1. X Variable 1 Line Fit Plot
0.2
0.15
0.1
0.05
Column G
Y
0 Column B
-0.05
-0.1
-0.15
-10.00% -5.00% 0.00% 5.00% 10.00%
X Variable 1

2. X Variable 1 Residual Plot
0.2
0.15
0.1
Residuals
0.05
0
-0.05
-0.1
-6.00% -4.00% -2.00% 0.00% 2.00% 4.00% 6.00% 8.00%
X Variable 1

3. Normal Probability Plot
0.2
0.15
0.1
0.05
Y
0
-0.05
-0.1
-0.15
0 20 40 60 80 100 120
Sample Percentile

4. SUMMARY OUTPUT
Regression Statistics
Multiple R 0.57
R Square 0.32
Adjusted R Square
0.31
Standard Error 0.05
Observations 59
ANOVA
df SS MS F Significance F
Regression 1 0.07 0.07 27.33 0
Residual 57 0.15 0
Total 58 0.22
Coefficients
Standard Errort Stat P-value Lower 95%Upper 95%
Lower 95.0%
Upper 95.0%
Intercept 0 0.01 -0.01 0.99 -0.01 0.01 -0.01 0.01
X Variable 1 1.4 0.27 5.23 0 0.86 1.93 0.86 1.93
RESIDUAL OUTPUT PROBABILITY OUTPUT
Observation
Predicted YResiduals
Standard Residuals Percentile Y
1 0.02 0.11 2.15 0.85 -0.13
2 -0.03 0.02 0.37 2.54 -0.11
3 0.04 -0.08 -1.5 4.24 -0.08
4 0 0.04 0.76 5.93 -0.08
5 -0.03 -0.02 -0.46 7.63 -0.07
6 0.05 -0.06 -1.1 9.32 -0.07
7 -0.03 -0.01 -0.22 11.02 -0.06
8 0.01 0.04 0.78 12.71 -0.06
9 0 0.09 1.72 14.41 -0.05
10 0.05 0.03 0.51 16.1 -0.04
11 0.01 0.01 0.15 17.8 -0.04
12 0.01 0.05 1.06 19.49 -0.04
13 0.02 -0.04 -0.88 21.19 -0.04
14 0.02 -0.02 -0.44 22.88 -0.04
15 -0.04 -0.05 -0.91 24.58 -0.03
16 0.04 0.04 0.88 26.27 -0.03
17 0 -0.07 -1.44 27.97 -0.03
18 -0.01 -0.07 -1.38 29.66 -0.02
19 0.05 0 -0.09 31.36 -0.02
20 -0.02 -0.02 -0.45 33.05 -0.02
21 0.03 0.12 2.28 34.75 -0.01
22 -0.02 -0.06 -1.14 36.44 0
23 0.01 0.06 1.13 38.14 0
24 0.04 0.07 1.3 39.83 0
25 -0.04 0.06 1.11 41.53 0
26 -0.07 -0.06 -1.19 43.22 0
27 0.01 0 -0.02 44.92 0.01
28 0.02 0 0 46.61 0.01
29 -0.04 0 -0.02 48.31 0.02

5. 30 0.04 -0.02 -0.45 50 0.02
31 0.06 -0.08 -1.62 51.69 0.02
32 -0.04 -0.02 -0.44 53.39 0.02
33 0.03 -0.01 -0.12 55.08 0.02
34 -0.05 0.15 3.06 56.78 0.02
35 0.02 0.04 0.82 58.47 0.02
36 0.03 0.07 1.49 60.17 0.02
37 0.05 0 -0.06 61.86 0.03
38 0.04 -0.03 -0.69 63.56 0.04
39 0.04 0 -0.03 65.25 0.04
40 0.05 -0.05 -1.02 66.95 0.04
41 0.03 -0.03 -0.54 68.64 0.04
42 0.04 0.01 0.29 70.34 0.05
43 0 -0.04 -0.83 72.03 0.05
44 0.05 -0.03 -0.69 73.73 0.05
45 -0.01 0.02 0.36 75.42 0.06
46 0.06 -0.02 -0.4 77.12 0.06
47 0.02 -0.04 -0.87 78.81 0.06
48 0.04 0.05 0.95 80.51 0.07
49 0.01 0.01 0.17 82.2 0.07
50 0.01 -0.03 -0.69 83.9 0.08
51 0.02 -0.05 -0.91 85.59 0.09
52 0.03 -0.05 -1.08 87.29 0.09
53 0 0.03 0.67 88.98 0.1
54 -0.06 -0.05 -0.98 90.68 0.11
55 0.03 0 -0.05 92.37 0.11
56 0.08 0.03 0.68 94.07 0.11
57 0.04 0.01 0.15 95.76 0.12
58 0.1 0.02 0.4 97.46 0.12
59 -0.03 -0.03 -0.54 99.15 0.14

