stock indicies

38
Date Open High Low Close/Last Volume 01/31/2007 2463.93 2471.2 2433.76 2463.93 0 02/28/2007 2416.15 2431.86 2395.35 2416.15 0 03/30/2007 2421.64 2432.2 2403.01 2421.64 0 04/30/2007 2525.09 2558.75 2525.09 2525.09 0 05/31/2007 2604.52 2607.9 2594.29 2604.52 0 06/29/2007 2603.23 2626.56 2590.09 2603.23 0 07/31/2007 2545.57 2607.45 2545.9 2545.57 0 08/31/2007 2596.36 2603.11 2579.79 2596.36 0 09/28/2007 2701.5 2716.75 2692.02 2701.5 0 10/31/2007 2859.12 2861.51 2815.67 2859.12 0 11/30/2007 2660.96 2696.24 2642.25 2660.96 0 12/31/2007 2652.28 2668.61 2646.09 2652.28 0 01/31/2008 2318.22 2403.46 2313.52 2389.86 0 02/29/2008 2308.21 2311.23 2264.97 2271.48 0 03/31/2008 2265.09 2289.7 2260.59 2279.1 0 04/30/2008 2433.33 2451.19 2406.37 2412.8 0 05/30/2008 2517.86 2530.16 2510.65 2522.66 0 06/30/2008 2311.99 2325.49 2292.98 2292.98 0 07/31/2008 2311.11 2353.39 2309.64 2325.55 0 08/29/2008 2391.15 2393.49 2360.91 2367.52 0 09/30/2008 2034.39 2094.31 2015.93 2091.88 0 10/31/2008 1686.65 1742.54 1673.32 1720.95 0 11/28/2008 1519.04 1535.57 1512.41 1535.57 0 12/31/2008 1551.13 1586.76 1548.93 1577.03 0 28439.66 1 23 4 5 67 8 9 101112131415161718192021222324 0 500 1000 1500 2000 2500 3000 3500 Column H

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Page 1: Stock Indicies

Date Open High Low Close/Last Volume01/31/2007 2463.93 2471.2 2433.76 2463.93 0 2463.9302/28/2007 2416.15 2431.86 2395.35 2416.15 0 2416.1503/30/2007 2421.64 2432.2 2403.01 2421.64 0 2421.6404/30/2007 2525.09 2558.75 2525.09 2525.09 0 2525.0905/31/2007 2604.52 2607.9 2594.29 2604.52 0 2604.5206/29/2007 2603.23 2626.56 2590.09 2603.23 0 2603.2307/31/2007 2545.57 2607.45 2545.9 2545.57 0 2545.5708/31/2007 2596.36 2603.11 2579.79 2596.36 0 2596.3609/28/2007 2701.5 2716.75 2692.02 2701.5 0 2701.510/31/2007 2859.12 2861.51 2815.67 2859.12 0 2859.1211/30/2007 2660.96 2696.24 2642.25 2660.96 0 2660.9612/31/2007 2652.28 2668.61 2646.09 2652.28 0 2652.2801/31/2008 2318.22 2403.46 2313.52 2389.86 0 2389.8602/29/2008 2308.21 2311.23 2264.97 2271.48 0 2271.4803/31/2008 2265.09 2289.7 2260.59 2279.1 0 2279.104/30/2008 2433.33 2451.19 2406.37 2412.8 0 2412.805/30/2008 2517.86 2530.16 2510.65 2522.66 0 2522.6606/30/2008 2311.99 2325.49 2292.98 2292.98 0 2292.9807/31/2008 2311.11 2353.39 2309.64 2325.55 0 2325.5508/29/2008 2391.15 2393.49 2360.91 2367.52 0 2367.5209/30/2008 2034.39 2094.31 2015.93 2091.88 0 2091.8810/31/2008 1686.65 1742.54 1673.32 1720.95 0 1720.9511/28/2008 1519.04 1535.57 1512.41 1535.57 0 1535.5712/31/2008 1551.13 1586.76 1548.93 1577.03 0 1577.03

28439.66

1 3 5 7 9 11 13 15 17 19 21 230

500

1000

1500

2000

2500

3000

3500

Column H

Page 2: Stock Indicies

Change Growth

-47.78 -1.9391785.49 0.227221

103.45 4.27189879.43 3.14563-1.29 -0.049529

-57.66 -2.21494150.79 1.995231

105.14 4.049515157.62 5.834536

-198.16 -6.930804-8.68 -0.326198

-262.42 -9.894129-118.38 -4.953428

7.62 0.335464133.7 5.866351

109.86 4.553216-229.68 -9.104675

32.57 1.42042241.97 1.804734

-275.64 -11.64256-370.93 -17.7319-185.38 -10.77196

41.46 2.699975

Page 3: Stock Indicies

Date Open High Low CloseJan-07 12,459.54 12,685.54 12,313.01 12,621.69Feb-07 12,617.20 12,845.76 12,078.85 12,268.63Mar-07 12,265.59 12,550.07 11,926.79 12,354.35Apr-07 12,354.52 13,226.99 12,284.54 13,062.91

