CHCC

Monthly Stock Ret Mkt Ret Excess StocExcessMkt Ret

Date Stock Index Rf(pa) Rf Rj Rm Rj-Rf Rm-Rf
Dec-19 0.0049 40,735.08 0.134462 Y X
Dec-20 0.0027 43,755.38 0.07109 0.07108963 -0.44898 0.074145 -0.520069 0.00305530843
Dec-21 0.0001 44,596.07 0.103873 0.1038734948 -0.962963 0.019213 -1.066836 -0.08466008611
Dec-22 0.0001 40,420.45 0.169623 0.169623 0 -0.093632 -0.169623 -0.26325501735
Dec-23 0.0002 62,451.04 0.213208 0.213208 1 0.545036 0.786792 0.33182774305
0.5577941249 0.544762 -0.969737 -0.01303205198
ΣRf ΣRm ΣY ΣX
1 Avg Rf 0.1394485312
2 Avg Rm 0.1361905182 Cov(x,y) 0.0978259
3 Total Risk of stock 0.2159554709 Var(x) 0.04663676543
4 Systemetic Risk 2.0976133091 Beta 2.0976133091
5 Expected Ret=R'j R'j=Rf+B(Rm-Rf) 2.0976133091
0.1391298132
Expected Ret=R'j per annum 3.773958284 1.669558
 SUMMARY OUTPUT

Regression Statistics
XY x2 Multiple R 0.6713137075
-0.001589 9.33491E-06 R Square 0.4506620938
0.090318 0.0071673302 Adjusted R 0.1759931407
0.044654 0.0693032042 Standard E 0.7072922629
0.261079 0.1101096511 Observatio 4
0.394463 0.18658952
ΣXY Σx2 ANOVA
df SS MS F
0.0978259 Regression 1 0.820803638028 0.820803638 1.6407463921
0.0466367654 Residual 2 1.000524690434 0.5002623452
Beta 2.0976133091 Total 3 1.821328328462

Coefficients Standard Error t Stat P-value

Intercept -0.235600117 0.353686374569 -0.6661272075 0.5738809344
X 2.0976133091 1.637588202501 1.2809162315 0.3286862925
 Significance F
0.32868629255

