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Annexure II- S&P CNX Nifty Index : April 2010,,,,,,,,,,,

Sr. No,Security Symbol,Security Name,Industry,Equity Capital,Free Float Market


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,,,
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