Trading Date BKL Share Price BKL Share Return All Ords Index Return on Index Predicted Return Abnormal Return 15/11/19 81 6898.93 Alpha -0.001361282 18/11/19 82.3 1.60% 6871.73 -0.39% -0.82% 2.43% Beta 1.121184435 19/11/19 82.09 -0.26% 6914.09 0.62% 0.62% -0.87% 20/11/19 80.14 -2.38% 6828.25 -1.24% -2.03% -0.34% CAR (-2 , 2) 5.40% 21/11/19 81.57 1.78% 6777.66 -0.74% -1.32% 3.10% CAR (-5, 5) 7.34% 22/11/19 81.4 0.21% 6816.50 0.57% 0.56% -0.76% CAR (-10, 10) 0.09 25/11/19 81.66 0.32% 6835.57 0.28% 0.14% 0.18% 26/11/19 81.82 0.20% 6889.76 0.79% 0.87% -0.67% 27/11/19 83.33 1.85% 6950.63 0.88% 1.00% 0.85% 28/11/19 82.96 -0.44% 6965.62 0.22% 0.05% -0.49% 29/11/19 82.51 -0.54% 6947.98 -0.25% -0.62% 0.08% 2/12/19 82.14 -0.45% 6965.30 0.25% 0.09% -0.54% 3/12/19 78.93 -3.91% 6818.36 -2.11% -3.27% -0.64% 4/12/19 79.25 0.41% 6714.37 -1.53% -2.44% 2.84% 5/12/19 80.6 1.70% 6791.15 1.14% 1.37% 0.33% 6/12/19 80.58 -0.02% 6813.48 0.33% 0.21% -0.23% 9/12/19 81.14 0.69% 6836.37 0.34% 0.22% 0.48% 10/12/19 82.12 1.21% 6812.09 -0.36% -0.77% 1.98% 11/12/19 83.13 1.23% 6853.24 0.60% 0.60% 0.63% 12/12/19 83 -0.16% 6810.83 -0.62% -1.14% 0.99% 13/12/19 84.55 1.87% 6844.59 0.50% 0.44% 1.42% 16/12/19 87.54 3.54% 6952.32 1.57% 1.98% 1.55% 17/12/19 85.22 -2.65% 6950.50 -0.03% -0.30% -2.35% 18/12/19 83.96 -1.48% 6957.00 0.09% -0.13% -1.35% 19/12/19 84.74 0.93% 6942.56 -0.21% -0.56% 1.49% 20/12/19 87 2.67% 6924.45 -0.26% -0.63% 3.30% 23/12/19 87.25 0.29% 6894.76 -0.43% -0.87% 1.16% 24/12/19 86.45 0.92% 6906.39 0.17% -0.02% -0.90% 27/12/19 87.35 1.04% 6936.29 0.43% 0.36% 0.69% 30/12/19 87 -0.40%% 6921.60 -0.21% -0.56% 0.16% 31/12/19 84.8 -2.53% 6802.40 -1.72% -2.72% 0.19%