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IIFL NIFTY RETURN

Y X
Date Adj Close Adj Close IIFL NIFTY
7/7/2022 337.140228 16132.900391 -0.002651371 0.00542132584
7/8/2022 336.247528 16220.599609 0.0114387892 -0.0002836061
7/11/2022 340.115875 16216 -0.005849688 -0.0097725714
7/12/2022 338.132111 16058.299805 -0.011803051 -0.0057236413
7/13/2022 334.164581 15966.650391 -0.015705935 -0.0017551947
7/14/2022 328.957214 15938.650391 0.041057152 0.00691201454
7/15/2022 342.744354 16049.200195 -0.001303041 0.01418620249
7/18/2022 342.298035 16278.5 -0.00232099 0.00380451793
7/19/2022 341.504486 16340.549805 -0.008165651 0.01097345922
7/20/2022 338.727234 16520.849609 0.0139577433 0.00509571453
7/21/2022 343.488251 16605.25 -0.009866539 0.00685375525
7/22/2022 340.115875 16719.449219 -0.001167222 -0.005304242
7/25/2022 339.719116 16631 -0.003949427 -0.0088873337
7/26/2022 338.380066 16483.849609 0.015704891 0.00953655957
7/27/2022 343.736237 16641.800781 0.0168817033 0.01714589652
7/28/2022 349.588348 16929.599609 -0.018325543 0.01341556144
7/29/2022 343.240295 17158.25 0.0117783648 0.01053979239
8/1/2022 347.307007 17340.050781 -0.043186801 0.00031127924
8/2/2022 332.627197 17345.449219 0.0013409031 0.00245878308
8/3/2022 333.073517 17388.150391 -0.007322684 -0.0003537742
8/4/2022 330.643433 17382 -0.004058057 0.00089132972
8/5/2022 329.304382 17397.5 0.0104870045 0.00730759899
8/8/2022 332.77597 17525.099609 0.007719748 0.00055050956
8/10/2022 335.354858 17534.75 0.0061919631 0.00706094214
8/11/2022 337.437805 17659 0.0079051565 0.002214568
8/12/2022 340.115875 17698.150391 0.0256239477 0.00715585501
8/16/2022 348.943604 17825.25 -0.000853072 0.00665373791
8/17/2022 348.646057 17944.25 -0.000711536 0.00068243702
8/18/2022 348.398071 17956.5 -0.053656105 -0.0110907514
8/19/2022 330.197052 17758.449219 -0.014066534 -0.0151921486
8/22/2022 325.584839 17490.699219 0.0306008693 0.00495040864
8/23/2022 335.702026 17577.5 0.0094103403 0.00156039305
8/24/2022 338.876007 17604.949219 -0.007196848 -0.0046971968
8/25/2022 336.445923 17522.449219 0.0211485929 0.0020780948
8/26/2022 343.637054 17558.900391 -0.014976648 -0.0141090552
8/29/2022 338.52887 17312.900391 0.0103476917 0.02545745539
8/30/2022 342.050049 17759.300781 -0.001741386 -0.0122657125
9/1/2022 341.454926 17542.800781 -0.001889926 -0.0001910688
9/2/2022 340.810211 17539.449219 -0.014806504 0.00717802626
9/5/2022 335.801178 17665.800781 -0.017430483 -0.0005776199
9/6/2022 329.998718 17655.599609 0.0010512907 -0.0017686636
9/7/2022 330.345825 17624.400391 0.0065839617 0.00984390236
9/8/2022 332.527985 17798.75 0.0017881834 0.00194204777
9/9/2022 333.123138 17833.349609 0.0028245738 0.00575908028
9/12/2022 334.065399 17936.349609 0.0302676704 0.00742655667
9/13/2022 344.33136 18070.050781 0.0067466346 -0.0036758453
9/14/2022 346.662292 18003.75 0.0374859672 -0.0070427024
9/15/2022 359.9039 17877.400391 -0.002621607 -0.0195752034
9/16/2022 358.961609 17530.849609 0.0066097165 0.0052001444
9/19/2022 361.342102 17622.25 -0.014376707 0.01094865403
9/20/2022 356.184357 17816.25 0.0299020865 -0.0055101585
9/21/2022 366.99585 17718.349609 0.0379204246 -0.0050101073
9/22/2022 381.179718 17629.800781 -0.02503091 -0.0173045409
9/23/2022 371.756866 17327.349609 -0.061483741 -0.0181144013
9/26/2022 349.588348 17016.300781 0.0145062736 -0.0005231877
9/27/2022 354.696533 17007.400391 -0.017916879 -0.0087876773
9/28/2022 348.398071 16858.599609 0.0099151119 -0.002405225
9/29/2022 351.869659 16818.099609 -0.008634694 0.01629231253
9/30/2022 348.844452 17094.349609 0.0170558102 -0.0121831789
10/3/2022 354.845306 16887.349609 -0.006731226 0.02265509528
10/4/2022 352.464783 17274.300781 0.0476706089 0.00332311646
