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Asset Class

Company
december november october

phramaceuticals

Cement
Bank
Food& beverages
Insurance

Squire Pharma
Beximco pharma
ACI LTD
heidelbarg cement
Meghna cement
Dhaka Bank
Dutch Bangla Bank
Bangas
Fu wang
Meghna life insurance

168.6

168.4

179.1

55.9

51.8

56.9

141.2

141.9

148.4

264.7

267.5

273.6

104.8

113.7

118.5

24.8

22.7

24.4

117

108.2

114.6

189.3

202.1

311

26

28.5

35.4

112.8

113.8

128.5

2012
september

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

2011
january

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

2010
november

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

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

2,799.00

3,199.00

2009
september

august

july

june

may

2,748.00

2,492.50

3,294.75

3,738.25

3217.5

159.00

159.70

166.90

196.80

439.70

440.00

440.60

456.30

1,699.50

1,568.75

1,512.75

1,429.25

772.00

818.25

579.00

349.25

346.75

1,257.00

april

march

february

2825.75

2935.5

2908.75

146.4

148.1

153.8

153.2

394.2

466.4

440.1

463.7

1276.25

1181.75

1198.25

1209

579.00

599

479.25

534

531.75

334.25

332.00

309.5

308.5

251.25

354.5

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

january

decembernovember october

september

2008
june

august july

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

1,219.50

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

1,058.50

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

phramaceuticals

Cement
Bank
Food& beverages
Insurance

Squire Pharma
Beximco pharma
ACI LTD
heidelbarg cement
Meghna cement
Dhaka Bank
Dutch Bangla Bank
Bangas
Fu wang
Meghna life insurance

november
october

2012
september august july

june

may

april

march

februaryjanuary

25

5
40

2011
decembernovember
october september august july

june

may

april

30
80
45
25

2010
march

februaryjanuary decembernovember
october septemberaugust

july
35

5
30

june

may

april

march

februaryjanuary decembernovember
october

43

15

2009
september
august july

june

may

april

march

35

38
35
15

februaryjanuary

decembernovember
october september
august july

2008
june
may

april

40
10
100
33
15
15
6

march

15

februaryjanuary

Asset Class

Company
December

phramaceuticals

Cement
Bank
Food& beverages
Insurance

Squire Pharma
Beximco pharma
ACI LTD
heidelbarg cement
Meghna cement
Dhaka Bank
Dutch Bangla Bank
Bangas
Fu wang
Meghna life insurance

november

45%
12%

2012
october

september

august

july

june

may

april

march

40%

30%

2011
februaryjanuary decembernovember
october september

august

july

june

35%

40%

may

april

march

februaryjanuary decembernovember
october

21%
20%

35%
32%

september

2010
august july

june

may

april

march

30%

25%
33.33%

35%

februaryjanuary december

2009
november
october september
august july

june

may

april

march

30%
15%

10%
50%
10%
30%

february

january

december november october september


august july
40%

25%

2008
june
may

april

march

20%
20%

25%
25.33%

february january

Asset Class

Company
december

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

november october

september

2012
august july

june

may

april

march

februaryjanuary december

2011
november
october september
august july

june

may

april

march

2010
februaryjanuary decembernovember
october september
august july

june

2009
may

april

march

100%

februaryjanuary decembernovember
october september

august july

june

may

april

march

februaryjanuary december

november
october september
august july

2008
june
may

april

march

februaryjanuary

Asset Class

Company
decembernovember
october september
august

phramaceuticals Squire Pharma


Beximco pharma
ACI LTD
Cement
heidelbarg cement
Meghna cement
Bank
Dhaka Bank
Dutch Bangla Bank
Food& beveragesBangas
Fu wang
Insurance
Meghna life insurance

2012
july

june

may

april

march

februaryjanuary decembernovember

2011
october september
august july

june

may

april

march

february

2010
january decembernovember
october september
august july

june

may

2009
april

march

10

februaryjanuary decembernovember
october september
august

july

june

may

april

march

februaryjanuary decembernovember

october september
august july

2008
june
may

april

march

february

january

Asset Class

Company
decembernovember
october september

phramaceuticals

Cement
Bank
Food& beverages
Insurance

Squire Pharma
Beximco pharma
ACI LTD
heidelbarg cement
Meghna cement
Dhaka Bank
Dutch Bangla Bank
Bangas
Fu wang
Meghna life insurance

2012
august july

june

may

april

march

februaryjanuary december

10

10

10

10

2011
november
october september
august july

june

may

april

march

2010
februaryjanuary decembernovember
october september
august july

june

10

10

10

2009
may

april

march

februaryjanuary decembernovember
october september

august july

june

may

april

march

februaryjanuary december

1
1

2008
june
may

november
october september
august july

april

march

februaryjanuary
1

Asset Class

Company
decembernovember
october september

phramaceuticals

Cement
Bank
Food& beverages
Insurance

Squire Pharma
Beximco pharma
ACI LTD
heidelbarg cement
Meghna cement
Dhaka Bank
Dutch Bangla Bank
Bangas
Fu wang
Meghna life insurance