May-07 13,062.75 13,718.82 12,993.02 13,627.64Jun-07 13,628.69 13,756.69 13,205.08 13,408.62Jul-07 13,409.60 14,121.04 13,143.87 13,211.99

Aug-07 13,211.09 13,769.63 12,455.92 13,357.74Sep-07 13,358.39 13,994.64 12,992.02 13,895.63Oct-07 13,895.71 14,279.96 13,337.90 13,930.01

Nov-07 13,924.16 13,924.16 12,707.26 13,371.72Dec-07 13,368.22 13,850.92 13,059.32 13,264.82Jan-08 13,261.82 13,338.23 11,508.74 12,650.36Feb-08 12,638.17 12,841.88 12,006.79 12,266.39Mar-08 12,264.36 12,687.61 11,650.44 12,262.89Apr-08 12,266.64 13,052.91 12,208.42 12,820.13

May-08 12,818.34 13,191.49 12,397.56 12,638.32Jun-08 12,637.67 12,652.81 11,226.34 11,350.01Jul-08 11,344.64 11,820.21 10,731.96 11,378.02

Aug-08 11,379.89 11,933.55 11,144.59 11,543.55Sep-08 11,545.63 11,831.29 10,266.76 10,850.66Oct-08 10,847.40 11,022.06 7,773.71 9,325.01

Nov-08 9,326.04 9,711.46 7,392.27 8,829.04Dec-08 8,826.89 9,151.61 8,072.47 8,776.39

* Close price adjusted for dividends and splits.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 240.00

2,000.00

4,000.00

6,000.00

8,000.00

10,000.00

12,000.00

14,000.00

16,000.00

Column G

Page 4: Stock Indicies

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 240.00

2,000.00

4,000.00

6,000.00

8,000.00

10,000.00

12,000.00

14,000.00

16,000.00

Column G

Page 5: Stock Indicies

Avg Vol Adj Close* Grwoth2,983,144,500 12,621.692,935,275,700 12,268.63 -353.06 -2.7972483,205,736,800 12,354.35 85.72 0.6986933,006,294,500 13,062.91 708.56 5.7353083,104,253,600 13,627.64 564.73 4.3231563,261,343,300 13,408.62 -219.02 -1.6071753,564,854,700 13,211.99 -196.63 -1.4664454,091,885,600 13,357.74 145.75 1.1031653,196,581,500 13,895.63 537.89 4.0268043,477,202,100 13,930.01 34.38 0.2474164,317,578,500 13,371.72 -558.29 -4.0078223,299,866,500 13,264.82 -106.90 -0.7994484,925,982,300 12,650.36 -614.46 -4.6322534,148,143,000 12,266.39 -383.97 -3.035254,868,908,000 12,262.89 -3.50 -0.0285334,113,069,000 12,820.13 557.24 4.5441164,039,814,700 12,638.32 -181.81 -1.418164,840,303,300 11,350.01 -1,288.31 -10.193685,923,937,200 11,378.02 28.01 0.2467844,264,482,300 11,543.55 165.53 1.4548237,009,506,600 10,850.66 -692.89 -6.00247,290,610,800 9,325.01 -1,525.65 -14.060446,231,635,200 8,829.04 -495.97 -5.3187075,320,791,300 8,776.39 -52.65 -0.596328

