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Reliance

This document contains daily price data from 26-Feb-19 to 12-Mar-19. It includes the daily prices, logarithmic returns, variance of returns, and daily and yearly volatility. The final price on 12-Mar-19 was 11325.3. Various probability levels are also shown with the corresponding potential price ranges based on the daily volatility of 0.508743.

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Anonymous Mp5LmNTkLu
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92 views21 pages

Reliance

This document contains daily price data from 26-Feb-19 to 12-Mar-19. It includes the daily prices, logarithmic returns, variance of returns, and daily and yearly volatility. The final price on 12-Mar-19 was 11325.3. Various probability levels are also shown with the corresponding potential price ranges based on the daily volatility of 0.508743.

Uploaded by

Anonymous Mp5LmNTkLu
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLS, PDF, TXT or read online on Scribd
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26-Feb-19 1220.

25 LN
27-Feb-19 1223.5 0.0026598481
28-Feb-19 1231.05 0.0061518599
1-Mar-19 1226.05 -0.004069844
5-Mar-19 1237.65 0.0094168005
6-Mar-19 1264.8 0.0216995867
7-Mar-19 1270.25 0.0042997246
8-Mar-19 1267.1 -0.0024829067
11-Mar-19 1304.1 0.0287823229
12-Mar-19 1331.35 0.0206803173

0.0096819677
variance 0.0001175686
Daily volatility 0.0108429066
Ref price 1331.35 Daily price range

0.236 3.41 1334.76 1327.94


0.382 5.51 1336.86 1325.84
0.5 7.22 1338.57 1330.85
0.618 8.92 1340.27 1322.43
0.786 11.35 1342.70 1320.00
0.888 12.82 1344.17 1318.53
1.236 17.84 1349.19 1313.51
1.618 23.36 1354.71 1307.99
sqr LN
7.07479199736648E-06
3.7845379750661E-05
1.65636305507951E-05
8.86761320269369E-05 1.0843
0.0004708721
1.84876314516371E-05
6.16482552685927E-06
0.0008284221
0.0004276755

0.0002113091

1.084290655
14.4357036355 yearly v0.2072 20.715 weekly 0.0287
Yearly p275.79
2.8688
26-Feb-19 266.35 LN
27-Feb-19 267.65 0.0026598481
28-Feb-19 269.05 0.0061518599
1-Mar-19 272.95 -0.004069844
5-Mar-19 276.45 0.0094168005
6-Mar-19 278.1 0.0216995867
7-Mar-19 281.75 0.0042997246
8-Mar-19 281.2 -0.0024829067
11-Mar-19 287.35 0.0287823229
12-Mar-19 286.9 0.0206803173

0.0096819677
variance 0.0001175686
Daily volatility 0.0108429066
Ref price 1331.35 Daily price range

0.236 3.406826058 1334.756826058 1327.943173942


0.382 5.5144387887 1336.8644387888 1325.8355612113
0.5 7.2178518177 1338.5678518177 1330.85
0.618 8.9212648467 1340.2712648467 1322.4287351533
0.786 11.3464630575 1342.6964630575 1320.0035369425
0.888 12.8189048283 1344.1689048283 1318.5310951717
1.236 17.8425296934 1349.1925296934 1313.5074703066
1.618 23.3569684822 1354.7069684822 1307.9930315178
sqr LN
7.07479199736648E-06
3.7845379750661E-05
1.65636305507951E-05
8.86761320269369E-05 1.0843
0.0004708721
1.84876314516371E-05
6.16482552685927E-06
0.0008284221
0.0004276755

0.0002113091

1.084290655
14.4357036355 yearly v0.2072 20.715 weekly
Yearly p275.79
0.0287 2.868763
26-Feb-19 10868.9
27-Feb-19 10851
28-Feb-19 10857.25
1-Mar-19 10917.05
5-Mar-19 11032.7
6-Mar-19 11086.8
7-Mar-19 11098.2
8-Mar-19 11076.05
11-Mar-19 11202.15
12-Mar-19 11325.3

variance
Daily volatility
Ref price 11325.3

0.236 13.5975393493 11338.8975393493


0.382 22.0095764044 11347.3095764044
0.5 28.8083460791 11354.1083460791
0.618 35.6071157537 11360.9071157537
0.786 45.2867200363 11370.5867200363
0.888 51.1636226364 11376.4636226364
1.236 71.2142315075 11396.5142315075
1.618 93.2238079119 11418.5238079119
LN sqr LN
-0.0016482584 2.71675582645128E-06
0.000575818 3.31566329170638E-07
0.0054927277 3.0170057554384E-05
0.010537803 0.0001110453
0.0048916212 0.000023928
0.0010277215 1.05621153060263E-06
-0.0019978134 3.99125855230285E-06
0.0113206046 0.0001281561
0.0109334369 0.00011954

0.0045704068 4.67705811715571E-05
0.000025882
0.0050874319 0.508743187
Daily price range 57.6166921582

