Transcript
Asset Class Company
december november october
phramaceuticals Squire Pharma 168.6 168.4 179.1
Beximco pharma 55.9 51.8 56.9
ACI LTD 141.2 141.9 148.4
Cement heidelbarg cement 264.7 267.5 273.6
Meghna cement 104.8 113.7 118.5
Bank Dhaka Bank 24.8 22.7 24.4
Dutch Bangla Bank 117 108.2 114.6
Food& beverages Bangas 189.3 202.1 311
Fu wang 26 28.5 35.4
Insurance Meghna life insurance 112.8 113.8 128.5
2012september august july june may april march february
178 185.6 255 263.5 261.2 272.2 237.3 217.3
57.8 56.4 51.9 60 63.8 97.7 84.3 81.6
154.3 157.9 150.6 169.6 179.4 248.3 217.7 193.9
268.5 265.3 248.3 238.7 234.7 214.5 211.8 193
126.9 127.7 118.6 132.5 153.5 139.8 135.7 120.6
25.2 25 25.5 28.1 30.4 34.9 34.8 34.4
108.1 108.9 102.4 114.4 123.4 122 116.1 110.4
226.4 135.9 109.8 119.2 120.1 130.8 134.9 124.3
40.9 33.5 32 34 35.1 39.3 41.9 39.2
132.2 130.4 125.8 158.7 181.7 187.8 164.5 157
2011january decembernovember october septemberaugust july
195.5 237.10 2,451.00 2,381.00 2,634.50 2,700.50 3,542.00
66.7 93.60 99.40 86.90 107.90 95.10 108.40
172.1 206.60 216.30 223.70 256.20 258.70 272.40
168.9 255.90 2,528.75 2,605.00 3,000.00 3,038.75 3,028.50
113.6 139.60 129.80 105.70 184.70 203.60 222.00
37.1 44.50 44.40 42.30 41.70 44.50 46.90
125.3 161.30 1,366.00 1,377.75 1,570.50 1,593.00 1,596.50
128.9 162.60 1,559.25 1,339.00 1,873.25 1,642.25 1,687.00
34 50.80 51.20 45.60 61.20 66.40 65.90
139.6 186.80 192.30 184.80 217.30 224.80 257.90
june may april march february january december
3,542.25 3,341.50 3,286.00 3,272.25 2,873.75 3,473.00 3,522.00
80.40 78.90 113.90 120.60 102.90 135.00 135.10
269.60 264.80 300.40 268.70 231.10 337.50 372.60
3,040.00 3,052.75 3,054.25 3,246.25 2,604.50 3,457.75 3,659.25
228.30 225.10 225.80 278.50 155.70 310.80 346.00
44.70 41.40 39.10 41.30 55.40 69.50 76.30
1,431.25 1,351.00 1,385.00 1,490.00 1,119.00 2,151.50 2,292.75
1,623.00 1,782.75 2,103.75 2,275.25 909.50 1,784.50 2,287.75
53.50 52.10 52.40 62.20 37.40 61.10 117.00
357.70 351.60 359.30 368.70 222.60 375.80 403.40
2010november october september august july june may
3,772.75 3,738.75 3,485.25 3,068.25 3,790.50 3928.25 3860
145.30 150.40 149.50 154.60 150.50 146.3 146.3
382.10 387.30 392.20 395.80 414.00 396 426.2
3,874.50 3,664.50 3,843.75 3,432.50 3,518.75 3133.5 2799.25
385.90 415.70 419.90 2,476.75 2,227.00 2090.75 1796
78.70 64.70 60.50 529.75 500.25 528 548.75
2,219.75 2,130.00 1,814.00 1,598.75 1,501.50 1504 1428.5
3,089.00 2,324.75 1,909.25 1,866.75 1,703.50 1655.25 1539.75
121.10 89.20 73.80 69.20 58.80 50.7 57.8
420.10 358.20 3,453.50 3,334.75 2,507.25 3191.75 3690.5
april march february january decembernovemberoctober
3,583.25 3,580.50 3,596.25 3,592.25 2876.25 2981.75 2,703.75
185.70 182.40 166.50 179.80 155.8 159.9 164.10
439.90 503.00 509.70 511.50 446.9 432.5 442.70
2,549.50 2,440.25 2,410.75 2,657.00 2152.5 2010.75 1,749.50
1,307.00 1,307.25 1,177.00 1,344.00 1304 1104.25 833.00
409.75 369.50 460.75 514.25 483.5 443.25 353.50
1,304.25 1,257.75 1,645.25 2,159.00 1957.75 2008.25 1,543.75
1,679.50 2,320.00 2,650.00 2,075.00 2499 2,799.00 3,199.00
62.80 68.60 64.20 68.60 54.10 60 62.20
2,552.25 2,294.75 2,144.25 2,308.50 1953.75 1917.5 1,617.50
2009september august july june may april march february
2,748.00 2,492.50 3,294.75 3,738.25 3217.5 2825.75 2935.5 2908.75
159.00 159.70 166.90 196.80 146.4 148.1 153.8 153.2
439.70 440.00 440.60 456.30 394.2 466.4 440.1 463.7
1,699.50 1,568.75 1,512.75 1,429.25 1276.25 1181.75 1198.25 1209
772.00 818.25 579.00 579.00 599 479.25 534 531.75
349.25 346.75 334.25 332.00 309.5 308.5 251.25 354.5
1,257.00 1,274.25 1,304.50 1,475.50 1310.25 1430.5 1027.25 2457
2,686.00 2,150.75 1,886.00 1,669.75 1316.75 1229.25 888.25 816.25
54.20 44.50 40.70 39.80 31.2 27.8 32.3 36
1,715.00 1,796.00 1,694.00 2,301.50 2205.75 1804 2085.75 1678.75
2008
january decembernovember october september august july june
2936.25 3151.25 2876 3,007.50 2841.00 3029.5 4145 5458.75
171.7 167.7 113.2 170.50 136.50 109.3 102.5 98.70
508.7 521.3 406.1 603.50 586.80 506.6 507.7 306.20
1180 1214 1,058.50 1,219.50 1234.00 1314 1335.75 1406.75
407.5 386 336.25 400.75 393.25 404.75 402.75 564.25
365.25 360.5 362.25 369.50 431.00 460 453.5 471.50
3651.5 4311 4058.5 3,272.50 3486.50 3513.5 3469 3598.25
421.25 402.75 402.5 446.25 423.75 449.25 455 486.00
31 23.8 21.1 25.30 22.30 24.8 25.2 23.00
1807 2032.75 1702 2,047.00 2623.25 2198.75 2497 2776.75
may april march february january
5253.00 4552.25 4110.25 3387.00 3434.25
79.70 77.60 76.20 62.50 59.5
318.90 244.30 232.10 181.40 168.6
1591.25 1314.50 1375.75 1207.00 1186.75
689.00 618.75 401.25 347.00 337.75
487.75 473.75 596.50 614.50 664.5
3719.25 4070.25 4564.00 10750.00 7279.5
545.25 589.00 587.00 327.50 281.75
20.70 20.80 19.20 13.10 13.2
2307.00 1562.75 1846.25 1826.50 1580.75
Asset Class Company
december novemberoctober
phramaceuticals Squire Pharma
Beximco pharma
ACI LTD
Cement heidelbarg cement
Meghna cement
