Financial Modelling
Financial Modelling
Financial Modelling
82.142857143
Boxes In Stock Value Of Stock Product Wattage Life Hours
3 £54.00 Bulb 200 3000
2 £60.00 Neon 100 2000
2 £0.00 Spot 60 2000
6 £120.00 Other 10 8000
3 £24.00 Bulb 80 1000
4 £50.00 Spot 100 unknown
0 £0.00 Spot 200 3000
3 £15.00 Other 25 unknown
2 £30.00 Bulb 200 3000
5 £180.00 Neon 100 2000
5 £12.50 Bulb 100 unknown
2 £10.00 Bulb 10 800
0 £0.00 Bulb 60 1000
2 £12.00 Bulb 80 1000
5 £40.00 Bulb 100 2000
5 £10.00 Bulb 40 1000
Brand
the Criteria range. sunbeam
Product Brand
Bulb Horizon
Product Brand
Neon sunbeam
Brand Unit Cost Box Quantity Boxes In StockValue Of Stock
Horizon 4 4 3 £54.00
Horizon 5 15 2 £60.00
Horizon 6 15 2 £0.00
Sunbeam 7 25 6 £120.00
Horizon 8 40 3 £24.00
Horizon 9 10 4 £50.00
Horizon 10 15 0 £0.00
Sunbeam 11 10 3 £15.00
Sunbeam 12 3 2 £30.00
Sunbeam 13 20 5 £180.00
Sunbeam 14 10 5 £12.50
Horizon 15 25 2 £10.00
Sunbeam 16 25 0 £0.00
Sunbeam 17 30 2 £12.00
Horizon 18 10 5 £40.00
Horizon 19 20 5 £10.00
12.857142857
12.8
13
Brand Car Bikes
Brand car Bike Mahaindra 50 400
tata 12 100 Mahaindra xlookup is in google sheet
Mahaindra 50 400 choose function
Maruti 33 500
TATA 34 400
MARUTI 34 300
Volkswagan 36 300
Annuity
Periods 0 1 2 3 4 5
CFs -10000 5000 5000 5000 5000 5000
R 5%
PV (₹21,647.38)
PV ₹21,647.38
₹11,092.75
Dates 1/1/2022 1/21/2023 1/3/2024 1/3/2025 10/4/2026
CFs -1000 2000 4000 6000 7000
Rate 5%
XNPV 15257.353116
XIRR 2.5296604872
PRICES
TVSMOTORS KEC INTL CBI BRITANNIA Godrej Properties
205.05 109.4 65.45 1281.7 243.65
223.75 110.5 63.65 1254.4 235.85
216.5 111.4 62.2 1260.85 237.65
217.85 107.8 62.95 1271.05 241.2
223.6 106.6 62.7 1275.05 236.75
225.4 107.6 64.05 1306.05 234.3
229.65 115.4 65.9 1345.9 239.1
226.2 116.45 66.75 1381.7 236.85
220.2 114.15 67.7 1461.4 238.5
210.8 105.4 64.85 1436.35 233.85
213.1 107.5 65.05 1453.15 235.8
221.7 112.05 67.1 1414.15 237.7
215.7 110.35 67.55 1375.2 240.4
221.05 108.2 67.6 1369.4 248.85
218.7 105.55 65.4 1386.35 238.6
214.65 102.75 63.65 1391.65 240.7
214.85 101.85 61.3 1404 233.8
219.25 102.45 61.85 1407.95 233.1
228.6 101.5 61.7 1408.8 239.7
227.95 107.15 60.85 1392.05 236.9
228.9 105.6 59.9 1398.9 235.3
224.1 102.25 58.8 1401.55 237.75
225.5 103.4 59.15 1371.7 235.35
228.05 105.95 60.65 1351.85 240.6
224.1 103.35 59 1331.8 239.2
222.95 104.25 60.05 1343.1 240.15
225.1 102.5 62.2 1340 237.45
224.65 101.05 61.05 1323.8 233.25
229.85 100.15 61 1342.95 229.6
245 101 61.45 1360.05 225.3
260.5 100.75 61.85 1391.1 233.75
255.1 104.85 62.25 1404.85 233.75
255.35 108.1 62.75 1446 236.1
255.6 106.2 62.55 1439.45 234.6
252.6 107.7 64.45 1445.45 236.55
254.2 109.35 64.7 1459.2 239.55
257.05 109.8 65.4 1491.5 241.55
259.15 109.8 67.05 1530.8 244.15
261.95 101.75 69.5 1508.2 251.25
258.7 102.8 71.3 1552.35 260.35
253.25 101.45 72.05 1551.05 255.2
249.9 100 72.95 1520.15 251.8
248.35 99.5 73.75 1518.7 252.6
250.8 99.45 74.65 1529.6 251.95
253.5 98.15 73.85 1599.45 245.3
241.85 96.95 74.3 1597.15 249.4
235.25 98.5 77.5 1624.3 250.8
242.1 101.15 78.3 1644 250.65
236.95 101.85 76.6 1664.8 245.35
233.6 102.05 75.65 1698.9 243.85
232.45 101.7 77.05 1672.5 252.1
230.35 101.85 76 1673.8 254.1
221.75 98.95 74.2 1652.55 250.65
221 101.2 73.4 1589.2 254.5
231.6 100.85 75.9 1652.05 250.25
229.2 100.5 77.9 1681.55 250.65
236.4 98.65 79.05 1647.95 251
232.35 98.1 80.15 1686.85 250.95
247.05 99.85 80 1745.75 268.1
253.7 104.5 80.45 1800.8 270.3
253.85 104.8 81.05 1834.4 270.95
245.55 100.05 80.6 1795.5 270.65
243.65 99.25 79.2 1790.5 263.2
248.2 98.2 80.15 1793.55 264.4
250.65 97.75 82.3 1797.65 261.9
251.35 97.45 80.95 1760.35 256.1
258.55 95.35 81.1 1795.95 255.4
247.4 91.4 79.25 1787.65 248.4
244.05 85.15 78.95 1738.05 247.75
257.6 88.65 80.35 1683 249.6
