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WIPRO

Date Adj Close Return % Average ReturnExpected Return


### 673.9 1.31 -2.54 -0.13
### 665.1 1.03 0.13 0.03
### 658.3 1.86 -0.45 -0.18
### 646.15 2.1 0.91 0.27
### 632.7 -2.54 0
### 649 1.49 0
### 639.4 -2.55
### 655.9 0.98
### 649.5 -1.38
### 658.5 1.84
### 646.5 -2.14
### 660.5 -1.88
### 673.05 -1.03
### 680 1.71
### 668.5 -0.77
### 673.65 5.58
5/7/2010 637.1 -3.47
5/6/2010 659.6 -2.16
5/5/2010 674 2.28
5/4/2010 658.8 -2.32
5/3/2010 674.25

Variance 5.43
Covariance 2.83
Beta 1.12
Systematic Risk 3.17
Std. Deviation 2.33
Required Return 16.07
Alpha -16.08
Unsystematic Risk 2.27
UNITECH TCS

Adj Close Return % Average ReturnExpected Return Adj Close


72.7 -0.75 -2.47 -0.12 743.5
73.25 2.21 -1.52 -0.38 752.5
71.65 4.06 -0.68 -0.27 743.8
68.8 4.38 0.35 0.1 731
65.85 -2.47 0 699.1
67.5 -1.83 -0.67 718
68.75 -2.37 717.35
70.4 -0.92 730.2
71.05 -6.87 722.55
76.1 -0.52 735.05
76.5 0.39 745.9
76.2 -4.37 762.85
79.6 2.67 764.3
77.5 1.23 758.65
76.55 -3.84 754.4
79.55 8.05 771
73.4 -5.31 742
77.4 -1.16 768
78.3 -2.15 766.6
80 -3.86 761
83.15 767.9

Variance 13.26 Variance


Covariance 5 Covariance
Beta 1.98 Beta
Systematic Risk 9.91 Systematic Risk
Std. Deviation 3.64 Std. Deviation
Required Return 23.83 Required Return
Alpha -24.5 Alpha
Unsystematic Risk 3.35 Unsystematic Risk
TATA STEEL

Return % Average ReturnExpected Return Adj Close Return % Average Return


-1.2 -2.67 -0.13 491.95 -0.92 -2.85
1.16 0.42 0.11 496.5 2.57 -1.74
1.74 -0.68 -0.27 483.9 1.37 -0.62
4.46 0.47 0.14 477.3 -3.8 -0.94
-2.67 0 495.8 -2.85
0.09 -0.16 510.15 0.21
-1.78 509.1 -0.76
1.05 513 -3.19
-1.72 529.65 -1.15
-1.47 535.8 -2.07
-2.25 547 -5.24
-0.19 576.4 -1.26
0.74 583.7 0.72
0.56 579.5 -4.41
-2.18 605.65 8.07
3.83 558.7 -3.12
-3.44 576.4 -0.1
0.18 577 0.71
0.73 572.9 -5.95
-0.9 608

4.23 Variance 10.25


2.55 Covariance -0.44
1.01 Beta -0.17
2.58 Systematic Risk 0.08
2.06 Std. Deviation 3.2
15.09 Required Return 4.45
-15.25 Alpha -5.55
1.65 Unsystematic Risk10.17
TATA POWER

Expected Return Adj Close Return % Average ReturnExpected Return


-0.14 1284 0.52 -3.51 -0.18
-0.44 1277.35 2.65 -0.42 -0.11
-0.25 1244 1.07 -0.24 -0.1
-0.28 1230.75 2.28 0.56 0.17
0 1203 -3.51 0
-1.11 1246 -1.04 -0.21
1259 -2.43
1290 -1.54
1310 0.61
1302 -1.37
1320 -0.38
1325.05 -2.02
1352.1 0.15
1350.1 1.27
1333 -0.81
1343.9 4.4
1286 -1.11
1300.35 -1.3
1317.35 0.03
1317 -1.66
1339

Variance 3.59
Covariance 2.13
Beta 0.84
Systematic Risk 1.8
Std. Deviation 1.9
Required Return 13.6
Alpha -13.81
Unsystematic Risk 1.79
SAIL

ted Return Adj Close Return % Average ReturnExpected Return


205.9 0.68 3.2 0.16
204.5 2.43 -0.63 -0.16
199.6 2.08 0.67 0.27
195.5 3.91 0.12 0.04
188 -5.31 0
198.25 -2.29 0.31
202.85 1.04
200.75 -0.15
201.05 -3.52
208.25 -0.6
209.5 0.38
208.7 -2.76
214.55 0.7
213.05 0.56
211.85 -3.09
218.5 5
207.85 -1.84
211.7 -1.55
215 2.83
209 -4.72
219.1