Bank Dhaka Bank
Dutch Bangla Bank
Food& beverages Bangas
Fu wang
Insurance Meghna life insurance
2012september august july june may april march februaryjanuary
25
5
40
2011decembernovemberoctober september august july june may april
30
80
45
25
2010march februaryjanuary decembernovemberoctober septemberaugust july
35
5
30
june may april march februaryjanuary decembernovemberoctober
43
15
2009septemberaugust july june may april march februaryjanuary
35
38
35
15
5
2008
decembernovemberoctober septemberaugust july june may april
40
10
100
33
15
15
6
march februaryjanuary
15
Asset Class Company
December november
phramaceuticals Squire Pharma
Beximco pharma
ACI LTD
Cement heidelbarg cement
Meghna cement
Bank Dhaka Bank
Dutch Bangla Bank
Food& beverages Bangas 45%
Fu wang 12%
Insurance Meghna life insurance
2012october september august july june may april march
40%
30%
2011februaryjanuary decembernovemberoctober september august july june
35%
40%
may april march februaryjanuary decembernovemberoctober september
21%
20%
35%
32%
2010august july june may april march februaryjanuary december
30%
25%
33.33%
35%
2009novemberoctober septemberaugust july june may april march
30%
15%
10%
50%
10%
30%
february january december november october septemberaugust july
40%
25%
2008
june may april march february january
20%
20%
25%
25.33%
Asset Class Company
december november october september
phramaceuticals Squire Pharma
Beximco pharma
ACI LTD
Cement heidelbarg cement
Meghna cement
Bank Dhaka Bank
Dutch Bangla Bank
Food& beverages Bangas
Fu wang
Insurance Meghna life insurance
2012august july june may april march februaryjanuary december
2011novemberoctober septemberaugust july june may april march
2010februaryjanuary decembernovemberoctober septemberaugust july june
2009may april march februaryjanuary decembernovemberoctober september
100%
august july june may april march februaryjanuary december
2008
novemberoctober septemberaugust july june may april march
februaryjanuary
Asset Class Company
decembernovemberoctober septemberaugust
phramaceuticals Squire Pharma
Beximco pharma
ACI LTD
Cement heidelbarg cement
Meghna cement
Bank Dhaka Bank
Dutch Bangla Bank
Food& beveragesBangas
Fu wang
Insurance Meghna life insurance
2012july june may april march februaryjanuary decembernovember
2011october septemberaugust july june may april march february
2010january decembernovemberoctober septemberaugust july june may
2009april march februaryjanuary decembernovemberoctober septemberaugust
10
july june may april march februaryjanuary decembernovember
2008
october septemberaugust july june may april march february
january
Asset Class Company
decembernovemberoctober september
phramaceuticals Squire Pharma 1 1 1 1
Beximco pharma 1 1 1 1
ACI LTD 1 1 1 1
Cement heidelbarg cement 1 1 1 1
Meghna cement 1 1 1 1
Bank Dhaka Bank 1 1 1 1
Dutch Bangla Bank 1 1 1 1
Food& beverages Bangas 1 1 1 1
Fu wang 1 1 1 1
Insurance Meghna life insurance 1 1 1 1
2012august july june may april march februaryjanuary december
1 1 1 1 1 1 1 1 10
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 10
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 10
1 1 1 1 1 1 1 1 10
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1
2011novemberoctober septemberaugust july june may april march
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
2010februaryjanuary decembernovemberoctober septemberaugust july june
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 10 1 1 1
1 1 1 1 1 10 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 10 1 1 1 1
2009may april march februaryjanuary decembernovemberoctober september
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
august july june may april march februaryjanuary december
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
2008
novemberoctober septemberaugust july june may april march
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1
februaryjanuary
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
Asset Class Company
decembernovemberoctober september
phramaceuticals Squire Pharma 0 0 0 0
Beximco pharma 0 0 0 0
ACI LTD 0 0 0 0
Cement heidelbarg cement 0 0 0 0
Meghna cement 0 0 0 0
Bank Dhaka Bank 0 0 0 0
Dutch Bangla Bank 0 0 0 0
Food& beverages Bangas 0 0 0 0
Fu wang 0 0 0 0
Insurance Meghna life insurance 0 0 0 0
2012august july june may april march februaryjanuary december
0.134698 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0.143678 0 0 0
0 0 0 0 0 0.344531 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
2011novemberoctober septemberaugust july june may april march
0 0 0 0.011109 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0.302115 0 0
0 0 0 0 0 0 0.014741 0 0
0 0 0 0 0 0.109505 0 0 0
0 0 0 0 0 0 0 0 0.121065
0 0 0 0 0 0 0 0 0.020134
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
2010februaryjanuary decembernovemberoctober septemberaugust july june
0 0 0 0 0 0 0.011407 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
2009may april march februaryjanuary decembernovemberoctober september
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0.015361 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0.006002 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
august july june may april march februaryjanuary december
0.014042 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0.029775 0 0 0 0 0
0 0 0.060449 0 0 0 0 0 0
0 0 0 0 0 0.059701 0 0 0
0 0 0 0 0 0 0 0 0.003479
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0.002952 0 0 0 0 0 0 0
2008
novemberoctober septemberaugust july june may april march
0 0 0 0.013203 0 0 0 0 0
0 0 0 0 0 0 0.125471 0 0
0 0 0 0 0 0 0.313578 0 0
0 0 0 0 0 0 0.020738 0 0
0 0 0 0 0 0.026584 0 0 0
0 0 0 0 0 0 0 0 0.025147
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0.237154 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
februaryjanuary
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
Asset Class Company
decembernovemberoctober september
phramaceuticalsSquire Pharma -0.00119 0.063539 -0.00614
Beximco pharma -0.07335 0.098456 0.015817
ACI LTD 0.004958 0.045807 0.039757
Cement heidelbarg cement 0.010578 0.022804 -0.01864
Meghna cement 0.084924 0.042216 0.070886
Bank Dhaka Bank -0.08468 0.07489 0.032787
Dutch Bangla Bank -0.07521 0.05915 -0.05672
Food& beveragesBangas 0.067618 0.538842 -0.27203
Fu wang 0.227692 0.242105 0.155367
Insurance Meghna life insurance 0.008865 0.129174 0.028794
2012august july june may april march februaryjanuary december
0.459775 0.373922 0.033333 -0.00873 0.042113 -0.12821 -0.08428 -0.10032 11.12788
-0.02422 -0.07979 0.156069 0.063333 0.531348 -0.13715 -0.03203 -0.1826 0.403298
0.023331 -0.04623 0.126162 0.057783 0.384058 -0.12324 -0.10932 -0.11243 0.200465
-0.01192 -0.06408 -0.03866 -0.01676 -0.08607 -0.01259 -0.08876 -0.12487 14.15098
0.006304 -0.07126 0.117201 0.158491 -0.08925 -0.02933 -0.11127 -0.05804 0.228873
-0.00794 0.02 0.101961 0.081851 0.148026 0.296275 -0.01149 0.078488 0.199461
0.007401 -0.05969 0.117188 0.078671 -0.01135 -0.04836 -0.0491 0.134964 11.8731
-0.39973 -0.19205 0.08561 0.00755 0.089092 0.031346 -0.07858 0.037007 11.61443
-0.18093 -0.04478 0.0625 0.032353 0.119658 0.066158 -0.06444 -0.13265 0.494118
-0.01362 -0.03528 0.261526 0.144928 0.033572 -0.12407 -0.04559 -1 0.338109
2011novemberoctober septemberaugust july june may april march
9.33741 -0.02856 0.106468 0.38382 0.311609 7.06E-05 -0.05667 -0.01661 -0.00418
0.061966 -0.12575 0.241657 -0.11863 0.139853 -0.2583 0.187425 0.443599 0.058824
0.046951 0.034212 0.145284 0.009758 0.052957 -0.01028 0.178635 0.134441 -0.10553
8.88179 0.030153 0.151631 0.012917 -0.00337 0.003797 0.004194 0.000491 0.062863
-0.0702 -0.18567 0.747398 0.102328 0.090373 0.028378 -0.01402 0.00311 0.233392
-0.00225 -0.0473 -0.01418 0.067146 0.053933 -0.04691 -0.07383 -0.05556 0.425959
7.468692 0.008602 0.139902 0.014327 0.002197 -0.10351 -0.05607 0.025167 0.075812
8.589483 -0.14125 0.398992 -0.12332 0.027249 -0.03794 0.098429 0.180059 0.081521
0.007874 -0.10938 0.342105 0.084967 -0.00753 -0.18816 -0.02617 0.005758 0.187023
0.029443 -0.039 0.175866 0.034514 0.606139 0.386972 -0.01705 0.0219 0.026162
2010februaryjanuary decembernovemberoctober septemberaugust july june
-0.12178 0.208525 0.014109 0.071195 -0.00901 -0.0678 0.144459 0.235395 0.036341
-0.14677 0.311953 0.000741 0.0755 0.0351 -0.00598 0.034114 -0.02652 -0.02791
-0.13993 0.460407 0.104 0.025497 0.013609 0.012652 0.009179 0.045983 -0.04348
-0.19769 0.327606 0.058275 0.058824 -0.0542 0.048915 -0.10699 0.025127 -0.10948
-0.44093 0.996146 0.113256 0.115318 0.077222 9.101034 4.898428 -0.10084 -0.06118
0.341404 0.254513 0.097842 0.031455 -0.17789 8.35085 7.756198 -0.05569 0.055472
-0.24899 0.922699 0.065652 -0.03184 -0.04043 -0.14836 -0.11866 -0.06083 0.001665
-0.60026 0.962067 0.692256 0.350235 -0.24741 -0.17873 -0.02226 -0.08745 -0.02832
-0.39871 0.63369 0.914894 0.035043 -0.26342 -0.17265 -0.06233 -0.15029 -0.13776
-0.39626 0.68823 0.073443 0.041398 7.526541 8.641262 -0.03439 0.015005 0.273008
2009may april march februaryjanuary decembernovemberoctober september
-0.01737 -0.0717 -0.00077 0.004399 -0.00111 -0.19932 0.03668 -0.09323 0.016366
0 0.26931 -0.01777 -0.08717 0.07988 -0.13348 0.026316 0.026266 -0.03108
0.076263 0.032145 0.143442 0.01332 0.003531 -0.1263 -0.03222 0.023584 -0.00678
-0.10667 -0.08922 -0.04285 -0.01209 0.102147 -0.18988 -0.06585 -0.12993 -0.02858
-0.14098 -0.27227 0.000191 -0.09964 0.141886 -0.02976 -0.15318 -0.24564 -0.07323
0.039299 -0.2533 0.127212 0.246955 0.116115 -0.0598 -0.08325 -0.20248 -0.01202
-0.0502 -0.08698 0.285764 0.30809 0.312263 -0.09321 0.025795 -0.2313 -0.18575
-0.06978 0.090761 0.381364 0.142241 -0.21698 0.204337 0.120048 0.142908 -0.16036
0.140039 0.086505 1.025478 -0.06414 0.068536 -0.21137 0.109057 0.140333 -0.12862
0.156262 -0.30843 -0.10089 -0.06558 0.0766 -0.15367 -0.01855 -0.15645 0.060278
august july june may april march februaryjanuary december
0.17913 0.321866 0.134608 -0.1393 -0.12176 0.038839 -0.00911 0.009454 0.073223
0.004403 0.045085 0.179149 -0.14451 0.011612 0.038488 -0.0039 0.120757 -0.0233
0.000682 0.001364 0.035633 -0.13609 0.183156 -0.05639 0.053624 0.097046 0.024769
-0.07693 -0.0357 -0.0552 -0.10705 -0.07405 0.013962 0.008971 -0.02399 0.028814
0.059909 -0.29239 0 0.034542 -0.19992 0.114241 -0.00421 -0.23366 -0.05276
-0.00716 -0.03605 -0.00673 -0.06777 -0.00323 -0.10413 0.410945 0.030324 -0.013
0.013723 0.023739 0.131085 -0.112 0.091776 0.077158 1.391823 0.486162 0.180611
-0.19927 -0.1231 -0.11466 -0.21141 -0.06645 -0.2774 -0.08106 -0.48392 -0.04392
-0.17897 -0.08539 -0.02211 -0.21608 -0.10897 0.161871 0.114551 0.06654 -0.23226
0.04723 0.226169 0.358619 -0.0416 -0.18214 0.156181 -0.19513 0.076396 0.124931
2008
novemberoctober septemberaugust july june may april march
-0.08735 0.045723 -0.05536 0.49289 0.368213 0.316948 -0.03769 -0.1334 -0.09709
-0.32499 0.506184 -0.19941 -0.19927 -0.06221 -0.03707 -0.031 -0.02635 -0.01804
-0.22099 0.486087 -0.02767 -0.13667 0.002171 -0.39689 0.249771 -0.23393 -0.04994
-0.12809 0.152102 0.01189 0.06483 0.016553 0.053154 0.131153 -0.17392 0.046596
-0.12889 0.191822 -0.01871 0.029243 -0.00494 0.400993 0.22109 -0.10196 -0.35152
0.004854 0.020014 0.166441 0.067285 -0.01413 0.039691 0.034464 0.214121 0.259103
-0.05857 -0.19367 0.065393 0.007744 -0.01267 0.037259 0.033627 0.094374 0.405334
-0.00062 0.108696 -0.05042 0.060177 0.012799 0.068132 0.121914 0.080238 -0.0034
-0.11345 0.199052 -0.11858 0.112108 0.016129 -0.0873 -0.1 0.004831 -0.07692
-0.16271 0.202703 0.28151 -0.16182 0.419557 0.112034 -0.16917 -0.32261 0.181411
februaryjanuary
-0.17596 0.01395
-0.17979 -0.048
-0.21844 -0.07056
-0.12266 -0.01678
-0.1352 -0.02666
0.030176 0.081367
1.35539 -0.32284
-0.44208 -0.13969
-0.31771 0.007634
-0.0107 -0.13455
Asset Class Company
december novemberoctober september
phramaceuticalsSquire Pharma -0.00119 0.063539 -0.00614
Beximco pharma -0.07335 0.098456 0.015817
ACI LTD 0.004958 0.045807 0.039757
Cement heidelbarg cement 0.010578 0.022804 -0.01864
Meghna cement 0.084924 0.042216 0.070886
Bank Dhaka Bank -0.08468 0.07489 0.032787
Dutch Bangla Bank -0.07521 0.05915 -0.05672
Food& beveragesBangas 0.067618 0.538842 -0.27203
Fu wang 0.227692 0.242105 0.155367
Insurance Meghna life insurance 0.008865 0.129174 0.028794
2012august july june may april march februaryjanuary december
0.594474 0.373922 0.033333 -0.00873 0.042113 -0.12821 -0.08428 -0.10032 11.12788
-0.02422 -0.07979 0.156069 0.063333 0.531348 -0.13715 -0.03203 -0.1826 0.403298
0.023331 -0.04623 0.126162 0.057783 0.384058 -0.12324 -0.10932 -0.11243 0.200465
-0.01192 -0.06408 -0.03866 -0.01676 -0.08607 -0.01259 -0.08876 -0.12487 14.15098
0.006304 -0.07126 0.117201 0.158491 -0.08925 -0.02933 -0.11127 -0.05804 0.228873
-0.00794 0.02 0.101961 0.081851 0.148026 0.439953 -0.01149 0.078488 0.199461
0.007401 -0.05969 0.117188 0.078671 -0.01135 0.29617 -0.0491 0.134964 11.8731
-0.39973 -0.19205 0.08561 0.00755 0.089092 0.031346 -0.07858 0.037007 11.61443
-0.18093 -0.04478 0.0625 0.032353 0.119658 0.066158 -0.06444 -0.13265 0.494118
-0.01362 -0.03528 0.261526 0.144928 0.033572 -0.12407 -0.04559 -0.0057 0.338109
2011novemberoctober septemberaugust july june may april march
9.33741 -0.02856 0.106468 0.39493 0.311609 7.06E-05 -0.05667 -0.01661 -0.00418
0.061966 -0.12575 0.241657 -0.11863 0.139853 -0.2583 0.187425 0.443599 0.058824
0.046951 0.034212 0.145284 0.009758 0.052957 -0.01028 0.48075 0.134441 -0.10553
8.88179 0.030153 0.151631 0.012917 -0.00337 0.003797 0.018935 0.000491 0.062863
-0.0702 -0.18567 0.747398 0.102328 0.090373 0.137883 -0.01402 0.00311 0.233392
-0.00225 -0.0473 -0.01418 0.067146 0.053933 -0.04691 -0.07383 -0.05556 0.547024
7.468692 0.008602 0.139902 0.014327 0.002197 -0.10351 -0.05607 0.025167 0.095947
8.589483 -0.14125 0.398992 -0.12332 0.027249 -0.03794 0.098429 0.180059 0.081521
0.007874 -0.10938 0.342105 0.084967 -0.00753 -0.18816 -0.02617 0.005758 0.187023
0.029443 -0.039 0.175866 0.034514 0.606139 0.386972 -0.01705 0.0219 0.026162
2010februaryjanuary decembernovemberoctober septemberaugust july june
-0.12178 0.208525 0.014109 0.071195 -0.00901 -0.0678 0.155866 0.235395 0.036341
-0.14677 0.311953 0.000741 0.0755 0.0351 -0.00598 0.034114 -0.02652 -0.02791
-0.13993 0.460407 0.104 0.025497 0.013609 0.012652 0.009179 0.045983 -0.04348
-0.19769 0.327606 0.058275 0.058824 -0.0542 0.048915 -0.10699 0.025127 -0.10948
-0.44093 0.996146 0.113256 0.115318 0.077222 9.101034 4.898428 -0.10084 -0.06118
0.341404 0.254513 0.097842 0.031455 -0.17789 8.35085 7.756198 -0.05569 0.055472
-0.24899 0.922699 0.065652 -0.03184 -0.04043 -0.14836 -0.11866 -0.06083 0.001665
-0.60026 0.962067 0.692256 0.350235 -0.24741 -0.17873 -0.02226 -0.08745 -0.02832
-0.39871 0.63369 0.914894 0.035043 -0.26342 -0.17265 -0.06233 -0.15029 -0.13776
-0.39626 0.68823 0.073443 0.041398 7.526541 8.641262 -0.03439 0.015005 0.273008