252.4 88.45 85.25 1742.2 246.9
247.3 92.3 87.35 1723.75 247.2
246.05 90.6 88.15 1788.4 248.15
253.45 88.65 88.8 1764.1 248.25
261.9 89.3 89.5 1755.4 248.35
269.95 89.1 90 1731.15 250.05
268 90.4 91.3 1780.2 257.3
268.45 94 91.55 1784 257.55
277.55 94.6 92.8 1840.1 255.2
267.45 94.9 93.05 1831.5 256.6
270.9 93.55 95.55 1878.55 264.45
268.05 89 93.75 1879.85 255.45
278.3 90.95 95.25 1881.9 252.25
296.2 92.2 95.4 1995.75 252.5
296.5 91.35 97.4 1969.2 251
299.5 92.9 98.95 1945.3 253.2
308.95 93.35 98.1 1932 252.7
307.9 91.55 98.3 1933.4 251.3
316.05 92.6 100.15 1946.05 261.85
320.15 91.8 98.75 1934.15 259.65
308.85 91.45 98.6 1928.7 261.65
308.95 91.5 101.25 1908.65 269.35
300.65 91.55 103.55 1920.75 265.15
300.6 89.9 104.1 1915.05 267.95
306.45 90.1 103.9 1901.15 266.65
308.4 89.05 101.7 1914.65 275.35
312 89.6 101.75 1914.35 276.7
310.1 91.05 103.85 1913.75 279.05
308.2 94.3 104.85 1908.35 279.5
285.25 95.85 103.9 1889 275.7
285.25 96.4 106.3 1900.1 282
294.4 95.35 106.7 1924.25 285
293.5 85.8 105.9 1894.1 289.65
293.6 84 104.55 1853.5 283.9
294.05 80.7 103.9 1879.15 284.2
295.4 80.35 104.6 1882.15 287.4
301.1 84.7 104.8 1933.25 294
304.85 85.6 104.85 1929.7 297.15
307.85 84.55 107 1967.5 295.85
302.45 84 107.65 2022.9 295.8
301.75 82.55 106.15 2034.2 298.4
295.05 82.3 105.35 2055.8 304.4
296 85.9 106.3 2081.1 302.35
289.45 85.55 106.4 2097.55 301.35
269.55 84.75 113.2 2060.4 301.4
271.55 84.8 105.2 2073 298.85
271 84.4 101.15 2069.4 298
282 84.35 102.8 2055.65 298.75
278.35 81.65 103.25 2083.45 296.2
272 85.9 103.75 2095.4 297.9
293.2 89.3 105.25 2122.4 298
289.3 87.25 102.2 2168.65 288.65
292.35 88.55 103.2 2152.5 281.9
286.95 85.25 102.15 2210.75 278.45
295 83.5 102.4 2199.35 272.35
285.25 81.65 103.6 2156.05 267.75
289.65 82.8 103.65 2155 268.2
277.7 83.2 103.75 2196.65 265.95
274.15 83.05 102.7 2156.95 264.2
283.25 83.5 107.2 2150.5 264.7
278.85 81.95 105.8 2190.95 259.9
273.35 83.5 105.5 2196.65 256.85
268.45 80.85 103.6 2207.15 251.45
266.55 79 103.15 2133.45 251.2
259.9 77.45 104.25 2102.7 250.9
259.4 74.95 105.65 2148.75 245
266.45 73.4 107.4 2161.35 239.2
271.95 75.2 104.75 2193.8 238.85
266.3 78.2 104.85 2154 251.55
263.85 80.05 106.6 2162.15 251.15
254.8 83.75 106.3 2158.55 258.65
252.75 85.75 105.85 2177.55 271.6
255.4 83.7 103.9 2216.7 276.25
251.05 83.75 103.9 2259.1 274.3
250.6 85.4 107.85 2258.75 271.35
256.95 96.6 107.95 2277.9 273.25
254.85 104.25 105.6 2277.9 274.25
251.3 100.05 104.6 2310.2 269.65
244.7 109.9 105 2344.55 265.15
244.45 104.5 103.85 2329.15 261.65
234.3 100 103.2 2298.95 259.1
238.15 100.4 101.95 2170 260.35
237.7 101.4 105.4 2069.5 255.1
233.55 100.8 103.9 2066.25 251.5
232.15 96.15 103.4 2151.65 244.95
229.1 89.6 103.55 2139.7 241
228 97.15 103.9 2071.5 244.2
236.95 99.25 104.2 2095.05 235.55
235.65 98.25 104.6 2151.6 241.95
249.65 102.9 108.7 2197.85 244.25
240.35 101.25 111.1 2248.4 249.6
226.25 95.7 108.45 2344.95 251.4
215.3 98.8 109.45 2247.3 243.15
220.6 99.1 111.45 2236.35 244.8
227.05 99.45 111.95 2203.4 247.9
222.6 95.2 109.7 2283.2 242.75
220.1 95.5 110.1 2272.4 240
224.2 104.05 108.35 2282.6 239.8
221.3 105.85 108.9 2258.3 239.05
224.15 113.3 108 2263.9 240
222.05 119.1 109.4 2293.85 239.9
220.35 116.65 112.3 2324.75 239.5
229.65 113.9 112.05 2332.05 254.85
227.2 113.8 109.95 2287.85 260.85
230.25 115.2 108.9 2430.85 258.85
235.05 114.35 109.15 2507 255.35
236.2 114.25 107.65 2513.65 260.45
235.8 113.7 106.85 2578.75 263.65
238.15 121.3 105.9 2657.25 268.05
236.65 118.7 105.6 2544.7 267.6
224.55 114 103.5 2567.9 255.25
221.65 110.95 99.8 2509.1 254.45
226.25 110.45 102.45 2511.6 255.5
223.15 110.55 100.1 2580.4 260.25
218.8 107.6 98.6 2709.45 250.7
218.75 126.15 99.4 2643.95 250.1
224 122.1 99.35 2597.6 255.45
