Tata-CAPM - 245.8-0.03-0.093 Jun-10 17,700.90 262.15 0.04...

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Month SensexClose RCOM Sensex Return RCOM Return CAPM Jan-09 9,424.24 453.5 Feb-09 8,891.61 403.55 -0.06 -0.110 Cost of Equity Mar-09 9,708.50 516.2 0.09 0.279 Apr-09 11,403.25 547.75 0.17 0.061 Avg CAPM May-09 14,625.25 472.45 0.28 -0.137 Jun-09 14,493.84 475.1 -0.01 0.006 Jul-09 15,670.31 504.9 0.08 0.063 Aug-09 15,666.64 502.7 0.00 -0.004 Sep-09 17,126.84 484.5 0.09 -0.036 Oct-09 15,896.28 392.3 -0.07 -0.190 Nov-09 16,926.22 380.9 0.06 -0.029 Dec-09 17,464.81 336.05 0.03 -0.118 Jan-10 16,357.96 319.6 -0.06 -0.049 Feb-10 16,429.55 282.55 0.00 -0.116 Mar-10 17,527.77 280.4 0.07 -0.008 Apr-10 17,558.71 270.95 0.00 -0.034 May-10 16,944.63
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Unformatted text preview: 245.8-0.03-0.093 Jun-10 17,700.90 262.15 0.04 0.067 Jul-10 17,868.29 270.5 0.01 0.032 Aug-10 17,971.12 332.4 0.01 0.229 Sep-10 20,069.12 308.35 0.12-0.072 Oct-10 20,032.34 306.3 0.00-0.007 Nov-10 19,521.25 272.05-0.03-0.112 Dec-10 20,509.09 255.6 0.05-0.060 0.86-0.440 2010 Annual Return 42.84% rm-21.99% Risk Free Rate 7.90% Market Risk Prem 34.94% Beta 0.21 2009 Annual Return 42.84% Risk Free Rate 7.00% Market Risk Prem 35.84% Beta 0.21 2010 2009 1.48% 0.78% 1.13%...
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Tata-CAPM - 245.8-0.03-0.093 Jun-10 17,700.90 262.15 0.04...

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