2009may april march februaryjanuary decembernovemberoctober september
-0.01737 -0.0717 -0.00077 0.004399 -0.00111 -0.19932 0.03668 -0.09323 0.016366
0 0.26931 -0.01777 -0.08717 0.07988 -0.13348 0.026316 0.026266 -0.03108
0.076263 0.032145 0.143442 0.01332 0.003531 -0.1263 -0.03222 0.023584 -0.00678
-0.09131 -0.08922 -0.04285 -0.01209 0.102147 -0.18988 -0.06585 -0.12993 -0.02858
-0.14098 -0.27227 0.000191 -0.09964 0.141886 -0.02976 -0.15318 -0.24564 -0.07323
0.039299 -0.2533 0.127212 0.246955 0.116115 -0.0598 -0.08325 -0.20248 -0.01202
-0.0502 -0.08698 0.285764 0.30809 0.312263 -0.09321 0.025795 -0.2313 -0.18575
-0.06978 0.090761 0.381364 0.142241 -0.21698 0.21034 0.120048 0.142908 -0.16036
0.140039 0.086505 1.025478 -0.06414 0.068536 -0.21137 0.109057 0.140333 -0.12862
0.156262 -0.30843 -0.10089 -0.06558 0.0766 -0.15367 -0.01855 -0.15645 0.060278
august july june may april march februaryjanuary december
0.193172 0.321866 0.134608 -0.1393 -0.12176 0.038839 -0.00911 0.009454 0.073223
0.004403 0.045085 0.179149 -0.14451 0.011612 0.038488 -0.0039 0.120757 -0.0233
0.000682 0.001364 0.035633 -0.13609 0.183156 -0.05639 0.053624 0.097046 0.024769
-0.07693 -0.0357 -0.0552 -0.07727 -0.07405 0.013962 0.008971 -0.02399 0.028814
0.059909 -0.29239 0.060449 0.034542 -0.19992 0.114241 -0.00421 -0.23366 -0.05276
-0.00716 -0.03605 -0.00673 -0.06777 -0.00323 -0.04443 0.410945 0.030324 -0.013
0.013723 0.023739 0.131085 -0.112 0.091776 0.077158 1.391823 0.486162 0.18409
-0.19927 -0.1231 -0.11466 -0.21141 -0.06645 -0.2774 -0.08106 -0.48392 -0.04392
-0.17897 -0.08539 -0.02211 -0.21608 -0.10897 0.161871 0.114551 0.06654 -0.23226
0.04723 0.229121 0.358619 -0.0416 -0.18214 0.156181 -0.19513 0.076396 0.124931
2008
novemberoctober septemberaugust july june may april march
-0.08735 0.045723 -0.05536 0.506093 0.368213 0.316948 -0.03769 -0.1334 -0.09709
-0.32499 0.506184 -0.19941 -0.19927 -0.06221 -0.03707 0.094467 -0.02635 -0.01804
-0.22099 0.486087 -0.02767 -0.13667 0.002171 -0.39689 0.563349 -0.23393 -0.04994
-0.12809 0.152102 0.01189 0.06483 0.016553 0.053154 0.151892 -0.17392 0.046596
-0.12889 0.191822 -0.01871 0.029243 -0.00494 0.427577 0.22109 -0.10196 -0.35152
0.004854 0.020014 0.166441 0.067285 -0.01413 0.039691 0.034464 0.214121 0.28425
-0.05857 -0.19367 0.065393 0.007744 -0.01267 0.037259 0.033627 0.094374 0.405334
-0.00062 0.108696 -0.05042 0.060177 0.012799 0.068132 0.121914 0.080238 -0.0034
-0.11345 0.436206 -0.11858 0.112108 0.016129 -0.0873 -0.1 0.004831 -0.07692
-0.16271 0.202703 0.28151 -0.16182 0.419557 0.112034 -0.16917 -0.32261 0.181411
februaryjanuary
-0.17596 0.01395
-0.17979 -0.048
-0.21844 -0.07056
-0.12266 -0.01678
-0.1352 -0.02666
0.030176 0.081367
1.35539 -0.32284
-0.44208 -0.13969
-0.31771 0.007634
-0.0107 -0.13455
Company Squire Pharma Beximco pharma ACI LTD
december
november -0.00118624 -0.073345259 0.004957507
october 0.063539192 0.098455598 0.045806906
september -0.00614182 0.015817223 0.039757412
august 0.594473557 -0.024221453 0.023331173
2012 july 0.373922414 -0.079787234 -0.046231792
june 0.033333333 0.156069364 0.126162019
may -0.008728653 0.063333333 0.057783019
april 0.042113323 0.531347962 0.384057971
march -0.128214548 -0.137154555 -0.123238019
february -0.0842815 -0.03202847 -0.109324759
january -0.100322135 -0.182598039 -0.112429087
december 11.12787724 0.403298351 0.200464846
november 9.337410375 0.061965812 0.046950629
october -0.028559772 -0.125754527 0.034211743
september 0.106467871 0.241657077 0.145283862
2011 august 0.394929513 -0.11862836 0.009758002
july 0.311608961 0.139852787 0.052957093
june 7.05816E-05 -0.258302583 -0.010279001
may -0.056673019 0.187425373 0.480749818
april -0.016609307 0.443599493 0.134441088
march -0.004184419 0.058823529 -0.105525965
february -0.121781649 -0.146766169 -0.139933011
january 0.208525446 0.311953353 0.46040675
december 0.01410884 0.000740741 0.104
november 0.071195344 0.07549963 0.025496511
october -0.009011994 0.035099794 0.013609003
september -0.06780341 -0.005984043 0.012651691
2010 august 0.155865945 0.034113712 0.00917899
july 0.235394769 -0.026520052 0.04598282
june 0.036340852 -0.027906977 -0.043478261
may -0.017374149 -0.025874 0.076262626
april -0.071696891 0.269309638 0.032144533
march -0.00076746 -0.017770598 0.143441691
february 0.004398827 -0.087171053 0.01332008
january -0.00111227 0.07987988 0.003531489
december -0.199317976 -0.133481646 -0.12629521
november 0.036679704 0.026315789 -0.032221974
october -0.093233839 0.026266417 0.023583815
2009 september 0.016366158 -0.031078611 -0.006776598
august 0.193172403 0.004402516 0.000682283
july 0.321865597 0.045084534 0.001363636
june 0.134608089 0.179149191 0.035633227
may -0.13930315 -0.144512195 -0.136094675
april -0.121756022 0.011612022 0.183155758
march 0.038839246 0.038487508 -0.056389365
february -0.009112587 -0.00390117 0.053624176
january 0.009454233 0.12075718 0.097045504
december 0.073222648 -0.023296447 0.024769019