10/6/2022 369.67392 17331.800781 -0.011604557 -0.000990023
10/7/2022 365.408813 17314.650391 -0.020014275 -0.0042627184
10/10/2022 358.168121 17241 -0.010579215 -0.0150449937
10/11/2022 354.398956 16983.550781 -0.012391072 0.00821233164
10/12/2022 350.034668 17123.599609 -0.007109384 -0.0064005235
10/13/2022 347.554962 17014.349609 -0.00859843 0.01002051457
10/14/2022 344.579346 17185.699219 0.0074562956 0.00731079781
10/17/2022 347.158234 17311.800781 0.0075428955 0.01006644877
10/18/2022 349.786713 17486.949219 0.0070641813 0.00144579225
10/19/2022 352.266418 17512.25 0.0089699098 0.00294782545
10/20/2022 355.44043 17563.949219 -0.010660835 0.0007029866
10/21/2022 351.671265 17576.300781 0.0187209434 0.00874897227
10/24/2022 358.316895 17730.75 0.007995576 -0.0042049505
10/25/2022 361.193329 17656.349609 0.0961461895 0.00455452032
10/27/2022 397.644958 17736.949219 0.0240292543 0.00280666285
10/28/2022 407.315796 17786.800781 0.0222753171 0.01259260965
10/31/2022 416.490692 18012.199219 -0.007410167 0.00736784388
11/1/2022 413.415833 18145.400391 -0.018769088 -0.0034531529
11/2/2022 405.72876 18082.849609 0.0040256819 -0.0016687388
11/3/2022 407.365387 18052.699219 0.0006085705 0.00356381024
11/4/2022 407.613373 18117.150391 -0.013474014 0.00471644625
11/7/2022 402.15802 18202.800781 -0.003582696 -0.00251931
11/9/2022 400.719788 18157 -0.013581948 -0.007119006
11/10/2022 395.314026 18028.199219 0.0043812746 0.01767602773
11/11/2022 397.049805 18349.699219 0.0492302658 -0.001120473
11/14/2022 417.085815 18329.150391 0.0026125089 0.00404274136
11/15/2022 418.17688 18403.400391 -0.011090684 0.0003395535
11/16/2022 413.564636 18409.650391 0.0065739084 -0.0035778894
11/17/2022 416.292328 18343.900391 0.0601058664 -0.0019780888
11/18/2022 442.081207 18307.650391 0.0084897482 -0.0081004498
11/21/2022 445.850342 18159.949219 0.0272125553 0.00462860163
11/22/2022 458.149658 18244.199219 0.0174906652 0.00126266059
11/23/2022 466.23349 18267.25 0.015410954 0.01180104284
11/24/2022 473.474243 18484.099609 -0.005251019 0.00154880197
11/25/2022 470.994537 18512.75 0.0132839979 0.00269720059
11/28/2022 477.292969 18562.75 -0.044078689 0.00297469773
11/29/2022 456.711456 18618.050781 0.0132680893 0.00750738356
11/30/2022 462.811523 18758.349609 -0.015224628 0.00288257673
12/1/2022 455.818756 18812.5 0.0071553165 -0.0062066175
12/2/2022 459.09198 18696.099609 0.0223263215 0.00026478873
12/5/2022 469.457092 18701.050781 -0.009446507 -0.0031223832
12/6/2022 465.043243 18642.75 0.0124001785 -0.0044216639
12/7/2022 470.845764 18560.5 0.0141193505 0.00262845492
12/8/2022 477.540955 18609.349609 0.0164799538 -0.0060772113
12/9/2022 485.476013 18496.599609 0.0144018208 2.977703E-05
12/12/2022 492.518341 18497.150391 0.0024137398 0.00597490848
12/13/2022 493.708588 18608 -0.020807658 0.00280671854
12/14/2022 483.541809 18660.300781 0.0202047985 -0.0132381736
12/15/2022 493.411041 18414.900391 0.0001005014 -0.0079545064
12/16/2022 493.460632 18269 0.005112479 0.00825578374
12/19/2022 495.989899 18420.449219 0.0231282057 -0.0019099433
12/20/2022 507.59494 18385.300781 -0.041086702 -0.0101793539
12/21/2022 487.16217 18199.099609 -0.028080685 -0.0039502949
12/22/2022 473.672607 18127.349609 -0.075550693 -0.0178413753
12/23/2022 439.204742 17806.800781 0.0726147405 0.01160206785
12/26/2022 472.283966 18014.599609 -0.008542046 0.00651240282
12/27/2022 468.266876 18132.300781 -0.001165748 -0.0005406612
12/28/2022 467.721313 18122.5 0.019010208 0.00377270609
12/29/2022 476.697845 18191 0.0012476516 -0.0047222101
12/30/2022 477.292969 18105.300781 -0.010235108 0.00507667523
1/2/2023 472.432739 18197.449219 -0.021004255 0.00192706961