Variance 7.92
Covariance 3.69
Beta 1.46
Systematic Risk 5.39
Std. Deviation 2.81
Required Return 19.14
Alpha -18.84
Unsystematic Risk 2.53
STER SBIN

Adj Close Return % Average ReturnExpected Return Adj Close


661 -3.05 -5.11 -0.26 2263
681.5 5.28 -0.9 -0.23 2234.05
646.45 4.02 -0.67 -0.27 2236
621 2.97 -0.79 -0.24 2172
602.8 -5.11 0 2160.1
634.4 -0.7 -0.99 2225.9
638.85 -2.17 2278
652.85 1.99 2275
640 -6.62 2208
683.8 -1.51 2280.35
694.19 -1 2250
701.15 -3.5 2213.8
726.12 0.57 2310.6
721.99 -0.99 2321.6
729.2 -3 2286
751.38 5.93 2320
708.12 -3.52 2223.3
733.48 -2.11 2313
749.09 -2.54 2284.7
768.39 -4.71 2291
805.48 2301.7

Variance 12.01 Variance


Covariance 4.81 Covariance
Beta 1.91 Beta
Systematic Risk 9.18 Systematic Risk
Std. Deviation 3.47 Std. Deviation
Required Return 23.15 Required Return
Alpha -24.14 Alpha
Unsystematic Risk 2.83 Unsystematic Risk
RPOWER

Return % Average ReturnExpected Return Adj Close Return % Average Return


1.29 -3 -0.15 156.2 -0.13 -2.89
-0.09 -0.37 -0.09 156.4 0.74 1.1
2.9 0.01 0 155.25 6.45 -0.76
0.55 0.52 0.16 145.55 0.41 0.05
-3 0 144.95 -2.89
-2.31 -0.08 149.2 7.66
0.13 138.2 -0.58
2.99 139 -0.65
-3.22 139.9 -1.35
1.34 141.8 -0.32
1.62 142.25 -1.74
-4.28 144.75 -1.13
-0.47 146.4 1.2
1.55 144.65 0.31
-1.48 144.2 -4.94
4.26 151.5 7.93
-3.96 139.95 -9.5
1.23 153.9 -0.49
-0.28 154.65 -0.71
-0.47 155.75 -3.5
161.3

5.64 Variance 16.21


2.7 Covariance 4.11
1.07 Beta 1.63
2.88 Systematic Risk 6.69
2.37 Std. Deviation 4.03
15.61 Required Return 20.64
-15.7 Alpha -20.8
2.75 Unsystematic Risk 9.52
RELIANCE

Expected Return Adj Close Return % Average ReturnExpected Return


-0.14 1046.5 1.1 -3.45 -0.17
0.28 1035.05 1.02 0.41 0.1
-0.31 1024.55 1.71 0.09 0.04
0.01 1007.2 2.09 0.48 0.14
0 986.4 -3.45 0
-0.16 1021.05 2.52 0.11
995.65 -0.43
999.95 0.27
997.3 -2.4
1021.5 0.71
1014.3 -2.21
1037 -3.41
1073 -0.7
1080.5 1.32
1066.35 -1.35
1080.8 3.85
1040 3.22
1007 -1.43
1021.5 0.23
1019.2 -0.46
1023.95

Variance 4.32
Covariance 2.32
Beta 0.92
Systematic Risk 2.14
Std. Deviation 2.08
Required Return 14.28
Alpha -14.17
Unsystematic Risk 2.19
ABB

ted Return Adj Close Return % Average ReturnExpected Return


857.05 -0.6 -0.23 -0.09
862.25 1.72 0.07 0.09
847.55 1.91 2.01 3.46
831.55 0.52 -0.34 -0.77
827.2 -0.23 0
829.1 0.22 2.69
827.3 -0.01
827.4 -0.51
831.6 0.11
830.65 -0.1
831.45 21.06
673.55 -2.29
689.15 1.26
680.55 -0.78
685.9 -2.01
699.8 2.09
685.35 -1.58
696.25 -4.07
725.2 -0.43
728.3 -2.17
744.25

Variance 25.32
Covariance 0.81
Beta 0.32
Systematic Risk 0.26
Std. Deviation 5.03
Required Return 8.88
Alpha -6.19
Unsystematic Risk25.06
ACC AXIS BANK

