stock indicies
TRANSCRIPT
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
-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
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
-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
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
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
-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
-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
-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
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
-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
-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
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
-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
-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
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
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
-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