portfolio management excel solution

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


Beximco pharma

ACI LTD


Meghna cement

Bank Dhaka Bank

Dutch Bangla Bank

Food& beverages Bangas 45%

Fu wang 12%


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


Beximco pharma

ACI LTD


Meghna cement

Bank Dhaka Bank

Dutch Bangla Bank

Food& beverages Bangas

Fu wang


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


Beximco pharma

ACI LTD


Meghna cement

Bank Dhaka Bank

Dutch Bangla Bank

Food& beveragesBangas

Fu wang


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


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


1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1


1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 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


1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1


1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 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


1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1

1 1 1 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


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


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


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


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


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


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


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


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



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


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


-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


-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


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


-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



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


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


-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


-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


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


-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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