Quantitative Analyst Report For S&P/ASX 200 Company Performance

RETURNS			BRG		S&P/ASX 200		BRG (Returns)		S&P/ASX 200 (Returns)
BRG	S&P/ASX 200
-0.32%	-1.16%			Mean	10.76	Mean	5881.93	Mean	0.08%	Mean
-2.71%	-0.07%			Standard Error	0.07	Standard Error	10.14	Standard Error	0.07%	Standard Error
-2.34%	-0.86%			Median	10.92	Median	5868.80	Median	0.00%	Median
2.17%	1.35%			Mode	8.14	Mode	5720.60	Mode	0.00%	Mode
1.68%	0.13%			Standard Deviation	1.51	Standard Deviation	227.85	Standard Deviation	1.63%	Standard Deviation
-4.62%	-1.92%			Sample Variance	2.28	Sample Variance	51915.36	Sample Variance	0.03%	Sample Variance
1.73%	3.34%			Kurtosis	-0.77	Kurtosis	0.08	Kurtosis	7.01	Kurtosis
-0.23%	0.79%			Skewness	-0.29	Skewness	-0.19	Skewness	1.12	Skewness
-1.59%	-0.47%			Range	5.89	Range	1195.60	Range	17.30%	Range
1.61%	-0.36%			Minimum	7.78	Minimum	5156.60	Minimum	-4.76%	Minimum
-1.82%	0.03%			Maximum	13.67	Maximum	6352.20	Maximum	12.54%	Maximum
-0.92%	0.20%			Sum	5431.88	Sum	2970374.20	Sum	40.44%	Sum
1.40%	0.39%			Count	505	Count	505	Count	504	Count
-0.92%	-0.15%
1.74%	1.16%
0.68%	1.31%
1.25%	0.01%
1.12%	0.41%
-1.33%	-0.79%
-0.22%	-0.13%
-0.90%	-0.31%
1.82%	1.10%
-1.45%	-1.02%
-4.19%	-0.80%
0.94%	0.52%
-0.58%	0.91%
1.18%	1.20%
1.05%	0.31%
-2.30%	0.04%
-2.71%	-0.32%
-0.36%	0.71%
1.82%	-0.82%
2.74%	-0.10%
0.46%	0.53%
1.39%	0.52%
-0.46%	0.40%
-0.23%	0.54%
-0.34%	-0.28%
0.46%	1.01%
-0.23%	0.25%
-0.46%	-0.58%
0.46%	1.19%
-0.11%	0.06%
-0.46%	0.29%
-0.46%	0.04%
1.39%	0.90%
1.15%	-0.80%
-2.94%	0.19%
0.47%	-0.08%
-0.58%	-0.79%
2.22%	0.48%
-2.29%	-0.85%
-1.05%	-0.36%
-0.12%	0.24%
0.12%	-0.66%
0.35%	-0.77%
0.35%	0.70%
0.35%	0.38%
0.70%	0.75%
-2.79%	-0.92%
-0.12%	-0.72%
0.48%	0.57%
-0.83%	-0.14%
-0.36%	-0.42%
-0.72%	-0.11%
-0.24%	0.11%
1.95%	0.52%
0.24%	0.23%
0.36%	0.99%
4.15%	0.70%
1.59%	-0.10%
-0.67%	0.94%
0.56%	0.12%
-2.24%	-0.18%
-0.11%	-0.18%
-2.18%	-0.07%
0.12%	0.24%
3.40%	-0.35%
1.14%	-0.79%
5.61%	-0.26%
3.72%	-0.21%
2.87%	-0.13%
-0.90%	1.26%
-4.02%	-0.81%
0.42%	0.29%
1.67%	0.26%
0.31%	-0.03%
-0.10%	-0.32%
1.74%	0.60%
1.11%	-0.32%
2.19%	0.03%
0.94%	0.26%
2.45%	0.20%
-2.68%	0.24%
-0.39%	-0.36%
-0.39%	-0.07%
-0.50%	-1.56%
0.00%	0.41%
-0.10%	0.80%
0.20%	-0.12%
1.79%	1.30%
0.20%	0.90%
1.95%	0.39%
-1.24%	-0.53%
-2.13%	0.13%
0.00%	-0.27%
-0.79%	0.33%
-0.20%	-0.34%
-0.10%	0.11%
0.70%	0.86%
2.78%	0.28%
0.48%	0.08%
2.21%	-0.74%
-2.35%	-0.90%
-0.77%	-0.56%
-1.07%	0.30%
2.65%	0.56%
1.34%	0.30%
3.21%	0.68%
-2.38%	0.16%
0.19%	0.04%
-0.93%	0.55%
-0.09%	-0.10%
0.57%	-0.98%