2012
august july

june

may

april

march

februaryjanuary december

0.134698

0 0.143678

0 0.344531

2011
november
october september
august july

june

may

april

march

0 0.011109

0 0.302115

0 0.014741

0 0.109505

0 0.121065

0 0.020134

2010
februaryjanuary decembernovember
october september
august july

june

0 0.011407

2009
may

april

march

februaryjanuary decembernovember
october september

0.015361

0 0.006002

august july

june

may

april

march

februaryjanuary december

0.014042

0 0.029775

0 0.060449

0 0.059701

0 0.003479

0 0.002952

2008
june
may

november
october september
august july

april

march

0 0.013203

0 0.125471

0 0.313578

0 0.020738

0 0.026584

0 0.025147

0 0.237154

februaryjanuary
0

Asset Class

Company
decembernovember
october september

phramaceuticalsSquire Pharma
Beximco pharma
ACI LTD
Cement
heidelbarg cement
Meghna cement
Bank
Dhaka Bank
Dutch Bangla Bank
Food& beveragesBangas
Fu wang
Insurance
Meghna life insurance

-0.00119 0.063539

-0.00614

-0.07335 0.098456 0.015817


0.004958 0.045807 0.039757
0.010578 0.022804

-0.01864

0.084924 0.042216 0.070886


-0.08468

0.07489 0.032787

-0.07521

0.05915

-0.05672

0.067618 0.538842

-0.27203

0.227692 0.242105 0.155367


0.008865 0.129174 0.028794

2012
august july

june

0.459775 0.373922 0.033333

may

april

march

februaryjanuary december

-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

-0.01676

-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

-0.03866

0.02 0.101961 0.081851 0.148026 0.296275

0.007401

-0.05969 0.117188 0.078671

-0.39973

-0.19205

-0.18093

-0.04478

-0.01362

-0.03528 0.261526 0.144928 0.033572

0.08561

-0.01135

-0.04836

0.00755 0.089092 0.031346

0.0625 0.032353 0.119658 0.066158


-0.12407

-0.01149 0.078488 0.199461


-0.0491 0.134964

11.8731

-0.07858 0.037007 11.61443


-0.06444

-0.13265 0.494118

-0.04559

-1 0.338109

2011
november
october september
august july
9.33741

-0.02856 0.106468

0.38382 0.311609

0.061966

-0.12575 0.241657

-0.11863 0.139853

0.046951 0.034212 0.145284 0.009758 0.052957


8.88179 0.030153 0.151631 0.012917
-0.0702
-0.00225

june
7.06E-05

-0.05667

april
-0.01661

march
-0.00418

-0.2583 0.187425 0.443599 0.058824


-0.01028 0.178635 0.134441

-0.10553

-0.00337 0.003797 0.004194 0.000491 0.062863

-0.18567 0.747398 0.102328 0.090373 0.028378

-0.01402

0.00311 0.233392
-0.05556 0.425959

-0.01418 0.067146 0.053933

-0.04691

-0.07383

7.468692 0.008602 0.139902 0.014327 0.002197

-0.10351

-0.05607 0.025167 0.075812

8.589483

-0.14125 0.398992

-0.03794 0.098429 0.180059 0.081521

0.007874

-0.10938 0.342105 0.084967

0.029443

-0.0473

may

-0.12332 0.027249
-0.00753

-0.18816

-0.039 0.175866 0.034514 0.606139 0.386972

-0.02617 0.005758 0.187023


-0.01705

0.0219 0.026162

2010
februaryjanuary decembernovember
october september
august july
-0.12178 0.208525 0.014109 0.071195
-0.14677 0.311953 0.000741
-0.13993 0.460407

