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Semelhante a Nifty stock snigdha (20)
Nifty stock snigdha
- 1. WIPRO
Date Adj Close Return % Average Return Expected Return
5/31/2010 673.9 1.314433 -2.54363 -0.1271815
5/28/2010 665.1 1.027665 0.13006 0.032515
5/27/2010 658.3 1.862908 -0.45136 -0.180544
5/26/2010 646.15 2.10353 0.908702 0.2726106
5/25/2010 632.7 -2.54363 0
5/24/2010 649 1.490248 -0.0025999
5/21/2010 639.4 -2.54781
5/20/2010 655.9 0.98055
5/19/2010 649.5 -1.37617
5/18/2010 658.5 1.839132
5/17/2010 646.5 -2.14239
5/14/2010 660.5 -1.88225
5/13/2010 673.05 -1.02732
5/12/2010 680 1.70564
5/11/2010 668.5 -0.76743
5/10/2010 673.65 5.578406
5/7/2010 637.1 -3.4707
5/6/2010 659.6 -2.15965
5/5/2010 674 2.281011
5/4/2010 658.8 -2.3181
5/3/2010 674.25
Variance 5.431063
Covariance 2.827654
Beta 1.11943
Systematic Risk 3.16536
Std. Deviation 2.330464
Required Return 16.07487
Alpha -16.0775
Unsystematic Risk 2.265703
- 3. UNITECH TCS
Adj Close Return % Average Return Expected Return Adj Close
72.7 -0.75369 -2.47482 -0.123741 743.5
73.25 2.208509 -1.52192 -0.38048 752.5
71.65 4.058941 -0.68065 -0.27226 743.8
68.8 4.382432 0.34986 0.104958 731
65.85 -2.47482 0 699.1
67.5 -1.83491 -0.671523 718
68.75 -2.37165 717.35
70.4 -0.91906 730.2
71.05 -6.86644 722.55
76.1 -0.52425 735.05
76.5 0.392928 745.9
76.2 -4.36526 762.85
79.6 2.673616 764.3
77.5 1.233381 758.65
76.55 -3.84416 754.4
79.55 8.046182 771
73.4 -5.30628 742
77.4 -1.15608 768
78.3 -2.1479 766.6
80 -3.86196 761
83.15 767.9
Variance 13.25845 Variance
Covariance 5.003103 Covariance
Beta 1.980661 Beta
Systematic Risk 9.909449 Systematic Risk
Std. Deviation 3.641216 Std. Deviation
Required Return 23.82595 Required Return
Alpha -24.4975 Alpha
Unsystematic Risk 3.349006 Unsystematic Risk
- 5. TATA STEEL
Return % Average Return Expected Return Adj Close Return %
-1.20322 -2.66758 -0.133379 491.95 -0.92064
1.162882 0.42301 0.1057525 496.5 2.570521
1.735872 -0.68353 -0.273412 483.9 1.373305
4.461967 0.465279595 0.139583879 477.3 -3.80274
-2.66758 0 495.8 -2.85322
0.09057 -0.161454622 510.15 0.206034
-1.77546 509.1 -0.76314
1.053185 513 -3.19406
-1.71519 529.65 -1.15445
-1.4653 535.8 -2.06878
-2.24699 547 -5.23531
-0.1899 576.4 -1.25853
0.741984 583.7 0.722149
0.561781 579.5 -4.41366
-2.17656 605.65 8.06896
3.833913 558.7 -3.11892
-3.44405 576.4 -0.10404
0.182458 577 0.713109
0.73318 572.9 -5.94637
-0.90262 608
4.226853 Variance 10.24896
2.552014 Covariance -0.43575
1.010308 Beta -0.17251
2.578319 Systematic Risk 0.07517
2.055931 Std. Deviation 3.2014
15.09277 Required Return 4.447438
-15.2542 Alpha -5.55331
1.648534 Unsystematic Risk 10.17379
- 7. TATA POWER
Average Return Expected Return Adj Close Return % Average Return
-2.85322 -0.142661 1284 0.519259 -3.512
-1.74167 -0.4354175 1277.35 2.645563 -0.42315
-0.6163 -0.24652 1244 1.070825 -0.24358
-0.93757 -0.281271 1230.75 2.28053 0.56369
0 1203 -3.512
-1.1058695 1246 -1.03793
1259 -2.43245
1290 -1.53849
1310 0.612559
1302 -1.37302
1320 -0.38185
1325.05 -2.02087
1352.1 0.148028
1350.1 1.274662
1333 -0.81438
1343.9 4.403921
1286 -1.10968
1300.35 -1.29887
1317.35 0.026572
1317 -1.65666
1339
Variance 3.594209
Covariance 2.133162
Beta 0.84449
Systematic Risk 1.801434
Std. Deviation 1.89584
Required Return 13.60041
Alpha -13.8101
Unsystematic Risk 1.792775
- 9. SAIL
Expected Return Adj Close Return % Average Return Expected Return
-0.1756 205.9 0.682264 3.19516 0.159758
-0.1057875 204.5 2.425261 -0.63134 -0.157835
-0.097432 199.6 2.075498 0.67257 0.269028
0.169107 195.5 3.911842 0.12438 0.037314
0 188 -5.30869 0
-0.2097125 198.25 -2.29379 0.308265
202.85 1.040644
200.75 -0.14933