0.47%	-0.27%
-1.87%	-0.68%
0.95%	0.59%
1.04%	-0.53%
1.12%	0.61%
-0.46%	0.05%
-2.60%	-0.70%
0.86%	0.03%
1.13%	0.21%
-0.47%	-1.10%
-3.56%	-0.82%
-1.46%	-0.19%
0.20%	0.76%
0.49%	-0.19%
0.20%	0.15%
0.98%	0.36%
0.00%	-0.65%
-1.26%	-0.78%
Second Year Returns ASX 200
0.49%		Particulars	First year Return ASX 200	Second Year Returns ASX 200		B-6)	Particulars	BRG Returns	ASX 200 Returns
-0.10%		Mean	0.05%	-0.01%			Mean	0.08%	0.02%
0.48%		Standard Deviation	0.67%	0.61%			Standard Deviation	1.63%	0.64%
-0.10%							Coefficient of Variation	20.33	31.27
1.02%
0.03%
0.55%
-0.33%
-0.13%
-0.93%
-0.53%
0.16%
0.23%
-0.19%
0.30%
0.38%
-0.43%
0.37%
0.10%
-0.08%
0.45%
-0.69%
0.33%
-0.07%
-0.23%
-0.43%
0.53%
0.28%
0.07%
0.25%
RETURNS
BRG	S&P/ASX 200		C.1	Hypothesis Testing (BRG Returns)		Hypothesis Testing (S&P 200 Index)
-0.32%	-1.16%			for Mean using t		for Mean using t
-2.71%	-0.07%			p-value =	0.2701		p-value =	0.4731
-2.34%	-0.86%
2.17%	1.35%			Null Hypothesis: m =	0		Null Hypothesis: m =	0
1.68%	0.13%			Alternative Hypothesis:	Not Equal		Alternative Hypothesis:	Not Equal
-4.62%	-1.92%			Sample Size: n =	504		Sample Size: n =	504
1.73%	3.34%			Sample Mean: X =	0.0008		Sample Mean: X =	0.0002
-0.23%	0.79%			Sample Standard Deviation: S =	0.0163		Sample Standard Deviation: S =	0.0064
-1.59%	-0.47%			Standard Error: SX =	0.0007		Standard Error: SX =	0.0003
1.61%	-0.36%
-1.82%	0.03%
-0.92%	0.20%		C.2	Correlation Coefficient	0.357
1.40%	0.39%
-0.92%	-0.15%
1.74%	1.16%		C.3	SUMMARY OUTPUT
0.68%	1.31%
1.25%	0.01%			Regression Statistics
1.12%	0.41%			Multiple R	0.3570
-1.33%	-0.79%			R Square	0.1274
-0.22%	-0.13%			Adjusted R Square	0.1257
-0.90%	-0.31%			Standard Error	0.0153
1.82%	1.10%			Observations	504
-1.45%	-1.02%
-4.19%	-0.80%			ANOVA
0.94%	0.52%				df	SS	MS	F	Significance F
-0.58%	0.91%			Regression	1	0.017062357	0.017062357	73.31064813	1.36193E-16
1.18%	1.20%			Residual	502	0.116835731	0.000232741
1.05%	0.31%			Total	503	0.133898088
-2.30%	0.04%
-2.71%	-0.32%				Coefficients	Standard Error	t Stat	P-value	Lower 95%	Upper 95%
-0.36%	0.71%			Intercept	0.0006	0.0007	0.9062	0.3652	-0.0007	0.0020
1.82%	-0.82%			S&P/ASX 200	0.9101	0.1063	8.5622	0.0000	0.7013	1.1190
2.74%	-0.10%
0.46%	0.53%
1.39%	0.52%
-0.46%	0.40%
-0.23%	0.54%
-0.34%	-0.28%
0.46%	1.01%
-0.23%	0.25%
-0.46%	-0.58%
0.46%	1.19%
-0.11%	0.06%
-0.46%	0.29%
-0.46%	0.04%
1.39%	0.90%
1.15%	-0.80%
-2.94%	0.19%
0.47%	-0.08%
-0.58%	-0.79%
2.22%	0.48%
-2.29%	-0.85%
-1.05%	-0.36%
-0.12%	0.24%
0.12%	-0.66%