1/3/2023 462.613129 18232.550781 -0.009262294 -0.0104535176
1/4/2023 458.348053 18042.949219 0.0097982049 -0.0028194101
1/5/2023 462.861115 17992.150391 -0.019365538 -0.0074028372
1/6/2023 453.983795 17859.449219 0.033937916 0.0134454551
1/9/2023 469.655487 18101.199219 -0.011683637 -0.0103872661
1/10/2023 464.200134 17914.150391 -0.005033979 -0.0010305083
1/11/2023 461.869232 17895.699219 0.0246061483 -0.0020976741
1/12/2023 473.375031 17858.199219 -0.001153032 0.00549497084
1/13/2023 472.829529 17956.599609 -0.009061318 -0.0034447735
1/16/2023 468.564423 17894.849609 0.0858552383 0.00881559671
1/17/2023 510.570557 18053.300781 -0.012412787 0.00618737497
1/18/2023 504.272125 18165.349609 -0.01167287 -0.0031703875
1/19/2023 498.420044 18107.849609 -0.022540775 -0.0044388122
1/20/2023 487.310944 18027.650391 -0.028595439 0.00502960636
1/23/2023 473.573425 18118.550781 -0.016258804 -1.3798108E-05
1/24/2023 465.935944 18118.300781 0.0153158445 -0.012571673
1/25/2023 473.127075 17891.949219 -0.035095064 -0.016204839
1/27/2023 456.810638 17604.349609 0.0203112432 0.00253023889
1/30/2023 466.183899 17648.949219 0.0882251602 0.00074770668
1/31/2023 509.181915 17662.150391 0.0126786872 -0.0025992998
2/1/2023 515.678772 17616.300781 -0.000288601 -0.0003349953
2/2/2023 515.529968 17610.400391 -0.024935493 0.01374075817
2/3/2023 502.833923 17854.050781 -0.028613468 -0.005022726
2/6/2023 488.649994 17764.599609 -0.023187007 -0.0024290993
2/7/2023 477.450012 17721.5 0.0194966122 0.00843982074
2/8/2023 486.850006 17871.699219 -0.015316441 0.00121626799
2/9/2023 479.450012 17893.449219 -0.016190454 -0.0020670928
2/10/2023 471.75 17856.5 -0.00937073 -0.0048052776
2/13/2023 467.350006 17770.900391 -0.007193902 0.00890458986
2/14/2023 464 17929.849609 -0.022448339 0.00478500438
2/15/2023 453.700012 18015.849609 0.0077940742 0.00110951786
2/16/2023 457.25 18035.849609 -0.004713099 -0.0050945227
2/17/2023 455.100006 17944.199219 -0.006945607 -0.0055659799
2/20/2023 451.950012 17844.599609 -0.027820132 -0.0010036299
2/21/2023 439.549988 17826.699219 -0.008797488 -0.015398311
2/22/2023 435.700012 17554.300781 -0.001722851 -0.0024554471
2/23/2023 434.950012 17511.25 -0.002647539 -0.0025988037
2/24/2023 433.799988 17465.800781 -0.017792188 -0.0041941948
2/27/2023 426.149994 17392.699219 0.0058493382 -0.005115779
2/28/2023 428.649994 17303.949219 0.0178039662 0.00845649165
3/1/2023 436.350006 17450.900391 0.0165912624 -0.0074196262
3/2/2023 443.649994 17321.900391 0.0058433833 0.0156061861
3/3/2023 446.25 17594.349609 0.0169975631 0.00663347344
3/6/2023 453.899994 17711.449219 -0.010520002 0.00242211555
3/8/2023 449.149994 17754.400391 -0.001559675 -0.0093255985
3/9/2023 448.450012 17589.599609 -0.028384374 -0.0100964628
3/10/2023 435.899994 17412.900391 -0.029922498 -0.0149624167
3/13/2023 423.049988 17154.300781 -0.006997555 -0.0064917061
3/14/2023 420.100006 17043.300781 0.0181629761 -0.004183422
3/15/2023 427.799988 16972.150391 0.0016349694 0.00079211483
3/16/2023 428.5 16985.599609 0.0065131378 0.0067155299
3/17/2023 431.299988 17100.050781 -0.014361842 -0.0065506519
3/20/2023 425.149994 16988.400391 -0.01147332 0.00698618262
3/21/2023 420.299988 17107.5 0.0220021963 0.0025920136
3/22/2023 429.649994 17151.900391 0 -0.0043822815
3/23/2023 429.649994 17076.900391 -0.011705624 -0.0077508941
3/24/2023 424.649994 16945.050781 -0.003420377 0.00239596575
3/27/2023 423.200012 16985.699219 0.0299119793 -0.0020036899
3/28/2023 436.049988 16951.699219 0.070177077 0.00758104769
3/29/2023 467.75 17080.699219 0.04258635 0.0162051828
3/31/2023 488.100006 17359.75 -0.03640561 0.00220386766
4/3/2023 470.649994 17398.050781 -0.021259109 0.00909744727
4/5/2023 460.75 17557.050781 0.0320369096 0.00239500451