201.05 -3.51856
208.25 -0.59845
209.5 0.382593
208.7 -2.7645
214.55 0.701593
213.05 0.56484
211.85 -3.09075
218.5 4.996935
207.85 -1.83535
211.7 -1.54678
215 2.830378
209 -4.7194
219.1
Variance 7.920076
Covariance 3.688963
Beta 1.460411
Systematic Risk 5.3874
Std. Deviation 2.814263
Required Return 19.14369
Alpha -18.8354
Unsystematic Risk 2.532675
- 11. STER
Adj Close Return % Average Return Expected Return
661 -3.05424 -5.10942 -0.255471
681.5 5.28004 -0.9048 -0.2262
646.45 4.016477 -0.67341 -0.269364
621 2.974562 -0.79129 -0.237387
602.8 -5.10942 0
634.4 -0.699 -0.988422
638.85 -2.16777
652.85 1.987922
640 -6.61973
683.8 -1.50802
694.19 -0.99761
701.15 -3.49934
726.12 0.5704
721.99 -0.99368
729.2 -2.99635
751.38 5.929794
708.12 -3.51868
733.48 -2.10588
749.09 -2.54383
768.39 -4.7141
805.48
Variance 12.01011
Covariance 4.814543
Beta 1.906012
Systematic Risk 9.176579
Std. Deviation 3.46556
Required Return 23.15411
Alpha -24.1425
Unsystematic Risk 2.833529
- 13. SBIN RPOWER
Adj Close Return % Average Return Expected Return Adj Close
2263 1.287528 -3.000681 -0.15003405 156.2
2234.05 -0.08725 -0.37347 -0.0933675 156.4
2236 2.904015 0.00778 0.003112 155.25
2172 0.549389 0.51836 0.155508 145.55
2160.1 -3.00068 0 144.95
2225.9 -2.31365 -0.08478155 149.2
2278 0.131781 138.2
2275 2.989292 139
2208 -3.22418 139.9
2280.35 1.339872 141.8
2250 1.621972 142.25
2213.8 -4.27967 144.75
2310.6 -0.47494 146.4
2321.6 1.545304 144.65
2286 -1.47636 144.2
2320 4.257461 151.5
2223.3 -3.95528 139.95
2313 1.231066 153.9
2284.7 -0.27537 154.65
2291 -0.46596 155.75
2301.7 161.3
Variance 5.635573 Variance
Covariance 2.698267 Covariance
Beta 1.068207 Beta
Systematic Risk 2.882309 Systematic Risk
Std. Deviation 2.373936 Std. Deviation
Required Return 15.61387 Required Return
Alpha -15.6986 Alpha
Unsystematic Risk 2.753264 Unsystematic Risk
- 15. RELIANCE
Return % Average Return Expected Return Adj Close Return %
-0.12796 -2.88988 -0.144494 1046.5 1.100153
0.738011 1.10001 0.2750025 1035.05 1.019624
6.451705 -0.764833792 -0.305933517 1024.55 1.707929
0.413081 0.049265 0.0147795 1007.2 2.086753
-2.88988 0 986.4 -3.45248
7.658578 -0.160645517 1021.05 2.5191
-0.5772 995.65 -0.43095
-0.64539 999.95 0.265365
-1.34897 997.3 -2.39758
-0.31685 1021.5 0.707342
-1.7422 1014.3 -2.21332
-1.13345 1037 -3.41265
1.202557 1073 -0.69654
0.311581 1080.5 1.318229
-4.93844 1066.35 -1.34599
7.930041 1080.8 3.848079
-9.50178 1040 3.22451
-0.48615 1007 -1.42965
-0.70877 1021.5 0.225413
-3.50138 1019.2 -0.46497
1023.95
16.20707 Variance 4.3237
4.109873 Covariance 2.32275
1.627043 Beta 0.919545
6.686941 Systematic Risk 2.135873
4.0258 Std. Deviation 2.079351
20.64339 Required Return 14.27591
-20.804 Alpha -14.167
9.520127 Unsystematic Risk 2.187827
- 17. ABB
Average Return Expected Return Adj Close Return % Average Return
-3.45248 -0.172624 857.05 -0.6049 -0.22943
0.40853 0.1021325 862.25 1.719542 0.06754
0.08799 0.035196 847.55 1.905841 2.00546
0.4807 0.14421 831.55 0.524493 -0.340003726
0 827.2 -0.22943
0.1089145 829.1 0.217339
827.3 -0.01209
827.4 -0.50633
831.6 0.114303
830.65 -0.09626
831.45 21.06089
673.55 -2.28967
689.15 1.255766
680.55 -0.78305
685.9 -2.00627
699.8 2.086492
685.35 -1.57791
696.25 -4.07387
725.2 -0.42656
728.3 -2.16639
744.25
Variance 25.31502
Covariance 0.807364
Beta 0.319624
Systematic Risk 0.258053
Std. Deviation 5.031404
Required Return 8.87662
Alpha -6.18958
Unsystematic Risk 25.05697
- 19. ACC
Expected Return Adj Close Return % Average Return Expected Return
-0.089260616 820 -0.97088 -1.45851 -0.0729255
0.085116558 828 0.849004 -0.52473 -0.1311825
3.464990626 821 -0.849 -0.93464 -0.373856