Adj Close Return % Average ReturnExpected Return Adj Close


820 -0.97 -1.46 -0.07 1228.4
828 0.85 -0.52 -0.13 1220.5
821 -0.85 -0.93 -0.37 1215.7
828 -1.91 0.3 0.09 1157.85
844 -1.46 0 1163.75
856.4 -0.54 -0.49 1196.15
861 1.99 1217.85
844 0.42 1207.4
840.5 -2.58 1205.1
862.5 -0.29 1254.55
865 -2.17 1261.85
884 -1.24 1288.1
895 2.26 1311.15
875 -2.26 1287.8
895 0.34 1258.95
892 3.6 1249.3
860.5 -2.24 1190.25
880 -0.57 1236
885 1.25 1241.55
874 -3.35 1247.35
903.8 1262.1

Variance 3.28 Variance


Covariance 1.4 Covariance
Beta 0.56 Beta
Systematic Risk 0.78 Systematic Risk
Std. Deviation 1.81 Std. Deviation
Required Return 11 Required Return
Alpha -11.48 Alpha
Unsystematic Risk 2.5 Unsystematic Risk
BHEL

Return % Average ReturnExpected Return Adj Close Return % Average Return


0.65 -2.75 -0.14 2356.65 1.61 -1.67
0.39 -1.06 -0.26 2319 0.88 -0.34
4.88 -0.34 -0.14 2298.65 1.92 -0.01
-0.51 1.34 0.4 2254.9 -0.36 -0.19
-2.75 0 2262.95 -1.67
-1.8 -0.14 2301.1 0.38
0.86 2292.3 -0.25
0.19 2297.95 0.33
-4.02 2290.3 -1.82
-0.58 2332.25 0.64
-2.06 2317.4 -1.92
-1.77 2362.35 -0.76
1.8 2380.4 0.43
2.27 2370.15 -1.32
0.77 2401.7 -1.62
4.84 2441 2.25
-3.77 2386.8 -1.05
-0.45 2412.05 -1.39
-0.47 2445.85 -0.44
-1.18 2456.7 -0.44
2467.5

5.69 Variance 1.59


2.79 Covariance 1.46
1.11 Beta 0.58
3.09 Systematic Risk 0.84
2.39 Std. Deviation 1.26
15.96 Required Return 11.19
-16.09 Alpha -11.42
2.6 Unsystematic Risk 0.75
BPCL

Expected Return Adj Close Return % Average ReturnExpected Return


-0.08 581.6 3.21 -1.78 -0.09
-0.09 563.25 -1.71 0.78 0.19
0 572.95 3.2 1.23 0.49
-0.06 554.9 1.09 -0.09 -0.03
0 548.9 -1.78 0
-0.23 558.75 -0.13 0.57
559.45 0.32
557.65 2.77
542.4 -0.17
543.35 0.31
541.65 -1.36
549.05 1.75
539.55 -0.05
539.8 -0.2
540.9 0.11
540.3 -1.81
550.15 1.95
539.55 2.46
526.45 2.23
514.85 -0.85
519.25

Variance 2.79
Covariance 0.15
Beta 0.06
Systematic Risk 0.01
Std. Deviation 1.67
Required Return 6.52
Alpha -5.95
Unsystematic Risk 2.78
CAIRN

ted Return Adj Close Return % Average ReturnExpected Return


300 3.39 -2.27 -0.11
290 1.3 -0.06 -0.01
286.25 1.28 -0.38 -0.15
282.6 3.91 0 0
271.75 -2.27 0
278 -0.18 -0.28
278.5 0.05
278.35 -0.14
278.75 -3.94
289.95 0.64
288.1 -1.1
291.3 -3.64
302.1 1.8
296.7 -0.39
297.85 -0.82
300.3 4.97
285.75 -2.59
293.25 -2.34
300.2 -2.79
308.7 -2.76
317.35

Variance 6.35
Covariance 3.36
Beta 1.33
Systematic Risk 4.47
Std. Deviation 2.52
Required Return 17.97
Alpha -18.25
Unsystematic Risk 1.88
HDFC HERO HONDA

Adj Close Return % Average ReturnExpected Return Adj Close


2776.55 -0.48 -2.13 -0.11 1937.8
2789.9 1.08 0.05 0.01 1912.15
2760 2.95 -0.14 -0.06 1895.15
2679.7 2.86 0.36 0.11 1899.15
2604.05 -2.13 0 1869.4
2660.2 -1.53 -0.04 1882.5
2701.2 -0.69 1858.2
2720 1.67 1859.1
2675 -2.04 1850
2730 -1.27 1839.15
2764.9 -0.27 1854.85
2772.3 -1.07 1876.2
2802 0.75 1902.15
2781 0.04 1901.75
2780 -0.58 1891.65
2796.25 2.18 1885.95
2736 -0.51 1889.9
2750 -1.59 1894.4
2794.2 -0.68 1888.9
2813.2 0.45 1921.5
2800.6 1921.25

Variance 2.34 Variance


Covariance 1.86 Covariance
Beta 0.74 Beta
Systematic Risk 1.37 Systematic Risk
Std. Deviation 1.53 Std. Deviation
Required Return 12.62 Required Return
Alpha -12.66 Alpha
Unsystematic Risk 0.98 Unsystematic Risk
ICICI BANK

Return % Average ReturnExpected Return Adj Close Return % Average Return


1.33 -0.7 -0.03 867.05 0.38 -2.75
0.89 0.78 0.2 863.75 0.83 -0.41
-0.21 -0.16 -0.07 856.6 1.06 -0.59
1.58 -0.18 -0.05 847.6 4.61 0.28
-0.7 0 809.4 -2.75
1.3 0.04 832 -0.34
-0.05 834.8 0.17
0.49 833.35 1.01
0.59 825 -7.51
-0.85 889.35 -1.46
-1.14 902.4 -1.03
-1.37 911.75 -1.48
0.02 925.3 1.14
0.53 914.8 -0.13
0.3 915.95 -0.59
-0.21 921.35 5
-0.24 876.45 -2.95
0.29 902.7 -0.11
-1.71 903.7 -1.28
0.01 915.3 -2.44
937.9

0.8 Variance 7.03


0.44 Covariance 3.62
0.18 Beta 1.43
0.08 Systematic Risk 5.18
0.9 Std. Deviation 2.65
7.58 Required Return 18.89
-7.54 Alpha -19.28
0.72 Unsystematic Risk 1.85
INFOSYS Average Return

Expected Return Adj Close Return % Average ReturnExpected Return


-0.14 2668.8 -0.23 -2.44 -0.12
-0.1 2675 0.75 0.31 0.08
-0.24 2655 1.71 -0.42 -0.17
0.09 2610 2.63 0.61 0.18
0 2542.15 -2.44 0
-0.39 2605 0.39 -0.03
2594.8 -0.39
2605 0.23
2599 -1.34
2634 0.68
2616.05 -0.91
2640 -2.28
2701 0.79
2679.65 0.81
2658 0
2658 1.33
2623 -1.33
2658 -1.75
2705 1.68
2660 -0.96
2685.55

Variance 1.93
Covariance 1.71
Beta 0.68
Systematic Risk 1.16
Std. Deviation 1.39
Required Return 12.1
Alpha -12.14
Unsystematic Risk 0.77
RANBAXY

ted Return Adj Close Return % Average ReturnExpected Return


429.85 0.95 -2.1 -0.11
425.8 2.73 -1.2 -0.3
414.35 -0.05 0.25 0.1
414.55 2.29 0.23 0.07
405.15 -2.1 0
413.75 -0.66 -0.24
416.5 -2.04
425.1 0.47
423.1 -6.05
449.5 -1.08
454.4 -0.61
457.2 -0.72
460.5 0.28
459.2 0.21
458.25 0.88
454.25 1.05
449.5 -2.46
460.7 3.28
445.85 1.3
440.1 -2.35
450.55

Variance 4.55
Covariance 2.06
Beta 0.82
Systematic Risk 1.68
Std. Deviation 2.13
Required Return 13.34
Alpha -13.58
Unsystematic Risk 2.87
POWERGRID PNB

Adj Close Return % Average ReturnExpected Return Adj Close


103.4 0.34 -1.57 -0.08 999.9
103.05 1.52 0.15 0.04 983.15
101.5 -1.52 -0.62 -0.25 984.3
103.05 1.96 0.06 0.02 948.1
101.05 -1.57 0 940.2
102.65 -0.53 -0.27 979.35
103.2 -0.92 990.05
104.15 1.3 1002.9
102.8 -1.06 1005.35
103.9 0.19 1027.45
103.7 -2.38 1000.95
106.2 -1.91 1006
108.25 1.68 1028.05
106.45 -0.14 1018.15
106.6 -1.35 1016
108.05 1.96 1015
105.95 -0.56 1014.15
106.55 -0.61 1043.8
107.2 -0.28 1043.25
107.5 -1.52 1041.3
109.15 1029.35

Variance 1.81 Variance


Covariance 1.44 Covariance
Beta 0.57 Beta
Systematic Risk 0.82 Systematic Risk
Std. Deviation 1.35 Std. Deviation
Required Return 11.14 Required Return
Alpha -11.41 Alpha
Unsystematic Risk 0.99 Unsystematic Risk
ONGC