0.0755

-0.00901

-0.0678 0.144459 0.235395 0.036341


-0.02652

-0.02791

0.104 0.025497 0.013609 0.012652 0.009179 0.045983

-0.04348

-0.19769 0.327606 0.058275 0.058824

0.0351

june

-0.00598 0.034114

-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

0.341404 0.254513 0.097842 0.031455

-0.17789

-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

8.35085 7.756198

-0.06118

-0.03439 0.015005 0.273008

2009
may

april

march

februaryjanuary decembernovember
october september

-0.01737

-0.0717

-0.00077 0.004399

0.26931

-0.01777

0.076263 0.032145 0.143442

-0.08717

-0.00111
0.07988

-0.19932

0.03668

-0.09323 0.016366

-0.13348 0.026316 0.026266

0.01332 0.003531

-0.1263

-0.03108

-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

-0.2533 0.127212 0.246955 0.116115

-0.0598

-0.08325

-0.20248

-0.01202

-0.09321 0.025795

-0.2313

-0.18575

-0.21698 0.204337 0.120048 0.142908

-0.16036

0.039299
-0.0502

-0.08698 0.285764

0.30809 0.312263

-0.06978 0.090761 0.381364 0.142241


0.140039 0.086505 1.025478

-0.06414 0.068536

-0.21137 0.109057 0.140333

0.156262

-0.06558

-0.15367

-0.30843

-0.10089

0.0766

-0.01855

-0.12862

-0.15645 0.060278

august july

june

may

0.17913 0.321866 0.134608

-0.1393

april

march

-0.12176 0.038839

0.004403 0.045085 0.179149

-0.14451 0.011612 0.038488

0.000682 0.001364 0.035633

-0.13609 0.183156

-0.07693

-0.0357

-0.10705

0.059909

-0.29239

-0.00716

-0.03605

-0.0552

0 0.034542
-0.00673

0.013723 0.023739 0.131085

-0.06777

februaryjanuary december
-0.00911 0.009454 0.073223
-0.0039 0.120757

-0.0233

-0.05639 0.053624 0.097046 0.024769

-0.07405 0.013962 0.008971

-0.02399 0.028814

-0.19992 0.114241

-0.23366

-0.05276

-0.10413 0.410945 0.030324

-0.013

-0.00323

-0.00421

-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

november
october september
august july
-0.08735 0.045723

-0.05536

-0.32499 0.506184

-0.19941

-0.19927

-0.22099 0.486087

-0.02767

-0.13667 0.002171

-0.12809 0.152102

0.01189

-0.12889 0.191822

2008
june
may

0.49289 0.368213 0.316948


-0.06221

april

-0.03769

-0.1334

-0.09709

-0.031

-0.02635

-0.01804

-0.39689 0.249771

-0.23393

-0.04994

-0.03707

0.06483 0.016553 0.053154 0.131153

-0.01871 0.029243

march

-0.00494 0.400993

0.22109

-0.17392 0.046596
-0.10196

-0.35152

0.004854 0.020014 0.166441 0.067285

-0.01413 0.039691 0.034464 0.214121 0.259103

-0.05857

-0.01267 0.037259 0.033627 0.094374 0.405334

-0.19367 0.065393 0.007744

-0.00062 0.108696

-0.05042 0.060177 0.012799 0.068132 0.121914 0.080238

-0.11345 0.199052

-0.11858 0.112108 0.016129

-0.16271 0.202703

0.28151

-0.0873

-0.16182 0.419557 0.112034

-0.1 0.004831
-0.16917

-0.0034
-0.07692

-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 november
october september

phramaceuticalsSquire 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

-0.00119 0.063539

-0.00614

-0.07335 0.098456 0.015817


0.004958 0.045807 0.039757
0.010578 0.022804

-0.01864

0.084924 0.042216 0.070886


-0.08468

0.07489 0.032787

-0.07521

0.05915

-0.05672

0.067618 0.538842

-0.27203

0.227692 0.242105 0.155367


0.008865 0.129174 0.028794

2012
august july

june

0.594474 0.373922 0.033333

may

april

march

februaryjanuary december

-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

-0.01676

-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

-0.03866

0.02 0.101961 0.081851 0.148026 0.439953

0.007401

-0.05969 0.117188 0.078671

-0.39973

-0.19205

-0.18093

-0.04478

-0.01362

-0.03528 0.261526 0.144928 0.033572

0.08561

-0.01135

0.29617

0.00755 0.089092 0.031346

0.0625 0.032353 0.119658 0.066158


-0.12407

-0.01149 0.078488 0.199461


-0.0491 0.134964

11.8731

-0.07858 0.037007 11.61443


-0.06444

-0.13265 0.494118

-0.04559

-0.0057 0.338109

2011
november
october september
august july
9.33741

-0.02856 0.106468

0.39493 0.311609

0.061966

-0.12575 0.241657

-0.11863 0.139853

0.046951 0.034212 0.145284 0.009758 0.052957


8.88179 0.030153 0.151631 0.012917
-0.0702
-0.00225

june
7.06E-05

-0.05667

april
-0.01661

march
-0.00418

-0.2583 0.187425 0.443599 0.058824


-0.01028

0.48075 0.134441

-0.10553

-0.00337 0.003797 0.018935 0.000491 0.062863

-0.18567 0.747398 0.102328 0.090373 0.137883

-0.01402

0.00311 0.233392
-0.05556 0.547024

-0.01418 0.067146 0.053933

-0.04691

-0.07383

7.468692 0.008602 0.139902 0.014327 0.002197

-0.10351

-0.05607 0.025167 0.095947

8.589483

-0.14125 0.398992

-0.03794 0.098429 0.180059 0.081521

0.007874

-0.10938 0.342105 0.084967

0.029443

-0.0473

may

-0.12332 0.027249
-0.00753

-0.18816

-0.039 0.175866 0.034514 0.606139 0.386972

-0.02617 0.005758 0.187023


-0.01705

0.0219 0.026162

2010
februaryjanuary decembernovember
october september
august july
-0.12178 0.208525 0.014109 0.071195
-0.14677 0.311953 0.000741
-0.13993 0.460407