227.05 117.4 97.9 2597.35 255.25
224.6 121 99.1 2602.65 250.1
226.7 123.35 99.6 2605.5 244.95
228.1 121.65 99.6 2623.15 241.95
231.5 128.4 98.75 2611.65 242.4
231.7 130.15 98.5 2758.4 246.45
239.45 130.6 100.85 2684.3 248.25
245.05 133.5 102.15 2705.45 251.6
242.95 132.4 102.45 2783.7 250.15
239.85 127.3 104.1 2738.7 246.6
238.6 128.55 104.3 2692.65 245.8
245.2 129.85 105.1 2693.6 249.6
241.65 128.6 103.05 2743.9 245.2
244.1 130.15 102.75 2700.35 246.85
245.95 130.55 102.65 2762.95 248.2
257.3 130.55 99.9 2731.55 250.1
257.65 137.6 101.9 2746.25 249.4
264.75 142.1 103.8 2770.7 251.5
270.25 139.05 103.9 2785.65 254
264.35 137.15 104.25 2787.5 254.4
258.4 134 104.3 2791.9 248.85
257.15 141.45 104.7 2823.9 251.75
270.7 148.2 110.65 2839.05 254.05
266.5 144.85 109.05 2845.6 253.7
267.8 146.6 110.85 2831.3 255.35
266.7 145.25 109.15 2832.9 270.65
263.25 143.35 106.95 2842.1 269.85
263.8 148.4 107.5 2878.45 274.65
258.4 146.15 105.9 2881.9 273.2
263.7 151.05 105.95 2875.15 270.1
263.1 150.85 104.95 2856.9 270.1
251.55 150.45 104.95 2850.05 274.45
241.1 150.15 104 2895.1 268.3
232.35 152.25 103.5 2932 258.1
235.1 152.05 103.25 2976.05 260.15
236.2 149.6 103.3 2968.25 262.1
238 145.85 105.6 3065.8 268.1
230.1 142.9 106.8 3153.65 267
233.3 145.75 105.55 3136.85 261.25
235 149.9 106.7 3175.65 263.8
237.8 146.45 106.1 3156.3 284.15
239.6 149.8 106.05 3139.75 283.55
233.95 149.7 105.55 3202.7 302.7
223.25 147.6 104.4 3314.05 309.35
223.4 145.85 102.85 3366.9 295.1
225.55 138.55 103.2 3320.85 296
230.2 143.1 103.55 3398.85 305.85
230.25 142.4 104.7 3343.75 319.5
230.85 142.55 104.2 3296.25 332.2
229.9 142.15 105.45 3316.5 344.4
231.7 137.15 87.7 3293.55 326.75
229.5 137.4 80.7 3224.4 309.55
215.75 119.05 69.8 3199.35 289.5
223.75 120.15 62.95 3002.25 288.6
228.35 128.4 63.85 2976.9 292.65
226.5 132.05 66.5 2880.7 296.6
221.1 131.95 67.5 2942.3 290
223.65 130.4 67.85 2973.8 309.4
216.85 123 66.85 2929.95 293.9
221.6 131 66.95 2920.9 295.25
Returns
APOLLO HOSP TVSMOTORS KEC INTL CBI BRITANNIA Godrej Properties
1183.8
1172.25 8.73% 1.00% -2.79% -2.15% -3.25%
1160.75 -3.29% 0.81% -2.30% 0.51% 0.76%
1185.7 0.62% -3.28% 1.20% 0.81% 1.48%
1202.35 2.61% -1.12% -0.40% 0.31% -1.86%
1186.65 0.80% 0.93% 2.13% 2.40% -1.04%
1173.35 1.87% 7.00% 2.85% 3.01% 2.03%
1171.5 -1.51% 0.91% 1.28% 2.63% -0.95%
1157.05 -2.69% -1.99% 1.41% 5.61% 0.69%
1107.95 -4.36% -7.98% -4.30% -1.73% -1.97%
1124.85 1.09% 1.97% 0.31% 1.16% 0.83%
1145.7 3.96% 4.15% 3.10% -2.72% 0.80%
1154.65 -2.74% -1.53% 0.67% -2.79% 1.13%
1142.6 2.45% -1.97% 0.07% -0.42% 3.45%
1110.25 -1.07% -2.48% -3.31% 1.23% -4.21%
1088.85 -1.87% -2.69% -2.71% 0.38% 0.88%
1044.25 0.09% -0.88% -3.76% 0.88% -2.91%
1094 2.03% 0.59% 0.89% 0.28% -0.30%
1098.4 4.18% -0.93% -0.24% 0.06% 2.79%
1120.7 -0.28% 5.42% -1.39% -1.20% -1.18%
1115.6 0.42% -1.46% -1.57% 0.49% -0.68%
1076.65 -2.12% -3.22% -1.85% 0.19% 1.04%
1043.35 0.62% 1.12% 0.59% -2.15% -1.01%
1069.6 1.12% 2.44% 2.50% -1.46% 2.21%
1055.2 -1.75% -2.48% -2.76% -1.49% -0.58%
1069.1 -0.51% 0.87% 1.76% 0.84% 0.40%
1073.85 0.96% -1.69% 3.52% -0.23% -1.13%
1029.1 -0.20% -1.42% -1.87% -1.22% -1.78%
1021.55 2.29% -0.89% -0.08% 1.44% -1.58%
1038.65 6.38% 0.85% 0.73% 1.27% -1.89%
1032 6.13% -0.25% 0.65% 2.26% 3.68%
1065.45 -2.09% 3.99% 0.64% 0.98% 0.00%
1071.15 0.10% 3.05% 0.80% 2.89% 1.00%
1089.15 0.10% -1.77% -0.32% -0.45% -0.64%
1084.2 -1.18% 1.40% 2.99% 0.42% 0.83%
1109.8 0.63% 1.52% 0.39% 0.95% 1.26%
1115 1.11% 0.41% 1.08% 2.19% 0.83%
1115.45 0.81% 0.00% 2.49% 2.60% 1.07%
1143.7 1.07% -7.61% 3.59% -1.49% 2.87%
1160.9 -1.25% 1.03% 2.56% 2.89% 3.56%
1162.6 -2.13% -1.32% 1.05% -0.08% -2.00%
1150.1 -1.33% -1.44% 1.24% -2.01% -1.34%
1140.15 -0.62% -0.50% 1.09% -0.10% 0.32%
1142.55 0.98% -0.05% 1.21% 0.72% -0.26%
