Days Used -> 251 (about 1 year of data)
| Ticker | Beta |
| DKTM | 6.07 |
| KOIL | 4 |
| DEL | 3.6 |
| TRIBL | 3.57 |
| PASL | 3.41 |
| AATM | 3.13 |
| TSBL | 3.06 |
| JSIL | 3.02 |
| TELE | 2.89 |
| BROT | 2.72 |
| JPGL | 2.66 |
| ANL | 2.64 |
| IGIBL | 2.54 |
| WTL | 2.45 |
| KASBSL | 2.45 |
| ICIBL | 2.42 |
| DCL | 2.39 |
| SJTM | 2.37 |
| JSBL | 2.3 |
| CJPL | 2.3 |
| JSCL | 2.26 |
| FECTC | 2.25 |
| OLSM | 2.21 |
| SKRS | 2.19 |
| BIPL | 2.19 |
| LPCL | 2.18 |
| MLCF | 2.15 |
| DSIL | 2.15 |
| CML | 2.13 |
| FLYNG | 2.11 |
| COTT | 2.05 |
| FCSC | 2.01 |
| SSML | 1.99 |
| TRG | 1.97 |
| FPJM | 1.93 |
| PICL | 1.89 |
| KOHTM | 1.88 |
| BOP | 1.87 |
| TSPL | 1.83 |
| NIB | 1.8 |
| SGPL | 1.79 |
| PTC | 1.77 |
| PACE | 1.76 |
| JOVC | 1.76 |
| WTCL | 1.73 |
| PIOC | 1.7 |
| SMBL | 1.68 |
| DGKC | 1.68 |
| FCCL | 1.67 |
| GAMON | 1.67 |
| FNEL | 1.66 |
| DOL | 1.62 |
| ESBL | 1.62 |
| BAWS | 1.62 |
| EPCL | 1.61 |
| OLTM | 1.61 |
| KOHC | 1.61 |
| SILK | 1.6 |
| SAIF | 1.6 |
| GENP | 1.59 |
| AACIL | 1.59 |
| AHL | 1.59 |
| NML | 1.58 |
| DWAE | 1.57 |
| EFOODS | 1.57 |
| SNBL | 1.56 |
| DBCI | 1.55 |
| AMTEX | 1.55 |
| EWLA | 1.54 |
| AHCL | 1.52 |
| FECM | 1.51 |
| PAEL | 1.51 |
| LOTPTA | 1.51 |
| DSL | 1.51 |
| RAVT | 1.5 |
| DSFL | 1.49 |
| AICL | 1.49 |
| SANE | 1.48 |
| NBP | 1.46 |
| NETSOL | 1.46 |
| ENGRO | 1.45 |
| SBL | 1.44 |
| ITSL | 1.42 |
| FRCL | 1.41 |
| DCH | 1.4 |
| MWMP | 1.4 |
| KTML | 1.35 |
| CHCC | 1.33 |
| KASBB | 1.33 |
| AKBL | 1.33 |
| DAWH | 1.32 |
| LUCK | 1.3 |
| SPL | 1.3 |
| BAFL | 1.3 |
| JSGCL | 1.29 |
| BYCO | 1.29 |
| JSVFL | 1.28 |
| MACFL | 1.27 |
| PIAA | 1.27 |
| MUBT | 1.27 |
| FEM | 1.26 |
| SMTM | 1.24 |
| SHTM | 1.24 |
| OGDC | 1.24 |
| GHNL | 1.22 |
| HMIM | 1.22 |
| CSM | 1.22 |
| SEPCO | 1.21 |
| IBLHL | 1.21 |
| GGL | 1.21 |
| HAJT | 1.2 |
| PNGRS | 1.2 |
| AMZV | 1.2 |
| UBL | 1.2 |
| MFTM | 1.2 |
| SNGP | 1.2 |
| OLPL | 1.19 |
| MCB | 1.18 |
| TGL | 1.16 |
| KESC | 1.14 |
| KSE-30 | 1.13 |
| INMF | 1.11 |
| HUSI | 1.11 |
| SLYT | 1.11 |
| MQTM | 1.09 |
| SZTM | 1.08 |
| DFML | 1.06 |
| GADT | 1.06 |
| FATIMA | 1.05 |
| ICCT | 1.05 |
| FFBL | 1.04 |
| KSE-100 | 1.03 |
| PMI | 1.03 |
| ATRL | 1.02 |
| NRL | 1.02 |
| CPPL | 1.01 |
| KSE-ALL | 1 |
| EFUG | 1 |
| JKSM | 1 |
| NICL | 0.99 |
| EMCO | 0.99 |
| DWSM | 0.98 |
| BERG | 0.98 |
| MODAM | 0.98 |
| ENGL | 0.97 |
| PINL | 0.97 |
| DSML | 0.96 |
| HBL | 0.96 |
| GHNI | 0.96 |