Return % Average ReturnExpected Return Adj Close Return % Average Return


1.69 -4.08 -0.2 1167.2 3.15 -0.38
-0.12 -0.79 -0.2 1130.95 0.5 0.56
3.75 0.3 0.12 1125.35 4.54 1.23
0.84 0.45 0.14 1075.45 -0.22 -0.22
-4.08 0 1077.85 -0.38
-1.09 -0.15 1082 -1
-1.29 1092.85 -2.29
-0.24 1118.2 8.36
-2.17 1028.5 -2.04
2.61 1049.7 2.19
-0.5 1026.95 -1.74
-2.17 1044.95 -0.08
0.97 1045.8 1.72
0.21 1027.95 -0.49
0.1 1032.95 -1.77
0.08 1051.4 0.59
-2.88 1045.25 0.23
0.05 1042.8 1.06
0.19 1031.85 -1.06
1.15 1042.85 -0.31
1046.1

3.36 Variance 6.43


1.68 Covariance 1.45
0.67 Beta 0.57
1.12 Systematic Risk 0.83
1.83 Std. Deviation 2.54
12 Required Return 11.15
-12.15 Alpha -10.61
2.24 Unsystematic Risk 5.6
NTPC

Expected Return Adj Close Return % Average ReturnExpected Return


-0.02 202 0.52 -3.05 -0.15
0.14 200.95 1.88 -0.38 -0.09
0.49 197.2 1.22 0.09 0.03
-0.07 194.8 1.37 0.47 0.14
0 192.15 -3.05 0
0.55 198.1 0.99 -0.07
196.15 -4.29
204.75 1.75
201.2 -1.7
204.65 0.32
204 -0.95
205.95 -0.53
207.05 0.41
206.2 0.61
204.95 -0.02
205 1.65
201.65 -0.86
203.4 -0.91
205.25 0.83
203.55 -0.66
204.9

Variance 2.58
Covariance 1.7
Beta 0.67
Systematic Risk 1.14
Std. Deviation 1.61
Required Return 12.05
Alpha -12.12
Unsystematic Risk 1.44
MARUTI

ted Return Adj Close Return % Average ReturnExpected Return


1236.95 1.13 -1.55 -0.08
1223.1 -0.78 -0.39 -0.1
1232.7 2.75 0.02 0.01
1199.25 -0.23 -0.03 -0.01
1202 -1.55 0
1220.8 -1.73 -0.18
1242.15 2.59
1210.45 -1.61
1230.15 -0.98
1242.3 0.04
1241.8 -1.29
1257.95 -1.3
1274.4 0.52
1267.8 -0.21
1270.5 -1.89
1294.7 1.51
1275.35 -0.19
1277.8 -0.23
1280.75 1.38
1263.15 -1.51
1282.35

Variance 2.02
Covariance 1.03
Beta 0.41
Systematic Risk 0.42
Std. Deviation 1.42
Required Return 9.67
Alpha -9.85
Unsystematic Risk 1.59
MAHINDRA & MAHINDRA LARSEN & TURBO

Adj Close Return % Average ReturnExpected Return Adj Close


572.45 4.9 -2.52 -0.13 1628.6
545.05 3.05 -0.99 -0.25 1626.1
528.7 1.77 1.15 0.46 1629.4
519.45 0.64 1.13 0.34 1602.25
516.15 -2.52 0 1558.5
529.3 -1.9 0.42 1628.2
539.45 3.29 1608.1
522 -0.89 1643
526.65 -6.1 1636.4
559.8 0.36 1657.95
557.8 -0.37 1605.55
559.85 -0.92 1529.6
565 3.37 1571.55
546.3 -2.84 1558.25
562.05 1.5 1543.2
553.7 5.65 1547.1
523.3 0.76 1518.95
519.35 -0.37 1523.3
521.3 0.85 1535.2
516.9 -1.75 1554.4
526.05 1591.7

Variance 7.96 Variance


Covariance 2.77 Covariance
Beta 1.1 Beta
Systematic Risk 3.04 Systematic Risk
Std. Deviation 2.82 Std. Deviation
Required Return 15.88 Required Return
Alpha -15.45 Alpha
Unsystematic Risk 4.92 Unsystematic Risk
N & TURBO Average Return JPASSOCIATES

