Capitalisation for April 2010,Weightage,Beta,R2,Volatility,Monthly Return,Avg. Impact Cost April 2010
,,,,(In Rs.),(Rs. Crores),%,,,%,,%
1,ABB,ABB Ltd.,ELECTRICAL EQUIPMENT,423816750,8041.91,0.53,0.81,0.40,1.41,-4.53,0.07 2,ACC,ACC Ltd.,CEMENT AND CEMENT PRODUCTS,1877448660,9140.41,0.60,0.83,0.40,1.12,- 4.84,0.07 3,AMBUJACEM,Ambuja Cements Ltd.,CEMENT AND CEMENT PRODUCTS,3047422760,9880.53,0.65,0.72,0.31,1.21,1.00,0.09 4,AXISBANK,Axis Bank Ltd.,BANKS,4045188410,31347.89,2.05,1.13,0.55,1.69,8.71,0.06 5,BHEL,Bharat Heavy Electricals Ltd.,ELECTRICAL EQUIPMENT,4895200000,39379.97,2.58,0.91,0.56,1.45,4.25,0.05 6,BPCL,Bharat Petroleum Corporation Ltd.,REFINERIES,3615421240,6686.88,0.44,0.49,0.14,1.57,-0.11,0.06 7,BHARTIARTL,Bharti Airtel Ltd.,TELECOMMUNICATION - SERVICES,37975300960,36463.30,2.38,0.97,0.35,1.49,-4.48,0.06 8,CAIRN,Cairn India Ltd.,OIL EXPLORATION/PRODUCTION,18968444660,13581.55,0.89,0.89,0.44,1.73,3.29,0.06 9,CIPLA,Cipla Ltd.,PHARMACEUTICALS,1605842714,17412.63,1.14,0.48,0.18,1.55,1.42,0.06 10,DLF,DLF Ltd.,CONSTRUCTION,3394747860,11260.60,0.74,1.58,0.55,2.1,0.58,0.06 11,GAIL,GAIL (India) Ltd.,GAS,12684774000,19276.62,1.26,0.67,0.30,2.01,4.51,0.08 12,HCLTECH,HCL Technologies Ltd.,COMPUTERS - SOFTWARE,1352216456,8389.00,0.55,1.07,0.35,2.45,10.06,0.07 13,HDFCBANK,HDFC Bank Ltd.,BANKS,4577432720,69716.07,4.56,0.81,0.58,1,3.46,0.06 14,HEROHONDA,Hero Honda Motors Ltd.,AUTOMOBILES - 2 AND 3 WHEELERS,399375000,17226.77,1.13,0.83,0.36,2.33,-1.49,0.06 15,HINDALCO,Hindalco Industries Ltd.,ALUMINIUM,1913462442,23198.86,1.52,1.31,0.46,1.81,-1.52,0.07 16,HINDUNILVR,Hindustan Unilever Ltd.,DIVERSIFIED,2181686781,25100.11,1.64,0.38,0.14,1.34,0.10,0.06 17,HDFC,Housing Development Finance Corporation Ltd.,FINANCE - HOUSING,2870477970,71344.04,4.67,1.17,0.59,1.86,3.56,0.06 18,ITC,I T C Ltd.,CIGARETTES,3818176790,69237.30,4.53,0.66,0.31,1.09,1.06,0.07 19,ICICIBANK,ICICI Bank Ltd.,BANKS,11142848720,106074.35,6.94,1.41,0.69,2.13,- 0.06,0.06 20,IDEA,Idea Cellular Ltd.,TELECOMMUNICATION - SERVICES,32998377920,10281.94,0.67,1.07,0.42,1.85,-6.64,0.09 21,INFOSYSTCH,Infosys Technologies Ltd.,COMPUTERS - SOFTWARE,2869125960,131894.92,8.62,0.69,0.36,1.11,4.67,0.05 22,IDFC,Infrastructure Development Finance Co. Ltd.,FINANCIAL INSTITUTION,12966707720,15976.23,1.04,1.36,0.53,2.1,5.93,0.08 23,JPASSOCIAT,Jaiprakash Associates Ltd.,DIVERSIFIED,21246202450,16919.11,1.11,1.55,0.61,2.06,-1.27,0.07 24,JINDALSTEL,Jindal Steel & Power Ltd.,STEEL AND STEEL PRODUCTS,9312340820,28673.58,1.88,1.09,0.49,1.09,5.74,0.06 25,KOTAKBANK,Kotak Mahindra Bank Ltd.,BANKS,3479842860,11931.68,0.78,1.29,0.56,1.62,1.28,0.07 26,LT,Larsen & Toubro Ltd.,ENGINEERING,1204390816,97257.57,6.36,1.25,0.71,1.21,- 0.97,0.06 27,M&M,Mahindra & Mahindra Ltd.,AUTOMOBILES - 4 WHEELERS,5784344780,22097.12,1.44,1.27,0.55,1.61,-2.81,0.07 28,MARUTI,Maruti Suzuki India Ltd.,AUTOMOBILES - 4 WHEELERS,1444550300,16929.36,1.11,0.73,0.32,1.43,-9.75,0.06 29,NTPC,NTPC Ltd.,POWER,82454644000,17970.33,1.18,0.59,0.41,0.92,0.14,0.05 