-0.773806166 828 -1.91393 0.30483 0.091449
0 844 -1.45851 0
2.687040402 856.4 -0.53569 -0.486515
861 1.994201
844 0.415554
840.5 -2.58382
862.5 -0.28944
865 -2.17276
884 -1.23667
895 2.259983
875 -2.25998
895 0.335759
892 3.595252
860.5 -2.24083
880 -0.56657
885 1.250727
874 -3.35277
903.8
Variance 3.278344
Covariance 1.402727
Beta 0.555321
Systematic Risk 0.778963
Std. Deviation 1.81062
Required Return 10.99789
Alpha -11.4844
Unsystematic Risk 2.499381
- 21. AXIS BANK
Adj Close Return % Average Return Expected Return
1228.4 0.64519 -2.74605 -0.1373025
1220.5 0.394057 -1.05503 -0.2637575
1215.7 4.875521 -0.33972 -0.135888
1157.85 -0.50827 1.33875 0.401625
1163.75 -2.74605 0
1196.15 -1.79789 -0.135323
1217.85 0.861772
1207.4 0.190674
1205.1 -4.02144
1254.55 -0.5802
1261.85 -2.05894
1288.1 -1.77364
1311.15 1.796928
1287.8 2.26573
1258.95 0.769465
1249.3 4.842003
1190.25 -3.7717
1236 -0.44802
1241.55 -0.46607
1247.35 -1.17557
1262.1
Variance 5.689755
Covariance 2.794107
Beta 1.106149
Systematic Risk 3.090699
Std. Deviation 2.385321
Required Return 15.95534
Alpha -16.0907
Unsystematic Risk 2.599056
- 23. BHEL BPCL
Adj Close Return % Average Return Expected Return Adj Close
2356.65 1.610506 -1.6718 -0.08359 581.6
2319 0.881406 -0.34019 -0.0850475 563.25
2298.65 1.921637 -0.00923 -0.003692 572.95
2254.9 -0.35636 -0.19163 -0.057489 554.9
2262.95 -1.6718 0 548.9
2301.1 0.383159 -0.2298185 558.75
2292.3 -0.24617 559.45
2297.95 0.333461 557.65
2290.3 -1.81507 542.4
2332.25 0.63876 543.35
2317.4 -1.9211 541.65
2362.35 -0.76117 549.05
2380.4 0.43153 539.55
2370.15 -1.32236 539.8
2401.7 -1.6231 540.9
2441 2.245423 540.3
2386.8 -1.05235 550.15
2412.05 -1.39157 539.55
2445.85 -0.44263 526.45
2456.7 -0.43865 514.85
2467.5 519.25
Variance 1.59281 Variance
Covariance 1.455906 Covariance
Beta 0.576374 Beta
Systematic Risk 0.839146 Systematic Risk
Std. Deviation 1.262066 Std. Deviation
Required Return 11.18736 Required Return
Alpha -11.4172 Alpha
Unsystematic Risk 0.753664 Unsystematic Risk
- 25. CAIRN
Return % Average Return Expected Return Adj Close Return %
3.205935 -1.77859 -0.0889295 300 3.390155
-1.70749 0.7764 0.1941 290 1.301537
3.201054 1.22559797 0.490239188 286.25 1.283308
1.087164 -0.09474 -0.028422 282.6 3.914994
-1.77859 0 271.75 -2.27386
-0.1252 0.566987688 278 -0.17969
0.322263 278.5 0.053874
2.772779 278.35 -0.1436
-0.17499 278.75 -3.93932
0.313364 289.95 0.640085
-1.35695 288.1 -1.1046
1.745405 291.3 -3.64044
-0.04632 302.1 1.803656
-0.20357 296.7 -0.38685
0.110988 297.85 -0.8192
-1.80664 300.3 4.966467
1.945551 285.75 -2.59082
2.45791 293.25 -2.34234
2.228076 300.2 -2.7921
-0.85099 308.7 -2.76353
317.35
2.790281 Variance 6.346285
0.145197 Covariance 3.35836
0.057482 Beta 1.329529
0.008346 Systematic Risk 4.465038
1.670413 Std. Deviation 2.519183
6.517335 Required Return 17.96576
-5.95035 Alpha -18.2469
2.781935 Unsystematic Risk 1.881248
- 27. HDFC
Average Return Expected Return Adj Close Return % Average Return
-2.27386 -0.113693 2776.55 -0.47966 -2.13334
-0.05874 -0.014685 2789.9 1.077507 0.05473
-0.38289 -0.153156 2760 2.952583 -0.1447
0.00141 0.000423 2679.7 2.863692 0.35914
0 2604.05 -2.13334
-0.281111 2660.2 -1.52948
2701.2 -0.69358
2720 1.66825
2675 -2.03522
2730 -1.27029
2764.9 -0.26728
2772.3 -1.06561
2802 0.752287
2781 0.035965
2780 -0.58283
2796.25 2.178223
2736 -0.51039
2750 -1.59449
2794.2 -0.67768
2813.2 0.448895
2800.6
Variance 2.342364
Covariance 1.858372
Beta 0.735705
Systematic Risk 1.367213
Std. Deviation 1.530478
Required Return 12.62134
Alpha -12.6645
Unsystematic Risk 0.975151
- 29. HERO HONDA
Expected Return Adj Close Return % Average Return Expected Return