6. RISK RETURN 10
Current riskfree rate = 7.50% Risk premium for stocks= 15.50%
Number of periods of data= 60 Riskfree rate during period = 8.50%

7. RISK RETURN 11
Time period Index Price(Stock) DPS(Stock) Split Factor Index Level Return(Stock) Return(Mkt)
1 1 INR 34.16 INR 0.04 1 409.32 Infotech CNX S&P 500
2 1 INR 38.42 1 414.08 12.47% 1.16%
3 1 INR 37.87 1 404.35 -1.43% -2.35%
4 1 INR 36.42 INR 0.05 1 415.53 -3.69% 2.76%
5 1 INR 38.00 1 416.98 4.34% 0.35%
6 1 INR 36.13 INR 0.00 1 409.17 -4.93% -1.87%
7 1 INR 36.00 INR 0.05 1 424.81 -0.20% 3.82%
8 1 INR 34.50 1 415.54 -4.17% -2.18%
9 1 INR 36.25 INR 0.00 1 418.90 5.07% 0.81%
10 1 INR 39.38 INR 0.05 1 419.23 8.77% 0.08%
11 1 INR 42.18 1 432.90 7.12% 3.26%
12 1 INR 43.00 INR 0.00 1 436.64 1.94% 0.87%
13 1 INR 45.63 INR 0.05 1 439.35 6.23% 0.62%
14 1 INR 44.38 1 444.76 -2.74% 1.23%
15 1 INR 44.50 INR 0.00 1 452.73 0.28% 1.79%
16 1 INR 40.75 INR 0.06 1 440.75 -8.29% -2.65%
17 1 INR 44.00 1 451.93 7.98% 2.54%
18 1 INR 40.75 INR 0.00 1 451.51 -7.39% -0.09%
19 1 INR 37.50 INR 0.06 1 448.72 -7.82% -0.62%
20 1 INR 39.25 1 465.10 4.67% 3.65%
21 1 INR 37.75 INR 0.00 1 460.01 -3.82% -1.09%
22 1 INR 43.00 INR 0.06 1 468.42 14.07% 1.83%
23 1 INR 39.88 1 463.37 -7.27% -1.08%
24 1 INR 42.63 INR 0.00 1 467.37 6.90% 0.86%
25 1 INR 47.25 INR 0.06 1 482.29 11.00% 3.19%
26 1 INR 48.00 1 468.55 1.59% -2.85%
27 1 INR 42.00 INR 0.00 1 446.80 -12.50% -4.64%
28 1 INR 42.50 INR 0.08 1 451.48 1.37% 1.05%
29 1 INR 43.38 1 458.23 2.06% 1.50%
30 1 INR 41.63 INR 0.00 1 445.33 -4.03% -2.82%
31 1 INR 42.38 INR 0.08 1 458.85 1.98% 3.04%

8. RISK RETURN 12
32 1 INR 41.25 1 477.02 -2.65% 3.96%
33 1 INR 38.75 INR 0.00 1 463.89 -6.06% -2.75%
34 1 INR 39.50 INR 0.08 1 473.07 2.13% 1.98%
35 1 INR 43.50 1 455.17 10.13% -3.78%
36 1 INR 46.00 INR 0.00 1 460.41 5.75% 1.15%
37 1 INR 50.88 INR 0.08 1 471.17 10.76% 2.34%
38 1 INR 53.38 1 488.74 4.91% 3.73%
39 1 INR 53.50 INR 0.00 1 501.75 0.23% 2.66%
40 1 INR 55.38 INR 0.09 1 515.45 3.67% 2.73%
41 1 INR 55.50 1 535.24 0.23% 3.84%
42 1 INR 55.50 INR 0.00 1 545.78 0.00% 1.97%
43 1 INR 58.63 INR 0.09 1 562.81 5.79% 3.12%
44 1 INR 56.25 1 563.47 -4.05% 0.12%
45 1 INR 57.38 INR 0.00 1 585.58 2.00% 3.92%
46 1 INR 57.88 INR 0.09 1 582.32 1.03% -0.56%
47 1 INR 60.13 1 607.00 3.89% 4.24%
48 1 INR 58.88 INR 0.00 1 617.03 -2.08% 1.65%
49 1 INR 64.25 INR 0.09 1 636.87 9.28% 3.22%
50 1 INR 65.50 1 641.93 1.95% 0.80%
51 1 INR 63.88 INR 0.00 1 646.60 -2.48% 0.73%
52 1 INR 62.00 INR 0.09 1 655.01 -2.79% 1.30%
53 1 INR 60.75 1 671.01 -2.02% 2.44%
54 1 INR 62.88 INR 0.00 1 671.67 3.50% 0.10%
55 1 INR 55.63 INR 0.11 1 641.02 -11.36% -4.56%
56 1 INR 57.00 1 653.47 2.47% 1.94%
57 1 INR 63.25 INR 0.00 1 688.65 10.96% 5.38%
58 1 INR 65.88 INR 0.11 1 706.26 4.32% 2.56%
59 1 INR 73.88 1 757.53 12.14% 7.26%
60 1 INR 69.75 INR 0.00 1 742.02 -5.58% -2.05%