Growth %

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 240.00

2,000.00

4,000.00

6,000.00

8,000.00

10,000.00

12,000.00

14,000.00

16,000.00

Column G

Page 6: Stock Indicies

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 240.00

2,000.00

4,000.00

6,000.00

8,000.00

10,000.00

12,000.00

14,000.00

16,000.00

Column G

Page 7: Stock Indicies

Month Open High Low Close Price/Earnings Price/Book value

January 2007  1,655.28  1,723.27  1,603.20  1,691.45  20.32  4.53 

February 2007  1,695.50  1,760.70  1,525.45  1,545.27  19.00  4.57 

March 2007  1,551.10  1,588.25  1,461.85  1,556.72  17.00  4.18 

April 2007  1,530.10  1,712.66  1,483.45  1,666.14  18.03  4.41 

May 2007  1,680.30  1,773.90  1,638.80  1,766.08  18.59  4.45 

June 2007  1,773.34  1,805.67  1,693.32  1,804.81  19.68  4.50 

July 2007  1,809.90  1,941.75  1,806.68  1,894.18  20.95  4.75 

August 2007  1,879.13  1,897.77  1,678.29  1,857.70  19.02  4.46 

September 2007  1,865.69  2,124.18  1,860.53  2,118.86  20.81  4.71 

October 2007  2,124.02  2,460.72  2,079.13  2,439.87  24.57  5.58 

November 2007  2,470.89  2,513.05  2,273.15  2,454.23  25.36  5.93 

December 2007  2,479.21  2,666.59  2,450.23  2,656.52  27.07  6.36 

January 2008  2,664.67  2,776.96  1,904.07  2,230.39  25.74  6.15 

February 2008  2,248.44  2,371.08  2,063.20  2,217.47  21.69  5.38 

March 2008  2,178.64  2,178.64  1,819.94  1,932.41  19.38  4.81 

April 2008  1,946.04  2,183.34  1,892.09  2,157.52  19.87  4.90 

May 2008  2,187.32  2,213.68  2,014.01  2,038.22  20.05  4.91 

June 2008  2,055.31  2,059.91  1,638.67  1,644.18  17.98  4.23 

July 2008  1,647.70  1,836.17  1,532.03  1,749.11  17.15  3.35 

August 2008  1,720.25  1,899.61  1,714.91  1,782.08  18.52  3.53 

September 2008  1,767.25  1,844.38  1,474.96  1,555.70  17.36  3.31 

October 2008  1,570.74  1,592.41  921.75  1,145.68  12.87  2.46 

Page 8: Stock Indicies

November 2008  1,187.12  1,282.79  991.75  1,062.35  12.38  2.17 

December 2008  1,068.68  1,209.43  997.91  1,156.59  12.65  2.22 

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 240

500

1000

1500

2000

2500

3000

Column J

Page 9: Stock Indicies

Dividend Yield

1691.45 - -

1545.27 -146.18 -8.642289

1556.72 11.45 0.740971

1666.14 109.42 7.028881

1766.08 99.94 5.998295

1804.81 38.73 2.192992

1894.18 89.37 4.951768

1857.7 -36.48 -1.925899

2118.86 261.16 14.05824

2439.87 321.01 15.15013

2454.23 14.36 0.588556

2656.52 202.29 8.242504

2230.39 -426.13 -16.04091

2217.47 -12.92 -0.579271

1932.41 -285.06 -12.85519

2157.52 225.11 11.64918

2038.22 -119.3 -5.529497

1644.18 -394.04 -19.33255

1749.11 104.93 6.381905

1782.08 32.97 1.884959

1555.7 -226.38 -12.70313

1145.68 -410.02 -26.35598

1.18 

1.17 

1.28 

1.20 

1.12 

1.05 

0.98 

1.05 

1.01 

0.89 

0.84 

0.78 

0.82 

0.93 

1.04 

1.00 

0.97 

1.07 

1.22 

1.15 

1.23 

1.67 

Page 10: Stock Indicies

1062.35 -83.33 -7.27341

1156.59 94.24 8.870899

1.86 

1.82 

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 240

500

1000

1500

2000

2500

3000

Column J

Page 11: Stock Indicies

Month Open High Low Close

Jan-07

Feb-07

Mar-07

Apr-07

May-07

Jun-07

Jul-07

Aug-07

Sep-07

Oct-07

Nov-07

Dec-07

Jan-08

Feb-08

Mar-08

Apr-08

May-08

Jun-08

Jul-08

Aug-08

Sep-08

Oct-08 0

Price/Earnings

13,827.77 14,325.9

2 13,303.2

2 14,090.9

2  22.73 

14,124.36 14,723.8

8 12,800.9

1 12,938.0

9  21.56 

13,013.74 13,386.9

5 12,316.1

0 13,072.1

0  19.84 

12,811.93 14,383.7

2 12,425.5

2 13,872.3

