4. Open Price High Price Low Price Last Traded Price Close Price Total Traded Quantity Turnover (in Lakhs)
Open Price 1
High Price 0.987614948 1
Low Price 0.983620473 0.982004528 1
Last Traded Price 0.964423914 0.982926317 0.986656032 1
Close Price 0.966850007 0.984449119 0.98821978 0.999426449 1
Total Traded Quantity 0.083296131 0.149856886 0.022091099 0.088414005 0.084766226 1
Turnover (in Lakhs) 0.244132014 0.311411102 0.184377453 0.24810864 0.245142045 0.983134616 1
5. SUMMARY OUTPUT
Regression Statistics
Multiple R 0.983620473
R Square 0.967509234
Adjusted R Square 0.967337325
Standard Error 29.72677449
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 4973390.379 4973390.379 5628.037374 1.4E-142
Residual 189 167015.732 883.6811216
Total 190 5140406.111
Coefficients Standard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%
Upper 95.0%
Intercept 82.40588986 26.16481641 3.149492379 0.001901434 30.7933 134.0185 30.7933 134.0185
X Variable 1 0.946027051 0.01261029 75.02024642 1.3538E-142 0.921152 0.970902 0.921152 0.970902
Open Price vs. Low Price Low Price Vs. Open Price
3000 3000
2500 2500
2000 2000
Open Price
Low Price
1500 1500
1000 1000
500 500
0 0
0 500 1000 1500 2000 2500 3000 0 500 1000 1500 2000 2500 3000
Open Price Low Price
SD of OP (x) 171.020 Mean of OP (x) 2067.855 b(yx) 0.946
SD of LP (y) 164.483 Mean of LP (y) 2038.653 b(xy) 1.023
Regression equation of HP on OP: y-2038.653 =0.946(x-2067.855) y=0.946x+82.406 Intercept of y 82.406
Regression equation of OP on HP: x-2067.855 =1.023(y-2038.653) x=1.023y-17.091 Intercept of x -17.0913
6. SUMMARY OUTPUT
Regression Statistics
Multiple R 0.964423914
R Square 0.930113486
Adjusted R Square 0.929743716
Standard Error 44.04887042
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 4880607.937 4880607.94 2515.384 3.7E-111
Residual 189 366717.2642 1940.30299
Total 190 5247325.201
Coefficients Standard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%
Upper 95.0%
Intercept 129.4818575 38.77079257 3.33967528 0.00101 53.00278 205.9609 53.00278 205.9609
X Variable 1 0.937161073 0.018685815 50.1536084 3.7E-111 0.900302 0.974021 0.900302 0.974021
open price vs. last traded price Last traded Price vs. Open Price
3000 3000
2500 2500
Last Traded Price
2000 2000
Open Price
1500 1500
Last traded Price vs.
1000 1000 Open Price
500 500
0 0
0 500 1000 1500 2000 2500 3000 0 500 1000 1500 2000 2500 3000
Open Price Last Traded Price
SD of OP (x) 171.020 Mean of OP (x) 2067.855 b(yx) 0.937
SD of LTP (y) 166.185 Mean of LTP (y) 2067.395 b(xy) 0.992 Intecept of Y: 129.482
Regression equation of LTP on OP: y-2067.395 =0.937(x-2067.855) y=0.993x+129.482 Intecept of X: 16.00711
Regression equation of OP on LTP: x-2067.855 =0.992(y-2037.395) x=0.992y+16.007
7. SUMMARY OUTPUT
Regression Statistics
Multiple R 0.966850007
R Square 0.934798935
Adjusted R Square 0.934453956
Standard Error 42.58384672
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 4913773.188 4913773.2 2709.725676 5.305E-114
Residual 189 342729.5763 1813.384
Total 190 5256502.764
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%
Intercept 123.4332499 37.48131274 3.2931944 0.001182394 49.49779843 197.3687013 49.49779843 197.3687013