-0.106667 1937.8 1.332505 -0.69832 -0.034916
0.0136825 1912.15 0.893027 0.78172 0.19543
-0.05788 1895.15 -0.21084 -0.16256 -0.065024
0.107742 1899.15 1.578889 -0.17534 -0.052602
0 1869.4 -0.69832 0
-0.0431225 1882.5 1.29924 0.042888
1858.2 -0.04842
1859.1 0.490686
1850 0.588213
1839.15 -0.85003
1854.85 -1.14446
1876.2 -1.37364
1902.15 0.021031
1901.75 0.532505
1891.65 0.301779
1885.95 -0.20922
1889.9 -0.23782
1894.4 0.290752
1888.9 -1.71115
1921.5 0.013012
1921.25
Variance 0.80241
Covariance 0.443704
Beta 0.175656
Systematic Risk 0.077939
Std. Deviation 0.895773
Required Return 7.580907
Alpha -7.53802
Unsystematic Risk 0.72447
- 31. ICICI BANK
Adj Close Return % Average Return Expected Return
867.05 0.381327 -2.75392 -0.137696
863.75 0.831231 -0.41085 -0.1027125
856.6 1.056224 -0.59446 -0.237784
847.6 4.611559 0.28487 0.085461
809.4 -2.75392 0
832 -0.33597 -0.3927315
834.8 0.173845
833.35 1.007034
825 -7.51075
889.35 -1.4567
902.4 -1.03079
911.75 -1.47522
925.3 1.141255
914.8 -0.12563
915.95 -0.58782
921.35 4.996033
876.45 -2.95106
902.7 -0.11072
903.7 -1.27544
915.3 -2.43915
937.9
Variance 7.029915
Covariance 3.616518
Beta 1.431731
Systematic Risk 5.177879
Std. Deviation 2.651399
Required Return 18.88557
Alpha -19.2783
Unsystematic Risk 1.852036
- 33. INFOSYS Average Return RANBAXY
Adj Close Return % Average Return Expected Return Adj Close
2668.8 -0.23204 -2.44225 -0.1221125 429.85
2675 0.750473 0.30538 0.076345 425.8
2655 1.709443 -0.42029 -0.168116 414.35
2610 2.634004 0.60866 0.182598 414.55
2542.15 -2.44225 0 405.15
2605 0.392323 -0.0312855 413.75
2594.8 -0.39232 416.5
2605 0.230592 425.1
2599 -1.33768 423.1
2634 0.683806 449.5
2616.05 -0.91134 454.4
2640 -2.28432 457.2
2701 0.793589 460.5
2679.65 0.811223 459.2
2658 0 458.25
2658 1.325526 454.25
2623 -1.32553 449.5
2658 -1.7528 460.7
2705 1.677579 445.85
2660 -0.95594 440.1
2685.55 450.55
Variance 1.931114 Variance
Covariance 1.713436 Covariance
Beta 0.678326 Beta
Systematic Risk 1.162269 Systematic Risk
Std. Deviation 1.389645 Std. Deviation
Required Return 12.10494 Required Return
Alpha -12.1362 Alpha
Unsystematic Risk 0.768845 Unsystematic Risk
- 35. POWERGRID
Return % Average Return Expected Return Adj Close Return %
0.946656 -2.10046 -0.105023 103.4 0.339065
2.725873 -1.19875 -0.2996875 103.05 1.515551
-0.04826 0.25274 0.101096 101.5 -1.51555
2.293623 0.22818 0.068454 103.05 1.959886
-2.10046 0 101.05 -1.57097
-0.66245 -0.2351605 102.65 -0.53437
-2.0438 103.2 -0.91633
0.471588 104.15 1.304681
-6.05273 102.8 -1.06435
-1.0842 103.9 0.192678
-0.61431 103.7 -2.3822
-0.71919 106.2 -1.91193
0.282701 108.25 1.676798
0.207096 106.45 -0.14081
0.876718 106.6 -1.35106
1.051185 108.05 1.96268
-2.46112 105.95 -0.56471
3.27645 106.55 -0.60819
1.29806 107.2 -0.27946
-2.34671 107.5 -1.52322
109.15
4.548427 Variance 1.814591
2.060383 Covariance 1.442208
0.815678 Beta 0.570951
1.680609 Systematic Risk 0.82343
2.132704 Std. Deviation 1.347068
13.3411 Required Return 11.13856
-13.5763 Alpha -11.4091
2.867818 Unsystematic Risk 0.991161
- 37. PNB
Average Return Expected Return Adj Close Return % Average Return
-1.57097 -0.0785485 999.9 1.689357 -4.07965
0.1499 0.037475 983.15 -0.1169 -0.79157
-0.61691 -0.246764 984.3 3.747075 0.30402
0.05749 0.017247 948.1 0.836736 0.45044
0 940.2 -4.07965
-0.2705905 979.35 -1.08664
990.05 -1.28956
1002.9 -0.24399
1005.35 -2.17443
1027.45 2.613046
1000.95 -0.50325
1006 -2.16817
1028.05 0.967655
1018.15 0.211391
1016 0.098474
1015 0.083779
1014.15 -2.88171
1043.8 0.052706
1043.25 0.187091
1041.3 1.15424
1029.35
Variance 3.364011
Covariance 1.684874
Beta 0.667019
Systematic Risk 1.123842
