ITC-ret INFY-ret LT-ret Sample Variance Covariance:
31-Mar-09 2.377 3.355 1.737 ITC-ret INFY-ret LT-ret
1-Apr-09 3.697 -0.27 3.765 ITC-ret 16.63 -3.04 5.08
2-Apr-09 9.689 0.515 3.323 INFY-ret -3.04 7.44 -0.29
6-Apr-09 -1.417 -2.968 -0.377 LT-ret 5.08 -0.29 5.67
8-Apr-09 -0.571 5.59 0.785 Generalized Sample Variance:
9-Apr-09 5.611 -1.422 0.13 464.6637
13-Apr-09 -1.69 -0.08 -1.24
15-Apr-09 3.357 -0.989 -2.746
16-Apr-09 -4.397 3.538 -1.853
17-Apr-09 1.906 -1.695 3.873
31-Mar-09 1-Apr-09 2-Apr-09 6-Apr-09 8-Apr-09 9-Apr-09 13-Apr-09
ITC-ret 2.377 3.697 9.689 -1.417 -0.571 5.611 -1.69
INFY-ret 3.355 -0.27 0.515 -2.968 5.59 -1.422 -0.08
LT-ret 1.737 3.765 3.323 -0.377 0.785 0.13 -1.24
X1 - Xbar X2 - Xbar X3 - Xbar X4 - Xbar X5 - Xbar X6 - Xbar X7 - Xbar
0.5208 1.8408 7.8328 -3.2732 -2.4272 3.7548 -3.5462
2.7976 -0.8274 -0.0424 -3.5254 5.0326 -1.9794 -0.6374
0.9973 3.0253 2.5833 -1.1167 0.0453 -0.6097 -1.9797
Sample Variance Covariance using matrix calcula
16.63 -3.04 5.08
-3.04 7.44 -0.29
5.08 -0.29 5.67
15-Apr-09 16-Apr-09 17-Apr-09 Mean
3.357 -4.397 1.906 1.8562
-0.989 3.538 -1.695 0.5574
-2.746 -1.853 3.873 0.7397
X8 - Xbar X9 - Xbar X10 - Xbar
1.5008 -6.2532 0.0498
-1.5464 2.9806 -2.2524
-3.4857 -2.5927 3.1333
ariance using matrix calculations:
ITC-ret INFY-ret LT-ret Sample Variance Covariance:
4-Jun-07 2.39 -1.15 -1.41 ITC-ret INFY-ret LT-ret
5-Jun-07 -1.85 1.4 -1.37 ITC-ret 3.35 -0.13 0.87
6-Jun-07 -2.47 -0.25 -1.21 INFY-ret -0.13 0.90 0.54
7-Jun-07 -1.87 0.97 -1.26 LT-ret 0.87 0.54 2.43
8-Jun-07 -2.78 -0.32 -0.65 Generalized Sample Variance:
11-Jun-07 2.19 1.48 0.37 5.493535
12-Jun-07 -0.03 0.49 0.8
13-Jun-07 -1.17 -0.04 -2.01
14-Jun-07 -0.3 1.53 2.98
15-Jun-07 0.53 -0.49 1.23
4-Jun-07 5-Jun-07 6-Jun-07 7-Jun-07 8-Jun-07 11-Jun-07 12-Jun-07
ITC-ret 2.39 -1.85 -2.47 -1.87 -2.78 2.19 -0.03
INFY-ret -1.15 1.4 -0.25 0.97 -0.32 1.48 0.49
LT-ret -1.41 -1.37 -1.21 -1.26 -0.65 0.37 0.8
X1 - Xbar X2 - Xbar X3 - Xbar X4 - Xbar X5 - Xbar X6 - Xbar X7 - Xbar
2.926 -1.314 -1.934 -1.334 -2.244 2.726 0.506
-1.512 1.038 -0.612 0.608 -0.682 1.118 0.128
-1.157 -1.117 -0.957 -1.007 -0.397 0.623 1.053
Sample Variance Covariance using matrix calcula
3.35 -0.13 0.87
-0.13 0.90 0.54
0.87 0.54 2.43
13-Jun-07 14-Jun-07 15-Jun-07 Mean
-1.17 -0.3 0.53 -0.536
-0.04 1.53 -0.49 0.362
-2.01 2.98 1.23 -0.253
X8 - Xbar X9 - Xbar X10 - Xbar
-0.634 0.236 1.066
-0.402 1.168 -0.852
-1.757 3.233 1.483
ariance using matrix calculations:
