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8/18/2019 Assignment Nifty VaR
1/18
Date Adj Close
10/13/2015 8131.70
10/12/2015 8143.60
10/9/2015 8189.70
10/8/2015 8129.3510/7/2015 8177.40
10/6/2015 8152.90
10/5/2015 8119.30
10/1/2015 7950.90
9/30/2015 7948.90
9/29/2015 7843.30
9/28/2015 7795.70
9/24/2015 7868.50
9/23/2015 7845.95
9/22/2015 7812.009/21/2015 7977.10
9/18/2015 7981.90
9/16/2015 7899.15
9/15/2015 7829.10
9/14/2015 7872.25
9/11/2015 7789.30
9/10/2015 7788.10
9/9/2015 7818.60
9/8/2015 7688.25
9/7/2015 7558.80
9/4/2015 7655.05
9/3/2015 7823.00
9/2/2015 7717.00
9/1/2015 7785.85
8/31/2015 7971.30
8/28/2015 8001.95
8/27/2015 7948.95
8/26/2015 7791.85
8/25/2015 7880.70
8/24/2015 7809.00
8/21/2015 8299.95
8/20/2015 8372.75
8/19/2015 8495.15
8/18/2015 8466.55
8/17/2015 8477.30
8/14/2015 8518.55
8/13/2015 8355.85
8/12/2015 8349.45
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8/18/2019 Assignment Nifty VaR
2/18
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8/18/2019 Assignment Nifty VaR
3/18
6/9/2015 8022.40
6/8/2015 8044.15
6/5/2015 8114.70
6/4/2015 8130.65
6/3/2015 8135.10
6/2/2015 8236.45
6/1/2015 8433.405/29/2015 8433.65
5/28/2015 8319.00
5/27/2015 8334.60
5/26/2015 8339.35
5/25/2015 8370.25
5/22/2015 8458.95
5/21/2015 8421.00
5/20/2015 8423.25
5/19/2015 8365.65
5/18/2015 8373.655/15/2015 8262.35
5/14/2015 8224.20
5/13/2015 8235.45
5/12/2015 8126.95
5/11/2015 8325.25
5/8/2015 8191.50
5/7/2015 8057.30
5/6/2015 8097.00
5/5/2015 8324.80
5/4/2015 8331.95
4/30/2015 8181.50
4/29/2015 8239.75
4/28/2015 8285.60
4/27/2015 8213.80
4/24/2015 8305.25
4/23/2015 8398.30
4/22/2015 8429.70
4/21/2015 8377.75
4/20/2015 8448.10
4/17/2015 8606.00
4/16/2015 8706.70
4/13/2015 8834.00
4/10/2015 8780.35
4/9/2015 8778.30
4/8/2015 8714.40
4/7/2015 8660.30
4/6/2015 8659.90
4/1/2015 8586.25
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8/18/2019 Assignment Nifty VaR
4/18
3/31/2015 8491.00
3/30/2015 8492.30
3/27/2015 8341.40
3/26/2015 8342.15
3/25/2015 8530.80
3/24/2015 8542.95
3/23/2015 8550.903/20/2015 8570.90
3/19/2015 8634.65
3/18/2015 8685.90
3/17/2015 8723.30
3/16/2015 8633.15
3/13/2015 8647.75
3/12/2015 8776.00
3/11/2015 8699.95
3/10/2015 8712.05
3/9/2015 8756.753/5/2015 8937.75
3/4/2015 8922.65
3/3/2015 8996.25
3/2/2015 8956.75
2/27/2015 8844.60
2/26/2015 8683.85
2/25/2015 8767.25
2/24/2015 8762.10
2/23/2015 8754.95
2/20/2015 8833.60
2/19/2015 8895.30
2/18/2015 8869.10
2/16/2015 8809.35
2/13/2015 8805.50
2/12/2015 8711.55
2/11/2015 8627.40
2/10/2015 8565.55
2/9/2015 8526.35
2/6/2015 8661.05
2/5/2015 8711.70
2/4/2015 8723.70
2/3/2015 8756.55
2/2/2015 8797.40
1/30/2015 8808.90
1/29/2015 8952.35
1/28/2015 8914.30
1/27/2015 8910.50
1/23/2015 8835.60
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8/18/2019 Assignment Nifty VaR
5/18
1/22/2015 8761.40
1/21/2015 8729.50
1/20/2015 8695.60
1/19/2015 8550.70
1/16/2015 8513.80
1/15/2015 8494.15
1/14/2015 8277.551/13/2015 8299.40
1/12/2015 8323.00
1/9/2015 8284.50
1/8/2015 8234.60
1/7/2015 8102.10
1/6/2015 8127.35
1/5/2015 8378.40
1/2/2015 8395.45
12/31/2014 8282.70
12/30/2014 8248.2512/29/2014 8246.30
12/26/2014 8200.70
12/24/2014 8174.10
12/23/2014 8267.00
12/22/2014 8324.00
12/19/2014 8225.20
12/18/2014 8159.30
12/17/2014 8029.80
12/16/2014 8067.60
12/15/2014 8219.60
12/12/2014 8224.10
12/11/2014 8292.90
12/10/2014 8355.65
12/9/2014 8340.70
12/8/2014 8438.25
12/5/2014 8538.30
12/4/2014 8564.40
12/3/2014 8537.65
12/2/2014 8524.70
12/1/2014 8555.90
11/28/2014 8588.25
