000750158 0027389021 apex footwear 0001856714

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0.000750158 0.027389021 Apex Footwear -0.001856714 0.000292023 0.017088684
Grameenphone -0.006896027 0.000174354 0.013014598 IDLC -0.001489423 0.000138346 0.011762047 BBS Cables -0.001509901 0.000275794 0.01660705 Market -0.002213066 3.69267E-05 0.006076738 BEXIMCO APEX GP IDLC BBS -0.01 -0.01 0 0.01 0.01 0.02 0.02 0.03 0.03 Market Capital expectations Average return variance STDEV The average return is higher for Apex, IDLC and BBS compared to BEXIMCO and GP, but all the expected returns are negative which shows lower expected return we investors invest on these chosen securities. The chosen companies are at high risk as they negative returns. The variance is near to zero as it measures volatility of the security it shows the stock are not volatile. The standard deviation shows the volatile or systematic risks BEXIMCO has the higher risk Apex, GP, IDLC AND BBS are close to the return expected. Cumn1 Column2 Column 3 Column4 Column5 Covariance BEXIMCO- APEX -2.68523E-05 Correlation BEXIMCO- APEX -0.059420422 Covariance BEXIMCO-GP -1.21657E-05 Correlation BEXIMCO-GP -0.03534839 Covariance BEXIMCO- 5.42894E-05 Correlation BEXIMCO- 0.1745402
IDLC IDLC Covariance BEXIMCO-BBS 0.000112339 Correlation BEXIMCO-BBS 0.255800922 Covariance APEX-GP -3.53869E-05 Correlation APEX-GP -0.164794554 Covariance APEX-IDLC -2.04867E-05 Correlation APEX-IDLC -0.105564912 Covariance APEX-BBS -7.44174E-05 Correlation APEX-BBS -0.271589561 Covariance GP- IDLC 1.92353E-05 Correlation GP- IDLC 0.20754799 Covariance GP- BBS 4.33114E-05 Correlation GP- BBS 0.20754799 Covariance IDLC-BBS -2.60093E-06 Correlation IDLC-BBS -0.01379091 BEXIMCO APEX GP IDLC BBS -3.00E-01 -2.00E-01 -1.00E-01 0.00E+00 1.00E-01 2.00E-01 3.00E-01 Covariance, Correlations (stocks) for 30 trading days Covariance Column1 Column1 Column2 Covariance BEXIMCO- MARKET 7.25575E-05 Correlation BEXIMCO- MARKET 0.45151796 Covariance APEX-MARKET -1.2285E-05 Correlation APEX-MARKET -0.12252774 Covariance GP-MARKET 2.28632E-05 Correlation GP-MARKET 0.299415848 Covariance IDLC-MARKET Correlation IDLC-MARKET 0.402622908
Covariance BBS-MARKET 4.23281E-05 Correlation BBS-MARKET 0.434416181 BEXIMCO APEX GP IDLC BBS -2.00E-01 -1.00E-01 0.00E+00 1.00E-01 2.00E-01 3.00E-01 4.00E-01 5.00E-01 Covariance, correlation (stock, market) for 30 trading days COVARIANCE CORRELATION Covariance : The selected companies have both negative and positive covariances which means that asset returns either move together or inversely. When it is negative risk is diversified because when one company’s stock falls the other one increases and if it is positive stocks move together. Covariance measures how the mean values of two variables move together. Here, BEXIMCO, GP, IDLC and BBS moves positively with market but only APEX moves inversely with market, which diversifies the risk as market falls the stocks of APEX increases. Correlation: Correlation shows the closeness of the assets on having a linear relationship. The correlations of all the companies are positive in relation with market except Apex. This implies that all the securities are closely related to the market except Apex. Apex is inversely related to the market. Column1 Column2 Beta BEXIMCO 1.964902759 Beta APEX -0.332684496 Beta GP 0.619148843 Beta IDLC 0.75243831 Beta BBS 1.146272814
BEXIMCO APEX GP IDLC BBS -0.5 0 0.5 1 1.5 2 2.5 Beta for 30 trading days BETA Beta is a measure of the volatility , or systematic risk , of a security or a portfolio in comparison to the market as a whole. BEXIMCO is the most volatile as it has the highest beta. APEX has the

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