11311.7024606507
11303.2904235956
11296.4916539209
11289.6928842463
11280.0132799637
11274.1363773636
11254.0857684925
11232.0761920881
0.508743187

yearly volatility 0.0971952494 9.7195 weekly 0.0135


Yearly price range 1100.7653581
26-Feb-19
27-Feb-19
28-Feb-19
1-Mar-19
5-Mar-19
6-Mar-19
7-Mar-19
8-Mar-19
11-Mar-19
12-Mar-19

Ref price

0.236 13.5975393493
0.382 22.0095764044
0.5 28.8083460791
0.618 35.6071157537
0.786 45.2867200363
0.888 51.1636226364
1.236 71.2142315075
1.618 93.2238079119
10868.9 LN
10851 -0.0016482584
10857.25 0.000575818
10917.05 0.0054927277
11032.7 0.010537803
11086.8 0.0048916212
11098.2 0.0010277215
11076.05 -0.0019978134
11202.15 0.0113206046
11325.3 0.0109334369

0.0045704068
variance 0.000025882
Daily volatility 0.0050874319
11325.3 Daily price range

11338.8975393493 11311.7024606507
11347.3095764044 11303.2904235956
11354.1083460791 11296.4916539209
11360.9071157537 11289.6928842463
11370.5867200363 11280.0132799637
11376.4636226364 11274.1363773636
11396.5142315075 11254.0857684925
11418.5238079119 11232.0761920881
sqr LN
2.71675582645128E-06
3.31566329170638E-07
3.0170057554384E-05
0.0001110453 0.5087
0.000023928
1.05621153060263E-06
3.99125855230285E-06
0.0001281561
0.00011954

4.67705811715571E-05

0.508743187
57.6166921582 yearly v0.0972 9.7195
Yearly p 1101
weekly 0.0135
26-Feb-19 10868.9
27-Feb-19 10851
28-Feb-19 10857.25
1-Mar-19 10917.05
5-Mar-19 11032.7
6-Mar-19 11086.8
7-Mar-19 11098.2
8-Mar-19 11076.05
11-Mar-19 11202.15
12-Mar-19 11325.3

variance
Daily volatility
Ref price 11325.3

0.236 13.5975393493 11338.8975393493


0.382 22.0095764044 11347.3095764044
0.5 28.8083460791 11354.1083460791
0.618 35.6071157537 11360.9071157537
0.786 45.2867200363 11370.5867200363
0.888 51.1636226364 11376.4636226364
1.236 71.2142315075 11396.5142315075
1.618 93.2238079119 11418.5238079119
LN sqr LN
-0.0016482584 2.71675582645128E-06
0.000575818 3.31566329170638E-07
0.0054927277 3.0170057554384E-05
0.010537803 0.0001110453
0.0048916212 0.000023928
0.0010277215 1.05621153060263E-06
-0.0019978134 3.99125855230285E-06
0.0113206046 0.0001281561
0.0109334369 0.00011954

0.0045704068 4.67705811715571E-05
0.000025882
0.0050874319 0.508743187
Daily price range 57.6166921582

11311.7024606507
11303.2904235956
11296.4916539209
11289.6928842463
11280.0132799637
11274.1363773636
11254.0857684925
11232.0761920881
0.508743187

yearly volatility 0.0972 9.7195 weekly


Yearly price range 1101
0.0135
26-Feb-19 10868.9
27-Feb-19 10851
28-Feb-19 10857.25
1-Mar-19 10917.05
5-Mar-19 11032.7
6-Mar-19 11086.8
7-Mar-19 11098.2
8-Mar-19 11076.05
11-Mar-19 11202.15
12-Mar-19 11325.3

variance
Daily volatility
Ref price 11325.3

0.236 13.5975393493 11338.8975393493


0.382 22.0095764044 11347.3095764044
0.5 28.8083460791 11354.1083460791
0.618 35.6071157537 11360.9071157537
0.786 45.2867200363 11370.5867200363
0.888 51.1636226364 11376.4636226364
1.236 71.2142315075 11396.5142315075
1.618 93.2238079119 11418.5238079119
LN sqr LN
-0.0016482584 2.71675582645128E-06
0.000575818 3.31566329170638E-07
0.0054927277 3.0170057554384E-05
0.010537803 0.0001110453 0.508743187
0.0048916212 0.000023928
0.0010277215 1.05621153060263E-06
-0.0019978134 3.99125855230285E-06
0.0113206046 0.0001281561
0.0109334369 0.00011954

0.0045704068 4.67705811715571E-05
0.000025882
0.0050874319 0.508743187
Daily price range 57.6166921582 yearly volatility
Yearly price range
11311.7024606507
11303.2904235956
11296.4916539209
11289.6928842463
11280.0132799637
11274.1363773636
11254.0857684925
11232.0761920881
0.0971952494 9.7195 weekly 0.0135
1100.76535809
26-Feb
27-Feb
28-Feb

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