| EFUL | 0.95 |
| PPL | 0.93 |
| NESTLE | 0.93 |
| PRWM | 0.92 |
| ICI | 0.91 |
| KOHP | 0.9 |
| TDIL | 0.89 |
| NMBL | 0.89 |
| NCL | 0.88 |
| SSIC | 0.88 |
| SPLC | 0.87 |
| FDIBL | 0.87 |
| INIL | 0.86 |
| IGIIL | 0.85 |
| AHI | 0.84 |
| PSO | 0.84 |
| KSBP | 0.83 |
| BGL | 0.83 |
| PNSC | 0.83 |
| BUXL | 0.82 |
| PAKRI | 0.82 |
| CPMFI | 0.82 |
| POL | 0.82 |
| REDT | 0.81 |
| ABL | 0.81 |
| GTYR | 0.81 |
| JSGF | 0.81 |
| CSUML | 0.8 |
| FDMF | 0.8 |
| SCBPL | 0.8 |
| HADC | 0.79 |
| TREET | 0.79 |
| HCAR | 0.79 |
| SSGC | 0.79 |
| SSOM | 0.78 |
| GASF | 0.78 |
| GWLC | 0.77 |
| BILF | 0.76 |
| BAHL | 0.75 |
| STPL | 0.75 |
| FANM | 0.74 |
| IDRT | 0.74 |
| PKGP | 0.74 |
| MARI | 0.73 |
| HIRAT | 0.73 |
| SHNI | 0.72 |
| PIF | 0.72 |
| FABL | 0.72 |
| BOK | 0.7 |
| HUBC | 0.7 |
| AKDCL | 0.69 |
| GRYL | 0.69 |
| DMTM | 0.69 |
| SHCI | 0.69 |
| BCML | 0.69 |
| ZTL | 0.67 |
| NPL | 0.67 |
| PGF | 0.66 |
| ISL | 0.65 |
| NONS | 0.65 |
| FEROZ | 0.65 |
| ACPL | 0.65 |
| NATF | 0.65 |
| GUSM | 0.64 |
| TRPOL | 0.64 |
| GLAXO | 0.63 |
| HINO | 0.62 |
| THALL | 0.61 |
| PKGI | 0.61 |
| SAZEW | 0.61 |
| SMCPL | 0.59 |
| MEBL | 0.59 |
| FFC | 0.59 |
| ARUJ | 0.58 |
| SNAI | 0.58 |
| PTEC | 0.57 |
| KAPCO | 0.56 |
| KML | 0.56 |
| IFSL | 0.56 |
| PRL | 0.56 |
| SITC | 0.55 |
| ABOT | 0.54 |
| ULEVER | 0.54 |
| REWM | 0.54 |
| HAL | 0.53 |
| NAGC | 0.53 |
| KOHS | 0.52 |
| CENI | 0.52 |
| MBF | 0.52 |
| PKGS | 0.52 |
| ATFF | 0.52 |
| APL | 0.52 |
| EXIDE | 0.51 |
| NCPL | 0.5 |
| WAZIR | 0.5 |
| HINOON | 0.5 |
| AGTL | 0.5 |
| AGL | 0.49 |
| HICL | 0.48 |
| CSAP | 0.47 |
| CPL | 0.47 |
| TSMF | 0.46 |
| TRIPF | 0.46 |
| BOC | 0.46 |
| BNWM | 0.46 |
| PICT | 0.46 |
| HMB | 0.46 |
| MUREB | 0.46 |
| AKGL | 0.46 |
| FCIBL | 0.45 |
| MTL | 0.45 |
| SEL | 0.44 |
| GRAYS | 0.44 |
| STML | 0.43 |
| WAHN | 0.43 |
| PASM | 0.43 |
| DYNO | 0.43 |
| HSPI | 0.42 |
| SRVI | 0.42 |
| CHBL | 0.42 |
| BRR | 0.41 |
| GSPM | 0.41 |
| BATA | 0.41 |
| FFLM | 0.41 |
| JDMT | 0.4 |
| FECS | 0.4 |
| CEPB | 0.39 |
| IBFL | 0.39 |
| GAIL | 0.38 |
| STJT | 0.38 |
| ATBA | 0.38 |
| ATLH | 0.37 |
| PAKD | 0.37 |
| ELSM | 0.36 |
| PRET | 0.36 |
| GHGL | 0.36 |
| PSMC | 0.36 |
| UPFL | 0.36 |
| INDU | 0.35 |
| MDTL | 0.35 |
| PEF | 0.34 |
| SURC | 0.34 |
| DFSM | 0.34 |
| ISTM | 0.34 |
| AGIC | 0.33 |
| RUPL | 0.33 |
| MUCL | 0.33 |
| GATM | 0.32 |
| SGML | 0.32 |
| MZSM | 0.31 |
| ECOP | 0.31 |
