Scribd Logo
Upload

Welcome to Scribd!

  • 27 views

    Book 1

    Uploaded by

    Neeraj Kumar
    The document contains quarterly GDP and NIFTY figures from 2012-13 to 2019-20. A linear regression was performed and found a strong correlation (R^2 = 0.9268) between GDP and NIFTY, with the regression equation: NIFTY = 0.0046502846 * GDP - 4083.9844787774. A separate analysis found a moderate negative correlation (-0.6262) between inflation rate and NIFTY, with the regression equation: NIFTY = -604.9499336987 * Inflation + 11947.8183248831.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd

    Book 1

    Uploaded by

    Neeraj Kumar
    27 views7 pages
    The document contains quarterly GDP and NIFTY figures from 2012-13 to 2019-20. A linear regression was performed and found a strong correlation (R^2 = 0.9268) between GDP and NIFTY, with the regression equation: NIFTY = 0.0046502846 * GDP - 4083.9844787774. A separate analysis found a moderate negative correlation (-0.6262) between inflation rate and NIFTY, with the regression equation: NIFTY = -604.9499336987 * Inflation + 11947.8183248831.

    Original Description:

    security analysis

    Original Title

    Book1

    Copyright

    © © All Rights Reserved

    Available Formats

    XLSX, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    The document contains quarterly GDP and NIFTY figures from 2012-13 to 2019-20. A linear regression was performed and found a strong correlation (R^2 = 0.9268) between GDP and NIFTY, with the regression equation: NIFTY = 0.0046502846 * GDP - 4083.9844787774. A separate analysis found a moderate negative correlation (-0.6262) between inflation rate and NIFTY, with the regression equation: NIFTY = -604.9499336987 * Inflation + 11947.8183248831.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    27 views7 pages

    Book 1

    Uploaded by

    Neeraj Kumar
    The document contains quarterly GDP and NIFTY figures from 2012-13 to 2019-20. A linear regression was performed and found a strong correlation (R^2 = 0.9268) between GDP and NIFTY, with the regression equation: NIFTY = 0.0046502846 * GDP - 4083.9844787774. A separate analysis found a moderate negative correlation (-0.6262) between inflation rate and NIFTY, with the regression equation: NIFTY = -604.9499336987 * Inflation + 11947.8183248831.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    of 7

    2012-13 2013-14

    Q1 Q2 Q3 Q4 Q1 Q2
    GDP 2074589.0 2047909.0 2177528.0 2246251.0 2206230.0 2193897.0
    NIFTY 5278.9 5703.3 5,905.10 5,682.55 5,842.20 5,735.30

    GDP NIFTY
    2074589 5278.9 SUMMARY OUTPUT
    2047909 5703.3
    2177528 5905.1 Regression Statistics
    2246251 5682.55 Multiple R 0.962718134
    2206230 5842.2 R Square 0.926826205
    2193897 5735.3 Adjusted R S 0.924116064
    2314941 6304 Standard Erro531.2768036
    2348579 6704.2 Observations 29
    2377154 7611.35
    2379356 7964.8 ANOVA
    2457010 8280.7 df SS MS
    2498612 8491 Regression 1 96526864.3 96526864.3
    2498612 8368.5 Residual 27 7620886.14 282255.042
    2578225 7948.9 Total 28 104147750
    2637004 7946.35
    2716448 7738.4 Coefficients Standard Error t Stat
    2797534 8287.75 Intercept -4083.98448 678.622653 -6.0180491
    2791258 8611.15 GDP 0.004650285 0.00025146 18.4928244
    2832025 8185.8
    2898152 9173.75
    2962815 9520.9
    NIFTY
    2974645 9788.6 13000
    3039403 10530.7 12000
    3127303 10113.7 11000 f(x) = 0.0046502846x - 4083.9844787774
    R² = 0.926826205
    3190452 10714.3 10000
    3178747 10930.45 9000
    NIFTY

    3231406 10862.55 8000


    3306332 11623.9 7000
    3348005 11788.85 6000
    5000
    4000
    1900000 2100000 2300000 2500000 2700000 2900000 3100000 3
    GDP
    2013-14 2014-15 2015-16
    Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2
    2314941.0 2348579.0 2377154.0 2379356.0 2457010.0 2498612.0 2498612.0 2578225.0
    6,304.00 6,704.20 7,611.35 7,964.80 8,280.70 8,491.00 8,368.50 7,948.90

