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Symbol Security Name Index Market Cap (in mn) as on 26 may
ACC ACC LTD. 141524769941.40
ADANIPORTS ADANI PORTS AND SPECIAL ECONOMIC ZONE LTD. 168393229590.43
AMBUJACEM AMBUJA CEMENTS LTD. 174278080378.30
ASIANPAINT ASIAN PAINTS LTD. 447148754165.41
AUROPHARMA AUROBINDO PHARMA LTD. 200296602138.15
AXISBANK AXIS BANK LTD. 864844431324.30
BAJAJ-AUTO BAJAJ AUTO LTD. 347955739273.44
BANKBARODA BANK OF BARODA 127393527934.02
BHARTIARTL BHARTI AIRTEL LTD. 479564092836.84
BHEL BHARAT HEAVY ELECTRICALS LTD. 116461703200.00
BOSCHLTD BOSCH LTD. 198661829365.35
BPCL BHARAT PETROLEUM CORPORATION LTD. 241255613176.70
CIPLA CIPLA LTD. 236841567015.00
COALINDIA COAL INDIA LTD. 354790188348.00
DRREDDY DR. REDDY'S LABORATORIES LTD. 390199834114.05
EICHERMOT EICHER MOTORS LTD. 224825537932.22
GAIL GAIL (INDIA) LTD. 178441789767.60
GRASIM GRASIM INDUSTRIES LTD. 278911758034.20
HCLTECH HCL TECHNOLOGIES LTD. 417822041762.64
HDFC HOUSING DEVELOPMENT FINANCE CORPORATION LTD. 1939272668088.75
HDFCBANK HDFC BANK LTD. 2331419750938.40
HEROMOTOCO HERO MOTOCORP LTD. 372654016875.00
HINDALCO HINDALCO INDUSTRIES LTD. 115610292759.36
HINDUNILVR HINDUSTAN UNILEVER LTD. 607215692650.94
ICICIBANK ICICI BANK LTD. 1401818384466.50
IDEA IDEA CELLULAR LTD. 127015512901.57
INDUSINDBK INDUSIND BANK LTD. 538326607561.76
INFRATEL BHARTI INFRATEL LTD. 207195703951.70
INFY INFOSYS LTD. 2466253603655.77
ITC I T C LTD. 2039426735284.01
KOTAKBANK KOTAK MAHINDRA BANK LTD. 749639995139.28
LT LARSEN & TOUBRO LTD. 1208128243688.83
LUPIN LUPIN LTD. 350998737200.75
M&M MAHINDRA & MAHINDRA LTD. 615461560446.66
MARUTI MARUTI SUZUKI INDIA LTD. 547344902315.20
NTPC NTPC LTD. 349277871984.00
ONGC OIL & NATURAL GAS CORPORATION LTD. 388166864489.46
POWERGRID POWER GRID CORPORATION OF INDIA LTD. 330908508415.30
RELIANCE RELIANCE INDUSTRIES LTD. 1564402187264.84
SBIN STATE BANK OF INDIA 571806156913.72
SUNPHARMA SUN PHARMACEUTICAL INDUSTRIES LTD. 844035833730.38
TATAMOTORS TATA MOTORS LTD. 772319745526.00
TATAMTRDVR TATA MOTORS LTD DVR 135714466204.42
TATAPOWER TATA POWER CO. LTD. 133461289959.01
TATASTEEL TATA STEEL LTD. 217929089926.33
TCS TATA CONSULTANCY SERVICES LTD. 1355948017171.21
TECHM TECH MAHINDRA LTD. 335728027688.77
ULTRACEMCO ULTRATECH CEMENT LTD. 326307448603.70
WIPRO WIPRO LTD. 350047468813.77
YESBANK YES BANK LTD. 334450453504.28
ZEEL ZEE ENTERTAINMENT ENTERPRISES LTD. 243316717154.28
Weightage(%) BETA AVERAGE VARIANCE
0.48 0.735630631 0.012480213 1.824277354
0.57 1.37670781 -0.162922324 6.466495967
0.59 0.925592449 -0.006470101 2.680968048
1.52 0.86594814 0.103418917 2.79702283
0.68 1.172400666 -0.122983181 14.66239568
2.94 1.389052918 -0.024300155 4.503375323
1.18 0.943915804 0.061148632 3.035721678
0.43 1.550589662 -0.014412928 9.260063192
1.63 0.691552114 -0.054251243 2.924886057
0.40 1.302853118 -0.269063141 6.406990364
0.67 0.950030672 -0.000921159 3.308528962
0.82 0.788400132 0.072444657 3.945020426
0.80 0.835264394 -0.122574226 2.733605968
1.20 0.830519047 -0.101266344 3.699745038
1.32 0.740694591 -0.021464716 4.175568676
0.76 0.976663083 0.01523037 4.296762274
0.61 1.177835072 0.003196686 5.069294029
0.95 0.68022958 0.082460485 1.333225627
1.42 0.771268644 -0.093589265 3.408971991