Return % Average ReturnExpected Return Adj Close Return % Average Return


0.15 -4.38 -0.22 124.6 -2.1 -0.9
-0.2 0.19 0.05 127.25 1.7 -0.67
1.68 0.74 0.3 125.1 1.86 -0.73
2.77 -0.03 -0.01 122.8 5.1 -0.88
-4.38 0 116.7 -0.9
1.24 0.11 117.75 0.3
-2.15 117.4 0.98
0.4 116.25 -3.59
-1.31 120.5 -6.12
3.21 128.1 1.89
4.85 125.7 -2.67
-2.71 129.1 -3.5
0.85 133.7 2.19
0.97 130.8 -1.89
-0.25 133.3 -1.27
1.84 135 3.81
-0.29 129.95 -2.92
-0.78 133.8 -0.07
-1.24 133.9 -3.95
-2.37 139.3 -4.15
145.2

4.82 Variance 8.74


2.03 Covariance 3.34
0.8 Beta 1.32
1.64 Systematic Risk 4.42
2.19 Std. Deviation 2.96
13.24 Required Return 17.91
-13.13 Alpha -18.67
3.18 Unsystematic Risk 4.32
ITC

Expected Return Adj Close Return % Average ReturnExpected Return


-0.04 283.15 0.37 -2.84 -0.14
-0.17 282.1 2.49 0.55 0.14
-0.29 275.15 2.5 0.6 0.24
-0.26 268.35 2.85 0.37 0.11
0 260.8 -2.84 0
-0.77 268.3 -1.19 0.35
271.5 3.24
262.85 1.4
259.2 -3.54
268.55 1.07
265.7 -0.92
268.15 0.67
266.35 0.51
265 2.29
259 -1.09
261.85 1.11
258.95 0
258.95 -1.42
262.65 0.38
261.65 -0.97
264.2

Variance 3.49
Covariance 2.04
Beta 0.81
Systematic Risk 1.65
Std. Deviation 1.87
Required Return 13.26
Alpha -12.92
Unsystematic Risk 1.84
IDFC

ted Return Adj Close Return % Average ReturnExpected Return


156.8 1.7 -5.09 -0.25
154.15 0 0.06 0.01
154.15 1.17 -0.69 -0.27
152.35 6.61 0.57 0.17
142.6 -5.09 0
150.05 -0.9 -0.34
151.4 -1.74
154.05 -2.28
157.6 -1.42
159.85 -0.62
160.85 -2.09
164.25 -0.91
165.75 1.52
163.25 2.61
159.05 -1.9
162.1 4.8
154.5 -4.21
161.15 -0.53
162 -2.08
165.4 -1.53
167.95

Variance 7.82
Covariance 3.35
Beta 1.33
Systematic Risk 4.45
Std. Deviation 2.8
Required Return 17.95
Alpha -18.29
Unsystematic Risk 3.37
IDEA AMBUJACEM

Adj Close Return % Average ReturnExpected Return Adj Close


50.5 1.2 -1.82 -0.09 109
49.9 0.5 -1.97 -0.49 108.05
49.65 -1.8 0.54 0.22 108
50.55 -2.15 -2.7 -0.81 106.15
51.65 -1.82 0 105
52.6 0.86 -1.18 112
52.15 -2.09 105.35
53.25 1.9 104.75
52.25 -8.35 105.4
56.8 -0.53 107.75
57.1 -0.35 105.05
57.3 4.46 105.45
54.8 -0.55 110.5
55.1 -8.02 109.6
59.7 -6.17 110.9
63.5 -1.64 114.5
64.55 2.83 111.4
62.75 -1.97 111.4
64 0.63 115.95
63.6 -0.47 115.9
63.9 120.55

Variance 10.62 Variance


Covariance 0.49 Covariance
Beta 0.19 Beta
Systematic Risk 0.09 Systematic Risk
Std. Deviation 3.26 Std. Deviation
Required Return 7.74 Required Return
Alpha -8.92 Alpha
Unsystematic Risk10.52 Unsystematic Risk
HDFC BANK

Return % Average ReturnExpected Return Adj Close Return % Average Return


0.88 -6.45 -0.32 1885.4 -0.15 -1.12
0.05 0.99 0.25 1888.3 -0.35 -0.58
1.73 -0.48 -0.19 1894.95 3.71 -0.45
1.09 -0.78 -0.24 1826 1.26 0.53
-6.45 0 1803.15 -1.12
6.12 -0.5 1823.4 -0.07
0.57 1824.7 -1.45
-0.62 1851.35 -0.94
-2.21 1868.75 -1.68
2.54 1900.4 -1.5
-0.38 1929.05 -1.24
-4.68 1953.2 -0.45
0.82 1962 -0.33
-1.18 1968.5 1.09
-3.19 1947.15 0.68
2.74 1933.9 4.58
0 1847.4 -2.78
-4 1899.5 -0.83
0.04 1915.35 -1.33
-3.93 1941 -1.53
1970.95