Std. Deviation 1.834124
Required Return 12.00317
Alpha -12.1483
Unsystematic Risk 2.240169
- 39. ONGC
Expected Return Adj Close Return % Average Return Expected Return
-0.2039825 1167.2 3.154973 -0.38429 -0.0192145
-0.1978925 1130.95 0.496389 0.56155 0.1403875
0.121608 1125.35 4.535492 1.23117 0.492468
0.135132 1075.45 -0.22291 -0.21983 -0.065949
0 1077.85 -0.38429 0
-0.145135 1082 -0.99778 0.547692
1092.85 -2.29313
1118.2 8.361882
1028.5 -2.0403
1049.7 2.191116
1026.95 -1.73758
1044.95 -0.08131
1045.8 1.721562
1027.95 -0.48523
1032.95 -1.77038
1051.4 0.586652
1045.25 0.234669
1042.8 1.05561
1031.85 -1.0604
1042.85 -0.31116
1046.1
Variance 6.431679
Covariance 1.446403
Beta 0.572611
Systematic Risk 0.828226
Std. Deviation 2.536076
Required Return 11.1535
Alpha -10.6058
Unsystematic Risk 5.603453
- 41. NTPC
Adj Close Return % Average Return Expected Return
202 0.521158 -3.04956 -0.152478
200.95 1.883768 -0.37664 -0.09416
197.2 1.224505 0.086749652 0.034699861
194.8 1.369707 0.46889 0.140667
192.15 -3.04956 0
198.1 0.989228 -0.071271139
196.15 -4.29101
204.75 1.749028
201.2 -1.70018
204.65 0.318121
204 -0.95134
205.95 -0.53269
207.05 0.411374
206.2 0.608052
204.95 -0.02439
205 1.647646
201.65 -0.8641
203.4 -0.90543
205.25 0.831707
203.55 -0.66104
204.9
Variance 2.5776
Covariance 1.697505
Beta 0.672019
Systematic Risk 1.140756
Std. Deviation 1.605491
Required Return 12.04817
Alpha -12.1194
Unsystematic Risk 1.436845
- 43. MARUTI MAHINDRA & MAHINDRA
Adj Close Return % Average Return Expected Return Adj Close
1236.95 1.126005 -1.55195 -0.0775975 572.45
1223.1 -0.78183 -0.39497 -0.0987425 545.05
1232.7 2.751052 0.015201 0.0060804 528.7
1199.25 -0.22905 -0.03323 -0.009969 519.45
1202 -1.55195 0 516.15
1220.8 -1.73374 -0.1802286 529.3
1242.15 2.585156 539.45
1210.45 -1.61439 522
1230.15 -0.98284 526.65
1242.3 0.040256 559.8
1241.8 -1.29215 557.8
1257.95 -1.29921 559.85
1274.4 0.519236 565
1267.8 -0.21274 546.3
1270.5 -1.88685 562.05
1294.7 1.505836 553.7
1275.35 -0.19192 523.3
1277.8 -0.2306 519.35
1280.75 1.383724 521.3
1263.15 -1.50857 516.9
1282.35 526.05
Variance 2.015906 Variance
Covariance 1.031291 Covariance
Beta 0.408274 Beta
Systematic Risk 0.421049 Systematic Risk
Std. Deviation 1.419826 Std. Deviation
Required Return 9.674466 Required Return
Alpha -9.85469 Alpha
Unsystematic Risk 1.594857 Unsystematic Risk
- 45. RA & MAHINDRA LARSEN & TURBO
Return % Average Return Expected Return Adj Close Return %
4.904786 -2.5158 -0.12579 1628.6 0.153624
3.045637 -0.99302 -0.248255 1626.1 -0.20273
1.76506 1.14672 0.458688 1629.4 1.680296
0.637314 1.12667 0.338001 1602.25 2.768507
-2.5158 0 1558.5 -4.37513
-1.89947 0.422644 1628.2 1.242175
3.288251 1608.1 -2.14705
-0.88686 1643 0.402513
-6.10434 1636.4 -1.30832
0.35791 1657.95 3.211552
-0.36684 1605.55 4.846011
-0.91568 1529.6 -2.70561
3.365746 1571.55 0.8499
-2.84225 1558.25 0.970521
1.496779 1543.2 -0.2524
5.646811 1547.1 1.83629
0.757688 1518.95 -0.28597
-0.37477 1523.3 -0.77816
0.847626 1535.2 -1.2429
-1.75468 1554.4 -2.3713
1591.7
7.959352 Variance 4.817459
2.771732 Covariance 2.033289
1.097291 Beta 0.804952
3.041398 Systematic Risk 1.636699
2.821232 Std. Deviation 2.194871
15.87562 Required Return 13.24456
-15.453 Alpha -13.13
4.917954 Unsystematic Risk 3.180759
- 47. Average Return JPASSOCIATES
Average Return Expected Return Adj Close Return % Average Return
-4.37513 -0.2187565 124.6 -2.1045 -0.89572
0.19156 0.04789 127.25 1.704024 -0.66593
0.73987 0.295948 125.1 1.85564 -0.72723
-0.03498 -0.010494 122.8 5.095048 -0.87617
0 116.7 -0.89572
0.1145875 117.75 0.297683
117.4 0.984386
116.25 -3.59067
120.5 -6.11615
128.1 1.891309