november -0.087346291 -0.324985092 -0.220985997
october 0.045723227 0.506183746 0.486087171
september -0.055361596 -0.19941349 -0.027671914
august 0.506093326 -0.199267399 -0.136673483
july 0.368212576 -0.06221409 0.002171338
2008 june 0.31694813 -0.037073171 -0.396887926
may -0.037691779 0.094467475 0.563349315
april -0.133399962 -0.026348808 -0.233929131
march -0.097094843 -0.018041237 -0.0499386
february -0.175962533 -0.179790026 -0.218440327
january 0.013950399 -0.048 -0.070562293
Mean of return 0.395130209 0.024741564 0.030421307
heidelbarg cement Meghna cement Dhaka Bank Dutch Bangla Bank Bangas
0.010578013 0.084923664 -0.084677419 -0.075213675 0.067617538
0.022803738 0.042216359 0.074889868 0.059149723 0.538842157
-0.018640351 0.070886076 0.032786885 -0.056719023 -0.272025723
-0.011918063 0.006304177 -0.007936508 0.007400555 -0.399734982
-0.064078402 -0.071260767 0.02 -0.059687787 -0.19205298
-0.038662908 0.117200675 0.101960784 0.1171875 0.0856102
-0.016757436 0.158490566 0.081850534 0.078671329 0.007550336
-0.08606732 -0.089250814 0.148026316 -0.011345219 0.089092423
-0.012587413 -0.029327611 0.439953233 0.296169921 0.031345566
-0.088762984 -0.111274871 -0.011494253 -0.049095607 -0.078576723
-0.124870466 -0.058043118 0.078488372 0.134963768 0.037007241
14.15097691 0.228873239 0.199460916 11.87310455 11.61442979
8.881789762 -0.070200573 -0.002247191 7.468691878 8.589483395
0.030153238 -0.185670262 -0.047297297 0.008601757 -0.141253808
0.151631478 0.747398297 -0.014184397 0.139902014 0.398991785
0.012916667 0.1023281 0.067146283 0.014326648 -0.123315094
-0.003373097 0.090373281 0.053932584 0.002197112 0.027249201
0.003797259 0.137883416 -0.046908316 -0.103507673 -0.037937167
0.018934886 -0.014016645 -0.073825503 -0.056069869 0.098428835
0.00049136 0.003109729 -0.055555556 0.025166543 0.180058898
0.062863223 0.233392383 0.547024455 0.095946503 0.081521093
-0.197689642 -0.440933573 0.341404358 -0.248993289 -0.600263707
0.327606066 0.996146435 0.254512635 0.922698838 0.96206707
0.05827489 0.113256113 0.097841727 0.065651871 0.692255534
0.058823529 0.115317919 0.031454784 -0.031839494 0.350234947
-0.054200542 0.077222078 -0.177890724 -0.040432481 -0.247410165
0.048915268 9.1010344 8.350850077 -0.148356808 -0.178728896
-0.10699187 4.898428197 7.756198347 -0.118660419 -0.02226005
0.025127458 -0.100837791 -0.055686645 -0.060828772 -0.087451453
-0.109484902 -0.061180961 0.055472264 0.001665002 -0.028324039
-0.091308601 -0.140978118 0.039299242 -0.050199468 -0.069777979
-0.089220327 -0.272271715 -0.253302961 -0.086979349 0.090761487
-0.04285154 0.000191278 0.127211714 0.28576429 0.381363501
-0.012088925 -0.099636642 0.246955345 0.308089843 0.142241379
0.102146635 0.141886151 0.11611503 0.312262574 -0.216981132
-0.1898758 -0.029761905 -0.059795819 -0.093214451 0.21033975
-0.065853659 -0.153182515 -0.083247156 0.025794918 0.120048019
-0.129926644 -0.245641838 -0.202481669 -0.231295904 0.142908181
-0.028579594 -0.073229292 -0.012022631 -0.185748988 -0.160362613
-0.076934392 0.059909326 -0.007158196 0.01372315 -0.199274013
-0.035697211 -0.292392301 -0.036049027 0.023739455 -0.123096594
-0.055197488 0.06044905 -0.006731488 0.131084707 -0.114660657
-0.077274421 0.034542314 -0.067771084 -0.111995934 -0.211408894
-0.074045054 -0.199916528 -0.003231018 0.091776379 -0.06645149
0.013962344 0.114241002 -0.044431409 0.077158336 -0.277404922
0.008971417 -0.004213483 0.410945274 1.391822828 -0.081058261
-0.023986766 -0.233662435 0.030324401 0.486161986 -0.483920368
0.028813559 -0.052760736 -0.013004791 0.184090179 -0.043916914
-0.128088962 -0.12888601 0.004854369 -0.058571097 -0.000620732
0.152102031 0.191821561 0.020013803 -0.193667611 0.108695652
0.011890119 -0.01871491 0.166441137 0.06539343 -0.050420168
0.064829822 0.029243484 0.067285383 0.007744156 0.060176991
0.016552511 -0.004941322 -0.014130435 -0.012665433 0.01279911
0.053153659 0.427577133 0.03969129 0.037258576 0.068131868
0.151891781 0.221089942 0.034464475 0.033627458 0.12191358
-0.173919874 -0.101959361 0.214120964 0.094373866 0.080238423
0.046595664 -0.351515152 0.284249591 0.40533412 -0.003395586
-0.122660367 -0.135202492 0.030176027 1.355390009 -0.442078365
-0.016777133 -0.026657061 0.081366965 -0.322837209 -0.139694656
0.375393579 0.250986704 0.326537423 0.410748478 0.3440262
Fu wang Meghna life insurance
0.22769231 0.008865248
0.24210526 0.129173989
0.15536723 0.028793774
-0.1809291 -0.013615734
-0.0447761 -0.035276074
0.0625 0.261526232
0.03235294 0.144927536
0.11965812 0.033571822
0.06615776 -0.124068158
-0.0644391 -0.045592705
-0.1326531 -0.0057
0.49411765 0.338108883
0.00787402 0.029443255
-0.109375 -0.03900156
0.34210526 0.175865801
0.08496732 0.034514496
-0.0075301 0.60613879
-0.1881639 0.386971694
-0.0261682 -0.017053397
0.00575816 0.021899886
0.1870229 0.026161982
-0.3987138 -0.39625712
0.63368984 0.688230009
0.91489362 0.073443321
0.03504274 0.041398116
-0.2634187 7.5265413