0.0755

-0.00901

-0.0678 0.155866 0.235395 0.036341


-0.02652

-0.02791

0.104 0.025497 0.013609 0.012652 0.009179 0.045983

-0.04348

-0.19769 0.327606 0.058275 0.058824

0.0351

june

-0.00598 0.034114

-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

0.341404 0.254513 0.097842 0.031455

-0.17789

-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

8.35085 7.756198

-0.06118

-0.03439 0.015005 0.273008

2009
may

april

march

februaryjanuary decembernovember
october september

-0.01737

-0.0717

-0.00077 0.004399

0.26931

-0.01777

0.076263 0.032145 0.143442

-0.08717

-0.00111
0.07988

-0.19932

0.03668

-0.09323 0.016366

-0.13348 0.026316 0.026266

0.01332 0.003531

-0.1263

-0.03108

-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

-0.2533 0.127212 0.246955 0.116115

-0.0598

-0.08325

-0.20248

-0.01202

-0.09321 0.025795

-0.2313

-0.18575

-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

-0.06558

-0.15367

0.039299
-0.0502

-0.08698 0.285764

0.30809 0.312263

-0.06978 0.090761 0.381364 0.142241


-0.30843

-0.10089

0.0766

-0.01855

-0.15645 0.060278

august july

june

0.193172 0.321866 0.134608

may
-0.1393

april

march

-0.12176 0.038839

0.004403 0.045085 0.179149

-0.14451 0.011612 0.038488

0.000682 0.001364 0.035633

-0.13609 0.183156

-0.07693

-0.07727

-0.0357

-0.0552

-0.0039 0.120757

-0.0233

-0.07405 0.013962 0.008971

-0.02399 0.028814
-0.23366

-0.05276

-0.04443 0.410945 0.030324

-0.013

-0.112 0.091776 0.077158 1.391823 0.486162

0.18409

-0.29239 0.060449 0.034542

-0.19992 0.114241

-0.00716

-0.03605

-0.00323

0.013723 0.023739 0.131085

-0.00911 0.009454 0.073223

-0.05639 0.053624 0.097046 0.024769

0.059909

-0.00673

februaryjanuary december

-0.06777

-0.2774

-0.00421

-0.19927

-0.1231

-0.11466

-0.21141

-0.06645

-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

november
october september
august july

2008
june
may

-0.08735 0.045723

-0.05536 0.506093 0.368213 0.316948

-0.32499 0.506184

-0.19941

-0.19927

-0.22099 0.486087

-0.02767

-0.12809 0.152102

0.01189

-0.12889 0.191822

april

march

-0.03769

-0.1334

-0.09709

-0.06221

-0.03707 0.094467

-0.02635

-0.01804

-0.13667 0.002171

-0.39689 0.563349

-0.23393

-0.04994

0.06483 0.016553 0.053154 0.151892

-0.01871 0.029243

-0.10196

-0.35152

0.004854 0.020014 0.166441 0.067285

-0.01413 0.039691 0.034464 0.214121

0.28425

-0.05857

-0.01267 0.037259 0.033627 0.094374 0.405334

-0.19367 0.065393 0.007744

-0.00494 0.427577

0.22109

-0.17392 0.046596

-0.00062 0.108696

-0.05042 0.060177 0.012799 0.068132 0.121914 0.080238

-0.11345 0.436206

-0.11858 0.112108 0.016129

-0.16271 0.202703

0.28151

-0.0873

-0.16182 0.419557 0.112034

-0.1 0.004831
-0.16917

-0.0034
-0.07692

-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

2012

2011

2010

2009

december
november
october
september
august
july
june
may
april
march
february
january
december
november
october
september
august
july
june
may
april
march
february
january
december
november
october
september
august
july
june
may
april
march
february
january
december
november
october
september
august
july
june
may
april
march

-0.00118624
0.063539192
-0.00614182
0.594473557
0.373922414
0.033333333
-0.008728653
0.042113323
-0.128214548
-0.0842815
-0.100322135
11.12787724
9.337410375
-0.028559772
0.106467871
0.394929513
0.311608961
7.05816E-05
-0.056673019
-0.016609307
-0.004184419
-0.121781649
0.208525446
0.01410884
0.071195344
-0.009011994
-0.06780341
0.155865945
0.235394769
0.036340852
-0.017374149
-0.071696891
-0.00076746
0.004398827
-0.00111227
-0.199317976
0.036679704
-0.093233839
0.016366158
0.193172403
0.321865597
0.134608089
-0.13930315
-0.121756022
0.038839246