30,ONGC,Oil & Natural Gas Corporation Ltd.,OIL EXPLORATION/PRODUCTION,21388725300,35578.42,2.33,0.8,0.42,1.19,-4.00,0.07 31,POWERGRID,Power Grid Corporation of India Ltd.,POWER,42088412300,6316.15,0.41,0.78,0.52,1.57,2.71,0.07 32,PNB,Punjab National Bank,BANKS,3153025000,13831.70,0.90,0.83,0.49,1.08,2.64,0.07 33,RANBAXY,Ranbaxy Laboratories Ltd.,PHARMACEUTICALS,2102616230,6725.53,0.44,0.82,0.25,1.34,-6.75,0.06 34,RELCAPITAL,Reliance Capital Ltd.,FINANCE,2456328000,8445.96,0.55,1.54,0.61,1.26,- 2.22,0.05 35,RCOM,Reliance Communications Ltd.,TELECOMMUNICATION - SERVICES,10320134405,10982.47,0.72,1.35,0.55,1.33,-3.65,0.06 36,RELIANCE,Reliance Industries Ltd.,REFINERIES,32866583600,174808.48,11.43,1.13,0.67,1.79,-3.78,0.06 37,RELINFRA,Reliance Infrastructure Ltd.,POWER,2252702620,15951.07,1.04,1.39,0.61,1.78,13.85,0.06 38,RPOWER,Reliance Power Ltd.,POWER,23968000000,5940.77,0.39,1.01,0.49,1.71,8.97,0.07 39,SIEMENS,Siemens Ltd.,ELECTRICAL EQUIPMENT,3371602000,10758.18,0.70,1.14,0.58,1.4,- 3.82,0.07 40,SBIN,State Bank of India,BANKS,6348802220,59282.86,3.88,1.15,0.62,1.78,10.71,0.04 41,SAIL,Steel Authority of India Ltd.,STEEL AND STEEL PRODUCTS,41304005450,12786.08,0.84,1.29,0.59,2.36,-13.56,0.06 42,STER,Sterlite Industries (India) Ltd.,METALS,4201959305,33398.64,2.18,1.36,0.52,2.01,-2.55,0.05 43,SUNPHARMA,Sun Pharmaceutical Industries Ltd.,PHARMACEUTICALS,1035581955,11808.27,0.77,0.66,0.21,1.87,-12.32,0.06 44,SUZLON,Suzlon Energy Ltd.,ELECTRICAL EQUIPMENT,15567317430,5036.51,0.33,1.43,0.41,1.48,-4.04,0.06 45,TCS,Tata Consultancy Services Ltd.,COMPUTERS - SOFTWARE,1957220996,38462.31,2.52,0.82,0.37,1.21,-1.95,0.05 46,TATAMOTORS,Tata Motors Ltd.,AUTOMOBILES - 4 WHEELERS,5064816780,25009.49,1.64,1.09,0.32,2.22,15.16,0.05 47,TATAPOWER,Tata Power Co. Ltd.,POWER,23730723600,22216.27,1.45,0.73,0.41,1.25,- 1.14,0.06 48,TATASTEEL,Tata Steel Ltd.,STEEL AND STEEL PRODUCTS,8873890170,37792.42,2.47,1.37,0.50,1.96,-2.09,0.05 49,UNITECH,Unitech Ltd.,CONSTRUCTION,23888010470,11402.25,0.75,1.73,0.56,2.31,15.49,0.06 50,WIPRO,Wipro Ltd.,COMPUTERS - SOFTWARE,14681320670,20028.94,1.31,0.73,0.35,1.28,- 5.01,0.06 ,,,Total,,1529253.40,100.00,,,,,
* Beta & R2 are calculated for the period 01-May-2009 to 30-April-2010,,,,,,,,,,,
,,,,,,,,,,, * Beta measures the degree to which any portfolio of stocks is affected as compared to the effect,,,,,,,,,,, on the market as a whole.,,,,,,,,,,, ,,,,,,,,,,, * The coefficient of determination (R2) measures the strength of relationship between two variables,,,,,,,,,,, the return on a security versus that of the market.,,,,,,,,,,, ,,,,,,,,,,, * Volatility is the Std. deviation of the daily returns for the period 01-April- 2010 to 30-April- 2010,,, ,,, * Last day of trading was 30-April-2010,,, ,,, * Impact Cost for S&P CNX Nifty is for a portfolio of Rs. 50 Lakhs ,,, ,,, * Impact Cost for S&P CNX Nifty is the weightage average impact cost,,, ,,, ,,, ,,, ,,, ,,, ,,, ,,, ,,, ,,, ,,, ,,, ,,, ,,, ,,, ,,, ,,, ,,, ,,, ,,, ,,, ,,, ,,, ,,, ,,, ,,, ,,, ,,,