11/27/2014 8494.20
11/26/2014 8475.75
11/25/2014 8463.10
11/24/2014 8530.15
11/21/2014 8477.35
11/20/2014 8401.90
11/19/2014 8382.30
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8/18/2019 Assignment Nifty VaR
6/18
11/18/2014 8425.90
11/17/2014 8430.75
11/14/2014 8389.90
11/13/2014 8357.85
11/12/2014 8383.30
11/11/2014 8362.65
11/10/2014 8344.2511/7/2014 8337.00
11/5/2014 8338.30
11/3/2014 8324.15
10/31/2014 8322.20
10/30/2014 8169.20
10/29/2014 8090.45
10/28/2014 8027.60
10/27/2014 7991.70
10/23/2014 8014.55
10/22/2014 7995.9010/21/2014 7927.75
10/20/2014 7879.40
10/17/2014 7779.70
10/16/2014 7748.20
10/14/2014 7864.00
10/13/2014 7884.25
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8/18/2019 Assignment Nifty VaR
7/18
-
8/18/2019 Assignment Nifty VaR
8/18
42 %0.0133413791 13&341 0
43 %0.007418833 7&419 0
44 %0.0045536279 4&554 0
45 %0.0028002982 2&800 0
46 0.0024160033 %2&416 0
47 0.0059939417 %5&994 0
48 %0.0030608992 3&061 049 0.0011954032 %1&195 0
50 0.0131859943 %13&186 0
51 0.0055820564 %5&582 0
52 0.0045639685 %4&564 0
53 %0.00287047 2&870 0
54 %0.0188404467 18&840 1
55 %0.0079454704 7&945 0
56 %0.0050617009 5&062 0
57 0.0121988877 %12&199 0
58 %0.0086012005 8&601 059 %0.0007432666 743 0
60 0.0002090838 %209 0
61 0.0098840895 %9&884 0
62 0.008244544 %8&245 0
63 %0.0006561479 656 0
64 0.0118533575 %11&853 0
65 0.0038422055 %3&842 0
66 %0.0041252893 4&125 0
67 %0.0173602956 17&360 0
68 %0.0013318922 1&332 0
69 0.0043901517 %4&390 0
70 0.0047365864 %4&737 0
71 %0.0009640797 964 0
72 0.0101033405 %10&103 0
73 0.0060227456 %6&023 0
74 %0.0074810253 7&481 0
75 %0.0020124305 2&012 0
76 0.0044433751 %4&443 0
77 %0.0024697337 2&470 0
78 0.0034059448 %3&406 0
79 0.0155805702 %15&581 0
80 0.0061593346 %6&159 0
81 0.0102638302 %10&264 0
82 0.0054987388 %5&499 0
83 0.0041677465 %4&168 0
84 0.0038833006 %3&883 0
85 0.0022032684 %2&203 0
86 %0.0195828755 19&583 1
-
8/18/2019 Assignment Nifty VaR
9/18
-
8/18/2019 Assignment Nifty VaR
10/18
132 0.01121776 %11&218 0
133 %0.0001530569 153 0
134 0.0180904173 %18&090 0
135 %8.990487642'%005 90 0
136 %0.0221139188 22&114 1
137 %0.001422271 1&422 0
138 %0.0009297496 930 0139 %0.0023334771 2&333 0
140 %0.0073830436 7&383 0
141 %0.005900367 5&900 0
142 %0.0042873012 4&287 0
143 0.0104422383 %10&442 0
144 %0.0016882552 1&688 0
145 %0.0146137192 14&614 0
146 0.0087414069 %8&741 0
147 %0.0013888362 1&389 0
148 %0.0051046558 5&105 0149 %0.0202511818 20&251 1
150 0.0016922785 %1&692 0
151 %0.0081811431 8&181 0
152 0.0044100818 %4&410 0
153 0.0126800981 %12&680 0
154 0.0185113754 %18&511 0
155 %0.0095127196 9&513 0
156 0.0005878033 %588 0
157 0.0008166139 %817 0
158 %0.0089034389 8&903 0
159 %0.0069362694 6&936 0
160 0.0029540987 %2&954 0
161 0.0067825666 %6&783 0
162 0.0004371823 %437 0
163 0.0107845558 %10&785 0
164 0.0097537393 %9&754 0
165 0.0072208542 %7&221 0
166 0.0045975356 %4&598 0
167 %0.0155524098 15&552 0
168 %0.0058140649 5&814 0
169 %0.0013755631 1&376 0
170 %0.003751433 3&751 0
171 %0.0046434838 4&643 0
172 %0.0013054978 1&305 0
173 %0.016023639 16&024 0
174 0.0042684008 %4&268 0
175 0.0004264413 %426 0
176 0.0084771147 %8&477 0
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8/18/2019 Assignment Nifty VaR
11/18
177 0.0084688765 %8&469 0
178 0.0036543205 %3&654 0
179 0.0038985685 %3&899 0
180 0.0169459121 %16&946 0
181 0.0043341858 %4&334 0
182 0.0023132877 %2&313 0
183 0.0261672344 %26&167 0184 %0.0026327909 2&633 0
185 %0.0028354691 2&835 0
186 0.0046472328 %4&647 0