| SIEM | 0.31 |
| SEARL | 0.31 |
| CICL | 0.31 |
| DLL | 0.3 |
| CFL | 0.29 |
| LINDE | 0.28 |
| HABSM | 0.27 |
| PIL | 0.27 |
| AGIL | 0.27 |
| YOUW | 0.27 |
| TSML | 0.26 |
| AGSML | 0.26 |
| PSYL | 0.26 |
| SAPL | 0.26 |
| JOPP | 0.25 |
| CHAS | 0.25 |
| PAKMI | 0.25 |
| LPGL | 0.24 |
| ALICO | 0.24 |
| ADMM | 0.24 |
| UNIC | 0.24 |
| TRSM | 0.23 |
| SHEL | 0.23 |
| FNBM | 0.23 |
| FHBM | 0.23 |
| UNTM | 0.23 |
| SHEZ | 0.22 |
| SLCL | 0.22 |
| DINT | 0.21 |
| MSOT | 0.21 |
| FPRM | 0.21 |
| ATIL | 0.21 |
| BCL | 0.2 |
| ZIL | 0.2 |
| PAKT | 0.2 |
| MEHT | 0.2 |
| JUBS | 0.2 |
| PPP | 0.2 |
| PGCL | 0.19 |
| RMPL | 0.19 |
| FUDLM | 0.18 |
| RICL | 0.18 |
| NOPK | 0.18 |
| IDYM | 0.18 |
| KOHE | 0.18 |
| BWHL | 0.18 |
| SANSM | 0.17 |
| BPL | 0.17 |
| LIBM | 0.17 |
| JVDC | 0.17 |
| BHAT | 0.16 |
| BFMOD | 0.16 |
| AZAMT | 0.16 |
| NJLIC | 0.15 |
| CWSM | 0.15 |
| ADOS | 0.14 |
| SHCM | 0.14 |
| HWQS | 0.14 |
| AABS | 0.14 |
| MERIT | 0.14 |
| FASM | 0.14 |
| ALNRS | 0.13 |
| BWCL | 0.12 |
| SFL | 0.12 |
| ILTM | 0.12 |
| COLG | 0.12 |
| NJICL | 0.11 |
| ATEL | 0.11 |
| WYETH | 0.11 |
| SEPL | 0.11 |
| GUTM | 0.1 |
| MOON | 0.1 |
| MIRKS | 0.1 |
| ICL | 0.09 |
| ALTN | 0.09 |
| TATM | 0.09 |
| DIIL | 0.09 |
| GATI | 0.09 |
| SRSM | 0.08 |
| MRNS | 0.08 |
| CSMD | 0.08 |
| AASM | 0.08 |
| SCL | 0.07 |
| OTSU | 0.07 |
| BTL | 0.07 |
| SING | 0.07 |
| ADAMS | 0.06 |
| SKFL | 0.06 |
| RCML | 0.06 |
| CRTM | 0.06 |
| PCAL | 0.05 |
| UVIC | 0.05 |
| THCCL | 0.05 |
| FHAM | 0.05 |
| SHJS | 0.04 |
| BAFS | 0.04 |
| MFFL | 0.04 |
| FZTM | 0.03 |
| DADX | 0.03 |
| GLPL | 0.03 |
| SUTM | 0.02 |
| SHSML | 0.01 |
| SCM | 0.01 |
| QUICE | 0.01 |
| SERF | |
| CLIM | |
| HKKT | |
| PAKL | |
| FTM | |
| FTHM | |
| NSRM | |
| HMICL | |
| SFAT | |
| SAPT | 0 |
| SFTM | |
| ZHCM | |
| FML | |
| SGLL | |
| FISM | |
| FIMM | |
| FIM | |
| NSB3Y1 | |
| GAEL | |
| ACCM | |
| IALC | |
| SALT | 0 |
| IDEN | |
| SFWF | |
| RUBY | |
| SGMLPS | |
| NSB10Y1 | |
| PUNO | |
| SHDT | |
| IIBL | |
| INDF | |
| FDBM | |
| NPSM | |
| REST | |
| NOPKNV | |
| SARC | |
| NLRL | |
| SERT | |
| FAEL | |
| FABLTFC | |
| SIBL | 0 |
| REGT | |
| NINA | |
| EWIC | |
| ETNL | |
| SIGL | |
| SARD | |
| REDCO | |
| SASM | |
| JATM | |
| SCHM | |
| ELCM | |
| SLCPA | |
| SLSO | |
| JGICL | |
| HATM | |
| JLICL | |
| DWTM | |
| RBS | |
| SNKA | |
| SNL | |
| QUSW | |
| SASML | |
| STIC | |
| DREL | |
| DOMF | |
| AGLNCPS | |