1118.55 1.07% -1.32% -1.08% 4.47% -2.67%
1109.4 -4.70% -1.23% 0.61% -0.14% 1.66%
1105.5 -2.77% 1.59% 4.22% 1.69% 0.56%
1145.85 2.87% 2.65% 1.03% 1.21% -0.06%
1210.1 -2.15% 0.69% -2.20% 1.26% -2.14%
1241.9 -1.42% 0.20% -1.25% 2.03% -0.61%
1196.3 -0.49% -0.34% 1.83% -1.57% 3.33%
1164.55 -0.91% 0.15% -1.37% 0.08% 0.79%
1193.45 -3.80% -2.89% -2.40% -1.28% -1.37%
1186.4 -0.34% 2.25% -1.08% -3.91% 1.52%
1172.6 4.68% -0.35% 3.35% 3.88% -1.68%
1166.05 -1.04% -0.35% 2.60% 1.77% 0.16%
1171.6 3.09% -1.86% 1.47% -2.02% 0.14%
1201.25 -1.73% -0.56% 1.38% 2.33% -0.02%
1203.45 6.13% 1.77% -0.19% 3.43% 6.61%
1181.3 2.66% 4.55% 0.56% 3.10% 0.82%
1161.1 0.06% 0.29% 0.74% 1.85% 0.24%
1151.05 -3.32% -4.64% -0.56% -2.14% -0.11%
1126.8 -0.78% -0.80% -1.75% -0.28% -2.79%
1131.45 1.85% -1.06% 1.19% 0.17% 0.45%
1148.85 0.98% -0.46% 2.65% 0.23% -0.95%
1145 0.28% -0.31% -1.65% -2.10% -2.24%
1154.4 2.82% -2.18% 0.19% 2.00% -0.27%
1124.35 -4.41% -4.23% -2.31% -0.46% -2.78%
1141.8 -1.36% -7.08% -0.38% -2.81% -0.26%
1175.6 5.40% 4.03% 1.76% -3.22% 0.74%
1168.1 -2.04% -0.23% 5.92% 3.46% -1.09%
1160.7 -2.04% 4.26% 2.43% -1.06% 0.12%
1141.8 -0.51% -1.86% 0.91% 3.68% 0.38%
1138.4 2.96% -2.18% 0.73% -1.37% 0.04%
1128.8 3.28% 0.73% 0.79% -0.49% 0.04%
1133.1 3.03% -0.22% 0.56% -1.39% 0.68%
1138.7 -0.72% 1.45% 1.43% 2.79% 2.86%
1129.7 0.17% 3.91% 0.27% 0.21% 0.10%
1125.9 3.33% 0.64% 1.36% 3.10% -0.92%
1127.85 -3.71% 0.32% 0.27% -0.47% 0.55%
1131.6 1.28% -1.43% 2.65% 2.54% 3.01%
1097.9 -1.06% -4.99% -1.90% 0.07% -3.46%
1106.5 3.75% 2.17% 1.59% 0.11% -1.26%
1126.35 6.23% 1.37% 0.16% 5.87% 0.10%
1124.65 0.10% -0.93% 2.07% -1.34% -0.60%
1118.45 1.01% 1.68% 1.58% -1.22% 0.87%
1150.1 3.11% 0.48% -0.86% -0.69% -0.20%
1160.55 -0.34% -1.95% 0.20% 0.07% -0.56%
1147.9 2.61% 1.14% 1.86% 0.65% 4.11%
1185.8 1.29% -0.87% -1.41% -0.61% -0.84%
1200.25 -3.59% -0.38% -0.15% -0.28% 0.77%
1210.7 0.03% 0.05% 2.65% -1.05% 2.90%
1224.9 -2.72% 0.05% 2.25% 0.63% -1.57%
1241.7 -0.02% -1.82% 0.53% -0.30% 1.05%
1294.1 1.93% 0.22% -0.19% -0.73% -0.49%
1349.15 0.63% -1.17% -2.14% 0.71% 3.21%
1421.5 1.16% 0.62% 0.05% -0.02% 0.49%
1359.35 -0.61% 1.61% 2.04% -0.03% 0.85%
1313.55 -0.61% 3.51% 0.96% -0.28% 0.16%
1349.35 -7.74% 1.63% -0.91% -1.02% -1.37%
1296.75 0.00% 0.57% 2.28% 0.59% 2.26%
1309.5 3.16% -1.10% 0.38% 1.26% 1.06%
1294.65 -0.31% -10.55% -0.75% -1.58% 1.62%
1263.3 0.03% -2.12% -1.28% -2.17% -2.01%
1232.4 0.15% -4.01% -0.62% 1.37% 0.11%
1215.25 0.46% -0.43% 0.67% 0.16% 1.12%
1277.5 1.91% 5.27% 0.19% 2.68% 2.27%
1295.15 1.24% 1.06% 0.05% -0.18% 1.07%
1297.4 0.98% -1.23% 2.03% 1.94% -0.44%
1298.65 -1.77% -0.65% 0.61% 2.78% -0.02%
1306 -0.23% -1.74% -1.40% 0.56% 0.88%
1305.55 -2.25% -0.30% -0.76% 1.06% 1.99%
1335.9 0.32% 4.28% 0.90% 1.22% -0.68%
1357.4 -2.24% -0.41% 0.09% 0.79% -0.33%
1352.9 -7.12% -0.94% 6.20% -1.79% 0.02%
1313.15 0.74% 0.06% -7.33% 0.61% -0.85%
1299.85 -0.20% -0.47% -3.93% -0.17% -0.28%
1302.15 3.98% -0.06% 1.62% -0.67% 0.25%
1314.2 -1.30% -3.25% 0.44% 1.34% -0.86%
1348.1 -2.31% 5.07% 0.48% 0.57% 0.57%
1404.3 7.51% 3.88% 1.44% 1.28% 0.03%
1417.9 -1.34% -2.32% -2.94% 2.16% -3.19%
1408.5 1.05% 1.48% 0.97% -0.75% -2.37%
1363.15 -1.86% -3.80% -1.02% 2.67% -1.23%
1358.05 2.77% -2.07% 0.24% -0.52% -2.22%
1347.1 -3.36% -2.24% 1.17% -1.99% -1.70%
1361.35 1.53% 1.40% 0.05% -0.05% 0.17%
1382.4 -4.21% 0.48% 0.10% 1.91% -0.84%
1423.25 -1.29% -0.18% -1.02% -1.82% -0.66%
1451.05 3.27% 0.54% 4.29% -0.30% 0.19%
1440.85 -1.57% -1.87% -1.31% 1.86% -1.83%
1447.2 -1.99% 1.87% -0.28% 0.26% -1.18%
1414.2 -1.81% -3.23% -1.82% 0.48% -2.12%
1357.2 -0.71% -2.31% -0.44% -3.40% -0.10%
1355.15 -2.53% -1.98% 1.06% -1.45% -0.12%
1425.75 -0.19% -3.28% 1.33% 2.17% -2.38%
1387.2 2.68% -2.09% 1.64% 0.58% -2.40%
1353.95 2.04% 2.42% -2.50% 1.49% -0.15%