7  20.75 

13,987.77 14,576.3

7 13,554.3

4 14,544.4

6  20.84 

14,610.28 14,683.3

6 13,946.9

9 14,650.5

1  20.67 

14,685.16 15,868.8

5 14,638.8

8 15,550.9

9  21.78 

15,344.02 15,542.4

0 13,779.8

8 15,318.6

0  19.99 

15,401.99 17,361.4

7 15,323.0

5 17,291.1

0  21.69 

17,356.99 20,238.1

6 17,144.5

8 19,837.9

9  24.86 

20,130.23 20,204.2

1 18,182.8

3 19,363.1

9  25.44 

19,547.09 20,498.1

1 18,886.4

0 20,286.9

9  26.94 

20,325.27 21,206.7

7 15,332.4

2 17,648.7

1  25.53 

17,820.67 18,895.3

4 16,457.7

4 17,578.7

2  22.23 

17,227.56 17,227.5

6 14,677.2

4 15,644.4

4  20.18 

15,771.72 17,480.7

4 15,297.9

6 17,287.3

1  20.71 

17,560.15 17,735.7

0 16,196.0

2 16,415.5

7  20.66 

16,591.46 16,632.7

2 13,405.5

4 13,461.6

0  18.22 

13,480.02 15,130.0

9 12,514.0

2 14,355.7

5  17.06 

14,064.26 15,579.7

8 14,002.4

3 14,564.5

3  18.25 

14,412.99 15,107.0

1 12,153.5

5 12,860.4

3  17.36 

13,006.72 13,203.8

6  9,788.06  13.19 

Page 12: Stock Indicies

Nov-08

Dec-08

10,209.37 10,945.4

1  8,316.39  9,092.72  11.88 

9,162.94 10,188.5

4  8,467.43  9,647.31  12.16 

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 240

5000

10000

15000

20000

25000

Column J

Page 13: Stock Indicies

Price/Bookvalue

14090.92 Growth

12938.09 -1152.83 -8.181368

13072.1 134.01 1.035779

13872.37 800.27 6.12197

14544.46 672.09 4.84481

14650.51 106.05 0.729144

15550.99 900.48 6.146407

15318.6 -232.39 -1.494374

17291.1 1972.5 12.8765

19837.99 2546.89 14.72949

19363.19 -474.8 -2.393388

20286.99 923.8 4.770908

17648.71 -2638.28 -13.00479

17578.72 -69.99 -0.396573

15644.44 -1934.28 -11.00353

17287.31 1642.87 10.5013

16415.57 -871.74 -5.042658

13461.6 -2953.97 -17.99493

14355.75 894.15 6.642227

14564.5 208.75 1.454121

12860.43 -1704.07 -11.70016

9788.06 -3072.37 -23.8901

Dividend Yield

5.30  1.19 

5.38  1.18 

4.95  1.28 

5.13  1.21 

4.95  1.15 

4.78  1.15 

4.98  1.07 

4.80  1.14 

5.16  1.11 

5.89  0.97 

6.13  0.90 

6.54  0.85 

6.35  0.88 

5.71  0.97 

5.19  1.07 

5.22  1.03 

4.82  1.01 

4.09  1.14 

3.59  1.36 

3.81  1.26 

3.62  1.33 

2.76  1.76 

Page 14: Stock Indicies

9092.72 -695.34 -7.103961

9647.31 554.59 6.099275

2.48  1.92 

2.54  1.87 

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 240

5000

10000

15000

20000

25000

Column J

Page 15: Stock Indicies

Date Sensex BSE 200

Jan-07 - -Feb-07 -8.18137 -8.6422892Mar-07 1.035779 0.74097083Apr-07 6.12197 7.02888124May-07 4.84481 5.99829546Jun-07 0.729144 2.19299239Jul-07 6.146407 4.95176778Aug-07 -1.49437 -1.9258993Sep-07 12.8765 14.0582441Oct-07 14.72949 15.1501279Nov-07 -2.39339 0.58855595Dec-07 4.770908 8.24250376Jan-08 -13.0048 -16.040911Feb-08 -0.39657 -0.5792709Mar-08 -11.0035 -12.855191Apr-08 10.5013 11.6491842May-08 -5.04266 -5.5294968Jun-08 -17.9949 -19.332555Jul-08 6.642227 6.38190466Aug-08 1.454121 1.88495864Sep-08 -11.7002 -12.703133Oct-08 -23.8901 -26.355981Nov-08 -7.10396 -7.2734097Dec-08 6.099275 8.87089942

0.99340574

Method for Calculation of Co-efficent of Corelation

let Sensex= x and BSE 200 = y

Page 16: Stock Indicies

x y xy-8.18137 -8.6422892 66.93478 74.68916193 70.705746771.035779 0.74097083 1.072838 0.549037776 0.767481919

6.12197 7.02888124 37.47851 49.40517145 43.03059794.84481 5.99829546 23.47219 35.97954844 29.06060317

0.729144 2.19299239 0.53165 4.809215622 1.5990063776.146407 4.95176778 37.77832 24.52000411 30.43558106-1.49437 -1.9258993 2.233155 3.709088244 2.87801449412.8765 14.0582441 165.8043 197.6342262 181.0210229