| PDGH | |
| DMTX | |
| ANSS | |
| QUAT | |
| SUCM | |
| QAYS | |
| PUDF | |
| SUHJ | |
| DICL | |
| JVDCPS | |
| NEXT | |
| KCL | |
| DEIC | |
| DCTL | |
| ZELP | |
| NCLNCP | |
| SYMC | |
| DBSL | |
| TAJT | |
| AHTM | |
| PECO | 0 |
| HAFT | |
| CYAN | |
| DAAG | |
| KHSM | |
| TAXE | |
| KHTC | |
| TCLTC | |
| NAZC | |
| KHYT | |
| PRIC | |
| HAEL | |
| CPSL | |
| THAS | |
| CPAL | |
| NATM | |
| SDOT | |
| COST | |
| KPOL | |
| NALC | |
| AKZO | |
| MYBL | |
| CLCPS | |
| TOWL | |
| PRIB | |
| TPL | |
| KPUS | |
| PPVC | |
| PPFL | |
| POML | |
| KSE30-DEC | |
| CEFP | |
| CECL | |
| CCM | |
| PGHE | |
| KSE30-JAN | |
| ALQT | |
| LAKST | |
| GLAT | |
| POAF | |
| LATM | |
| AMBL | |
| BPBL | |
| LIBT | |
| LMSM | |
| PMRS | 0 |
| AMMF | |
| LTVM | |
| UBDL | |
| BIIC | |
| AMSL | |
| PLIC | |
| UCAPM | |
| MDTM | |
| GLOT | |
| BELA | |
| BEEM | |
| UICL | |
| MEDI | |
| MEHJ | |
| HACC | |
| USMT | |
| MIGM | |
| GOEM | |
| UNIM | |
| AZTM | |
| PIAB | |
| AWTX | |
| PGIC | |
| MLCL | |
| ANLNV | |
| ATBL | |
| MOIL | |
| PGLC | |
| ANLTFC2 | |
| ASLPS | |
| ASTM | |
| ASML | |
| ASL | |
| ASHT | |
| ASIC | |
| ASFL | |
| ANNT | |
| ARPAK | |
| ARMR | |
| ANSM | |
| AQTM | |
| APOT | |
| MUBD | |
| QUET | -0.01 |
| PSEL | -0.02 |
| FZCM | -0.02 |
| HUSS | -0.02 |
| PHDL | -0.03 |
| PMPK | -0.03 |
| FRSM | -0.03 |
| SCLL | -0.03 |
| CLOV | -0.04 |
| SHFA | -0.04 |
| KSTM | -0.05 |
| IDSM | -0.05 |
| GVGL | -0.06 |
| JDWS | -0.06 |
| BIFO | -0.08 |
| TREI | -0.08 |
| UDPL | -0.08 |
| HUMNL | -0.09 |
| ARM | -0.09 |
| KASBM | -0.1 |
| BAPL | -0.13 |
| ISIL | -0.15 |
| TICL | -0.16 |
| STCL | -0.17 |
| ZAHT | -0.18 |
| MSCL | -0.22 |
| FCONM | -0.28 |
| MUKT | -0.29 |
| FIBLM | -0.31 |
| LEUL | -0.33 |
| KOSM | -0.34 |
| INKL | -0.36 |
| MLCFPS | -0.37 |
| DCM | -0.47 |
| CSIL | -0.49 |
| FTSM | -0.5 |
| DNCC | -0.59 |
| GFIL | -0.63 |
| NBF | -0.64 |
| MTIL | -1.45 |
| DATM | -1.88 |
how many years have you taken for the calculation of Beta? I have taken 15 years in my calculations and they are significantly different from these values
ReplyDeletethat is stated in first two lines.
Delete"Index -> KSE-ALL
Days Used -> 251 (about 1 year of data)"
//I have taken 15 years in my calculations and they are significantly different from these values//
Of course it is, different time period and maybe different index (I am guessing that you used the more popular KSE-100 index).