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1) Calculation of Beta and Standard Deviation of Ashok Leyland for the Year 2011-12
ASHOK LEYLAND BSE SENSEX
Date
Adj Close
RETURNS(Y ) Date Adj Close
RETURNS(X ) X*Y X^2
4/1/2011
22.31
4/1/2011 19135.96
5/2/2011
21.53
-3.49 5/2/2011 18503.28 -3.31 12.17 10.93
6/1/2011
22.27
3.43 6/1/2011 18845.87 1.85 6.75 3.43
7/1/2011
23.43
5.20 7/1/2011 18197.2 -3.44 -16.98 11.85
8/1/2011
22.78
-2.06 8/1/2011 16676.75 -8.36 17.17 69.81
9/2/2011
23.92
4.40 9/2/2011 16453.76 -1.34 -5.88 1.79
10/3/2011
25.07
4.40 10/3/2011 17705.01 7.60 33.50 57.83
11/1/2011
22.59
-9.72 11/1/2011 16123.46 -8.93 86.85 79.79
12/1/2011
20.9
-7.52 12/1/2011 15454.92 -4.15 31.18 17.19
1/2/2012
24.98
20.44 1/2/2012 17193.55 11.25 229.92 126.56
2/1/2012
25.94
1.68 2/1/2012 17752.68 3.25 10.68 10.58
3/1/2012
27.824
7.07 3/1/2012 17404.2 -1.96 -13.88 3.85 SUM 25.19 SUM -7.53 391.48 393.61 Beta 1.05 Avg Returns 2.29 Avg Returns -0.68 Stdev 7.78 correlation 0.80
Table no 4.1 calculation of Beta & Standard Deviation of Ashok Leyland for the Year 2011-12

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