125.7 -2.66892
129.1 -3.50112
133.7 2.192905
130.8 -1.89328
133.3 -1.26726
135 3.812502
129.95 -2.91964
133.8 -0.07471
133.9 -3.95366
139.3 -4.14822
145.2
Variance 8.739586
Covariance 3.341901
Beta 1.323014
Systematic Risk 4.421381
Std. Deviation 2.956279
Required Return 17.90712
Alpha -18.6721
Unsystematic Risk 4.318205
- 49. ITC
Expected Return Adj Close Return % Average Return Expected Return
-0.044786 283.15 0.371517 -2.83519 -0.1417595
-0.1664825 282.1 2.494521 0.55213 0.1380325
-0.290892 275.15 2.50243 0.59654 0.238616
-0.262851 268.35 2.853827 0.37154 0.111462
0 260.8 -2.83519 0
-0.7650115 268.3 -1.18564 0.346351
271.5 3.237861
262.85 1.398356
259.2 -3.54372
268.55 1.066926
265.7 -0.91787
268.15 0.673529
266.35 0.508141
265 2.290176
259 -1.09438
261.85 1.113683
258.95 0
258.95 -1.41874
262.65 0.381461
261.65 -0.96987
264.2
Variance 3.488608
Covariance 2.038447
Beta 0.806994
Systematic Risk 1.645014
Std. Deviation 1.867782
Required Return 13.26294
Alpha -12.9166
Unsystematic Risk 1.843594
- 51. IDFC
Adj Close Return % Average Return Expected Return
156.8 1.704495 -5.09251 -0.2546255
154.15 0 0.05739 0.0143475
154.15 1.174565 -0.6857 -0.27428
152.35 6.6137 0.57028 0.171084
142.6 -5.09251 0
150.05 -0.89568 -0.343474
151.4 -1.73519
154.05 -2.2783
157.6 -1.41757
159.85 -0.62364
160.85 -2.09174
164.25 -0.9091
165.75 1.519786
163.25 2.606415
159.05 -1.89948
162.1 4.801933
154.5 -4.21415
161.15 -0.52607
162 -2.07704
165.4 -1.52995
167.95
Variance 7.824446
Covariance 3.354221
Beta 1.327891
Systematic Risk 4.454038
Std. Deviation 2.797221
Required Return 17.95102
Alpha -18.2945
Unsystematic Risk 3.370408
- 53. IDEA AMBUJACEM
Adj Close Return % Average Return Expected Return Adj Close
50.5 1.195233 -1.82259 -0.0911295 109
49.9 0.502261 -1.9669 -0.491725 108.05
49.65 -1.79646 0.54266 0.217064 108
50.55 -2.15273 -2.7031 -0.81093 106.15
51.65 -1.82259 0 105
52.6 0.859194 -1.1767205 112
52.15 -2.08736 105.35
53.25 1.895791 104.75
52.25 -8.34964 105.4
56.8 -0.52678 107.75
57.1 -0.34965 105.05
57.3 4.461043 105.45
54.8 -0.54595 110.5
55.1 -8.01823 109.6
59.7 -6.17079 110.9
63.5 -1.64002 114.5
64.55 2.828154 111.4
62.75 -1.97245 111.4
64 0.626961 115.95
63.6 -0.47059 115.9
63.9 120.55
Variance 10.61783 Variance
Covariance 0.489058 Covariance
Beta 0.193612 Beta
Systematic Risk 0.094687 Systematic Risk
Std. Deviation 3.258501 Std. Deviation
Required Return 7.742505 Required Return
Alpha -8.91923 Alpha
Unsystematic Risk 10.52314 Unsystematic Risk
- 55. HDFC BANK
Return % Average Return Expected Return Adj Close Return %
0.87538 -6.45385 -0.3226925 1885.4 -0.1537
0.046286 0.99155 0.2478875 1888.3 -0.35155
1.727804 -0.48423 -0.193692 1894.95 3.706467
1.089284 -0.78362 -0.235086 1826 1.259265
-6.45385 0 1803.15 -1.11678
6.121073 -0.503583 1823.4 -0.07127
0.571158 1824.7 -1.44995
-0.61861 1851.35 -0.93547
-2.20511 1868.75 -1.67946
2.53773 1900.4 -1.49633
-0.38005 1929.05 -1.24414
-4.67786 1953.2 -0.44953
0.817815 1962 -0.33075
-1.17915 1968.5 1.090507
-3.19459 1947.15 0.682808
2.74475 1933.9 4.575944
0 1847.4 -2.78114
-4.00317 1899.5 -0.83097
0.043131 1915.35 -1.33029
-3.93369 1941 -1.53124
1970.95
8.648728 Variance 3.198382
2.985647 Covariance 2.010113
1.181977 Beta 0.795777
3.528967 Systematic Risk 1.599601
2.940872 Std. Deviation 1.788402
16.6378 Required Return 13.16199
-17.1414 Alpha -13.3839
5.119761 Unsystematic Risk 1.598781
- 57. HCLTECH
Average Return Expected Return Adj Close Return % Average Return
-1.11678 -0.055839 382.55 1.926689 -4.36413
-0.57537 -0.1438425 375.25 1.314397 -0.63168
-0.450111 -0.1800444 370.35 0.813343 -0.0934
0.52616 0.157848 367.35 3.645335 1.0503
0 354.2 -4.36413