4/6/2023 475.75 17599.150391 -0.011309122 0.00141386321
4/10/2023 470.399994 17624.050781 -0.024424273 0.00555928681
4/11/2023 459.049988 17722.300781 -0.001526013 0.00507108827
4/12/2023 458.350006 17812.400391 0.0053309858 0.00087538916
4/13/2023 460.799988 17828 -0.004240711 -0.0068187068
4/17/2023 458.850006 17706.849609 0.0043492511 -0.0026408372
4/18/2023 460.850006 17660.150391 -0.011018533 -0.0023470352
4/19/2023 455.799988 17618.75 0.0092810627 0.00032342234
4/20/2023 460.049988 17624.449219 -0.015774195 -2.2607373E-05
4/21/2023 452.850006 17624.050781 0.0044067494 0.00674914697
4/24/2023 454.850006 17743.400391 0.0129963759 0.00145579749
4/25/2023 460.799988 17769.25 0.0284541992 0.00249275325
4/26/2023 474.100006 17813.599609 0.0192192715 0.00567899675
4/27/2023 483.299988 17915.050781 -0.007372419 0.00833517929
4/28/2023 479.75 18065 -0.027042924 0.00456473269
5/2/2023 466.950012 18147.650391 -0.004507425 -0.0031901114
5/3/2023 464.850006 18089.849609 0.0103794328 0.00913189465
5/4/2023 469.700012 18255.800781 -0.011563349 -0.0102851178
5/5/2023 464.299988 18069 -0.011589571 0.01075606867
5/8/2023 458.950012 18264.400391 -0.019027297 8.479678E-05
5/9/2023 450.299988 18265.949219 -0.007131704 0.00268720669
5/10/2023 447.100006 18315.099609 -0.011133119 -0.0009887229
5/11/2023 442.149994 18297 -0.002604302 0.00097240682
5/12/2023 441 18314.800781 0.017532452 0.00457862261
5/15/2023 448.799988 18398.849609 -0.020143554 -0.0061250587
5/16/2023 439.850006 18286.5 0.0542048178 -0.0057447389
5/17/2023 464.350006 18181.75 -0.007782995 -0.0028531199
5/18/2023 460.75 18129.949219 -0.013987757 0.00404318748
5/19/2023 454.350006 18203.400391 -0.024057331 0.00607924571
5/22/2023 443.549988 18314.400391 -0.002031131 0.00183291972
5/23/2023 442.649994 18348 0.0028199218 -0.0034176281
5/24/2023 443.899994 18285.400391 -0.008256551 0.00195320294
5/25/2023 440.25 18321.150391 -0.006380306 0.00967942365
5/26/2023 437.450012 18499.349609 -0.003779046 0.00535344327
5/29/2023 435.799988 18598.650391 -0.001377672 0.00189077975
5/30/2023 435.200012 18633.849609 0.0240646709 -0.0053513122
5/31/2023 445.799988 18534.400391 -0.00641347 -0.0025201354
6/1/2023 442.950012 18487.75 0.0615072961 0.00250390695
6/2/2023 471.049988 18534.099609 -0.001168261 0.00321860231
6/5/2023 470.5 18593.849609 0.0121469674 0.00027695598
6/6/2023 476.25 18599 0.0015735644 0.00682649801
6/7/2023 477 18726.400391 0.0127071931 -0.0049168874
6/8/2023 483.100006 18634.550781 0.0160167449 -0.0038255051
6/9/2023 490.899994 18563.400391 -0.009826052 0.00205030133
6/12/2023 486.100006 18601.5 0.031488277 0.00614458577
6/13/2023 501.649994 18716.150391 -0.011326727 0.00212158204
6/14/2023 496 18755.900391 0.0055290415 -0.0036214537
6/15/2023 498.75 18688.099609 0.0274884297 0.00735195639
6/16/2023 512.650024 18826 0.005252837 -0.0037545579
6/19/2023 515.349976 18755.449219 -0.04423567 0.00326039669
6/20/2023 493.049988 18816.699219 -0.012962623 0.00213149047
6/21/2023 486.700012 18856.849609 -0.017828013 -0.0045497784
6/22/2023 478.100006 18771.25 -0.008718072 -0.0056495439
6/23/2023 473.950012 18665.5 0.0211896531 0.00137588297
6/26/2023 484.100006 18691.199219 0.0252919741 0.00672921141
6/27/2023 496.5 18817.400391 0 0.00818746383
6/28/2023 496.5 18972.099609 0.018261235 0.01137038623
6/30/2023 505.649994 19189.050781 -0.012437353 0.00693300353
7/3/2023 499.399994 19322.550781 0.0105568513 0.00343304688
7/4/2023 504.700012 19389 0.0065172305 0.00048984854
7/5/2023 508 19398.5 0.0083313395 0.00508029101
7/6/2023 512.25 19497.300781 -0.003226271 -0.006233086
7/7/2023 510.600006 19376.150391 Err:502 Err:502
Y DEPENDENT VARIABLE
X INDEPENDENT VARIABLE