X Variable 1 0.940339832 0.018064343 52.055025 5.305E-114 0.904706199 0.975973466 0.904706199 0.975973466
open price vs. close price Close Price vs. Open Price
3000 3000
2500 2500
2000
close price
2000
close price
1500 1500
1000 1000
500 500
0 0
0 500 1000 1500 2000 2500 3000 0 500 1000 1500 2000 2500 3000
open price open price
SD of OP (x) 171.020 Mean of OP (x) 2067.855 b(yx) 0.940
SD of CP (y) 166.330 Mean of CP (y) 2067.920 b(xy) 0.994 Intecept of Y: 123.433
Regression equation of CP on OP: y-2067.920 =0.940(x-2067.855) y=0.940x+123.433 Intecept of X: 12.1201
Regression equation of OP on CP: x-2067.855 =0.994(y-2067.920) x=0.994y+12.120
8. SUMMARY OUTPUT
Regression Statistics
Multiple R 0.987614948
R Square 0.975383285
Adjusted R Square 0.975253038
Standard Error 27.0612723
Observations 191 13.82027496
ANOVA
df SS MS F Significance F
Regression 1 5484075.768 5484075.768 7488.710185 5.492E-154
Residual 189 138407.0547 732.3124587
Total 190 5622482.822
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%
Intercept 45.06994266 23.8187033 1.892208073 0.059992089 -1.914713215 92.05459854 -1.91471 92.05459854
X Variable 1 0.993411088 0.011479567 86.53733405 5.492E-154 0.970766552 1.016055624 0.970767 1.016055624
0.158650767
open price vs. high price high price vs. open price
3000 3000
2500 2500
2000 2000
Open Price
high price
1500 1500
1000 1000 open price vs.high price
500 500
0 0
0 500 1000 1500 2000 2500 3000 0 1000 2000 3000
open price High price
SD of OP (x) 171.020 Mean of OP (x) 2067.855 b(yx) 0.993
SD of HP (y) 172.023 Mean of HP (y) 2099.300 b(xy) 0.982 Intecept of Y: 45.06991
Regression equation of HP on OP: y-2099.300 =0.993(x-2067.855) y=0.993x+45.070 Intecept of X: 6.651782
Regression equation of OP on HP: x-2067.855 =0.982(y-2099.300) x=0.982y+6.652
9. SUMMARY OUTPUT
Regression Statistics
Multiple R 0.982004528
R Square 0.964332893
Adjusted R Square 0.964144178
Standard Error 31.14596249
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 4957062.696 4957062.696 5109.999989 9.1254E-139
Residual 189 183343.4152 970.0709797
Total 190 5140406.111
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%
Intercept 67.48915967 27.66673215 2.439361443 0.015636528 12.91390117 122.0644182 12.91390117 122.0644182
X Variable 1 0.938962261 0.01313523 71.48426393 9.1254E-139 0.913051771 0.964872751 0.913051771 0.964872751
High Price vs. Low Price Low Price vs. High Price
3000 3000
2500 2500
2000 2000
High Price
Low Price
1500 1500
1000 1000
500 500
0 0
0 500 1000 1500 2000 2500 3000 0 500 1000 1500 2000 2500 3000
High Price Low Price
SD of HP (x) 172.023 Mean of HP (x) 2099.300 b(yx) 0.939
SD of LP (y) 164.483 Mean of LP (y) 2038.653 b(xy) 1.027
Regression equation of HP on OP: =0.939(x-2099.300)
y-2038.653 y=0.939x+67.489 Intercept of y 67.489
Regression equation of OP on HP: =1.027(y-2038.653)
x-2099.300 x=1.027y+5.563 Intercept of x 5.563
10. SUMMARY OUTPUT
Regression Statistics
Multiple R 0.982926317
R Square 0.966144144
Adjusted R Square 0.965965013
Standard Error 30.65878818
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 5069672.516 5069672.5 5393.490727 6.6211E-141
Residual 189 177652.6843 939.96129
Total 190 5247325.201
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%