Beximco pharma ACI LTD


-0.073345259
0.098455598
0.015817223
-0.024221453
-0.079787234
0.156069364
0.063333333
0.531347962
-0.137154555
-0.03202847
-0.182598039
0.403298351
0.061965812
-0.125754527
0.241657077
-0.11862836
0.139852787
-0.258302583
0.187425373
0.443599493
0.058823529
-0.146766169
0.311953353
0.000740741
0.07549963
0.035099794
-0.005984043
0.034113712
-0.026520052
-0.027906977
-0.025874
0.269309638
-0.017770598
-0.087171053
0.07987988
-0.133481646
0.026315789
0.026266417
-0.031078611
0.004402516
0.045084534
0.179149191
-0.144512195
0.011612022
0.038487508

0.004957507
0.045806906
0.039757412
0.023331173
-0.046231792
0.126162019
0.057783019
0.384057971
-0.123238019
-0.109324759
-0.112429087
0.200464846
0.046950629
0.034211743
0.145283862
0.009758002
0.052957093
-0.010279001
0.480749818
0.134441088
-0.105525965
-0.139933011
0.46040675
0.104
0.025496511
0.013609003
0.012651691
0.00917899
0.04598282
-0.043478261
0.076262626
0.032144533
0.143441691
0.01332008
0.003531489
-0.12629521
-0.032221974
0.023583815
-0.006776598
0.000682283
0.001363636
0.035633227
-0.136094675
0.183155758
-0.056389365

february
january
december
november
october
september
august
july
2008 june
may
april
march
february
january
Mean of return

-0.009112587
0.009454233
0.073222648
-0.087346291
0.045723227
-0.055361596
0.506093326
0.368212576
0.31694813
-0.037691779
-0.133399962
-0.097094843
-0.175962533
0.013950399

-0.00390117
0.12075718
-0.023296447
-0.324985092
0.506183746
-0.19941349
-0.199267399
-0.06221409
-0.037073171
0.094467475
-0.026348808
-0.018041237
-0.179790026
-0.048

0.053624176
0.097045504
0.024769019
-0.220985997
0.486087171
-0.027671914
-0.136673483
0.002171338
-0.396887926
0.563349315
-0.233929131
-0.0499386
-0.218440327
-0.070562293

0.395130209

0.024741564

0.030421307

heidelbarg cement
0.010578013
0.022803738
-0.018640351
-0.011918063
-0.064078402
-0.038662908
-0.016757436
-0.08606732
-0.012587413
-0.088762984
-0.124870466
14.15097691
8.881789762
0.030153238
0.151631478
0.012916667
-0.003373097
0.003797259
0.018934886
0.00049136
0.062863223
-0.197689642
0.327606066
0.05827489
0.058823529
-0.054200542
0.048915268
-0.10699187
0.025127458
-0.109484902
-0.091308601
-0.089220327
-0.04285154
-0.012088925
0.102146635
-0.1898758
-0.065853659
-0.129926644
-0.028579594
-0.076934392
-0.035697211
-0.055197488
-0.077274421
-0.074045054
0.013962344

Meghna cement
0.084923664
0.042216359
0.070886076
0.006304177
-0.071260767
0.117200675
0.158490566
-0.089250814
-0.029327611
-0.111274871
-0.058043118
0.228873239
-0.070200573
-0.185670262
0.747398297
0.1023281
0.090373281
0.137883416
-0.014016645
0.003109729
0.233392383
-0.440933573
0.996146435
0.113256113
0.115317919
0.077222078
9.1010344
4.898428197
-0.100837791
-0.061180961
-0.140978118
-0.272271715
0.000191278
-0.099636642
0.141886151
-0.029761905
-0.153182515
-0.245641838
-0.073229292
0.059909326
-0.292392301
0.06044905
0.034542314
-0.199916528
0.114241002

Dhaka Bank
-0.084677419
0.074889868
0.032786885
-0.007936508
0.02
0.101960784
0.081850534
0.148026316
0.439953233
-0.011494253
0.078488372
0.199460916
-0.002247191
-0.047297297
-0.014184397
0.067146283
0.053932584
-0.046908316
-0.073825503
-0.055555556
0.547024455
0.341404358
0.254512635
0.097841727
0.031454784
-0.177890724
8.350850077
7.756198347
-0.055686645
0.055472264
0.039299242
-0.253302961
0.127211714
0.246955345
0.11611503
-0.059795819
-0.083247156
-0.202481669
-0.012022631
-0.007158196
-0.036049027
-0.006731488
-0.067771084
-0.003231018
-0.044431409

Dutch Bangla Bank


-0.075213675
0.059149723
-0.056719023
0.007400555
-0.059687787
0.1171875
0.078671329
-0.011345219
0.296169921
-0.049095607
0.134963768
11.87310455
7.468691878
0.008601757
0.139902014
0.014326648
0.002197112
-0.103507673
-0.056069869
0.025166543
0.095946503
-0.248993289
0.922698838
0.065651871
-0.031839494
-0.040432481
-0.148356808
-0.118660419
-0.060828772
0.001665002
-0.050199468
-0.086979349
0.28576429
0.308089843
0.312262574
-0.093214451
0.025794918
-0.231295904
-0.185748988
0.01372315
0.023739455
0.131084707
-0.111995934
0.091776379
0.077158336