14.72949 15.1501279 216.9577 229.5263754 223.1535833-2.39339 0.58855595 5.728304 0.346398104 -1.408642534.770908 8.24250376 22.76156 67.93886821 39.32422794-13.0048 -16.040911 169.1245 257.310815 208.6086393-0.39657 -0.5792709 0.15727 0.335554764 0.229723133-11.0035 -12.855191 121.0777 165.2559312 141.452497710.5013 11.6491842 110.2774 135.703492 122.3316093

-5.04266 -5.5294968 25.4284 30.57533519 27.88336396-17.9949 -19.332555 323.8174 373.747678 347.88793286.642227 6.38190466 44.11918 40.72870706 42.390058011.454121 1.88495864 2.114468 3.55306906 2.740958259-11.7002 -12.703133 136.8938 161.3695986 148.6287106-23.8901 -26.355981 570.737 694.6377466 629.6471117-7.10396 -7.2734097 50.46627 52.90248835 51.670021296.099275 8.87089942 37.20116 78.69285654 54.10605528

∑ -26.2539 -23.498851 2172.168 2683.920368 2398.143905

∑xy 2398.144∑x∑y/N 26.82333

2172.16829.96815

2683.9224.00852

N 2371.321 2371.320577 Therefore COOR=D √ 5698063 2387.061493

x2 y2

∑x2

(∑x)2/N∑y2

(∑y)2/N

-30 -25 -20 -15 -10 -5 0 5 10 15 20

-30

-25

-20

-15

-10

-5

0

5

10

15

20

f(x) = 1.10695584983212 x + 0.241872205968801R² = 0.986854954374439

BSE and SENSEX

Column CLinear (Column C)

BSE 200

SEN

SEX

Page 17: Stock Indicies

-30 -25 -20 -15 -10 -5 0 5 10 15 20

-30

-25

-20

-15

-10

-5

0

5

10

15

20

f(x) = 1.10695584983212 x + 0.241872205968801R² = 0.986854954374439

BSE and SENSEX

Column CLinear (Column C)

BSE 200

SEN

SEX

Page 18: Stock Indicies

Therefore COOR= 0.993406

-30 -25 -20 -15 -10 -5 0 5 10 15 20

-30

-25

-20

-15

-10

-5

0

5

10

15

20

f(x) = 1.10695584983212 x + 0.241872205968801R² = 0.986854954374439

BSE and SENSEX

Column CLinear (Column C)

BSE 200

SEN

SEX

Page 19: Stock Indicies

-30 -25 -20 -15 -10 -5 0 5 10 15 20

-30

-25

-20

-15

-10

-5

0

5

10

15

20

f(x) = 1.10695584983212 x + 0.241872205968801R² = 0.986854954374439

BSE and SENSEX

Column CLinear (Column C)

BSE 200

SEN

SEX

Page 20: Stock Indicies

MonthJan-07Feb-07 -8.64229 -1.939178Mar-07 0.740971 0.227221Apr-07 7.028881 4.271898May-07 5.998295 3.14563Jun-07 2.192992 -0.049529Jul-07 4.951768 -2.214941Aug-07 -1.9259 1.995231Sep-07 14.05824 4.049515Oct-07 15.15013 5.834536Nov-07 0.588556 -6.930804Dec-07 8.242504 -0.326198Jan-08 -16.0409 -9.894129Feb-08 -0.57927 -4.953428Mar-08 -12.8552 0.335464Apr-08 11.64918 5.866351May-08 -5.5295 4.553216Jun-08 -19.3326 -9.104675Jul-08 6.381905 1.420422Aug-08 1.884959 1.804734Sep-08 -12.7031 -11.64256Oct-08 -26.356 -17.7319Nov-08 -7.27341 -10.77196Dec-08 8.870899 2.699975COOR 0.806559

Method for Calculation of Co-efficent of Corelation

let BSE 200= x and Nasdaq Composite 100= y x y xy

-8.6423 -1.939178 74.68916 3.760413 16.758940.740971 0.227221 0.549038 0.051629 0.1683647.028881 4.271898 49.40517 18.24912 30.026675.998295 3.14563 35.97955 9.894991 18.868422.192992 -0.049529 4.809216 0.002453 -0.1086174.951768 -2.214941 24.52 4.905962 -10.96787

-1.9259 1.995231 3.709088 3.980946 -3.84261414.05824 4.049515 197.6342 16.39858 56.9290815.15013 5.834536 229.5264 34.04181 88.39397

