Industry | CAPM Beta | D1 | D2 | D3 | D4 | D5 | D6 | D7 | S7 | Mean (D1 to S7) | D1 = D5 | D1 = D7 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
CG | 0.94 | 0.91 | 0.94 | 1.00 | 0.96 | 1.02 | 0.90 | 1.25 | 1.11 | 1.11 | 1.51 | 2.82a |
IT | 0.83 | 0.91 | 0.83 | 0.74 | 0.69 | 0.67 | 0.71 | 0.56 | 0.97 | 0.77 | 1.90b | 0.75 |
Banking | 1.13 | 1.04 | 1.16 | 1.29 | 1.28 | 0.99 | 1.33 | 1.29 | 0.99 | 1.16 | 0.67 | 2.89a |
Metal | 1.22 | 1.16 | 1.29 | 1.17 | 1.33 | 1.44 | 1.23 | 1.32 | 1.58 | 1.32 | 2.88a | 1.53 |
O&G | 0.71 | 0.69 | 0.73 | 0.75 | 0.62 | 0.91 | 0.80 | 0.60 | 0.59 | 0.71 | 1.18 | 1.18 |
Pharmacy | 0.60 | 0.60 | 0.56 | 0.65 | 0.60 | 0.69 | 0.71 | 0.82 | 0.61 | 0.65 | 1.10 | 1.03 |
Housing | 0.92 | 0.89 | 0.93 | 0.83 | 1.12 | 1.10 | 1.06 | 1.01 | 1.15 | 1.02 | 1.69 | 0.57 |
Power | 1.10 | 1.08 | 1.15 | 1.01 | 1.24 | 1.01 | 1.22 | 1.00 | 1.01 | 1.09 | 0.81 | 0.51 |
Transport | 0.68 | 0.62 | 0.66 | 0.78 | 0.86 | 0.75 | 0.76 | 0.83 | 0.93 | 0.78 | 0.76 | 0.63 |
FMCG | 0.55 | 0.51 | 0.59 | 0.54 | 0.62 | 0.66 | 0.55 | 0.56 | 0.59 | 0.58 | 0.91 | 0.56 |
Overall | 0.85 | 0.81 | 0.86 | 0.89 | 0.93 | 0.90 | 0.93 | 0.94 | 0.91 | 0.90 | 0.63 | 0.49 |