Bangas
0.067617538
0.538842157
-0.272025723
-0.399734982
-0.19205298
0.0856102
0.007550336
0.089092423
0.031345566
-0.078576723
0.037007241
11.61442979
8.589483395
-0.141253808
0.398991785
-0.123315094
0.027249201
-0.037937167
0.098428835
0.180058898
0.081521093
-0.600263707
0.96206707
0.692255534
0.350234947
-0.247410165
-0.178728896
-0.02226005
-0.087451453
-0.028324039
-0.069777979
0.090761487
0.381363501
0.142241379
-0.216981132
0.21033975
0.120048019
0.142908181
-0.160362613
-0.199274013
-0.123096594
-0.114660657
-0.211408894
-0.06645149
-0.277404922

0.008971417
-0.023986766
0.028813559
-0.128088962
0.152102031
0.011890119
0.064829822
0.016552511
0.053153659
0.151891781
-0.173919874
0.046595664
-0.122660367
-0.016777133

-0.004213483
-0.233662435
-0.052760736
-0.12888601
0.191821561
-0.01871491
0.029243484
-0.004941322
0.427577133
0.221089942
-0.101959361
-0.351515152
-0.135202492
-0.026657061

0.410945274
0.030324401
-0.013004791
0.004854369
0.020013803
0.166441137
0.067285383
-0.014130435
0.03969129
0.034464475
0.214120964
0.284249591
0.030176027
0.081366965

1.391822828
0.486161986
0.184090179
-0.058571097
-0.193667611
0.06539343
0.007744156
-0.012665433
0.037258576
0.033627458
0.094373866
0.40533412
1.355390009
-0.322837209

-0.081058261
-0.483920368
-0.043916914
-0.000620732
0.108695652
-0.050420168
0.060176991
0.01279911
0.068131868
0.12191358
0.080238423
-0.003395586
-0.442078365
-0.139694656

0.375393579

0.250986704

0.326537423

0.410748478

0.3440262

Fu wang
0.22769231
0.24210526
0.15536723
-0.1809291
-0.0447761
0.0625
0.03235294
0.11965812
0.06615776
-0.0644391
-0.1326531
0.49411765
0.00787402
-0.109375
0.34210526
0.08496732
-0.0075301
-0.1881639
-0.0261682
0.00575816
0.1870229
-0.3987138
0.63368984
0.91489362
0.03504274
-0.2634187
-0.1726457
-0.0623306
-0.150289
-0.1377551
0.14003945
0.08650519
1.02547771
-0.0641399
0.06853583
-0.2113703
0.1090573
0.14033333
-0.1286174
-0.1789668
-0.0853933
-0.022113
-0.2160804
-0.1089744
0.1618705

Meghna life insurance


0.008865248
0.129173989
0.028793774
-0.013615734
-0.035276074
0.261526232
0.144927536
0.033571822
-0.124068158
-0.045592705
-0.0057
0.338108883
0.029443255
-0.03900156
0.175865801
0.034514496
0.60613879
0.386971694
-0.017053397
0.021899886
0.026161982
-0.39625712
0.688230009
0.073443321
0.041398116
7.5265413
8.641261865
-0.034385406
0.015004873
0.273008276
0.156262239
-0.308427042
-0.10089137
-0.065584486
0.07660021
-0.153671215
-0.018554063
-0.156453716
0.060278207
0.047230321
0.229120859
0.358618654
-0.041603302
-0.182137595
0.15618071

0.11455108
0.06654
-0.2322581
-0.1134454
0.43620628
-0.1185771
0.11210762
0.01612903
-0.0873016
-0.1
0.00483092
-0.0769231
-0.3177083
0.00763359

-0.195133645
0.076396128
0.124930825
-0.162710614
0.202702703
0.281509526
-0.161822167
0.419556566
0.112034441
-0.169172594
-0.322605115
0.181410974
-0.01069736
-0.134546948

0.03559435

0.323266477

Year

Interest rate on 1 year treasury bond


2008
2009
2010
2011
2012

Risk free return over last 5 years

0.058
0.0575
0.0485
0.05
0.058

0.004610169

Company name
Mean return
Squire Pharma
Beximco pharma
ACI LTD
heidelbarg cement
Meghna cement
Dhaka Bank
Dutch Bangla Bank
Bangas
Fu wang
Meghna life insurance

Risk free rate


0.395130209
0.024741564
0.030421307
0.375393579
0.250986704
0.326537423
0.410748478
0.3440262
0.035594346
0.323266477

Portfolio excess return


Variance
Standard Deviation
Theta
total Weight
Portfolio Return

0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.039052004
0.506479963
0.711674057
0.05487344
1
0.039513021

Weight
Excess Return
0.39052004
0.020131395
0.025811138
0.37078341
0.246376535
0.321927254
0.406138309
0.339416031
0.030984177
0.318656308