BSE-200

Growth

Nasdaq

Growth

x2 y2

Page 21: Stock Indicies

0.588556 -6.930804 0.346398 48.03604 -4.0791668.242504 -0.326198 67.93887 0.106405 -2.688689-16.0409 -9.894129 257.3108 97.89379 158.7108-0.57927 -4.953428 0.335555 24.53645 2.869377-12.8552 0.335464 165.2559 0.112536 -4.31245511.64918 5.866351 135.7035 34.41407 68.3382

-5.5295 4.553216 30.57534 20.73178 -25.17699-19.3326 -9.104675 373.7477 82.89511 176.01666.381905 1.420422 40.72871 2.0176 9.0651.884959 1.804734 3.553069 3.257066 3.40185-12.7031 -11.64256 161.3696 135.5493 147.897

-26.356 -17.7319 694.6377 314.4202 467.3415-7.27341 -10.77196 52.90249 116.0351 78.348868.870899 2.699975 78.69286 7.289863 23.9512

∑ -23.4989 -39.3551 2683.92 978.5811 1295.91

∑xy 1295.91∑x∑y/N 40.20868

2683.9224.00852978.581167.34018

N 1255.701 1255.701 Therefore COOR= 0.806559D √ 2423821 1556.862

∑x2

(∑x)2/N∑y2

(∑y)2/N

-30 -25 -20 -15 -10 -5 0 5 10 15 20

-20

-15

-10

-5

0

5

10

f(x) = 0.472083642077556 x − 1.22876875705763R² = 0.650536900796723

Co-relation between BSE 200 and Nasdaq Composite 100

Column CLinear (Column C)

BSE-200

NAS

DAQ

Com

posit

e 10

0

Page 22: Stock Indicies

-30 -25 -20 -15 -10 -5 0 5 10 15 20

-20

-15

-10

-5

0

5

10

f(x) = 0.472083642077556 x − 1.22876875705763R² = 0.650536900796723

Co-relation between BSE 200 and Nasdaq Composite 100

Column CLinear (Column C)

BSE-200 N

ASDA

Q C

ompo

site

100

Page 23: Stock Indicies

-30 -25 -20 -15 -10 -5 0 5 10 15 20

-20

-15

-10

-5

0

5

10

f(x) = 0.472083642077556 x − 1.22876875705763R² = 0.650536900796723

Co-relation between BSE 200 and Nasdaq Composite 100

Column CLinear (Column C)

BSE-200

NAS

DAQ

Com

posit

e 10

0

Page 24: Stock Indicies

-30 -25 -20 -15 -10 -5 0 5 10 15 20

-20

-15

-10

-5

0

5

10

f(x) = 0.472083642077556 x − 1.22876875705763R² = 0.650536900796723

Co-relation between BSE 200 and Nasdaq Composite 100

Column CLinear (Column C)

BSE-200

NAS

DAQ

Com

posit

e 10

0

Page 25: Stock Indicies

Date Sensex NasdaqJan-07 - -Feb-07 -8.181368 -1.93918Mar-07 1.035779 0.22722Apr-07 6.12197 4.2719

May-07 4.84481 3.14563Jun-07 0.729144 -0.04953Jul-07 6.146407 -2.21494

Aug-07 -1.494374 1.99523Sep-07 12.8765 4.04952Oct-07 14.72949 5.83454Nov-07 -2.393388 -6.9308Dec-07 4.770908 -0.3262Jan-08 -13.00479 -9.89413Feb-08 -0.396573 -4.95343Mar-08 -11.00353 0.33546Apr-08 10.5013 5.86635

May-08 -5.042658 4.55322Jun-08 -17.99493 -9.10468Jul-08 6.642227 1.42042

Aug-08 1.454121 1.80473Sep-08 -11.70016 -11.6426Oct-08 -23.8901 -17.7319Nov-08 -7.103961 -10.772Dec-08 6.099275 2.69997

COCR 0.81835

Method for Calculation of Co-efficent of Corelation

let Sensex= x and NASDAQ Composite (IXIC) = y x y xy

-8.181368 -1.93918 66.93478 3.760413 15.865131.035779 0.22722 1.072838 0.051629 0.235351

6.12197 4.2719 37.47851 18.24912 26.152434.84481 3.14563 23.47219 9.894991 15.23998

0.729144 -0.04953 0.53165 0.002453 -0.0361146.146407 -2.21494 37.77832 4.905962 -13.61393

-1.494374 1.99523 2.233155 3.980946 -2.98162212.8765 4.04952 165.8043 16.39858 52.1436