    F Significance F
    341.984553 7.3513E-17

    P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%


    2.0174E-06 -5476.4031 -2691.5658 -5476.4031 -2691.5658
    7.3513E-17 0.00413432 0.00516625 0.00413432 0.00516625

    NIFTY

    2846x - 4083.9844787774
    205

    2500000 2700000 2900000 3100000 3300000 3500000


    GDP
    2015-16 2016-17 2017-18
    Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2
    2637004.0 2716448.0 2797534.0 2791258.0 2832025.0 2898152.0 2962815.0 2974645.0
    7,946.35 7,738.40 8,287.75 8,611.15 8,185.80 9,173.75 9,520.90 9,788.60
    2017-18 2018-19 2019-20
    Q3 Q4 Q1 Q2 Q3 Q4 Q1
    3039403.0 3127303.0 3190452.0 3178747.0 3231406.0 3306332.0 3348005.0
    10,530.70 10,113.70 10,714.30 10,930.45 10,862.55 11,623.90 11,788.85
    Inflation NIFTY
    Aug-19 3.28 11,023.25
    Jul-19 3.15 11,118.00
    Jun-19 3.18 11,788.85 NIFTY
    May-19 3.05 11,922.80
    Apr-19 2.99 11,748.15 14,000.00

    Mar-19 2.86 11,623.90 12,000.00


    Feb-19 2.57 10,792.50
    10,000.00 f(x) = - 604.9499336987x + 11947.8183248831
    Jan-19 1.97 10,830.95 R² = 0.3921320084
    Dec-18 2.11 10,862.55 8,000.00
    Nov-18 2.33 10,876.75
    Oct-18 3.38 10,386.60 6,000.00

    Sep-18 3.7 10,930.45 4,000.00


    Aug-18 3.69 11,680.50
    Jul-18 4.17 11,356.50 2,000.00

    Jun-18 4.92 10,714.30 0.00


    May-18 4.87 10,736.15 1 2 3 4 5 6 7

    Apr-18 4.58 10,739.35


    Mar-18 4.28 10,113.70 SUMMARY OUTPUT
    Feb-18 4.44 10,492.85
    Jan-18 5.07 11,027.70 Regression Statistics
    Dec-17 5.21 10,530.70 Multiple 0.626204
    Nov-17 4.88 10,226.55 R Square 0.392132
    Oct-17 3.58 10,335.30 Adjusted 0.382483
    Sep-17 3.28 9,788.60 Standard 1101.814
    Aug-17 3.28 9,917.90 Observati 65
    Jul-17 2.36 10,077.10
    Jun-17 1.46 9,520.90 ANOVA
    May-17 2.18 9,621.25 df SS MS
    Apr-17 2.99 9,304.05 Regressio 1 49337803 49337803
    Mar-17 3.89 9,173.75 Residual 63 76481569 1213993
    Feb-17 3.65 8,879.60 Total 64 1.26E+08
    Jan-17 3.17 8,561.30
    Dec-16 3.41 8,185.80 Coefficients
    Standard Errort Stat
    Nov-16 3.63 8,224.50 Intercept 11947.82 437.6647 27.29902
    Oct-16 4.2 8,625.70 Inflation -604.9499 94.89376 -6.375023
    Sep-16 4.39 8,611.15
    Aug-16 5.05 8,786.20
    Jul-16 6.07 8,638.50
    Jun-16 5.77 8,287.75
    May-16 5.76 8,160.10
    Apr-16 5.47 7,849.80
    Mar-16 4.83 7,738.40
    Feb-16 5.26 6,987.05
    Jan-16 5.69 7,563.55
    Dec-15 5.61 7,946.35
    Nov-15 5.41 7,935.25
    Oct-15 5 8,065.80
    Sep-15 4.41 7,948.90
    Aug-15 3.74 7,971.30
    Jul-15 3.69 8,532.85
    Jun-15 5.4 8,368.50
    May-15 5.01 8,433.65
    Apr-15 4.87 8,181.50
    Mar-15 5.25 8,491.00
    Feb-15 5.37 8,901.85
    Jan-15 5.19 8,808.90
    Dec-14 4.28 8,282.70
    Nov-14 3.27 8,588.25
    Oct-14 4.62 8,322.20
    Sep-14 5.63 7,964.80
    Aug-14 7.03 7,954.35
    Jul-14 7.39 7,721.30
    Jun-14 6.77 7,611.35
    May-14 8.33 7,229.95
    Apr-14 8.48 6,696.40
    correlation analysis
    coulumn 1 coulumn 2
    coulumn 1 1
    coulumn 2 -0.6262 1
    NIFTY

    6987x + 11947.8183248831

    4 5 6 7 8 9

    F Significance F
    40.64092 2.42E-08

    P-value Lower 95%Upper 95%


    Lower 95.0% Upper 95.0%
    1.29E-36 11073.22 12822.42 11073.22 12822.4213942008
    2.42E-08 -794.58 -415.3199 -794.58 -415.3198882862

    You might also like