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.269040798828
R Square 0.072382951434
Adjusted R Square 0.068596759399
Standard Error 0.021807300808
Observations 247

ANOVA
df SS MS F Significance F
Regression 1 0.0090915405175 0.009091540518 19.1176123042 1.817948E-05
Residual 245 0.1165118002889 0.000475558369
Total 246 0.1256033408064

Coefficients Standard Error t Stat P-value Lower 95%


Intercept 0.001068167423 0.0013946151604 0.765922710286 0.44445956623 -0.001678798
X Variable 1 0.825681553957 0.1888407677195 4.372369186634 1.8179475E-05 0.4537230418
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.269040798828
R Square 0.072382951434
Adjusted R Square 0.068596759399
Standard Error 0.021807300808
Observations 247

ANOVA
df SS MS
Regression 1 0.00909154052 0.0090915405
Residual 245 0.11651180029 0.0004755584
Total 246 0.12560334081

Coefficients Standard Error t Stat


Intercept 0.001068167423 0.00139461516 0.7659227103
X Variable 1 0.825681553957 0.18884076772 4.3723691866
Upper 95% Lower 95.0% Upper 95.0%
0.003815132 -0.001678798 0.0038151324
1.197640066 0.4537230418 1.1976400661
F Significance F
19.1176123 1.817948E-05

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


Upper 95.0%
0.444459566 -0.001678798 0.0038151324 -0.001679 0.003815
1.817948E-05 0.4537230418 1.1976400661 0.453723 1.19764

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