8.65 Variance 3.2


2.99 Covariance 2.01
1.18 Beta 0.8
3.53 Systematic Risk 1.6
2.94 Std. Deviation 1.79
16.64 Required Return 13.16
-17.14 Alpha -13.38
5.12 Unsystematic Risk 1.6
HCLTECH

Expected Return Adj Close Return % Average ReturnExpected Return


-0.06 382.55 1.93 -4.36 -0.22
-0.14 375.25 1.31 -0.63 -0.16
-0.18 370.35 0.81 -0.09 -0.04
0.16 367.35 3.65 1.05 0.32
0 354.2 -4.36 0
-0.22 370 0.41 -0.1
368.5 2.1
360.85 -3.06
372.05 -6.25
396.05 0.58
393.75 -2.42
403.4 1.54
397.25 1.23
392.4 1.24
387.55 -2.85
398.75 3.04
386.8 -3.01
398.6 -1.49
404.6 1.56
398.35 2.08
390.15

Variance 7.28
Covariance 2.78
Beta 1.1
Systematic Risk 3.06
Std. Deviation 2.7
Required Return 15.9
Alpha -16
Unsystematic Risk 4.22
GRASIM

ted Return Adj Close Return % Average ReturnExpected Return


1822.85 -1.32 -3.04 -0.15
1847 -1.21 -6.6 -1.65
1869.4 1.3 -0.23 -0.09
1845.3 -22.96 -0.12 -0.04
2321.6 -3.04 0
2393.3 -1.93 -1.93
2440 -2.97
2513.5 -2.48
2576.7 -2.65
2645.85 1.87
2596.9 -1.56
2637.65 0.29
2630 1.15
2600 -0.58
2615.1 -1.99
2667.75 4.31
2555.15 -2.3
2614.55 1.08
2586.35 0.19
2581.55 -3.78
2680.95

Variance 28.61
Covariance -0.79
Beta -0.31
Systematic Risk 0.25
Std. Deviation 5.35
Required Return 3.2
Alpha -5.13
Unsystematic Risk28.37
GAIL CIPLA

Adj Close Return % Average ReturnExpected Return Adj Close


453.65 1.42 -1.3 -0.06 320.5
447.25 -1.61 0.56 0.14 319
454.5 1.64 0.53 0.21 319.2
447.1 0.52 0.02 0.01 313
444.8 -1.3 0 312.25
450.6 -0.43 0.29 315.45
452.55 2.3 320.15
442.25 2.34 311.05
432 -1.95 311
440.5 1.76 315.9
432.8 1.16 312.5
427.8 -0.11 314.65
428.25 -0.8 316.5
431.7 1.46 313
425.45 -0.5 318.4
427.6 1.92 340.8
419.45 -1.57 346
426.1 1.54 337
419.6 -1.58 333.5
426.3 -0.36 337.55
427.85

Variance 2.16 Variance


Covariance 1.13 Covariance
Beta 0.45 Beta
Systematic Risk 0.51 Systematic Risk
Std. Deviation 1.47 Std. Deviation
Required Return 10.04 Required Return
Alpha -9.74 Alpha
Unsystematic Risk 1.65 Unsystematic Risk
BHARTI

Return % Average ReturnExpected Return Adj Close Return % Average Return


0.47 -1.02 -0.05 262.3 0.54 -0.74
-0.06 0.02 0 260.9 0.12 -0.14
1.96 0.73 0.29 260.6 -1.3 -0.06
0.24 -2.02 -0.61 264 -0.06 -1.75
-1.02 0 264.15 -0.74
-1.48 -0.36 266.1 0.09
2.88 265.85 2.17
0.02 260.15 0.23
-1.56 259.55 -3.13
1.08 267.8 0.47
-0.69 266.55 0.79
-0.59 264.45 2.22
1.11 258.65 -1.11
-1.71 261.55 -8.66
-6.8 285.2 -3.16
-1.51 294.35 2.29
2.64 287.7 -1.57
1.04 292.25 -1.78
-1.21 297.5 2.62
289.8 -2.47
297.05

4.49 Variance 6.58


0.51 Covariance 0.8
0.2 Beta 0.32
0.1 Systematic Risk 0.26
2.12 Std. Deviation 2.57
7.8 Required Return 8.87
-8.16 Alpha -9.49
4.39 Unsystematic Risk 6.33
RELINFRA

