s.

n
o
CHETTINAD
CEMENT
CORPORATI
ON LTD

BHARAT
PETROLE
UM
CORPN.
LTD

POWER
FINANCE
CORPORATI
ON

454.6

443.8

233.2

445.2

438.4

184.8

449.9

420.8

159.6

476.4

400.2

158.4

481.4

363.7

154.3

489.2

281.3

119.2

498.3

274.2

119.8

486.6

313.9

136.0

484.8
458.2
402.3
404.0
417.9

342.9
334.8
322.6
359.5
377.1

129.6
109.1
108.1
122.0
134.0

454.9

398.9

137.2

434.8

359.8

135.2

451.5

380.3

148.2

438.6

403.5

182.5

412.7

439.3

196.9

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18

Annexure -1
Calculation of Portfolio value
JINDA
HINDUSTAN
L
PETROLEU
MANGALA STEEL NCL
M
M
&
INDUSTRI
CORPORATI CEMENT
POWE ES
ON LTD.
LTD
R LTD. LIMITED
10379
317.2
157.2
.2
69.6
2307.
287.6
137.0
0
51.8
2013.
270.0
128.2
9
45.2
2059.
251.4
137.5
8
49.3
2311.
245.0
124.9
7
44.0
2046.
202.2
114.5
1
39.4
1845.
207.4
95.2
0
37.9
1982.
219.8
94.3
5
42.2
1563.
234.1
82.7
7
37.9
214.2
54.3
828.0
25.8
220.8
47.9
745.1
23.5
251.8
46.3
870.4
22.5
274.4
48.2
890.6
22.6
1027.
292.4
53.0
6
22.6
1107.
259.7
54.3
6
20.7
1445.
264.7
73.3
1
29.1
1849.
290.1
91.5
0
35.6
2389.
317.2
117.0
5
41.4

ELECTROST
EEL
CASTINGS
LTD

JAIPRAKA
SH
HYDROPOWER
LIMITED

VISA
STEEL
LIMITED

PORTFOLI
O VALUE

81.7

110.6

49.5

12296.7

60.2

76.9

47.4

4036.2

44.7

56.4

41.6

3630.2

51.7

62.3

45.7

3692.7

52.0

65.3

55.9

3898.3

39.9

53.6

51.7

3436.9

32.8

47.3

47.7

3205.4

36.2

55.4

53.8

3420.5

28.1
18.4
16.8
14.9
15.6

47.7
32.8
28.0
29.6
30.7

45.5
24.2
18.2
18.0
17.9

2997.1
2099.8
1933.3
2139.0
2229.0

15.2

29.3

16.2

2447.3

14.4

27.1

16.9

2430.5

20.0

37.7

21.9

2872.1

26.2

49.1

24.9

3391.1

33.1

87.7

29.4

4064.1

19
400.7

457.5

212.7

326.1

124.5

413.3

506.2

223.0

356.6

134.0

412.6
412.3
422.1
439.9

562.1
534.7
529.9
614.8

228.9
228.9
235.0
257.3

395.3
368.6
348.5
385.5

130.5
125.7
118.3
139.7

20
21
22
23
24

2705.
0
3014.
8
1838.
8
659.2
686.9
717.2

38.9

33.3

81.5

26.7

4407.0

41.0

39.0

83.2

30.8

4841.8

43.4
37.6
36.3
38.3

42.9
42.9
41.1
46.4

82.9
75.6
68.8
74.8

37.0
40.7
36.4
36.3

3774.2
2526.2
2523.4
2750.2

Annexure 2
Beta calculation for individual securities

S. no
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23

year
Jan -08
Feb-08
Mar-08
Apr-08
May-08
Jun-08
Jul-08
Aug-08
Sep-08
Oct-08
Nov-08
Dec-08
Jan-09
Feb-09
Mar-09
Apr-09
May-09
Jun-09
Jul-09
Aug-09
Sep-09
Oct-09
Nov-09

Return on Share price

(%)
-27.9922
-20.2476
-8.38338
6.060213
6.394787
-1.68693
6.294992
-12.3379
-23.0112
1.197986
-45.1514
-8.52123
-1.81401
8.888069
25.97483
44.75091
22.59082
-10.0233
41.42814
36.25612
4.570627
-2.04385
5.484212

Return on S&P CNX

NIFTY (%)
-9.64
-8.31
-2.47
8.1
-11.2
-7.6
7.1
-4.8
-23.7
-11.7
2.15
-1.4
-1.8
-0.07
19.9
17.8
12.09
-2.1
5.25
5.32
3.74
-0.81
4.02

(R22-R22)
-30.1086
-22.3641
-10.4998
3.943746
4.278321
-3.80339
4.178526
-14.4544
-25.1276
-0.91848
-47.2678
-10.6377
-3.93047
6.771603
23.85837
42.63445
20.47436
-12.1398
39.31167
34.13965
2.454161
-4.16032
3.367746

(RM-RM)
-9.63
-8.3
-2.46
8.11
-11.19
-7.59
7.11
-4.79
-23.69
-11.69
2.16
-1.39
-1.79
-0.06
19.91
17.81
12.1
-2.09
5.26
5.33
3.75
-0.8
4.03