1340.55 -2.10% 3.91% 0.10% -1.83% 5.18%
1369.2 -0.92% 2.34% 1.66% 0.38% -0.16%
1390 -3.49% 4.52% -0.28% -0.17% 2.94%
1411.15 -0.81% 2.36% -0.42% 0.88% 4.89%
1401.6 1.04% -2.42% -1.86% 1.78% 1.70%
1381.95 -1.72% 0.06% 0.00% 1.89% -0.71%
1369.6 -0.18% 1.95% 3.73% -0.02% -1.08%
1395.7 2.50% 12.32% 0.09% 0.84% 0.70%
1399.65 -0.82% 7.62% -2.20% 0.00% 0.37%
1387.55 -1.40% -4.11% -0.95% 1.41% -1.69%
1377.15 -2.66% 9.39% 0.38% 1.48% -1.68%
1318.3 -0.10% -5.04% -1.10% -0.66% -1.33%
1279.75 -4.24% -4.40% -0.63% -1.31% -0.98%
1223.45 1.63% 0.40% -1.22% -5.77% 0.48%
1262.85 -0.19% 0.99% 3.33% -4.74% -2.04%
1297.6 -1.76% -0.59% -1.43% -0.16% -1.42%
1295.35 -0.60% -4.72% -0.48% 4.05% -2.64%
1177.3 -1.32% -7.06% 0.14% -0.56% -1.63%
1167.5 -0.48% 8.09% 0.34% -3.24% 1.32%
1165 3.85% 2.14% 0.29% 1.13% -3.61%
1137.15 -0.55% -1.01% 0.38% 2.66% 2.68%
1201.6 5.77% 4.62% 3.84% 2.13% 0.95%
1200.75 -3.80% -1.62% 2.18% 2.27% 2.17%
1174.05 -6.05% -5.64% -2.41% 4.20% 0.72%
1169.05 -4.96% 3.19% 0.92% -4.25% -3.34%
1185.95 2.43% 0.30% 1.81% -0.49% 0.68%
1250.6 2.88% 0.35% 0.45% -1.48% 1.26%
1238.95 -1.98% -4.37% -2.03% 3.56% -2.10%
1235.6 -1.13% 0.31% 0.36% -0.47% -1.14%
1247.55 1.85% 8.57% -1.60% 0.45% -0.08%
1248.7 -1.30% 1.72% 0.51% -1.07% -0.31%
1272.35 1.28% 6.80% -0.83% 0.25% 0.40%
1274.9 -0.94% 4.99% 1.29% 1.31% -0.04%
1306.55 -0.77% -2.08% 2.62% 1.34% -0.17%
1296.65 4.13% -2.39% -0.22% 0.31% 6.21%
1309.15 -1.07% -0.09% -1.89% -1.91% 2.33%
1277 1.33% 1.22% -0.96% 6.06% -0.77%
1240.05 2.06% -0.74% 0.23% 3.08% -1.36%
1226.85 0.49% -0.09% -1.38% 0.26% 1.98%
1222.25 -0.17% -0.48% -0.75% 2.56% 1.22%
1212.55 0.99% 6.47% -0.89% 3.00% 1.66%
1225.35 -0.63% -2.17% -0.28% -4.33% -0.17%
1207 -5.25% -4.04% -2.01% 0.91% -4.72%
1212.8 -1.30% -2.71% -3.64% -2.32% -0.31%
1213.9 2.05% -0.45% 2.62% 0.10% 0.41%
1195.75 -1.38% 0.09% -2.32% 2.70% 1.84%
1210.7 -1.97% -2.70% -1.51% 4.88% -3.74%
1171.95 -0.02% 15.91% 0.81% -2.45% -0.24%
1204.15 2.37% -3.26% -0.05% -1.77% 2.12%
1219.25 1.35% -3.93% -1.47% -0.01% -0.08%
1178.35 -1.08% 3.02% 1.22% 0.20% -2.04%
1185.75 0.93% 1.92% 0.50% 0.11% -2.08%
1192.35 0.62% -1.39% 0.00% 0.68% -1.23%
1187.85 1.48% 5.40% -0.86% -0.44% 0.19%
1189.4 0.09% 1.35% -0.25% 5.47% 1.66%
1253 3.29% 0.35% 2.36% -2.72% 0.73%
1298.35 2.31% 2.20% 1.28% 0.78% 1.34%
1275.75 -0.86% -0.83% 0.29% 2.85% -0.58%
1284.05 -1.28% -3.93% 1.60% -1.63% -1.43%
1301.1 -0.52% 0.98% 0.19% -1.70% -0.32%
1309.55 2.73% 1.01% 0.76% 0.04% 1.53%
1283.25 -1.46% -0.97% -1.97% 1.85% -1.78%
1315.95 1.01% 1.20% -0.29% -1.60% 0.67%
1330.7 0.76% 0.31% -0.10% 2.29% 0.55%
1319.55 4.51% 0.00% -2.72% -1.14% 0.76%
1301.1 0.14% 5.26% 1.98% 0.54% -0.28%
1299.3 2.72% 3.22% 1.85% 0.89% 0.84%
1303.35 2.06% -2.17% 0.10% 0.54% 0.99%
1314.05 -2.21% -1.38% 0.34% 0.07% 0.16%
1323.8 -2.28% -2.32% 0.05% 0.16% -2.21%
1328.55 -0.48% 5.41% 0.38% 1.14% 1.16%
1338 5.14% 4.66% 5.53% 0.54% 0.91%
1349.2 -1.56% -2.29% -1.46% 0.23% -0.14%
1363.6 0.49% 1.20% 1.64% -0.50% 0.65%
1369.6 -0.41% -0.93% -1.55% 0.06% 5.82%
1359.35 -1.30% -1.32% -2.04% 0.32% -0.30%
1350.4 0.21% 3.46% 0.51% 1.27% 1.76%
1344.7 -2.07% -1.53% -1.50% 0.12% -0.53%
1367.2 2.03% 3.30% 0.05% -0.23% -1.14%
1379.75 -0.23% -0.13% -0.95% -0.64% 0.00%
1379.1 -4.49% -0.27% 0.00% -0.24% 1.60%
1359.6 -4.24% -0.20% -0.91% 1.57% -2.27%
1331.7 -3.70% 1.39% -0.48% 1.27% -3.88%
1324.5 1.18% -0.13% -0.24% 1.49% 0.79%
1328.25 0.47% -1.62% 0.05% -0.26% 0.75%
1359.85 0.76% -2.54% 2.20% 3.23% 2.26%
1378.7 -3.38% -2.04% 1.13% 2.83% -0.41%
1368.55 1.38% 1.97% -1.18% -0.53% -2.18%
1373.9 0.73% 2.81% 1.08% 1.23% 0.97%
1431.25 1.18% -2.33% -0.56% -0.61% 7.43%
1436.9 0.75% 2.26% -0.05% -0.53% -0.21%
1445.6 -2.39% -0.07% -0.47% 1.99% 6.54%
1427.95 -4.68% -1.41% -1.10% 3.42% 2.17%
1363.1 0.07% -1.19% -1.50% 1.58% -4.72%
