Group A (Period 36 months)

Group (Period 16 months)

Symbol

SEOS

NMBSF1

NIBLSF1

LVF1

GIMESL

NMBHF1

NEF

NIBLPF

Average monthly return(AR_P)

0.8049

1.2341

1.0720

1.0274

0.2412

0.2501

−0.3223

−0.7930

Average monthly market return (AR_M)

0.7951

0.8957

1.2194

0.7248

−0.7837

−0.3131

−0.8237

−0.029

Average risk free rate of return (AR_F)

0.4336

0.4336

0.4336

0.4336

0.4336

0.4336

0.4336

0.4336

Portfolio risk (σp)

7.1381

6.1489

7.1190

7.1303

5.9327

1.3022

2.5114

4.1912

Risk of market return (σm)

7.6635

7.4185

10.267

9.9628

2.0712

2.8774

2.5515

3.3870

Volatility (β) (Digit)

0.2416

0.3815

0.1090

−0.2346

0.6576

0.2474

−0.1099

0.5667