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Nifty stock snigdha Document Transcript

  • 1. WIPRODate Adj Close Return % Average Return Expected Return5/31/2010 673.9 1.314433 -2.54363 -0.12718155/28/2010 665.1 1.027665 0.13006 0.0325155/27/2010 658.3 1.862908 -0.45136 -0.1805445/26/2010 646.15 2.10353 0.908702 0.27261065/25/2010 632.7 -2.54363 05/24/2010 649 1.490248 -0.00259995/21/2010 639.4 -2.547815/20/2010 655.9 0.980555/19/2010 649.5 -1.376175/18/2010 658.5 1.8391325/17/2010 646.5 -2.142395/14/2010 660.5 -1.882255/13/2010 673.05 -1.027325/12/2010 680 1.705645/11/2010 668.5 -0.767435/10/2010 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
  • 2. UNITECH TCSAdj 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 83.15 767.9Variance 13.25845 VarianceCovariance 5.003103 CovarianceBeta 1.980661 BetaSystematic Risk 9.909449 Systematic RiskStd. Deviation 3.641216 Std. DeviationRequired Return 23.82595 Required ReturnAlpha -24.4975 AlphaUnsystematic Risk 3.349006 Unsystematic Risk
  • 3. TATA STEELReturn % 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
  • 4. TATA POWERAverage 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
  • 5. SAILExpected 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
  • 6. STERAdj 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 805.48Variance 12.01011Covariance 4.814543Beta 1.906012Systematic Risk 9.176579Std. Deviation 3.46556Required Return 23.15411Alpha -24.1425Unsystematic Risk 2.833529
  • 7. SBIN RPOWERAdj 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 2301.7 161.3Variance 5.635573 VarianceCovariance 2.698267 CovarianceBeta 1.068207 BetaSystematic Risk 2.882309 Systematic RiskStd. Deviation 2.373936 Std. DeviationRequired Return 15.61387 Required ReturnAlpha -15.6986 AlphaUnsystematic Risk 2.753264 Unsystematic Risk
  • 8. RELIANCEReturn % 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
  • 9. ABBAverage 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
  • 10. ACCExpected 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
  • 11. AXIS BANKAdj 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 1262.1Variance 5.689755Covariance 2.794107Beta 1.106149Systematic Risk 3.090699Std. Deviation 2.385321Required Return 15.95534Alpha -16.0907Unsystematic Risk 2.599056
  • 12. BHEL BPCLAdj 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 2467.5 519.25Variance 1.59281 VarianceCovariance 1.455906 CovarianceBeta 0.576374 BetaSystematic Risk 0.839146 Systematic RiskStd. Deviation 1.262066 Std. DeviationRequired Return 11.18736 Required ReturnAlpha -11.4172 AlphaUnsystematic Risk 0.753664 Unsystematic Risk
  • 13. CAIRNReturn % 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
  • 14. HDFCAverage 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
  • 15. HERO HONDAExpected 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
  • 16. ICICI BANKAdj 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 937.9Variance 7.029915Covariance 3.616518Beta 1.431731Systematic Risk 5.177879Std. Deviation 2.651399Required Return 18.88557Alpha -19.2783Unsystematic Risk 1.852036
  • 17. INFOSYS Average Return RANBAXYAdj 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 2685.55 450.55Variance 1.931114 VarianceCovariance 1.713436 CovarianceBeta 0.678326 BetaSystematic Risk 1.162269 Systematic RiskStd. Deviation 1.389645 Std. DeviationRequired Return 12.10494 Required ReturnAlpha -12.1362 AlphaUnsystematic Risk 0.768845 Unsystematic Risk
  • 18. POWERGRIDReturn % 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
  • 19. PNBAverage 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
  • 20. ONGCExpected 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
  • 21. NTPCAdj 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 204.9Variance 2.5776Covariance 1.697505Beta 0.672019Systematic Risk 1.140756Std. Deviation 1.605491Required Return 12.04817Alpha -12.1194Unsystematic Risk 1.436845