9. RISK RETURN 13
REGRESSION STATISTICS AND RISK PARAMETERS
RISK AND PERFORMANCE MEASURES
Intercept (Alpha) = -0.01%
Slope (Beta)= 1.40
Rf(1- Beta) = -0.27%
Intercept-Rf(1-Beta)= 0.26%
VARIANCE STATISTICS
Variance of the stock= 0
Variance of the market = 0
Systematic variance= 0
Unsystematic variance= 0
R squared = 32.41%
USING BETA
In estimating expected returns:
Riskfree Rate = 7.50%
Historical return premium= 15.50%
Expected return= 29.18%
In forecasting prices:
Current price= INR 75.38
Annualized DPS= INR 0.44
Predicted prices:
- One year from now INR 96.94

10. RISK RETURN 14
- Two years from now INR 124.66
- Three years from now INR 160.30
- Four years from now INR 206.14
- Five years from now INR 265.09

11. RISK RETURN 15
Current stock price= INR 75.38
Current Annual DPS = INR 0.44

12. RISK RETURN 16
(R(jt)-Rj)^2 (R(mt)-R(m))^2 (R(jt)-R(j))
X S&P 500 (R(mt)-R(m))
0.01 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0.01 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0.01 0 0
0 0 0
0.01 0 0
0.01 0 0
0 0 0
0 0 0
0.02 0 0
0.01 0 0
0 0 0
0.01 0 0
0 0 0
0.02 0 0.01
0 0 0
0 0 0
0 0 0
0 0 0

13. RISK RETURN 17
0 0 0
0.01 0 0
0 0 0
0.01 0 0
0 0 0
0.01 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
0.01 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0.02 0 0.01
0 0 0
0.01 0 0
0 0 0
0.01 0 0.01
0 0 0

14. RISK RETURN 18

15. RISK RETURN 19

16. Price(Stock): Price at the end of each month
DPS(Stock): Includes dividends, if the stock went ex-dividend during the month
Return on Stock = (Price (end) - Price (Beg) + Dividend)/Price(Beg)
Time period Price(Stock) DPS(Stock) Return(Stock)
Jan-92 34.16 0.04
Feb-92 38.42 12.47%
Mar-92 37.87 -1.43%
Apr-92 36.42 0.05 -3.69%
May-92 38.00 4.34%
Jun-92 36.13 -4.93%
Jul-92 36.00 0.05 -0.20%
Aug-92 34.50 -4.17%
Sep-92 36.25 5.07%
Oct-92 39.38 0.05 8.77%
Nov-92 42.18 7.12%
Dec-92 43.00 1.94%
Jan-93 45.63 0.05 6.23%
Feb-93 44.38 -2.74%
Mar-93 44.50 0.28%
Apr-93 40.75 0.06 -8.29%
May-93 44.00 7.98%
Jun-93 40.75 -7.39%
Jul-93 37.50 0.06 -7.82%
Aug-93 39.25 4.67%
Sep-93 37.75 -3.82%
Oct-93 43.00 0.06 14.07%
Nov-93 39.88 -7.27%
Dec-93 42.63 6.90%
Jan-94 47.25 0.06 11.00%
Feb-94 48.00 1.59%
Mar-94 42.00 -12.50%
Apr-94 42.50 0.08 1.37%
May-94 43.38 2.06%
Jun-94 41.63 -4.03%
Jul-94 42.38 0.08 1.98%
Aug-94 41.25 -2.65%
Sep-94 38.75 -6.06%
Oct-94 39.50 0.08 2.13%
Nov-94 43.50 10.13%
Dec-94 46.00 5.75%
Jan-95 50.88 0.08 10.76%
Feb-95 53.38 4.91%
Mar-95 53.50 0.23%
Apr-95 55.38 0.09 3.67%

17. May-95 55.50 0.23%
Jun-95 55.50 0.00%
Jul-95 58.63 0.09 5.79%
Aug-95 56.25 -4.05%
Sep-95 57.38 2.00%
Oct-95 57.88 0.09 1.03%
Nov-95 60.13 3.89%
Dec-95 58.88 -2.08%
Jan-96 64.25 0.09 9.28%
Feb-96 65.50 1.95%
Mar-96 63.88 -2.48%
Apr-96 62.00 0.09 -2.79%
May-96 60.75 -2.02%
Jun-96 62.88 3.50%
Jul-96 55.63 0.11 -11.36%
Aug-96 57.00 2.47%
Sep-96 63.25 10.96%
Oct-96 65.88 0.11 4.32%
Nov-96 73.88 12.14%
Dec-96 69.75 -5.58%
Variance in Returns = 0
Standard Deviation in Returns = 6.14%