Lower 95% Upper 95% Lower 95.0% Upper 95.0%

-1.757389762 1.286189528 -1.757389762 1.286189528
-4.9483600406 9.1435866588 -4.9483600406 9.1435866588
 CHCC
Monthly Stock Ret Mkt Ret Excess StocExcessMkt Ret
Date Stock Index Rf(pa) Rf Rj Rm Rj-Rf Rm-Rf
Dec-19 0.0049 40,735.08 0.134462 Y X
Jan-20 0.0035 41,630.94 0.133885 0.0111571081 -0.285714 0.0219923466 -0.296871 0.01083524
Feb-20 0.0031 37,983.62 0.133811 0.0111509526 -0.114286 -0.087610801 -0.125437 -0.0987618
Mar-20 0.003 29,231.63 0.112174 0.0093478312 -0.032258 -0.2304148472 -0.041606 -0.2397627
Apr-20 0.005 34,111.64 0.08214 0.0068450044 0.666667 0.1669427945 0.659822 0.16009779
May-20 0.01 33,931.23 0.081207 0.0067672789 1 -0.0052888105 0.993233 -0.0120561
Jun-20 0.0076 34,421.92 0.068488 0.0057073154 -0.24 0.0144613089 -0.245707 0.00875399
Jul-20 0.007 39,258.44 0.068734 0.0057278105 -0.078947 0.1405069793 -0.084675 0.13477917
Aug-20 0.02 41,110.93 0.070916 0.0059096373 1.857143 0.0471870507 1.851233 0.04127741
Sep-20 0.006 40,571.48 0.070983 0.0059152867 -0.7 -0.0131218146 -0.705915 -0.0190371
Oct-20 0.0027 39,888.00 0.07158 0.0059649895 -0.55 -0.0168463167 -0.555965 -0.0228113
Nov-20 0.007 41,068.82 0.071402 0.0059501647 1.592593 0.0296033895 1.586642 0.02365322
Dec-20 0.0027 43,755.38 0.07109 0.0059241358 -0.614286 0.0654160504 -0.62021 0.05949191
Jan-21 0.0119 46,385.54 0.071517 0.005959724 3.407407 0.060110551 3.401448 0.05415083
Feb-21 0.01 45,865.02 0.071906 0.0059921284 -0.159664 -0.0112216005 -0.165656 -0.0172137
Mar-21 0.0101 44,587.85 0.074298 0.0061915166 0.01 -0.0278462759 0.003808 -0.0340378
Apr-21 0.0083 44,262.35 0.073763 0.0061468907 -0.178218 -0.007300195 -0.184365 -0.0134471
May-21 0.009 47,896.34 0.07342 0.0061183336 0.084337 0.0821011537 0.078219 0.07598282
Jun-21 0.0142 47,356.02 0.072953 0.0060794368 0.577778 -0.011281029 0.571698 -0.0173605
Jul-21 0.00925 47,055.29 0.072325 0.0060270833 -0.348592 -0.006350407 -0.354619 -0.0123775
Aug-21 0.005 47,419.74 0.072293 0.0060244173 -0.459459 0.0077451441 -0.465484 0.00172073
Sep-21 0.005 44,899.60 0.075711 0.0063092248 0 -0.0531453779 -0.006309 -0.0594546
Oct-21 0.005 46,218.93 0.081748 0.0068123743 0 0.0293840034 -0.006812 0.02257163
Nov-21 0.005 45,072.38 0.085003 0.0070835833 0 -0.0248069352 -0.007084 -0.0318905
Dec-21 0.0001 44,596.07 0.103873 0.0086561246 -0.98 -0.0105676692 -0.988656 -0.0192238
Jan-22 0.0001 45,374.68 0.10203 0.0085025 0 0.0174591618 -0.008503 0.00895666
Feb-22 0.0001 44,461.01 0.103836 0.008653 0 -0.02013612 -0.008653 -0.0287891
Mar-22 0.0001 44,928.83 0.117506 0.0097921761 0 0.0105220282 -0.009792 0.00072985
Apr-22 0.0001 45,249.41 0.141936 0.0118280269 0 0.0071352848 -0.011828 -0.0046927
May-22 0.0001 43,078.14 0.144225 0.01201875 0 -0.0479844931 -0.012019 -0.0600032
Jun-22 0.0001 41,540.83 0.150835 0.0125695833 0 -0.0356865454 -0.01257 -0.0482561
Jul-22 0.0001 40,150.36 0.156338 0.0130281667 0 -0.0334723692 -0.013028 -0.0465005
Aug-22 0.0001 42,351.15 0.157331 0.0131109167 0 0.0548137053 -0.013111 0.04170279
Sep-22 0.0001 41,128.67 0.159749 0.0133124167 0 -0.0288653319 -0.013312 -0.0421777