187 0.0060598442 %6&060 0
188 0.0163537243 %16&354 0
189 %0.0031067937 3&107 0
190 %0.0299639885 29&964 1
191 %0.0020308386 2&031 0
192 0.0136127105 %13&613 0
193 0.0041766672 %4&177 0194 0.0002364933 %236 0
195 0.0055604532 %5&560 0
196 0.0032541927 %3&254 0
197 %0.0112374382 11&237 0
198 %0.0068476694 6&848 0
199 0.012011842 %12&012 0
200 0.0080767212 %8&077 0
201 0.0161274257 %16&127 0
202 %0.0046854446 4&685 0
203 %0.0184923254 18&492 0
204 %0.0005471724 547 0
205 %0.0082963473 8&296 0
206 %0.0075098882 7&510 0
207 0.001792439 %1&792 0
208 %0.0115604308 11&560 0
209 %0.0117177667 11&718 0
210 %0.0030475672 3&048 0
211 0.0031331805 %3&133 0
212 0.001519138 %1&519 0
213 %0.0036466292 3&647 0
214 %0.0037667288 3&767 0
215 0.0110722379 %11&072 0
216 0.0021768215 %2&177 0
217 0.0014947704 %1&495 0
218 %0.0078604455 7&860 0
219 0.006228454 %6&228 0
220 0.0089800181 %8&980 0
221 0.0023383303 %2&338 0
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8/18/2019 Assignment Nifty VaR
12/18
222 %0.0051745907 5&175 0
223 %0.0005752287 575 0
224 0.0048689027 %4&869 0
225 0.003834812 %3&835 0
226 %0.0030358208 3&036 0
227 0.0024692428 %2&469 0
228 0.0022051582 %2&205 0229 0.0008696174 %870 0
230 %0.0001558837 156 0
231 0.0016998028 %1&700 0
232 0.0002343366 %234 0
233 0.0187288837 %18&729 0
234 0.0097336981 %9&734 0
235 0.0078292511 %7&829 0
236 0.0044921484 %4&492 0
237 %0.002851016 2&851 0
238 0.0023324333 %2&332 0239 0.0085963738 %8&596 0
240 0.0061362665 %6&136 0
241 0.0128153662 %12&815 0
242 0.0040654603 %4&065 0
243 %0.0147253058 14&725 0
244 %0.0025684117 2&568 0
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8/18/2019 Assignment Nifty VaR
13/18
Ans(ers
istorical )i*"lation
#oss + 95, -a! a. 95% VaR 18753.42
0.00 $. 97.5% Va 23120.83
0.00 c. 95% ES 25822.52
0.000.00 d. a"ssian -a!
0.00 )td De 0.0103461285
0.00 95% VaR 17017.87
0.00 97.5% Va 20278.04
0.00
0.00
0.00
0.00
0.00
0.0020696.76
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
21468.77
0.00
0.00
23264.68
0.00
0.00
0.00
0.00
0.00
59150.98
0.00
0.00
0.00
0.00
0.00
0.00
0.00
-
8/18/2019 Assignment Nifty VaR
14/18
0.00
0.00
0.00
0.00
0.00
0.00
0.000.00
0.00
0.00
0.00
0.00
18840.45
0.00
0.00
0.00
0.000.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
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0.00
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0.00
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0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
19582.88
-
8/18/2019 Assignment Nifty VaR
15/18
0.00
0.00
0.00
0.00
0.00
0.00
23353.590.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.000.00
0.00
0.00
0.00
23819.08
0.00
0.00
0.00
27364.00
0.00
0.00
0.00
0.00
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0.00
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8/18/2019 Assignment Nifty VaR
16/18
0.00
0.00
0.00
0.00
22113.92
0.00
0.000.00
0.00
0.00
0.00
0.00
0.00
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0.00
0.0020251.18
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8/18/2019 Assignment Nifty VaR
17/18
0.00
0.00
0.00
0.00
0.00
0.00
0.000.00
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0.00
0.00
0.00
0.00
29963.99
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0.000.00
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8/18/2019 Assignment Nifty VaR
18/18
0.00
0.00
0.00
0.00
0.00
0.00
0.000.00
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0.000.00
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