-0.1726457 8.641261865
-0.0623306 -0.034385406
-0.150289 0.015004873
-0.1377551 0.273008276
0.14003945 0.156262239
0.08650519 -0.308427042
1.02547771 -0.10089137
-0.0641399 -0.065584486
0.06853583 0.07660021
-0.2113703 -0.153671215
0.1090573 -0.018554063
0.14033333 -0.156453716
-0.1286174 0.060278207
-0.1789668 0.047230321
-0.0853933 0.229120859
-0.022113 0.358618654
-0.2160804 -0.041603302
-0.1089744 -0.182137595
0.1618705 0.15618071
0.11455108 -0.195133645
0.06654 0.076396128
-0.2322581 0.124930825
-0.1134454 -0.162710614
0.43620628 0.202702703
-0.1185771 0.281509526
0.11210762 -0.161822167
0.01612903 0.419556566
-0.0873016 0.112034441
-0.1 -0.169172594
0.00483092 -0.322605115
-0.0769231 0.181410974
-0.3177083 -0.01069736
0.00763359 -0.134546948
0.03559435 0.323266477
Year Interest rate on 1 year treasury bond
2008 0.058
2009 0.0575
2010 0.0485
2011 0.05
2012 0.058
Risk free return over last 5 years 0.004610169
Weight
Company name Mean return Risk free rate Excess Return
Squire Pharma 0.395130209 0.004610169 0.39052004
Beximco pharma 0.024741564 0.004610169 0.020131395
ACI LTD 0.030421307 0.004610169 0.025811138
heidelbarg cement 0.375393579 0.004610169 0.37078341
Meghna cement 0.250986704 0.004610169 0.246376535
Dhaka Bank 0.326537423 0.004610169 0.321927254
Dutch Bangla Bank 0.410748478 0.004610169 0.406138309
Bangas 0.3440262 0.004610169 0.339416031
Fu wang 0.035594346 0.004610169 0.030984177
Meghna life insurance 0.323266477 0.004610169 0.318656308
Portfolio excess return 0.039052004
Variance 0.506479963
Standard Deviation 0.711674057
Theta 0.05487344
total Weight 1
Portfolio Return 0.039513021
Squarepharma Beximco pharma ACI LTD heidelbarg cement Meghna cement
0.1 0.1 0.1 0.1 0.1
Covariance Covariance Covariance Covariance Covariance
3.450470613 0.247341584 0.687769966 0.13863217 -0.012996166
0.247341584 0.029581305 0.688388016 0.138257694 -0.013364637
0.687769966 0.688388016 0.029946289 0.138551789 -0.013826321
0.13863217 0.138257694 0.138551789 4.752013603 -0.014288418
-0.012996166 -0.013364637 -0.013826321 -0.014288418 1.890136539
0.95072525 0.950902051 0.950881491 0.950897691 0.950880796
-0.04099295 -0.042358117 -0.042994821 -0.044004528 -0.04503355
0.975120144 0.975225866 0.975997047 0.975995035 0.976197585
0.271042599 0.274345476 0.274531971 0.278249055 0.274493586
-0.151818744 -0.149841662 -0.148812902 -0.147406376 -0.151746647
Dhaka Bank Dutch Bangla Bank Bangas Fu wang Meghna life insurance
0.1 0.1 0.1 0.1 0.1
Covariance Covariance Covariance Covariance Covariance Weight
0.95072525 -0.04099295 0.97512014 0.271043 -0.151818744 0.1
0.950902051 -0.042358117 0.97522587 0.274345 -0.149841662 0.1
0.950881491 -0.042994821 0.97599705 0.274532 -0.148812902 0.1
0.950897691 -0.044004528 0.97599504 0.278249 -0.147406376 0.1
0.950880796 -0.04503355 0.97619758 0.274494 -0.151746647 0.1
2.262393263 -0.04617206 0.976168 0.273364 -0.153280831 0.1
-0.04617206 3.547786321 0.97616192 0.273796 -0.153176845 0.1
0.976168 0.97616192 3.84722808 0.273913 -0.153190044 0.1
0.273364073 0.273795792 0.27391252 0.071324 -0.15207648 0.1
-0.153280831 -0.153176845 -0.15319004 -0.15208 2.48622166 0.1
Squarepharma
Weight 0.1
Company name Mean return Risk free rate Excess Return Covariance
Squire Pharma 0.395130209 0.004610169 0.39052004 3.450470613
Beximco pharma 0.024741564 0.004610169 0.020131395 0.247341584
ACI LTD 0.030421307 0.004610169 0.025811138 0.687769966
heidelbarg cement 0.375393579 0.004610169 0.37078341 0.13863217
Meghna cement 0.250986704 0.004610169 0.246376535 -0.012996166
Dhaka Bank 0.326537423 0.004610169 0.321927254 0.95072525
Dutch Bangla Bank 0.410748478 0.004610169 0.406138309 -0.04099295
Bangas 0.3440262 0.004610169 0.339416031 0.975120144
Fu wang 0.035594346 0.004610169 0.030984177 0.271042599
Meghna life insurance 0.323266477 0.004610169 0.318656308 -0.151818744
Portfolio excess return 0.039052004
Variance 0.506479963
Standard Deviation 53687091.91
Theta 0
total Weight 1
Portfolio Return 0.039513021
Beximco pharma ACI LTD heidelbarg cementMeghna cement Dhaka Bank Dutch Bangla BankBangas
0.1 0.1 0.1 0.1 0.1 0.1 0.1
Covariance Covariance Covariance Covariance Covariance Covariance Covariance
0.247341584 0.687769966 0.13863217 -0.012996166 0.95072525 -0.04099 0.97512
0.029581305 0.688388016 0.138257694 -0.013364637 0.95090205 -0.04236 0.975226
0.688388016 0.029946289 0.138551789 -0.013826321 0.95088149 -0.04299 0.975997
0.138257694 0.138551789 4.752013603 -0.014288418 0.95089769 -0.044 0.975995
-0.013364637 -0.01382632 -0.014288418 1.890136539 0.9508808 -0.04503 0.976198
0.950902051 0.950881491 0.950897691 0.950880796 2.26239326 -0.04617 0.976168
-0.042358117 -0.04299482 -0.044004528 -0.04503355 -0.04617206 3.547786 0.976162
0.975225866 0.975997047 0.975995035 0.976197585 0.976168 0.976162 3.847228
0.274345476 0.274531971 0.278249055 0.274493586 0.27336407 0.273796 0.273913
-0.149841662 -0.1488129 -0.147406376 -0.151746647 -0.15328083 -0.15318 -0.15319