14.72949 5.83454 216.9577 34.04181 85.93972

x2 y2

-20 -15 -10 -5 0 5 10

-30

-25

-20

-15

-10

-5

0

5

10

15

20

f(x) = 1.25473615868213 x + 1.00549433236686R² = 0.669696560976886

SENSEX and Nasdaq Composite

Column BLinear (Column B)

NASDAQ

SEN

SEX

Page 26: Stock Indicies

-2.393388 -6.9308 5.728304 48.03604 16.58814.770908 -0.3262 22.76156 0.106405 -1.556261

-13.00479 -9.89413 169.1245 97.89379 128.671-0.396573 -4.95343 0.15727 24.53645 1.964395-11.00353 0.33546 121.0777 0.112536 -3.69129

10.5013 5.86635 110.2774 34.41407 61.60432-5.042658 4.55322 25.4284 20.73178 -22.96031-17.99493 -9.10468 323.8174 82.89511 163.8386.642227 1.42042 44.11918 2.0176 9.4347671.454121 1.80473 2.114468 3.257066 2.624302

-11.70016 -11.6426 136.8938 135.5493 136.2199-23.8901 -17.7319 570.737 314.4202 423.6168

-7.103961 -10.772 50.46627 116.0351 76.523576.099275 2.69997 37.20116 7.289863 16.46789

∑ -26.2539 -39.3551 2172.168 978.5811 1188.29

∑xy 1188.29∑x∑y/N 44.92283

2172.16829.96815978.581167.34018

N 1143.367 1143.367 Therefore COOR= 0.81835D √ 1952060 1397.161

∑x2

(∑x)2/N∑y2

(∑y)2/N

Page 27: Stock Indicies

-20 -15 -10 -5 0 5 10

-30

-25

-20

-15

-10

-5

0

5

10

15

20

f(x) = 1.25473615868213 x + 1.00549433236686R² = 0.669696560976886

SENSEX and Nasdaq Composite

Column BLinear (Column B)

NASDAQ

SEN

SEX

Page 28: Stock Indicies

Date Sensex DJIAJan-07 - -Feb-07 -8.181368 -2.797248Mar-07 1.035779 0.698693Apr-07 6.12197 5.735308

May-07 4.84481 4.323156Jun-07 0.729144 -1.607175Jul-07 6.146407 -1.466445

Aug-07 -1.494374 1.103165Sep-07 12.8765 4.026804Oct-07 14.72949 0.247416Nov-07 -2.393388 -4.007822Dec-07 4.770908 -0.799448Jan-08 -13.00479 -4.632253Feb-08 -0.396573 -3.03525Mar-08 -11.00353 -0.028533Apr-08 10.5013 4.544116

May-08 -5.042658 -1.41816Jun-08 -17.99493 -10.19368Jul-08 6.642227 0.246784

Aug-08 1.454121 1.454823Sep-08 -11.70016 -6.0024Oct-08 -23.8901 -14.06044Nov-08 -7.103961 -5.318707Dec-08 6.099275 -0.596328

COCR 0.83064

Method for Calculation of Co-efficent of Corelation

let Sensex= x and NASDAQ Composite (IXIC) = y x y xy

-8.181368 -2.797248 66.93478 7.824598 22.885321.035779 0.698693 1.072838 0.488171 0.723691

6.12197 5.735308 37.47851 32.89376 35.111384.84481 4.323156 23.47219 18.68968 20.94487

0.729144 -1.607175 0.53165 2.583011 -1.1718616.146407 -1.466445 37.77832 2.15046 -9.013366

-1.494374 1.103165 2.233155 1.216972 -1.64854112.8765 4.026804 165.8043 16.21515 51.85115

14.72949 0.247416 216.9577 0.061215 3.644309

x2 y2

Page 29: Stock Indicies

-2.393388 -4.007822 5.728304 16.06264 9.5922724.770908 -0.799448 22.76156 0.639118 -3.814095

-13.00479 -4.632253 169.1245 21.45777 60.24147-0.396573 -3.03525 0.15727 9.21274 1.203698-11.00353 -0.028533 121.0777 0.000814 0.313967

10.5013 4.544116 110.2774 20.64899 47.71914-5.042658 -1.41816 25.4284 2.011179 7.151298-17.99493 -10.19368 323.8174 103.9111 183.43466.642227 0.246784 44.11918 0.060902 1.6391951.454121 1.454823 2.114468 2.116509 2.115488

-11.70016 -6.0024 136.8938 36.0288 70.22904-23.8901 -14.06044 570.737 197.6958 335.9052

-7.103961 -5.318707 50.46627 28.28865 37.783896.099275 -0.596328 37.20116 0.355607 -3.637166