Squarepharma

Beximco pharma

ACI LTD

0.1

0.1

3.450470613
0.247341584
0.687769966
0.13863217
-0.012996166
0.95072525
-0.04099295
0.975120144
0.271042599
-0.151818744

Covariance
0.247341584
0.029581305
0.688388016
0.138257694
-0.013364637
0.950902051
-0.042358117
0.975225866
0.274345476
-0.149841662

Covariance

heidelbarg cement
0.1

Meghna cement
0.1

0.1

Covariance
Covariance
Covariance
0.687769966
0.13863217
-0.012996166
0.688388016
0.138257694
-0.013364637
0.029946289
0.138551789
-0.013826321
0.138551789
4.752013603
-0.014288418
-0.013826321
-0.014288418
1.890136539
0.950881491
0.950897691
0.950880796
-0.042994821
-0.044004528
-0.04503355
0.975997047
0.975995035
0.976197585
0.274531971
0.278249055
0.274493586
-0.148812902
-0.147406376
-0.151746647

Dhaka Bank

Dutch Bangla Bank


0.1

Bangas
0.1

Covariance
Covariance
0.95072525
-0.04099295
0.950902051
-0.042358117
0.950881491
-0.042994821
0.950897691
-0.044004528
0.950880796
-0.04503355
2.262393263
-0.04617206
-0.04617206
3.547786321
0.976168
0.97616192
0.273364073
0.273795792
-0.153280831
-0.153176845

0.1
Covariance
0.97512014
0.97522587
0.97599705
0.97599504
0.97619758
0.976168
0.97616192
3.84722808
0.27391252
-0.15319004

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

Company name
Squire Pharma
Beximco pharma
ACI LTD
heidelbarg cement
Meghna cement
Dhaka Bank
Dutch Bangla Bank
Bangas
Fu wang
Meghna life insurance

Mean return
Risk free rate
0.395130209
0.004610169
0.024741564
0.004610169
0.030421307
0.004610169
0.375393579
0.004610169
0.250986704
0.004610169
0.326537423
0.004610169
0.410748478
0.004610169
0.3440262
0.004610169
0.035594346
0.004610169
0.323266477
0.004610169
Portfolio excess return
Variance
Standard Deviation
Theta
total Weight
Portfolio Return

0.039052004
0.506479963
53687091.91
0
1
0.039513021

Squarepharma
Weight
0.1
Excess Return Covariance
0.39052004
3.450470613
0.020131395
0.247341584
0.025811138
0.687769966
0.37078341
0.13863217
0.246376535
-0.012996166
0.321927254
0.95072525
0.406138309
-0.04099295
0.339416031
0.975120144
0.030984177
0.271042599
0.318656308
-0.151818744

Beximco pharma
0.1
Covariance
0.247341584
0.029581305
0.688388016
0.138257694
-0.013364637
0.950902051
-0.042358117
0.975225866
0.274345476
-0.149841662

ACI LTD

heidelbarg cementMeghna cement


0.1
0.1
0.1
Covariance
Covariance
Covariance
0.687769966
0.13863217
-0.012996166
0.688388016
0.138257694
-0.013364637
0.029946289
0.138551789
-0.013826321
0.138551789
4.752013603
-0.014288418
-0.01382632 -0.014288418
1.890136539
0.950881491
0.950897691
0.950880796
-0.04299482 -0.044004528
-0.04503355
0.975997047
0.975995035
0.976197585
0.274531971
0.278249055
0.274493586
-0.1488129 -0.147406376
-0.151746647

Dhaka Bank
0.1
Covariance
0.95072525
0.95090205
0.95088149
0.95089769
0.9508808
2.26239326
-0.04617206
0.976168
0.27336407
-0.15328083

Dutch Bangla
Bangas
Bank
0.1
0.1
Covariance Covariance
-0.04099 0.97512
-0.04236 0.975226
-0.04299 0.975997
-0.044 0.975995
-0.04503 0.976198
-0.04617 0.976168
3.547786 0.976162
0.976162 3.847228
0.273796 0.273913
-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
0.002073982
-0.063049402
-0.011109477
0.021933666
0.069173319
-0.090470686
-0.034102961
-0.071499855
0.021757963
0.062809487
0.130344024
-0.20991336
-0.002078098
0.046074901
-0.147829845
-0.048582557
-0.038334444
0.055971271
0.062339919
-0.0483538
-0.047426214
0.220833798
-0.304793373
-0.097243043
-0.036272101
0.081099725
0.121134749
0.065997038
0.049697131
0.03072646
0.007508986
0.080096639
0.012995091
0.003915655
0.036044454
0.183346715
0.035285445
0.302201843
0.090916421
0.048483075
0.009178082
-0.03180122
0.170316003
0.006978285
0.04390538