1336.75 0.96% -5.13% 0.34% -1.38% 0.30%
1352.45 2.04% 3.23% 0.34% 2.32% 3.27%
1374.45 0.02% -0.49% 1.10% -1.63% 4.37%
1352.85 0.26% 0.11% -0.48% -1.43% 3.90%
1376.25 -0.41% -0.28% 1.19% 0.61% 3.61%
1338.2 0.78% -3.58% -18.43% -0.69% -5.26%
1302.35 -0.95% 0.18% -8.32% -2.12% -5.41%
1253.3 -6.18% -14.34% -14.51% -0.78% -6.70%
1279.4 3.64% 0.92% -10.33% -6.36% -0.31%
1253.35 2.04% 6.64% 1.42% -0.85% 1.39%
1300.15 -0.81% 2.80% 4.07% -3.28% 1.34%
1342.75 -2.41% -0.08% 1.49% 2.12% -2.25%
1340.2 1.15% -1.18% 0.52% 1.06% 6.48%
1310.85 -3.09% -5.84% -1.48% -1.49% -5.14%
1310.15 2.17% 6.30% 0.15% -0.31% 0.46%
APOLLO HOSP TVSMOTORS KEC INTL CBI BRITANNIA
Average Return 0.03% 0.07% 0.01% 0.33%
-0.98% Variance 0.00064043998 0.001112 0.0006169 0.000380616
-0.99%
2.13%
1.39%
-1.31%
-1.13%
-0.16% E(𝑅_𝑃)=
-1.24%
-4.34%
1.51%
1.84%
0.78%
-1.05%
-2.87%
-1.95%
-4.18%
4.65%
0.40%
2.01%
-0.46%
-3.55%
-3.14%
2.48%
-1.36%
1.31%
0.44%
-4.26%
-0.74%
1.66%
-0.64%
3.19%
0.53%
1.67%
-0.46%
2.33%
0.47%
0.04%
2.50%
1.49%
0.15%
-1.08%
-0.87%
0.21%
-2.12%
-0.82%
-0.35%
3.58%
5.46%
2.59%
-3.74%
-2.69%
2.45%
-0.59%
-1.17%
-0.56%
0.47%
2.50%
0.18%
-1.86%
-1.72%
-0.87%
-2.13%
0.41%
1.53%
-0.34%
0.82%
-2.64%
1.54%
2.92%
-0.64%
-0.64%
-1.64%
-0.30%
-0.85%
0.38%
0.49%
-0.79%
-0.34%
0.17%
0.33%
-3.02%
0.78%
1.78%
-0.15%
-0.55%
2.79%
0.90%
-1.10%
3.25%
1.21%
0.87%
1.17%
1.36%
4.13%
4.17%
5.22%
-4.47%
-3.43%
2.69%
-3.98%
0.98%
-1.14%
-2.45%
-2.48%
-1.40%
5.00%
1.37%
0.17%
0.10%
0.56%
-0.03%
2.30%
1.60%
-0.33%
-2.98%
-1.02%
0.18%
0.92%
2.55%
4.08%
0.96%
-0.67%
-3.27%
-0.37%
-0.81%
1.05%
1.53%
2.91%
1.93%
-0.71%
0.44%
-2.31%
-4.11%
-0.15%
5.08%
-2.74%
-2.43%
-0.99%
2.11%
1.51%
1.51%
-0.68%
-1.41%
-0.90%
1.89%
0.28%
-0.87%
-0.75%
-4.37%
-2.97%
-4.50%
3.17%
2.71%
-0.17%
-9.56%
-0.84%
-0.21%
-2.42%
5.51%
-0.07%
-2.25%
-0.43%
1.44%
5.31%
-0.94%
-0.27%
0.96%
0.09%
1.88%
0.20%
2.45%
-0.76%
0.96%
-2.49%
-2.94%
-1.07%
-0.38%
-0.80%
1.05%
-1.51%
0.48%
0.09%
-1.51%
1.24%
-3.25%
2.71%
1.25%
-3.41%
0.63%
0.56%
-0.38%
0.13%
5.21%
3.56%
-1.76%
0.65%
1.32%
0.65%
-2.03%
2.52%
1.11%
-0.84%
-1.41%
-0.14%
0.31%
0.82%
0.74%
0.36%
0.71%
0.83%
1.06%
0.44%
-0.75%
-0.66%
-0.42%
1.66%
0.91%
-0.05%
-1.42%
-2.07%
-0.54%
0.28%
2.35%
1.38%
-0.74%
0.39%
4.09%
0.39%
0.60%
-1.23%
-4.65%
-1.95%
1.17%
1.61%
-1.58%
1.71%
-2.80%
-2.72%
-3.84%
2.06%
-2.06%
3.67%
3.22%
-0.19%
-2.21%
-0.05%
Godrej Properties APOLLO HOSP TVSMOTORS KEC INTL
0.08% 0.04% TVSMOTORS 0.000637836563
0.00044899623521 0.0004733089886 KEC INTL 0.0002275050876 0.00110747662932
CBI 9.542616763E-05 0.00023649919865
BRITANNIA 8.539929466E-06 1.064158725E-05
Godrej Properties 0.0001104957501 0.00014487906741
APOLLO HOSP 0.0001173925874 0.0001589458795
Subject to
Sum of weights 594660173.1231 Weight should be positive
W5+W2=0.15 480843708.1056
27.5 Mean / Average
5 -22.5 506.25
10 -17.5 306.25
15 -12.5 156.25
35 7.5 56.25
45 17.5 306.25
55 27.5 756.25
0 2087.5
347.91666666667
347.91666666667 Variance
18.652524404666 Standard Diveation
417.5 Variance
20.432816741703 Standard Diveation
Input data
Internet rate per anum 8%
Loan life 15
Loan amt 1,000,000
EMI (₹116,829.54)
(₹15,506.04)
Input Data
Input rate 0.04
Input tenuer 4
Principal 444
104.557580142 339.44241985803
Click
108.739883348
113.089478682
230.70253651038
117.61305782882 here
117.613057829 5.258016245E-13
BRITANNIA Returns
1281.7
1254.4 -0.02152995 Mean 0.003348
1260.85 0.00512873 SD 0.019509
1271.05 0.00805723 Min -0.063586
1275.05 0.00314206 Max 0.060628
1306.05 0.02402192
1345.9 0.03005562 This chart isn't available in your version of Excel.
1381.7 0.02625169
1461.4 0.05608026 Editing this shape or saving this workbook into a different file format will
1436.35 -0.01728971 permanently break the chart.