Intercept 73.96779147 27.23397875 2.7160112 0.007220257 20.24618019 127.6894027 20.24618019 127.6894027
X Variable 1 0.949567593 0.012929773 73.440389 6.6211E-141 0.924062386 0.9750728 0.924062386 0.9750728
High Price vs. Last Traded Price Last Traded Price
3000 3000
2500 2500
Last Traded Price
2000 2000
High Price
1500 1500
1000 1000
500 500
0 0
0 500 1000 1500 2000 2500 3000 0 500 1000 1500 2000 2500 3000
High Price Last Traded Price
SD of HP (x) 172.023 Mean of HP (x) 2099.300 b(yx) 0.950
SD of LTP (y) 166.185 Mean of LTP (y) 2067.395 b(xy) 1.017
Regression equation of HP on OP: =0.950(x-2099.300)
y-2067.395 y=0.950x+73.968 Intercept of y 73.968
Regression equation of OP on HP: =1.017(y-2067.395)
x-2099.300 x=1.017y-4.185 Intercept of x -4.185
11. SUMMARY OUTPUT
Regression Statistics
Multiple R 0.984449119
R Square 0.969140067
Adjusted R Square 0.968976787
Standard Error 29.29645252
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 5094287.442 5094287.4 5935.446238 1E-144
Residual 189 162215.3226 858.28213
Total 190 5256502.764
Coefficients Standard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%
Upper 95.0%
Intercept 69.65888612 26.02382588 2.676735 0.008087855 18.32442 120.9934 18.32442 120.9934
X Variable 1 0.951870033 0.012355234 77.041847 1.0416E-144 0.927498 0.976242 0.927498 0.976242
High Price vs. Close Price Close Price Vs. High Price
3000 3000
2500 2500
2000 2000
Close Price
High Price
1500 1500
1000 1000
500 500
0 0
0 500 1000 1500 2000 2500 3000 0 500 1000 1500 2000 2500 3000
High Price Close Price
SD of HP (x) 172.023 Mean of HP (x) 2099.300 b(yx) 0.952
SD of CP (y) 166.330 Mean of CP (y) 2067.920 b(xy) 1.018
Regression equation of HP on OP: y-2067.920 =0.952(x-2099.300) y=0.952x+69.659 Intercept of y 69.659
Regression equation of OP on HP: x-2099.300 =1.018(y-2067.920) x=1.018y-6.139 Intercept of x -6.139
12. SUMMARY OUTPUT
Regression Statistics
Multiple R 0.986656
R Square 0.97349
Adjusted R Square 0.97335
Standard Error 27.12951
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 5108219.267 5108219.3 6940.418847 6E-151
Residual 189 139105.9334 736.01023
Total 190 5247325.201
Coefficients Standard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%
Upper 95.0%
Intercept 35.13498 24.47305081 1.43566 0.15275204 -13.1404 83.4104 -13.1404 83.4104
X Variable 1 0.996864 0.011965841 83.309176 6.0385E-151 0.973261 1.020468 0.973261 1.020468
Low Price vs. Last Traded Price Last Traded Price Vs. Low Price
3000 3000
2500 2500
Last Traded Price
2000 2000
Low Price
1500 1500
1000 1000
500 500
0 0
0 500 1000 1500 2000 2500 3000 0 500 1000 1500 2000 2500 3000
Low Price Last Traded Price
SD of LP (x) 164.483 Mean of LP (x) 2038.653 b(yx) 0.997
SD of LTP (y) 166.185 Mean of LTP (y) 2067.395 b(xy) 0.977
Regression equation of HP on OP: =0.997(x-2038.653)
y-2067.395 y=0.997x+35.135 Intercept of y 35.135
Regression equation of OP on HP: =0.977(y-2067.395)
x-2038.653 x=0.977y+19.734 Intercept of x 19.734
13. SUMMARY OUTPUT
Regression Statistics
Multiple R 0.98821978
R Square 0.976578334
Adjusted R Square 0.976454409
Standard Error 25.5226898
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 5133386.71 5133386.7 7880.45145 5E-156