  • 22. MARUTI MAHINDRA & MAHINDRAAdj 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 1282.35 526.05Variance 2.015906 VarianceCovariance 1.031291 CovarianceBeta 0.408274 BetaSystematic Risk 0.421049 Systematic RiskStd. Deviation 1.419826 Std. DeviationRequired Return 9.674466 Required ReturnAlpha -9.85469 AlphaUnsystematic Risk 1.594857 Unsystematic Risk
  • 23. 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
  • 24. Average Return JPASSOCIATESAverage 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
  • 25. ITCExpected 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
  • 26. IDFCAdj 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 167.95Variance 7.824446Covariance 3.354221Beta 1.327891Systematic Risk 4.454038Std. Deviation 2.797221Required Return 17.95102Alpha -18.2945Unsystematic Risk 3.370408
  • 27. IDEA AMBUJACEMAdj 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 63.9 120.55Variance 10.61783 VarianceCovariance 0.489058 CovarianceBeta 0.193612 BetaSystematic Risk 0.094687 Systematic RiskStd. Deviation 3.258501 Std. DeviationRequired Return 7.742505 Required ReturnAlpha -8.91923 AlphaUnsystematic Risk 10.52314 Unsystematic Risk
  • 28. HDFC BANKReturn % 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
  • 29. HCLTECHAverage 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
  • 30. GRASIMExpected 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
  • 31. GAILAdj 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 427.85Variance 2.157339Covariance 1.132679Beta 0.448412Systematic Risk 0.507907Std. Deviation 1.468788Required Return 10.03571Alpha -9.74294Unsystematic Risk 1.649432
  • 32. CIPLA BHARTIAdj 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 297.5 337.55 289.8 297.05Variance 4.492081 VarianceCovariance 0.505743 CovarianceBeta 0.200217 BetaSystematic Risk 0.101258 Systematic RiskStd. Deviation 2.119453 Std. DeviationRequired Return 7.801953 Required ReturnAlpha -8.1623 AlphaUnsystematic Risk 4.390823 Unsystematic Risk
  • 33. RELINFRAReturn % 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
  • 34. SUZLONAverage 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
  • 35. DLFExpected 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
  • 36. TATAMOTOR NIFTYAdj 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 5222.75Variance 15.27722 VarianceCovariance 5.278339 RfBeta 2.089623 RmSystematic Risk 11.02974Std. Deviation 3.908609Required Return 24.80661Alpha -25.42Unsystematic Risk 4.247483
  • 37. 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
  • 38. Expected Return -0.140717134 -0.0083375 -0.0465 0.063192 0 -0.132362634
  • 39. Company Systematic Risk Unsystematic RiskWIPRO 3.16536 2.26570UNITECH 9.90945 3.34901 30TCS 2.57832 1.64853TATA STEEL 0.07517 10.17379TATA POWER 1.80143 1.79277 25SAIL 5.3874 2.532675459STER 9.17658 2.83353SBIN 2.88231 2.75326 20RPOWER 6.68694 9.52013RELIANCE 2.13587 2.18783ABB 0.25805 25.05697 15ACC 0.77896 2.49938 Systematic RiskAXIS BANK 3.09070 2.59906 Unsystematic RiskBHEL 0.83915 0.75366 10BPCL 0.00835 2.78193CAIRN 4.46504 1.88125HDFC 1.36721 0.97515 5HERO HONDA 0.07794 0.72447ICICI BANK 5.17788 1.85204INFOSYS 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 RANBAXYRANBAXY 1.68061 2.86782POWERGRID 0.82343 0.99116PNB 1.12384 2.24017ONGC 0.82823 5.60345NTPC 1.14076 1.43684MARUTI 0.42105 1.59486MAHINDRA & MAHINDRA 3.04140 4.91795LARSEN & TURBO 1.63670 3.18076JPASSOCIATES 4.42138 4.31820ITC 1.64501 1.84359IDFC 4.45404 3.37041IDEA 0.09469 10.52314AMBUJACEM 3.52897 5.11976HDFC BANK 1.59960 1.59878HCLTECH 3.05530 4.22013GRASIM 0.24514 28.36788GAIL 0.50791 1.64943CIPLA 0.10126 4.39082BHARTI 0.25640 6.32704RELINFRA 5.18311 7.57395SUZLON 2.48806 8.11291DLF 5.36258 3.75329TATAMOTOR 11.02974 4.24748
  • 40. Systematic RiskUnsystematic Risk