1453.15 0.01162844
1414.15 -0.02720497
1375.2 -0.02792947
1369.4 -0.00422649
1386.35 0.01230171
1391.65 0.0038157
1404 0.00883521
1407.95 0.00280944
1408.8 0.00060353
1392.05 -0.0119608
1398.9 0.00490873
1401.55 0.00189255
1371.7 -0.02152792
1351.85 -0.01457682
1331.8 -0.01494261
1343.1 0.00844896
1340 -0.00231076
1323.8 -0.01216323
1342.95 0.0143623
1360.05 0.01265278
1391.1 0.02257334
1404.85 0.00983573
1446 0.02887059
1439.45 -0.00454003
1445.45 0.0041596
1459.2 0.00946765
1491.5 0.02189398
1530.8 0.02600815
1508.2 -0.01487359
1552.35 0.02885303
1551.05 -0.00083779
1520.15 -0.02012311
1518.7 -0.00095431
1529.6 0.00715156
1599.45 0.04465356
1597.15 -0.00143903
1624.3 0.01685616
1644 0.01205534
1664.8 0.0125727
1698.9 0.02027599
1672.5 -0.01566147
1673.8 0.00077698
1652.55 -0.01277694
1589.2 -0.0390888
1652.05 0.0387862
1681.55 0.01769905
1647.95 -0.0201839
1686.85 0.02333079
1745.75 0.03432138
1800.8 0.03104675
1834.4 0.01848644
1795.5 -0.02143392
1790.5 -0.00278862
1793.55 0.00170199
1797.65 0.00228336
1760.35 -0.0209676
1795.95 0.02002148
1787.65 -0.00463222
1738.05 -0.02813811
1683 -0.03218588
1742.2 0.03457077
1723.75 -0.01064653
1788.4 0.03681922
1764.1 -0.01368072
1755.4 -0.00494389
1731.15 -0.01391082
1780.2 0.02793979
1784 0.00213232
1840.1 0.03096188
1831.5 -0.00468461
1878.55 0.0253649
1879.85 0.00069178
1881.9 0.00108992
1995.75 0.05873801
1969.2 -0.01339255
1945.3 -0.01221116
1932 -0.00686047
1933.4 0.00072438
1946.05 0.00652157
1934.15 -0.00613372
1928.7 -0.00282175
1908.65 -0.01045001
1920.75 0.00631955
1915.05 -0.002972
1901.15 -0.00728477
1914.65 0.00707587
1914.35 -0.0001567
1913.75 -0.00031347
1908.35 -0.00282567
1889 -0.01019141
1900.1 0.00585893
1924.25 0.01262977
1894.1 -0.01579249
1853.5 -0.02166805
1879.15 0.0137438
1882.15 0.00159519
1933.25 0.02678778
1929.7 -0.00183797
1967.5 0.01939915
2022.9 0.02776842
2034.2 0.0055705
2055.8 0.01056245
2081.1 0.01223153
2097.55 0.0078734
2060.4 -0.01786986
2073 0.00609669
2069.4 -0.00173812
2055.65 -0.00666661
2083.45 0.01343307
2095.4 0.00571929
2122.4 0.01280306
2168.65 0.02155733
2152.5 -0.0074749
2210.75 0.02670187
2199.35 -0.00516996
2156.05 -0.01988402
2155 -0.00048712
2196.65 0.01914275
2156.95 -0.01823829
2150.5 -0.00299481
2190.95 0.01863487
2196.65 0.00259823
2207.15 0.00476862
2133.45 -0.0339617
2102.7 -0.01451815
2148.75 0.02166404
2161.35 0.00584675
2193.8 0.01490217
2154 -0.01830862
2162.15 0.00377652
2158.55 -0.0016664
2177.55 0.00876369
2216.7 0.01781921
2259.1 0.0189469
2258.75 -0.00015494
2277.9 0.0084424
2277.9 0
2310.2 0.01408013
2344.55 0.01475938
2329.15 -0.00659009
2298.95 -0.0130509
2170 -0.05772533
2069.5 -0.04742014
2066.25 -0.00157166
2151.65 0.04049962
2139.7 -0.00556936
2071.5 -0.03239265
2095.05 0.01130444
2151.6 0.02663433
2197.85 0.02126786
2248.4 0.02273924
2344.95 0.04204523
2247.3 -0.04253458
2236.35 -0.00488442
2203.4 -0.01484345
2283.2 0.03557635
2272.4 -0.00474143
2282.6 0.0044786
2258.3 -0.01070283
2263.9 0.00247667
2293.85 0.01314264
2324.75 0.01338088
2332.05 0.0031352
2287.85 -0.0191352
2430.85 0.06062848
2507 0.03084583
2513.65 0.00264906
2578.75 0.02556891
2657.25 0.02998697
2544.7 -0.04327899
2567.9 0.00907568
2509.1 -0.02316432
2511.6 0.00099588
2580.4 0.02702443
2709.45 0.04880124
2643.95 -0.02447165
2597.6 -0.01768607
2597.35 -9.6247E-05
2602.65 0.00203846
2605.5 0.00109444
2623.15 0.00675129
2611.65 -0.00439368
2758.4 0.0546686
2684.3 -0.02723082
2705.45 0.00784827
2783.7 0.02851272
2738.7 -0.01629762
2692.65 -0.01695752
2693.6 0.00035275
2743.9 0.01850168
2700.35 -0.01599887
2762.95 0.02291756
2731.55 -0.01142974
2746.25 0.00536713
2770.7 0.00886365
2785.65 0.00538124
2787.5 0.0006639
2791.9 0.00157723
2823.9 0.01139654
2839.05 0.00535058
2845.6 0.00230445
2831.3 -0.00503797
2832.9 0.00056495
2842.1 0.00324229
2878.45 0.01270874
2881.9 0.00119784
2875.15 -0.00234495
2856.9 -0.00636773
2850.05 -0.00240058
2895.1 0.01568311
2932 0.01266513
2976.05 0.01491213
2968.25 -0.00262436
3065.8 0.03233599
3153.65 0.02825197
3136.85 -0.0053414
3175.65 0.01229322
3156.3 -0.00611188
3139.75 -0.00525728
3202.7 0.01985103
3314.05 0.0341768
3366.9 0.01582143
3320.85 -0.01377167
3398.85 0.02321636
3343.75 -0.01634421
3296.25 -0.01430747
3316.5 0.00612455
3293.55 -0.006944
3224.4 -0.02121912
3199.35 -0.00779922
3002.25 -0.06358566
2976.9 -0.00847952
2880.7 -0.03284917
2942.3 0.02115827
2973.8 0.01064901
2929.95 -0.01485524
2920.9 -0.00309357
Replication
Stock 9 Stock 10
100 100
100.278 101.0467
102.0207 99.76531
104.9629 101.3617
104.0498 101.7283
102.9345 101.0712
100.9283 100.624
96.54572 100.712
95.68288 98.96687
93.1114 97.52275
93.15644 97.87327
92.60499 100.2438
94.32625 106.0488
93.6975 108.9844
93.5838 110.3143
89.93914 113.1867
90.60444 114.443
92.06326 118.3558 Monte Carlo Simulation
95.38166 120.2341