Portfolio Return Rf
Excess Market
Excess
R Port R
-0.007330033 0.004610169 -0.00254 -0.01194
0.012044591 0.004610169 -0.06766 0.007434
0.010692372 0.004610169 -0.01572 0.006082
0.019917118 0.004610169 0.017323 0.015307
-0.007290213 0.004610169 0.064563
-0.0119
-0.00584765 0.004610169 -0.09508 -0.01046
0.000183363 0.004610169 -0.03871 -0.00443
0.000514547 0.004610169 -0.07611
-0.0041
-0.00455186 0.004610169 0.017148 -0.00916
-0.011766045 0.004610169 0.058199 -0.01638
0.016162587 0.004610169 0.125734 0.011552
-0.000487925 0.004610169 -0.21452
-0.0051
0.004727482 0.004610169 -0.00669 0.000117
-0.000497418 0.004610169 0.041465 -0.00511
0.007063919 0.004610169 -0.15244 0.002454
0.017328245 0.004610169 -0.05319 0.012718
0.010499812 0.004610169 -0.04294 0.00589
0.005159762 0.004610169 0.051361 0.00055
0.008855146 0.004610169 0.05773 0.004245
0.004669752 0.004610169 -0.05296 5.96E-05
0.01215495 0.004610169 -0.05204 0.007545
0.015306557 0.004610169 0.216224 0.010696
0.01021051 0.004610169
-0.3094
0.0056
0.010255033 0.004610169 -0.10185 0.005645
-0.00619905 0.004610169 -0.04088 -0.01081
0.005120761 0.004610169 0.07649 0.000511
0.009669267 0.004610169 0.116525 0.005059
0.009632945 0.004610169 0.061387 0.005023
0.00893598 0.004610169 0.045087 0.004326
0.003103126 0.004610169 0.026116 -0.00151
0.017563573 0.004610169 0.002899 0.012953
0.00744811 0.004610169 0.075486 0.002838
0.001515384 0.004610169 0.008385 -0.00309
-0.00513728 0.004610169 -0.00069 -0.00975
-0.008367586 0.004610169 0.031434 -0.01298
-0.031817086 0.004610169 0.178737 -0.03643
0.035543106 0.004610169 0.030675 0.030933
-0.002295494 0.004610169 0.297592 -0.00691
-0.003442633 0.004610169 0.086306 -0.00805
0.003798346 0.004610169 0.043873 -0.00081
0.002657056 0.004610169 0.004568 -0.00195
-0.003047252 0.004610169 -0.03641 -0.00766
-0.003418438 0.004610169 0.165706 -0.00803
-0.019027016 0.004610169 0.002368 -0.02364
0.008080277 0.004610169 0.039295 0.00347

-0.048247208
-0.029639679
-0.052174601
0.132212366
-0.101753442
-0.073553689
0.062918512
0.010919759
-0.079800299
-0.023548172
0.018684305
0.029033766
0.008329074

Average portfolio return


Annualized portfolio return
Standard deviation

0.002040336
-0.022804516
0.009754556
0.012334246
0.011683892
0.000305362
-0.003243884
-0.006883326
0.006946275
0.003777835
0.001685054
-0.005270101
-0.00279428

0.002859003
0.03430803
0.010767

0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169

-0.05286
-0.03425
-0.05678
0.127602
-0.10636
-0.07816
0.058308
0.00631
-0.08441
-0.02816
0.014074
0.024424
0.003719

-0.00257
-0.02741
0.005144
0.007724
0.007074
-0.0043
-0.00785
-0.01149
0.002336
-0.00083
-0.00293
-0.00988
-0.0074

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
Regression
Residual
Total

Intercept
X Variable 1

beta

SS
MS
F
Significance F
1 8.61E-05 8.61E-05 0.742636 0.392493
56 0.006492 0.000116
57 0.006578

Coefficients
Standard Error t Stat
P-value Lower 95% Upper 95%
-0.00191 0.001417
-1.3508 0.182193 -0.00475 0.000924
-0.01273 0.014771 -0.86176 0.392493 -0.04232 0.016861

-0.01273

Lower 95.0%
Upper 95.0%
-0.00475 0.000924
-0.04232 0.016861

Market

Portfolio

R (Annualized)
STD
RFR (Annualized)

0.133170985

0.03430803

0.095710254

0.010649486

0.058227119

0.058227119

Sp
Sm

-5.43329068
-0.475197674

Return of Portfolio(annualized)
Risk free (annualized)
Return of market (annualized)

0.010649486
0.004610169
0.133170985

beta of portfolio

-0.1273

risk premium
Required return

-0.016365792
0.116805193

Jenson Alpha

-0.106155707

Market
R (Annualized)
Beta
RFR (Annualized)
Tp
Tm

Portfolio

0.133170985

0.03430803

-0.1273
0.058227119
0.491708805
0.133170985

Return of portfolio
0.03430803
Risk free rate
0.058227119
Standard deviation of excess 0.010811163
return
Ratio

-5.351524739

Rp
0.034308
Rm
0.133171
Standard deviation of0.010767
excess return
Ratio

-12.3341