6.58 1.128425732 0.012074129 3.079038333
7.91 0.79460403 0.059005611 1.143769398
1.26 0.873819125 0.066532337 2.460984966
0.39 1.814573664 -0.03597689 8.910461662
2.06 0.549431465 -0.005747249 1.90784579
4.76 1.54395408 -0.079447762 4.945814293
0.43 0.653630009 -0.139889012 4.879012014
1.83 1.025624743 0.101829048 2.348495547
0.70 0.620463378 -0.057104914 7.241482546
8.37 0.758730861 -0.108145614 12.99532667
6.92 0.858936697 0.03663904 2.83873041
2.54 1.367032665 -0.159592751 12.85441392
4.10 1.286434145 -0.039503518 4.01997644
1.19 0.687765052 -0.056176871 4.506074206
2.09 1.009650434 0.035886494 3.149453844
1.86 0.926786269 0.042784618 2.945507722
1.19 0.861100465 0.027184658 2.78840715
1.32 1.188641832 -0.151972605 4.355389124
1.12 0.590247403 0.028935212 1.968657722
5.31 1.092622532 0.03894096 2.931732809
1.94 1.558394269 -0.094819587 5.787057804
2.86 0.849961722 -0.03563396 4.122798902
2.62 1.574814301 0.024737405 7.123534975
0.46 1.515636495 0.06660865 6.959578853
0.45 1.078864155 0.006345484 3.785200883
0.74 1.699295509 0.046380917 8.176377782
4.60 0.641092199 0.000660113 1.639043686
1.14 0.750917867 0.009328693 3.397503345
1.11 0.922116824 0.042208013 2.689644501
1.19 0.639572941 -0.004249795 1.78085642
1.14 1.501780157 0.090466647 5.080845094
0.83 1.111615625 0.151451116 3.955483327
STANDARD DEVIATION
1.350658119
2.542930586
1.637366192
1.672430217
3.829150778
2.122115766
1.742332252
3.043035194
1.710229826
2.531203343
1.818936217
1.986207549
1.65336202
1.923472131
2.043420827
2.072863303
2.251509278
1.154653899
1.846340161
1.754718876
1.069471551
1.568752678
2.985039642
1.38124791
2.223918679
2.208848572
1.532480195
2.691000287
3.604903143
1.684853231
3.585305276
2.00498789
2.122751565
1.774670066
1.716248153
1.669852434
2.086956905
1.403088637
1.712230361
2.405630438
2.030467656
2.668995125
2.638101373
1.945559273
2.85943662
1.280251415
1.843231767
1.640013567
1.334487325
2.254073001
1.988839694

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Volatility Analysis NIFTY

  • 1. Symbol Security Name Index Market Cap (in mn) as on 26 may ACC ACC LTD. 141524769941.40 ADANIPORTS ADANI PORTS AND SPECIAL ECONOMIC ZONE LTD. 168393229590.43 AMBUJACEM AMBUJA CEMENTS LTD. 174278080378.30 ASIANPAINT ASIAN PAINTS LTD. 447148754165.41 AUROPHARMA AUROBINDO PHARMA LTD. 200296602138.15 AXISBANK AXIS BANK LTD. 864844431324.30 BAJAJ-AUTO BAJAJ AUTO LTD. 347955739273.44 BANKBARODA BANK OF BARODA 127393527934.02 BHARTIARTL BHARTI AIRTEL LTD. 479564092836.84 BHEL BHARAT HEAVY ELECTRICALS LTD. 116461703200.00 BOSCHLTD BOSCH LTD. 198661829365.35 BPCL BHARAT PETROLEUM CORPORATION LTD. 241255613176.70 CIPLA CIPLA LTD. 236841567015.00 COALINDIA COAL INDIA LTD. 354790188348.00 DRREDDY DR. REDDY'S LABORATORIES LTD. 390199834114.05 EICHERMOT EICHER MOTORS LTD. 224825537932.22 GAIL GAIL (INDIA) LTD. 178441789767.60 GRASIM GRASIM INDUSTRIES LTD. 278911758034.20 HCLTECH HCL TECHNOLOGIES LTD. 417822041762.64 HDFC HOUSING DEVELOPMENT FINANCE CORPORATION LTD. 1939272668088.75 HDFCBANK HDFC BANK LTD. 2331419750938.40 HEROMOTOCO HERO MOTOCORP LTD. 372654016875.00 HINDALCO HINDALCO INDUSTRIES LTD. 115610292759.36 HINDUNILVR HINDUSTAN UNILEVER LTD. 607215692650.94 ICICIBANK ICICI BANK LTD. 1401818384466.50 IDEA IDEA CELLULAR LTD. 127015512901.57 INDUSINDBK