Saturday, July 12, 2008

Appendix 1- Standard Deviation For The Bankex Sector

Appendix 1



Standard deviation for the bankex sector



Table 1:ICICI bank

2006

2005

2004

2003

2002

Avg

Jan

1.9775

1.490492

2.733670912

1.955891

2.01301

2.034113

Feb

2.252

2.207214

3.344700113

1.20952

2

2.202687

Mar

1.1979

2.207214

3.101797408

1.504746

1.969348

1.996201

Apr

2.0125

2.633175

2.201418886

2.004374

1.396535

2.049601

May

2.9459

1.15179

4.47206682

2.318662

3.221783

2.82204

Jun

3.017603

1.931037

1.534828697

1.710423

3.379863

2.314751

Jul

2.737504

2.849252

1.903756977

2.134063

1.47675

2.220265

Aug

1.692067

1.947453

1.299564908

3.791517

1.582845

2.062689

Sept

1.701397

1.317856

1.61494278

1.614943

1.885093

1.626846

Oct

1.770321

2.343693

1.370809512

2.434594

2.715283

2.12694

Nov

1.541794

1.350294

2.058677542

2.357583

3.632746

2.188219

Dec

2.337199

1.947984

1.287223993

2.182367

2.105601

1.972075

Avg

2.09864

1.948121

2.243621546

2.101557

2.281571
















Table2:IDBI bank

2006

2005

2004

2003

2002

Avg

Jan

2.543622

3.899274

4.654924082

2.51792

1.435193

3.010187

Feb

1.866253

2.677352

4.668210942

2.042281

4.757321

3.202284

Mar

1.904362

3.428684

2.004827885

1.381701

1.789733

2.101862

Apr

2.465553

2.083717

3.513480383

1.711582

1.011915

2.15725

May

3.988918

3.188702

9.966946677

5.92661

2.773879

5.169011

Jun

6.337283

3.449774

4.770272086

4.712728

4.800583

4.814128

Jul

2.426142

2.248676

7.037571397

3.624417

3.559966

3.779355

Aug

2.063754

1.752009

2.892975996

5.921696

3.133857

3.152858

Sept

4.269146

2.961795

3.317646411

3.568487

1.317106

3.086836

Oct

2.031408

2.531993

1.709562233

4.686547

4.443064

3.080515

Nov

1.575789

2.037871

2.452339771

2.716753

2.415207

2.239592

Dec

3.339639

1.985441

2.53722819

4.249469

2.877663

2.997888

Avg

2.900989

2.687107

4.127165504

3.588349

2.859624




Table3:Indus Ind bank

2005

2004

2003

2002

Avg

Jan

3.730159

3.940360233

2.989087

1.186287

2.778156

Feb

1.686723

2.046741897

1.142778

6.547722

2.702526

Mar

2.941364

3.294292613

1.574294

4.366678

2.920679

Apr

2.14338

3.813085377

2.251948

1.916835

2.916289

May

2.549157

7.130996422

3.295567

4.12182

4.601347

Jun

2.842982

3.583636927

1.730826

3.91798

3.713135

Jul

2.973078

2.655349966

2.760501

1.815685

2.557201

Aug

3.613011

2.257583715

2.602584

1.08345

2.777046

Sept

2.423801

1.412163988

2.749707

3.142713

2.692872

Oct

2.806852

1.920591914

2.161821

1.293243

1.994511

Nov

2.490241

3.366115999

4.015489

1.902513

2.905498

Dec

1.765004

2.959644232

4.024404

2.034658

3.202745

Avg

2.663813

3.198380274

2.608251

2.777465

Table4:ING Vyasa bank

2006

2005

2004

2003

2002

Avg

Jan

1.639984

3.136035

2.951878123

2.393326

2.560237

2.536292

Feb

1.34574

14.96489

2.494181515

3.053136

7.045121

5.780613

Mar

1.611411

2.766886

3.484126695

1.459907

4.664407

2.797347

Apr

1.86599

1.723894

2.256511112

1.44946

2.939466

2.047064

May

2.055441

2.582723

6.314966252

2.897322

2.368073

3.243705

Jun

3.64875

1.724414

3.824520592

1.404554

3.55836

2.83212

Jul

3.637761

1.799175

3.434542947

3.720716

3.118763

3.142192

Aug

3.616018

2.479336

2.767711767

2.698358

1.874528

2.68719

Sept

2.11912

2.339248

1.765868281

1.531244

1.406328

1.832362

Oct

4.910444

2.38336

1.978

2.494124

1.360115

2.625209

Nov

2.072321

1.710773

2.392455703

1.337563

2.231881

1.948999

Dec

1.939317

1.211532

5.960967429

1.477555

3.318522

2.781579

Avg

2.538525

3.235189

3.302144201

2.159772

3.03715


Table 5: Standard deviation for FTSE100 Index

Year/Month

1995

1996

1997

1998

1999

2000

Jan

0.698365

0.588607

0.720507

1.014108

1.6450402

1.547078

Feb

0.59157

0.55616

0.411343

0.842334

1.2089529

1.534364

Mar

0.75364

0.679288

0.800118

0.788325

0.9994512

1.250952

Apr

0.497491

0.505127

0.631158

1.015294

1.1606663

1.602461

May

0.504794

0.554034

0.661409

0.845196

1.1587671

1.472837

Jun

0.732567

0.557642

0.821051

1.042881

0.7573801

0.97914

July

0.653375

0.735064

0.972372

1.009304

1.3219001

0.849119

Aug

0.573865

0.469013

1.125372

1.832609

1.3125612

0.527915

Sep

0.61999

0.492321

0.995044

1.918079

1.0575795

1.001682

Oct

0.678661

0.564323

1.290823

2.178118

1.2828497

1.109026

Nov

0.50681

0.585332

1.213881

1.343891

0.81795

1.149072

Dec

0.564041

0.805014

1.279643

1.353004

0.6888517

1.195875

Avg

0.614597

0.590994

0.910227

1.265262

1.1176625

1.18496

Year/Month

2001

2002

2003

2004

2005

2006

Avg

Jan

1.016422

0.930229

1.271074

0.55142

0.473659

0.635547

0.924338

Feb

0.781191

0.888306

1.792687

0.60339

0.532212

0.655366

0.86649

Mar

1.887242

0.66001

2.44075

0.923337

0.452992

0.617153

1.021105

Apr

1.194467

0.708796

1.387247

0.578115

0.623557

0.579445

0.873652

May

1.352892

0.799099

1.210541

0.957237

0.444814

1.532768

0.957866

Jun

0.84827

1.6128

0.936446

0.525977

0.496591

1.11295

0.868641

July

1.138998

3.152015

0.824325

0.733104

0.585571

0.916471

1.074301

Aug

0.880557

2.382075

0.798132

0.697297

0.451763

0.656619

0.975648

Sep

2.386904

2.385965

0.738969

0.468121

0.455973

0.7308

1.104285

Oct

1.630362

2.194959

0.812247

0.660458

0.908391

0.476874

1.148924

Nov

1.006749

1.326309

0.707136

0.566938

0.584193

0.580962

0.865769

Dec

1.100614

1.493421

0.544267

0.465638

0.432194

0.433869

0.863036

Avg

1.268722

1.544499

1.121985

0.644253

0.536826

0.744069

0.962005
Posted by myblog at 4:22 AM 0 comments
Subscribe to: Posts (Atom)