-0.2218779 370 0.406229
368.5 2.097835
360.85 -3.05659
372.05 -6.25122
396.05 0.582428
393.75 -2.42124
403.4 1.536282
397.25 1.228408
392.4 1.243685
387.55 -2.84898
398.75 3.042689
386.8 -3.00506
398.6 -1.49405
404.6 1.556791
398.35 2.079974
390.15
Variance 7.275421
Covariance 2.778058
Beta 1.099795
Systematic Risk 3.055295
Std. Deviation 2.697299
Required Return 15.89816
Alpha -15.9966
Unsystematic Risk 4.220125
- 59. GRASIM
Expected Return Adj Close Return % Average Return Expected Return
-0.2182065 1822.85 -1.31615 -3.04166 -0.152083
-0.15792 1847 -1.20548 -6.59867 -1.6496675
-0.03736 1869.4 1.297566 -0.22961 -0.091844
0.31509 1845.3 -22.9615 -0.11751 -0.035253
0 2321.6 -3.04166 0
-0.0983965 2393.3 -1.93249 -1.9288475
2440 -2.96782
2513.5 -2.48333
2576.7 -2.64829
2645.85 1.867395
2596.9 -1.55699
2637.65 0.290452
2630 1.14724
2600 -0.57909
2615.1 -1.99331
2667.75 4.312449
2555.15 -2.29811
2614.55 1.084438
2586.35 0.185762
2581.55 -3.77812
2680.95
Variance 28.61302
Covariance -0.7869
Beta -0.31152
Systematic Risk 0.245137
Std. Deviation 5.349114
Required Return 3.196294
Alpha -5.12514
Unsystematic Risk 28.36788
- 61. GAIL
Adj Close Return % Average Return Expected Return
453.65 1.420825 -1.29553 -0.0647765
447.25 -1.60802 0.55654 0.139135
454.5 1.641563 0.52986 0.211944
447.1 0.515754 0.02154 0.006462
444.8 -1.29553 0
450.6 -0.43182 0.2927645
452.55 2.302292
442.25 2.344974
432 -1.94849
440.5 1.763472
432.8 1.161993
427.8 -0.10513
428.25 -0.80238
431.7 1.458347
425.45 -0.50407
427.6 1.924385
419.45 -1.57297
426.1 1.537218
419.6 -1.58414
426.3 -0.36293
427.85
Variance 2.157339
Covariance 1.132679
Beta 0.448412
Systematic Risk 0.507907
Std. Deviation 1.468788
Required Return 10.03571
Alpha -9.74294
Unsystematic Risk 1.649432
- 63. CIPLA BHARTI
Adj Close Return % Average Return Expected Return Adj Close
320.5 0.469117 -1.0196 -0.05098 262.3
319 -0.06268 0.01947 0.0048675 260.9
319.2 1.961468 0.73221 0.292884 260.6
313 0.239904 -2.02373 -0.607119 264
312.25 -1.0196 0 264.15
315.45 -1.47894 -0.3603475 266.1
320.15 2.883597 265.85
311.05 0.016076 260.15
311 -1.56328 259.55
315.9 1.082124 267.8
312.5 -0.68564 266.55
314.65 -0.58623 264.45
316.5 1.112005 258.65
313 -1.71053 261.55
318.4 -6.79873 285.2
340.8 -1.5143 294.35
346 2.635584 287.7
337 1.044006 292.25
333.5 -1.20708 297.5
337.55 289.8
297.05
Variance 4.492081 Variance
Covariance 0.505743 Covariance
Beta 0.200217 Beta
Systematic Risk 0.101258 Systematic Risk
Std. Deviation 2.119453 Std. Deviation
Required Return 7.801953 Required Return
Alpha -8.1623 Alpha
Unsystematic Risk 4.390823 Unsystematic Risk
- 65. RELINFRA
Return % Average Return Expected Return Adj Close Return %
0.535169 -0.73551 -0.0367755 1065.25 -0.25782
0.115053 -0.138725 -0.03468125 1068 0.714155
-1.29624 -0.06489 -0.025956 1060.4 1.558671
-0.0568 -1.74881 -0.524643 1044 0.981816
-0.73551 0 1033.8 -0.79006
0.093994 -0.62205575 1042 5.306271
2.167385 988.15 0.746594
0.230903 980.8 1.649956
-3.12911 964.75 -3.29319
0.467859 997.05 0.462429
0.790965 992.45 -3.22713
2.21764 1025 0
-1.11497 1025 2.875084
-8.65652 995.95 -1.56409
-3.15788 1011.65 -4.85713
2.285126 1062 8.429294
-1.56913 976.15 -8.44812
-1.78046 1062.2 0.301716
2.62232 1059 -2.02839
-2.47094 1080.7 -2.14215
1104.1
6.583439 Variance 12.75707
0.80477 Covariance 3.618346
0.318598 Beta 1.432454
0.256398 Systematic Risk 5.183115
2.565821 Std. Deviation 3.571704
8.867378 Required Return 18.89209
-9.48943 Alpha -19.0712
6.327041 Unsystematic Risk 7.573953
- 67. SUZLON
Average Return Expected Return Adj Close Return % Average Return
-0.79006 -0.039503 56.35 -7.92916 -0.85837
