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CORRELATION MATRIX
GAIL APOLLOTYRE MARUTI GLENMARK SHOBHA RAINCOMM HDFC
GAIL
1
0.083
0.477
-0.77
-0.808
0.478
0.589
APOLLOTYRE
0.083
1
-0.074
0.402
0.324
0.201
0.523
MARUTI
0.477
-0.074
1
-0.313
-0.431
0.514
0.351
GLENMARK
-0.77
0.402
-0.313
1
0.964
-0.134
-0.117
SHOBHADEVELOPERS
-0.808
0.324
-0.431
0.964
1
-0.144
-0.185
RAINCOMM
0.478
0.201
0.514
-0.134
-0.144
1
0.454
HDFC
0.589
0.523
0.351
-0.117
-0.185
0.454
1
 
STANDARD DEVIATION RETURNS
GAIL
0.265
1.297
APOLLOTYRE
0.518
-0.031
MARUTI
0.213
0.212
GLENMARK
0.343
-0.85
SHOBHADEVELOPERS
0.42
-1.02
RAINCOMM
0.456
0.204
HDFC
0.856
1.768
COVARIANCE MATRIX
GAIL APOLLOTYRE MARUTI GLENMARK SHOBHA RAINCOMM HDFC
GAIL
0.070225
0.01139341
0.026924265
-0.06998915
-0.0899304
0.05776152
0.13360876
APOLLOTYRE
0.01139341
0.268324
-0.008164716
0.071424948
0.07048944
0.047477808
0.231902384
MARUTI
0.026924265
-0.008164716
0.045369
-0.022867467
-0.03855726
0.049923792
0.063997128
GLENMARK
-0.06998915
0.071424948
-0.022867467
0.117649
0.13887384
-0.020958672
-0.03435214
SHOBHADEVELOPERS
-0.0899304
0.07048944
-0.03855726
0.13887384
0.1764
-0.02757888
-0.0665112
RAINCOMM
0.05776152
0.047477808
0.049923792
-0.020958672
-0.02757888
0.207936
0.177212544
HDFC
0.13360876
0.231902384
0.063997128
-0.034352136
-0.0665112
0.177212544
0.732736