Fu wang Meghna life insurance
0.1 0.1
Covariance Covariance Weight
0.271043 -0.151818744 0.1
0.274345 -0.149841662 0.1
0.274532 -0.148812902 0.1
0.278249 -0.147406376 0.1
0.274494 -0.151746647 0.1
0.273364 -0.153280831 0.1
0.273796 -0.153176845 0.1
0.273913 -0.153190044 0.1
0.071324 -0.15207648 0.1
-0.15208 2.48622166 0.1
Market Return Portfolio Return Rf Excess Market RExcess Port R
0.002073982 -0.007330033 0.004610169 -0.00254 -0.01194
-0.063049402 0.012044591 0.004610169 -0.06766 0.007434
-0.011109477 0.010692372 0.004610169 -0.01572 0.006082
0.021933666 0.019917118 0.004610169 0.017323 0.015307
0.069173319 -0.007290213 0.004610169 0.064563 -0.0119
-0.090470686 -0.00584765 0.004610169 -0.09508 -0.01046
-0.034102961 0.000183363 0.004610169 -0.03871 -0.00443
-0.071499855 0.000514547 0.004610169 -0.07611 -0.0041
0.021757963 -0.00455186 0.004610169 0.017148 -0.00916
0.062809487 -0.011766045 0.004610169 0.058199 -0.01638
0.130344024 0.016162587 0.004610169 0.125734 0.011552
-0.20991336 -0.000487925 0.004610169 -0.21452 -0.0051
-0.002078098 0.004727482 0.004610169 -0.00669 0.000117
0.046074901 -0.000497418 0.004610169 0.041465 -0.00511
-0.147829845 0.007063919 0.004610169 -0.15244 0.002454
-0.048582557 0.017328245 0.004610169 -0.05319 0.012718
-0.038334444 0.010499812 0.004610169 -0.04294 0.00589
0.055971271 0.005159762 0.004610169 0.051361 0.00055
0.062339919 0.008855146 0.004610169 0.05773 0.004245
-0.0483538 0.004669752 0.004610169 -0.05296 5.96E-05
-0.047426214 0.01215495 0.004610169 -0.05204 0.007545
0.220833798 0.015306557 0.004610169 0.216224 0.010696
-0.304793373 0.01021051 0.004610169 -0.3094 0.0056
-0.097243043 0.010255033 0.004610169 -0.10185 0.005645
-0.036272101 -0.00619905 0.004610169 -0.04088 -0.01081
0.081099725 0.005120761 0.004610169 0.07649 0.000511
0.121134749 0.009669267 0.004610169 0.116525 0.005059
0.065997038 0.009632945 0.004610169 0.061387 0.005023
0.049697131 0.00893598 0.004610169 0.045087 0.004326
0.03072646 0.003103126 0.004610169 0.026116 -0.00151
0.007508986 0.017563573 0.004610169 0.002899 0.012953
0.080096639 0.00744811 0.004610169 0.075486 0.002838
0.012995091 0.001515384 0.004610169 0.008385 -0.00309
0.003915655 -0.00513728 0.004610169 -0.00069 -0.00975
0.036044454 -0.008367586 0.004610169 0.031434 -0.01298
0.183346715 -0.031817086 0.004610169 0.178737 -0.03643
0.035285445 0.035543106 0.004610169 0.030675 0.030933
0.302201843 -0.002295494 0.004610169 0.297592 -0.00691
0.090916421 -0.003442633 0.004610169 0.086306 -0.00805
0.048483075 0.003798346 0.004610169 0.043873 -0.00081
0.009178082 0.002657056 0.004610169 0.004568 -0.00195
-0.03180122 -0.003047252 0.004610169 -0.03641 -0.00766
0.170316003 -0.003418438 0.004610169 0.165706 -0.00803
0.006978285 -0.019027016 0.004610169 0.002368 -0.02364
0.04390538 0.008080277 0.004610169 0.039295 0.00347
-0.048247208 0.002040336 0.004610169 -0.05286 -0.00257
-0.029639679 -0.022804516 0.004610169 -0.03425 -0.02741
-0.052174601 0.009754556 0.004610169 -0.05678 0.005144
0.132212366 0.012334246 0.004610169 0.127602 0.007724
-0.101753442 0.011683892 0.004610169 -0.10636 0.007074
-0.073553689 0.000305362 0.004610169 -0.07816 -0.0043
0.062918512 -0.003243884 0.004610169 0.058308 -0.00785
0.010919759 -0.006883326 0.004610169 0.00631 -0.01149
-0.079800299 0.006946275 0.004610169 -0.08441 0.002336
-0.023548172 0.003777835 0.004610169 -0.02816 -0.00083
0.018684305 0.001685054 0.004610169 0.014074 -0.00293
0.029033766 -0.005270101 0.004610169 0.024424 -0.00988
0.008329074 -0.00279428 0.004610169 0.003719 -0.0074
Average portfolio return 0.002859003
Annualized portfolio return 0.03430803
Standard deviation 0.010767
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.114402
R Square 0.013088
Adjusted R Square -0.00454
Standard Error 0.010767
Observations 58
ANOVA
df SS MS F Significance F
Regression 1 8.61E-05 8.61E-05 0.742636 0.392493
Residual 56 0.006492 0.000116
Total 57 0.006578
CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%
Intercept -0.00191 0.001417 -1.3508 0.182193 -0.00475 0.000924
X Variable 1 -0.01273 0.014771 -0.86176 0.392493 -0.04232 0.016861
beta -0.01273
Lower 95.0%Upper 95.0%
-0.00475 0.000924
-0.04232 0.016861
Market Portfolio
R (Annualized) 0.133170985 0.03430803
STD 0.095710254 0.010649486
RFR (Annualized) 0.058227119 0.058227119
Sp -5.43329068
Sm -0.475197674
Return of Portfolio(annualized) 0.010649486
Risk free (annualized) 0.004610169
Return of market (annualized) 0.133170985
beta of portfolio -0.1273
risk premium -0.016365792
Required return 0.116805193
Jenson Alpha -0.106155707
Market Portfolio
R (Annualized) 0.133170985 0.03430803
Beta 1 -0.1273
RFR (Annualized) 0.058227119
Tp 0.491708805
Tm 0.133170985
Return of portfolio 0.03430803
Risk free rate 0.058227119
Standard deviation of excess return0.010811163
Ratio -5.351524739
Rp 0.034308
Rm 0.133171
Standard deviation of excess return0.010767
Ratio -12.3341
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