1.07828 0.26957 61 4.612977 -1.54016
-1.11201 -0.444804 58.25 -0.85471 -1.1579
0.11877 0.035631 58.75 1.284814 -0.51335
0 58 -0.85837
-0.179106 58.5 -0.51151
58.8 -0.67797
59.2 -0.92476
59.75 -6.87139
64 -1.24225
64.8 -0.46189
65.1 -2.57785
66.8 -0.07482
66.85 -1.55847
67.9 -3.04592
70 3.488726
67.6 -5.46899
71.4 4.658671
68.15 -0.07334
68.2 -1.81625
69.45
Variance 10.60097
Covariance 2.506944
Beta 0.992465
Systematic Risk 2.488056
Std. Deviation 3.255913
Required Return 14.93219
Alpha -15.9773
Unsystematic Risk 8.112911
- 69. DLF
Expected Return Adj Close Return % Average Return Expected Return
-0.0429185 278.15 -0.11 -1.76071 -0.09
-0.38504 278.45 2.42 -1.47109 -0.37
-0.46316 271.8 3.10 -0.82945 -0.33
-0.154005 263.5 2.83 0.96694 0.29
0 256.15 -1.76
-1.0451235 260.7 -3.32 -0.50
269.5 -0.87
271.85 -2.42
278.5 -3.58
288.65 0.68
286.7 -3.66
297.4 -3.18
307 3.68
295.9 0.44
294.6 -3.63
305.5 6.77
285.5 -3.95
297 -1.93
302.8 0.68
300.75 -2.14
307.25
Variance 9.115874
Covariance 3.680455
Beta 1.457043
Systematic Risk 5.36258
Std. Deviation 3.019251
Required Return 19.11338
Alpha -19.6109
Unsystematic Risk 3.753294
- 71. TATAMOTOR NIFTY
Adj Close Return % Average Return Expected Return Adj Close
758 1.19 -4.19652 -0.21 5086.3
749 -0.13 -0.93824 -0.23 5066.55
749.95 5.54 -1.28349 -0.51 5003.1
709.55 5.27 1.136 0.34 4917.4
673.15 -4.20 4806.75
702 -1.55 -0.62 4943.95
712.95 -0.08 4931.15
713.5 0.57 4947.6
709.45 -8.90 4919.65
775.5 -1.60 5066.2
788 -3.07 5059.9
812.6 -2.40 5093.5
832.3 3.71 5178.9
801.95 0.22 5156.65
800.2 -2.03 5136.15
816.65 6.80 5193.6
763 -6.35 5018.05
813 -3.46 5090.85
841.6 0.19 5124.9
840 -2.07 5148.5
857.55 5222.75
Variance 15.27722 Variance
Covariance 5.278339 Rf
Beta 2.089623 Rm
Systematic Risk 11.02974
Std. Deviation 3.908609
Required Return 24.80661
Alpha -25.42
Unsystematic Risk 4.247483
- 73. Return % Maximum Minimum Interval Frequency Probability Average Return
0.39 5222.75 4806.75 4800-4900 1 0.05 -2.814342677
1.26 4900-5000 5 0.25 -0.03335
1.73 5000-5100 8 0.4 -0.11625
2.28 5100-5200 6 0.3 0.21064
-2.81 5200-5300 0 0
0.26 20
-0.33
0.57
-2.94
0.12
-0.66
-1.66
0.43
0.40
-1.11
3.44
-1.44
-0.67
-0.46
-1.43
2.52598
6
15
- 75. Expected Return
-0.140717134
-0.0083375
-0.0465
0.063192
0
-0.132362634
- 76. Company Systematic Risk
Unsystematic Risk
WIPRO 3.16536 2.26570
UNITECH 9.90945 3.34901 30
TCS 2.57832 1.64853
TATA STEEL 0.07517 10.17379
TATA POWER 1.80143 1.79277 25
SAIL 5.3874 2.532675459
STER 9.17658 2.83353
SBIN 2.88231 2.75326 20
RPOWER 6.68694 9.52013
RELIANCE 2.13587 2.18783
ABB 0.25805 25.05697 15
ACC 0.77896 2.49938 Systematic Risk
AXIS BANK 3.09070 2.59906 Unsystematic Risk
BHEL 0.83915 0.75366 10
BPCL 0.00835 2.78193
CAIRN 4.46504 1.88125
HDFC 1.36721 0.97515 5
HERO HONDA 0.07794 0.72447
ICICI BANK 5.17788 1.85204
INFOSYS 1.16227 0.76885 0
POWER…
LARSEN…
AMBUJA…
HERO…
TATA…
TATA…
MAHIND…
HDFC…
JPASSOC…
TATAMO…
ICICI BANK
STER
ABB
INFOSYS
PNB
IDFC
IDEA
RELIANCE
ACC
CAIRN
ONGC
CIPLA
WIPRO
HDFC
DLF
SAIL
AXIS BANK
SBIN
BPCL
NTPC
RELINFRA
TCS
RPOWER
MARUTI
BHEL
ITC
SUZLON
HCLTECH
GRASIM
GAIL
BHARTI
UNITECH
RANBAXY
RANBAXY 1.68061 2.86782
POWERGRID 0.82343 0.99116
PNB 1.12384 2.24017
ONGC 0.82823 5.60345
NTPC 1.14076 1.43684
MARUTI 0.42105 1.59486
MAHINDRA & MAHINDRA
3.04140 4.91795
LARSEN & TURBO 1.63670 3.18076
JPASSOCIATES 4.42138 4.31820
ITC 1.64501 1.84359
IDFC 4.45404 3.37041
IDEA 0.09469 10.52314
AMBUJACEM 3.52897 5.11976
HDFC BANK 1.59960 1.59878
HCLTECH 3.05530 4.22013
GRASIM 0.24514 28.36788
GAIL 0.50791 1.64943
CIPLA 0.10126 4.39082
BHARTI 0.25640 6.32704
RELINFRA 5.18311 7.57395
SUZLON 2.48806 8.11291
DLF 5.36258 3.75329
TATAMOTOR 11.02974 4.24748
