999%
    1/8/2020 2.84% -8.167%
    1/9/2020 -1.23% 19.022%
    1/10/2020 3.51% -9.850%
    1/11/2020 11.39% 6.380%
    1/12/2020 7.81% 8.396%
    1/1/2021 -2.48% -20.112%
    1/2/2021 6.56% 4.949%
    1/3/2021 1.11% 4.792%
    1/4/2021 -0.41% -7.153%
    1/5/2021 6.50% 2.252%
    1/6/2021 0.89% 4.186%
    1/7/2021 0.26% -4.475%
    1/8/2021 8.69% -7.118%
    1/9/2021 2.84% 1.073%
    1/10/2021 0.30% -3.198%
    1/11/2021 -3.90% 2.649%
    1/12/2021 2.18% 1.179%
    BETA
    USING SLOPE 0.60206878817519
    USING COVARAINCE 60.206878818%

    USING REGRESION
    SUMMARY OUTPUT

    Regression Statistics
    Multiple R 0.440547830114443
    R Square 0.194082390618544
    Adjusted R Square 0.15570536160038
    Standard Error 0.069051820737115
    Observations 23

    ANOVA
    df SS MS
    Regression 1 0.024113766504814 0.024113766505
    Residual 21 0.100131232889325 0.004768153947
    Total 22 0.124244999394139

    Coefficients Standard Error t Stat


    Intercept 0.014623853695973 0.014540878425521 1.005706345107
    X Variable 1 0.322359162989977 0.143345026154057 2.248833961239
    CLOSING PRICES MONTH (X-Y)/X (11201.75-11962.1)/11962.1
    RETURNS RELATIONSHIP (X-Y)/X (8597.75-11201.75)/8597.75

    0.2
    0.15
    0.1
    0.05
    0
    1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23
    -0.05
    -0.1
    -0.15
    -0.2
    -0.25
    -0.3
    F Significance F
    5.0572541852 0.035382674450787

    P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%


    0.3260053046 -0.015615558392242 0.0448632658 -0.0156155584 0.044863265784
    0.0353826745 0.024256862027149 0.620461464 0.02425686203 0.620461463953

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