Oct-22 0.0001 41,264.66 0.156712 0.0130593333 0 0.0033064527 -0.013059 -0.0097529
Nov-22 0.0001 42,348.63 0.168803 0.0140669167 0 0.0262687249 -0.014067 0.01220181
Dec-22 0.0001 40,420.45 0.169623 0.01413525 0 -0.0455311069 -0.014135 -0.0596664
Jan-23 0.0001 40,673.06 0.178194 0.0148495 0 0.0062495593 -0.01485 -0.0085999
Feb-23 0.0001 40,510.37 0.192652 0.0160543333 0 -0.0039999449 -0.016054 -0.0200543
Mar-23 0.0001 40,000.83 0.210643 0.0175535833 0 -0.012578014 -0.017554 -0.0301316
Apr-23 0.0001 41,580.85 0.21984 0.01832 0 0.0394996804 -0.01832 0.02117968
May-23 0.0001 41,337.82 0.21975 0.0183125 0 -0.0058447579 -0.018313 -0.0241573
Jun-23 0.0001 41,326.50 0.219882 0.0183235 0 -0.0002738412 -0.018324 -0.0185973
Jul-23 0.0002 48,034.59 0.228974 0.0190811667 1 0.1623193351 0.980919 0.14323817
Aug-23 0.0002 45,081.28 0.228734 0.0190611667 0 -0.0614829855 -0.019061 -0.0805442
Sep-23 0.0002 46,252.02 0.227564 0.0189636667 0 0.0259695377 -0.018964 0.00700587
Oct-23 0.0002 51,976.31 0.221403 0.0184502351 0 0.123763027 -0.01845 0.10531279
Nov-23 0.0002 60,526.77 0.213395 0.0177828767 0 0.1645068686 -0.017783 0.14672399
Dec-23 0.0002 62,451.04 0.213208 0.0177673333 0 0.0317920484 -0.017767 0.01402472
0.522365251 6.680413E-05 1.111902 -0.2273352
ΣRf ΣRm ΣY ΣX
1 Avg Rf 0.0108826094
2 Avg Rm 1.391753E-06 Cov(x,y) 0.0037456
3 Total Risk of stock 0.0793455092 Var(x) 0.00072995
4 Systemetic Risk 5.1313342811 Beta 5.13133428
5 Expected Ret=R'j R'j=Rf+B(Rm-Rf) 2.58257744
0.0108418526
Expected Ret=R'j per annum 0.1381475825 0.1301022312
 SUMMARY OUTPUT
xcessMkt Ret
Regression Statistics
XY x2 Multiple R 0.251563
-0.003217 0.0001174024 R Square 0.063284
0.012388 0.009753884 Adjusted R 0.04292
0.009976 0.057486142 Standard E 0.676534
0.105636 0.0256313024 Observatio 48
-0.011975 0.0001453493
-0.002151 7.66324E-05 ANOVA
-0.011412 0.0181654243 df SS MS F Significance F
0.076414 0.0017038249 Regression 1 1.4224 1.4224 3.107725 0.084564
0.013439 0.0003624112 Residual 46 21.05412 0.457698
0.012682 0.0005203557 Total 47 22.47652
0.037529 0.000559475
-0.036897 0.0035392879 Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%
0.184191 0.0029323121 Intercept 0.101944 0.09765 1.043969 0.301955 -0.094616 0.298504
0.002852 0.0002963125 X 2.582577 1.464981 1.762874 0.084564 -0.366277 5.531432
-0.00013 0.0011585713
0.002479 0.0001808241
0.005943 0.0057733889
-0.009925 0.0003013858
0.004389 0.0001532023
-0.000801 2.960901E-06
0.000375 0.0035348498
-0.000154 0.0005094784
0.000226 0.0010170052
0.019006 0.0003695542
-7.62E-05 8.022179E-05
0.000249 0.0008288134
-7.15E-06 5.32684E-07
5.551E-05 2.202183E-05
0.000721 0.0036003892
0.000607 0.002328654
0.000606 0.0021622998
-0.000547 0.0017391226
0.000561 0.0017789625
0.000127 9.511868E-05
-0.000172 0.0001488841
0.000843 0.0035600741
0.000128 7.395898E-05
0.000322 0.0004021741
0.000529 0.0009079132
-0.000388 0.0004485789
 0.000442 0.0005835731
0.000341 0.0003458611
0.140505 0.0205171729
0.001535 0.0064873604
-0.000133 4.908223E-05
-0.001943 0.0110907841
-0.002609 0.0215279298
-0.000249 0.0001966926
0.174523 0.036114228
ΣXY Σx2