250
95.53606 118.1912
93.21485 120.3557
94.23653 118.5819
93.16928 117.504
200
95.8696 118.8858
94.31298 119.8418
92.38706 119.7857
90.76282 118.4167
150
91.17662 117.111
95.74365 119.7889
96.77754 122.0017
97.56495 121.1084
100
98.28842 127.2072
97.08085 122.9992
95.65734 124.6765
97.38734 125.5172 50
100.2633 124.8262
100.0757 123.3699
98.55147 127.3716
98.57502 127.7388 0
100.6564 130.5785 1 7 13 19 25 31 37 43 49 55 61 67 73 79 85 91 97 103109115121127133139145151157
95.74169 127.5427
96.62907 125.8766 Stock 1 Stock 2 Stock 3 Stock 4 Stock 5 Stock 6 S
97.1507 122.9085
99.69737 123.8261
97.38998 119.5409
104.6948 114.9929
102.1199 118.1665
105.5733 118.0214
103.4109 115.2183
102.0572 113.5356
104.2297 111.5572
105.1645 113.2099
106.718 113.361
107.7529 110.1905
112.4198 114.6144
115.6663 115.3434
117.9766 112.6117
118.8341 113.562
116.9566 110.3587
114.0098 111.5373
111.5785 107.5181
115.4263 111.1986
113.488 109.5815
115.8653 108.8425
113.1357 112.0942
112.2886 106.8661
112.475 105.0439
110.1267 103.7774
111.1277 105.4854
116.5184 105.3254
119.9626 107.2097
118.687 104.4444
114.9905 105.8449
112.0327 107.281
114.6631 104.8454
115.2015 101.2929
118.3233 98.33499
116.5723 97.02964
115.3943 96.2689
115.2916 95.29729
118.791 95.55059
119.7499 94.53679
123.8867 96.30828
125.5829 97.64613
123.1399 100.0451
127.0032 102.2856
124.1296 103.8527
125.494 108.7496
122.4175 106.1404
122.4259 106.2809
127.5499 107.0896
125.8785 108.45
123.8734 109.1828
123.8611 111.8984
124.9252 114.4811
123.5304 114.7323
124.1585 114.7241
129.0944 113.4274
131.5444 114.6704
137.3775 116.2442
137.6332 111.6628
144.1046 110.9628
142.479 111.2607
143.2169 109.0523
143.2726 110.5527
142.9927 110.2957
144.71 107.7081
148.908 106.6065
150.6663 105.846
150.3279 107.1162
150.1504 108.981
150.6165 112.4463
149.1996 111.2698
150.5507 111.6355
149.7389 109.6955
150.4186 109.7452
151.5404 106.7117
154.1221 107.2177
154.0666 105.7113
153.1302 108.0284
152.8048 107.8698
151.8852 109.0881
151.5096 108.2368
152.8093 109.4385
154.2725 104.7296
155.4151 107.881
156.2476 108.6946
153.2679 111.1276
154.6133 111.1903
152.2301 110.906
152.539 110.7445
155.8424 114.0202
150.7215 113.0938
154.4435 111.6582
149.5492 110.7144
147.5631 109.5339
147.1505 106.1442
146.9742 103.6094
152.2944 108.2208
148.8498 108.2441
148.3183 110.1736
150.6111 112.1103
153.1601 112.8979
151.981 109.63
156.1381 107.6978
159.2027 112.7872
159.1369 110.8501
157.4341 111.6765
148.0622 109.7013
149.0911 109.205
145.8322 109.4
144.4986 109.7181
148.3542 107.4229
143.6299 105.8779
144.2464 104.1143
138.2322 101.9999
142.3105 97.46009
139.6071 97.8714
142.6466 98.8677
142.1197 98.50685
137.1773 98.71899
137.9575 94.30704
141.7043 96.76317
143.7512 94.74595
146.4351 95.95261
150.253 93.098
151.5255 92.95343
154.219 90.53006
152.8616 88.66403
144.9531 87.55946
146.1228 88.0775
148.1573 92.55136
150.5229 96.64886
147.3307 94.9062
144.8612 92.39475
142.2937 93.42227
145.5394 94.22322
145.9944 96.32234
141.3357 95.19757
140.1051 96.17178
135.22 94.94777
134.6713 94.80726
136.5009 92.85537
136.2357 93.7717
136.0598 95.4427
139.4743 96.5718
139.1047 96.05976
138.6428 95.23819
134.7947 99.236
139.0494 100.1576
144.0239 102.3957
140.8145 100.1648
142.7932 101.7447
142.394 104.7652
137.1599 107.1406
132.3566 106.718
129.4426 106.0949
130.6436 100.0049
130.5433 98.39903
131.5605 97.28511
136.7993 95.45933
132.5998 95.89742
135.3914 98.38647
133.9118 97.38258
135.145 97.06644
135.1439 93.57791
134.3261 94.65963
136.8805 96.04674
137.791 96.39174
140.2084 97.9473
143.0455 96.85984
144.081 96.0791
143.5357 90.44099
146.5712 90.36551
143.4478 89.67908
141.071 89.34477
139.2883 87.2425
137.53 86.18809
138.2354 86.64257
135.5073 86.51802
137.7846 85.84081
135.6236 87.48858
134.3029 89.23706
135.8252 90.7787
135.8412 88.47224
139.3343 90.02791
136.9013 88.93795
136.179 85.76934
138.8079 87.34577
136.3006 88.63496
137.8235 86.42539
145.8918 88.92747
151.8957 88.57143
153.0651 89.99576
152.9972 89.69215
152.4662 89.74014
157.489 94.94648
160.1619 97.7731
159.5044 100.1348
161.9969 106.0215
163.1272 109.4441
163.0554 107.171
159.5986 109.212
165.1338 108.0478
171.48 112.8891
167.4197 112.866
164.3821 117.5788
169.9871 119.6943
167.3363 121.8391
163.1058 123.1748
163.4036 120.5474
164.9094 118.483
166.9574 120.7272
Asset A Asset B Correlation
Portfolio Value 200,000 300,000 500,000
Daily Standard Deviation 2% 3% 0.5
Individual VAR
Weight 0.4 0.6
Portfolio SD 2.31%
Alpha Portfolio SD
10 day VAR Portfolio VAR
Diversification bene
5 91 97 103109115121127133139145151157163169175181187193199205211217223229235241247253
11,125.47 176,611.37
Input
FV 1000
time to M 8 years
Yield to m 6%
Coupon rate 5%
Yield
20.00%
0.00%
0 5 10 15 20 25 30 35
-20.00%
-40.00%
-60.00%
-80.00%
-100.00%
^ )/+…
25 30 35