Residual 189 123116.0543 651.40769
Total 190 5256502.764
Coefficients Standard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%
Upper 95.0%
Intercept 30.65941641 23.02356805 1.3316536 0.18457784 -14.75676 76.07559 -14.75676 76.07559
X Variable 1 0.999317 0.011257131 88.771907 4.9786E-156 0.977111 1.021523 0.977111 1.021523
Low Price Vs. Close Price Close Price Vs. Low Price
3000 3000
2500 2500
2000 2000
Close Price
Low Price
1500 1500
1000 1000
500 500
0 0
0 500 1000 1500 2000 2500 3000 0 500 1000 1500 2000 2500 3000
Low Price Close Price
SD of LP (x) 164.483 Mean of LP (x) 2038.653 b(yx) 0.999
SD of CP (y) 166.330 Mean of CP (y) 2067.920 b(xy) 0.977
Regression equation of HP on OP: =0.999(x-2038.653)
y-2067.920 y=0.999x+30.659 Intercept of y 30.659
Regression equation of OP on HP: =0.977(y-2067.920)
x-2038.653 x=0.977y+19.734 Intercept of x 17.787
14. SUMMARY OUTPUT
Regression Statistics
Multiple R 0.999426
R Square 0.998853
Adjusted R Square 0.998847
Standard Error 5.642569
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 5241307.708 5241308 164621.2588 7.7E-280
Residual 189 6017.492298 31.83858
Total 190 5247325.201
Coefficients Standard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%
Upper 95.0%
Intercept 2.46644 5.105698321 0.483076 0.629600899 -7.60503 12.53792 -7.60503 12.53792
X Variable 1 0.998554 0.002461095 405.7355 7.6562E-280 0.993699 1.003408 0.993699 1.003408
Close Price Vs. Last Traded Price Last Traded Price Vs. Close Price
3000 3000
2500 2500
Last Traded Price
2000 2000
Close Price
1500 1500
1000 1000
500 500
0 0
0 500 1000 1500 2000 2500 3000 0 500 1000 1500 2000 2500 3000
Close Price Last Traded Price
SD of CP (x) 166.330 Mean of CP (x) 2067.92 b(yx) 0.998554
SD of LTP (y) 166.185 Mean of LTP (y) 2067.40 b(xy) 1.000
Regression equation of HP on OP:
y-2067.40 =0.999(x-2067.92) y=0.999x+2.466 Intercept of y 2.466
Regression equation of OP on HP: =0.977(y-2067.40)
x-2067.920 x=0.977y-0.095 Intercept of x -0.095
15. SUMMARY OUTPUT
Regression Statistics
Multiple R 0.983134616
R Square 0.966553673
Adjusted R Square 0.966376708
Standard Error 492934000.4
Observations 191
ANOVA
df SS MS F Significance F
Regression 1 1.32714E+21 1.32714E+21 5461.844658 2.0959E-141
Residual 189 4.5924E+19 2.42984E+17
Total 190 1.37306E+21
Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%
Intercept 29758837.96 86480964.08 0.344108536 0.731147211 -140833082.5 200350758.4 -140833082.5 200350758.4
X Variable 1 2065.727793 27.9513907 73.90429391 2.0959E-141 2010.591019 2120.864568 2010.591019 2120.864568
ttq vs. turnover turnover vs. ttq
2.5E+10 12000000
10000000
Total traded Quantity
2E+10
8000000
Turnover
1.5E+10
6000000
1E+10
4000000
5E+09
2000000
0 0
0 2000000 4000000 6000000 8000000 10000000 12000000 0 5E+09 1E+10 1.5E+10 2E+10 2.5E+10
Total traded Quantity Turnover
SD of total traded quantity(x) 1279406.503 Mean of (x) 2818578.304 b(yx) 2065.727793
SD of turnover (y) 2688243836.726 Mean of (y) 5852174376.96 b(xy) 0.000467899825
Regression equation of y on x: y-5852174376 =0.999(x-2818578.304) y=2065.728x+29758837.96 Intercept of y 29758837.961
Regression equation of x on y: x-2818578.304=0.000467899(y-5852174376.96) x=0.0004678y+80346.938 Intercept of x 80346.938