0.0114743
0.0044429751
Beta 2.5825774396
Lower 95.0%
Upper 95.0%
-0.094616 0.298504
-0.366277 5.531432
 CHCC
Monthly Stock Ret Mkt Ret Excess StocExcessMkt Ret
Date Stock Index Rf(pa) Rf Rj Rm Rj-Rf Rm-Rf
Dec-19 0.0049 40,735.08 0.134462 Y X XY
Mar-20 0.003 29,231.63 0.112174 0.028043 -0.387755 -0.282397 -0.415799 -0.31044014046 0.129081
Jun-20 0.0076 34,421.92 0.068488 0.017122 1.533333 0.177557 1.516211 0.16043537792 0.243254
Sep-20 0.006 40,571.48 0.070983 0.017746 -0.210526 0.178652 -0.228272 0.16090657984 -0.03673
Dec-20 0.0027 43,755.38 0.07109 0.017772 -0.55 0.078476 -0.567772 0.06070390146 -0.034466
Mar-21 0.0101 44,587.85 0.074298 0.018575 2.74074 0.019026 2.722166 0.0004509963 0.001228
Jun-21 0.0142 47,356.02 0.072953 0.018238 0.405941 0.062084 0.387702 0.04384519449 0.016999
Sep-21 0.005 44,899.60 0.075711 0.018928 -0.647887 -0.051871 -0.666815 -0.07079900984 0.04721
Dec-21 0.0001 44,596.07 0.103873 0.025968 -0.98 -0.00676 -1.005968 -0.03272856756 0.032924
Mar-22 0.0001 44,928.83 0.117506 0.029377 0 0.007462 -0.029377 -0.0219148844 0.000644
Jun-22 0.0001 41,540.83 0.150835 0.037709 0 -0.075408 -0.037709 -0.11311690107 0.004265
Sep-22 0.0001 41,128.67 0.159749 0.039937 0 -0.009922 -0.039937 -0.04985905464 0.001991
Dec-22 0.0001 40,420.45 0.169623 0.042406 0 -0.01722 -0.042406 -0.05962536833 0.002528
Mar-23 0.0001 40,000.83 0.210643 0.052661 0 -0.010381 -0.052661 -0.06304212873 0.00332
Jun-23 0.0001 41,326.50 0.219882 0.054971 0 0.033141 -0.054971 -0.02182943768 0.0012
Sep-23 0.0002 46,252.02 0.227564 0.056891 1 0.119186 0.943109 0.06229451051 0.058751
Dec-23 0.0002 62,451.04 0.213208 0.053302 0 0.350234 -0.053302 0.29693178438 -0.015827
0.24891 0.571858 2.374201 0.04221285218 0.456371
ΣRf ΣRm ΣY ΣX ΣXY
1 Avg Rf 0.015557
2 Avg Rm 0.035741 Cov(x,y) 0.0281317
3 Total Risk of stock 0.131196 Var(x) 0.01721250661
4 Systemetic Risk 1.634374 Beta 1.63437386205 Beta
5 Expected Ret=R'j R'j=Rf+B(Rm-Rf) 3.79484153705
0.016125
Expected Ret=R'j per annum 0.211613 0.193496
 SUMMARY OUTPUT

Regression Statistics
x2 Multiple R 0.243424
0.0963730808 R Square 0.059255
0.0257395105 Adjusted R-0.007941
0.0258909274 Standard E 0.913361
0.0036849637 Observatio 16
2.0339766E-07
0.0019224011 ANOVA
0.0050124998 df SS MS F Significance F
0.0010711591 Regression 1 0.735643 0.735643 0.881824 0.363623
0.0004802622 Residual 14 11.6792 0.834228
0.0127954333 Total 15 12.41484
0.0024859253
0.0035551845 Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
0.00397431 Intercept 0.144076 0.228386 0.630841 0.538307 -0.345765 0.633916 -0.345765
0.0004765243 X 1.634374 1.740446 0.939055 0.363623 -2.098511 5.367258 -2.098511
0.003880606
0.0881684846
0.2755114761
Σx2

0.0281317
0.0172125066
1.634373862
Upper 95.0%
0.633916
5.367258