∑ -26.2539 -33.58362 2172.168 520.6137 873.2049

∑xy 873.2049∑x∑y/N 38.33483

2172.16829.96815520.613749.03737

N 834.8701 834.8701 Therefore COOR= 0.83064D √ 1010211 1005.092

∑x2

(∑x)2/N∑y2

(∑y)2/N

-30 -25 -20 -15 -10 -5 0 5 10 15 20

-20

-15

-10

-5

0

5

10

f(x) = 0.389725611078189 x − 1.01529575565677R² = 0.689963121732453

DJIA and SENSEX

Column CLinear (Column C)

SENSEX

DJIA

Page 30: Stock Indicies

-30 -25 -20 -15 -10 -5 0 5 10 15 20

-20

-15

-10

-5

0

5

10

f(x) = 0.389725611078189 x − 1.01529575565677R² = 0.689963121732453

DJIA and SENSEX

Column CLinear (Column C)

SENSEX D

JIA

Page 31: Stock Indicies

Date BSE200 DJIAJan-07 - -Feb-07 -8.642289 -2.797248Mar-07 0.740971 0.698693Apr-07 7.028881 5.735308

May-07 5.998295 4.323156Jun-07 2.192992 -1.607175Jul-07 4.951768 -1.466445

Aug-07 -1.925899 1.103165Sep-07 14.05824 4.026804Oct-07 15.15013 0.247416Nov-07 0.588556 -4.007822Dec-07 8.242504 -0.799448Jan-08 -16.04091 -4.632253Feb-08 -0.579271 -3.03525Mar-08 -12.85519 -0.028533Apr-08 11.64918 4.544116

May-08 -5.529497 -1.41816Jun-08 -19.33255 -10.19368Jul-08 6.381905 0.246784

Aug-08 1.884959 1.454823Sep-08 -12.70313 -6.0024Oct-08 -26.35598 -14.06044Nov-08 -7.27341 -5.318707Dec-08 8.870899 -0.596328

COCR 0.816033

Method for Calculation of Co-efficent of Corelation

let BSE= x and DOW JONES INDUSTRIAL AVERAGE = y x y xy

-8.642289 -2.797248 74.68916 7.824598 24.174630.740971 0.698693 0.549038 0.488171 0.5177117.028881 5.735308 49.40517 32.89376 40.31285.998295 4.323156 35.97955 18.68968 25.931572.192992 -1.607175 4.809216 2.583011 -3.5245224.951768 -1.466445 24.52 2.15046 -7.261494

-1.925899 1.103165 3.709088 1.216972 -2.12458414.05824 4.026804 197.6342 16.21515 56.6097915.15013 0.247416 229.5264 0.061215 3.7483830.588556 -4.007822 0.346398 16.06264 -2.358827

x2 y2

-30 -25 -20 -15 -10 -5 0 5 10 15 20

-20

-15

-10

-5

0

5

10

f(x) = 0.343597728846166 x − 1.10910734843483R² = 0.665910446183927

DJIA and BSE200

Column CLinear (Column C)

BSE200

DIJA

Page 32: Stock Indicies

8.242504 -0.799448 67.93887 0.639118 -6.589456-16.04091 -4.632253 257.3108 21.45777 74.30555-0.579271 -3.03525 0.335555 9.21274 1.758232-12.85519 -0.028533 165.2559 0.000814 0.366811.64918 4.544116 135.7035 20.64899 52.93525

-5.529497 -1.41816 30.57534 2.011179 7.841713-19.33255 -10.19368 373.7477 103.9111 197.06996.381905 0.246784 40.72871 0.060902 1.5749511.884959 1.454823 3.553069 2.116509 2.74228

-12.70313 -6.0024 161.3696 36.0288 76.24928-26.35598 -14.06044 694.6377 197.6958 370.5766

-7.27341 -5.318707 52.90249 28.28865 38.685148.870899 -0.596328 78.69286 0.355607 -5.289962

∑ -23.49885 -33.58362 2683.92 520.6137 948.2517

∑xy 948.2517∑x∑y/N 34.31202

2683.9224.00852520.613749.03737

N 913.9397 913.9397 Therefore COOR= 0.816033D √ 1254351 1119.978

∑x2

(∑x)2/N∑y2

(∑y)2/N

Page 33: Stock Indicies

-30 -25 -20 -15 -10 -5 0 5 10 15 20

-20

-15

-10

-5

0

5

10

f(x) = 0.343597728846166 x − 1.10910734843483R² = 0.665910446183927

DJIA and BSE200

Column CLinear (Column C)

BSE200

DIJA