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Stock Volatility

This document contains daily stock price data for ITC Ltd from July 21, 2010 to June 29, 2010. It includes the standard deviation and beta for ITC's stock price on each date. The standard deviation ranged from 1.6572 to 1.7668 and the beta ranged from 0.64 to 0.768 over this period.

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gulabrani
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Download as xls, pdf, or txt
0% found this document useful (0 votes)
19 views2 pages

Stock Volatility

This document contains daily stock price data for ITC Ltd from July 21, 2010 to June 29, 2010. It includes the standard deviation and beta for ITC's stock price on each date. The standard deviation ranged from 1.6572 to 1.7668 and the beta ranged from 0.64 to 0.768 over this period.

Uploaded by

gulabrani
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as XLS, PDF, TXT or read online on Scribd
Download as xls, pdf, or txt
Download as xls, pdf, or txt
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SHARE PRICE - SHARE PRICE TOOLS - ITC Ltd (Curr: Rs in Cr.

) As on 29/07/2010
COMPANY/SHARE PRICE/SHARE PRICE TOOLS/301/ITC¤cmbPeriod»-1¤cmbAdjustment»0¤cmbFactsheet»-1¤scbCombo
Date Standard Deviation Beta
21/07/2010 1.6572 0.7628
20/07/2010 1.6583 0.768
19/07/2010 1.6669 0.7684
16/07/2010 1.6638 0.7616
15/07/2010 1.705 0.7619
14/07/2010 1.705 0.7614
13/07/2010 1.7096 0.7465
12/07/2010 1.7101 0.7466
09/07/2010 1.7098 0.7468
08/07/2010 1.7118 0.7497
07/07/2010 1.7152 0.7414
06/07/2010 1.716 0.7541
05/07/2010 1.7668 0.7555
02/07/2010 1.7765 0.648
01/07/2010 1.7765 0.648
30/06/2010 1.7757 0.6471
29/06/2010 1.7691 0.645
bFactsheet»-1¤scbCombo2»0

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