INDUSIND BANK LTD. 538326607561.76 INFRATEL BHARTI INFRATEL LTD. 207195703951.70 INFY INFOSYS LTD. 2466253603655.77 ITC I T C LTD. 2039426735284.01 KOTAKBANK KOTAK MAHINDRA BANK LTD. 749639995139.28 LT LARSEN & TOUBRO LTD. 1208128243688.83 LUPIN LUPIN LTD. 350998737200.75 M&M MAHINDRA & MAHINDRA LTD. 615461560446.66 MARUTI MARUTI SUZUKI INDIA LTD. 547344902315.20 NTPC NTPC LTD. 349277871984.00 ONGC OIL & NATURAL GAS CORPORATION LTD. 388166864489.46 POWERGRID POWER GRID CORPORATION OF INDIA LTD. 330908508415.30 RELIANCE RELIANCE INDUSTRIES LTD. 1564402187264.84 SBIN STATE BANK OF INDIA 571806156913.72 SUNPHARMA SUN PHARMACEUTICAL INDUSTRIES LTD. 844035833730.38 TATAMOTORS TATA MOTORS LTD. 772319745526.00 TATAMTRDVR TATA MOTORS LTD DVR 135714466204.42 TATAPOWER TATA POWER CO. LTD. 133461289959.01 TATASTEEL TATA STEEL LTD. 217929089926.33 TCS TATA CONSULTANCY SERVICES LTD. 1355948017171.21
  • 2. TECHM TECH MAHINDRA LTD. 335728027688.77 ULTRACEMCO ULTRATECH CEMENT LTD. 326307448603.70 WIPRO WIPRO LTD. 350047468813.77 YESBANK YES BANK LTD. 334450453504.28 ZEEL ZEE ENTERTAINMENT ENTERPRISES LTD. 243316717154.28
  • 3. Weightage(%) BETA AVERAGE VARIANCE 0.48 0.735630631 0.012480213 1.824277354 0.57 1.37670781 -0.162922324 6.466495967 0.59 0.925592449 -0.006470101 2.680968048 1.52 0.86594814 0.103418917 2.79702283 0.68 1.172400666 -0.122983181 14.66239568 2.94 1.389052918 -0.024300155 4.503375323 1.18 0.943915804 0.061148632 3.035721678 0.43 1.550589662 -0.014412928 9.260063192 1.63 0.691552114 -0.054251243 2.924886057 0.40 1.302853118 -0.269063141 6.406990364 0.67 0.950030672 -0.000921159 3.308528962 0.82 0.788400132 0.072444657 3.945020426 0.80 0.835264394 -0.122574226 2.733605968 1.20 0.830519047 -0.101266344 3.699745038 1.32 0.740694591 -0.021464716 4.175568676 0.76 0.976663083 0.01523037 4.296762274 0.61 1.177835072 0.003196686 5.069294029 0.95 0.68022958 0.082460485 1.333225627 1.42 0.771268644 -0.093589265 3.408971991 6.58 1.128425732 0.012074129 3.079038333 7.91 0.79460403 0.059005611 1.143769398 1.26 0.873819125 0.066532337 2.460984966 0.39 1.814573664 -0.03597689 8.910461662 2.06 0.549431465 -0.005747249 1.90784579 4.76 1.54395408 -0.079447762 4.945814293 0.43 0.653630009 -0.139889012 4.879012014 1.83 1.025624743 0.101829048 2.348495547 0.70 0.620463378 -0.057104914 7.241482546 8.37 0.758730861 -0.108145614 12.99532667 6.92 0.858936697 0.03663904 2.83873041 2.54 1.367032665 -0.159592751 12.85441392 4.10 1.286434145 -0.039503518 4.01997644 1.19 0.687765052 -0.056176871 4.506074206 2.09 1.009650434 0.035886494 3.149453844 1.86 0.926786269 0.042784618 2.945507722 1.19 0.861100465 0.027184658 2.78840715 1.32 1.188641832 -0.151972605 4.355389124 1.12 0.590247403 0.028935212 1.968657722 5.31 1.092622532 0.03894096 2.931732809 1.94 1.558394269 -0.094819587 5.787057804 2.86 0.849961722 -0.03563396 4.122798902 2.62 1.574814301 0.024737405 7.123534975 0.46 1.515636495 0.06660865 6.959578853 0.45 1.078864155 0.006345484 3.785200883 0.74 1.699295509 0.046380917 8.176377782 4.60 0.641092199 0.000660113 1.639043686
  • 4. 1.14 0.750917867 0.009328693 3.397503345 1.11 0.922116824 0.042208013 2.689644501 1.19 0.639572941 -0.004249795 1.78085642 1.14 1.501780157 0.090466647 5.080845094 0.83 1.111615625 0.151451116 3.955483327