Expected Return Adj Close Return % Average ReturnExpected Return


-0.04 1065.25 -0.26 -0.79 -0.04
-0.03 1068 0.71 1.08 0.27
-0.03 1060.4 1.56 -1.11 -0.44
-0.52 1044 0.98 0.12 0.04
0 1033.8 -0.79 0
-0.62 1042 5.31 -0.18
988.15 0.75
980.8 1.65
964.75 -3.29
997.05 0.46
992.45 -3.23
1025 0
1025 2.88
995.95 -1.56
1011.65 -4.86
1062 8.43
976.15 -8.45
1062.2 0.3
1059 -2.03
1080.7 -2.14
1104.1

Variance 12.76
Covariance 3.62
Beta 1.43
Systematic Risk 5.18
Std. Deviation 3.57
Required Return 18.89
Alpha -19.07
Unsystematic Risk 7.57
SUZLON

ted Return Adj Close Return % Average ReturnExpected Return


56.35 -7.93 -0.86 -0.04
61 4.61 -1.54 -0.39
58.25 -0.85 -1.16 -0.46
58.75 1.28 -0.51 -0.15
58 -0.86 0
58.5 -0.51 -1.05
58.8 -0.68
59.2 -0.92
59.75 -6.87
64 -1.24
64.8 -0.46
65.1 -2.58
66.8 -0.07
66.85 -1.56
67.9 -3.05
70 3.49
67.6 -5.47
71.4 4.66
68.15 -0.07
68.2 -1.82
69.45

Variance 10.6
Covariance 2.51
Beta 0.99
Systematic Risk 2.49
Std. Deviation 3.26
Required Return 14.93
Alpha -15.98
Unsystematic Risk 8.11
DLF TATAMOTOR

Adj Close Return % Average ReturnExpected Return Adj Close


278.15 -0.11 -1.76 -0.09 758
278.45 2.42 -1.47 -0.37 749
271.8 3.10 -0.83 -0.33 749.95
263.5 2.83 0.97 0.29 709.55
256.15 -1.76 673.15
260.7 -3.32 -0.50 702
269.5 -0.87 712.95
271.85 -2.42 713.5
278.5 -3.58 709.45
288.65 0.68 775.5
286.7 -3.66 788
297.4 -3.18 812.6
307 3.68 832.3
295.9 0.44 801.95
294.6 -3.63 800.2
305.5 6.77 816.65
285.5 -3.95 763
297 -1.93 813
302.8 0.68 841.6
300.75 -2.14 840
307.25 857.55

Variance 9.12 Variance


Covariance 3.68 Covariance
Beta 1.46 Beta
Systematic Risk 5.36 Systematic Risk
Std. Deviation 3.02 Std. Deviation
Required Return 19.11 Required Return
Alpha -19.61 Alpha
Unsystematic Risk 3.75 Unsystematic Risk
NIFTY

Return % Average ReturnExpected Return Adj Close


Return % Maximum
1.19 -4.2 -0.21 5086.3 0.39 5222.75
-0.13 -0.94 -0.23 5066.55 1.26
5.54 -1.28 -0.51 5003.1 1.73
5.27 1.14 0.34 4917.4 2.28
-4.20 4806.75 -2.81
-1.55 -0.62 4943.95 0.26
-0.08 4931.15 -0.33
0.57 4947.6 0.57
-8.90 4919.65 -2.94
-1.60 5066.2 0.12
-3.07 5059.9 -0.66
-2.40 5093.5 -1.66
3.71 5178.9 0.43
0.22 5156.65 0.40
-2.03 5136.15 -1.11
6.80 5193.6 3.44
-6.35 5018.05 -1.44
-3.46 5090.85 -0.67
0.19 5124.9 -0.46
-2.07 5148.5 -1.43
5222.75

15.28 Variance2.52598
5.28 Rf 6
2.09 Rm 15
11.03
3.91
24.81
-25.42
4.25
Minimum Interval Frequency Probability Average ReturnExpected Return
4806.75 4800-4900 1 0.05 -2.81 -0.14
4900-5000 5 0.25 -0.03 -0.01
5000-5100 8 0.4 -0.12 -0.05
5100-5200 6 0.3 0.21 0.06
5200-5300 0 0 0
20 -0.13
Company Systematic
Unsystematic
Risk Risk
WIPRO 3.16536 2.26570
UNITECH 9.90945 3.34901
TCS 2.57832 1.64853
TATA STEEL 0.07517 10.17379
TATA POWER1.80143 1.79277 30
SAIL 5.39 2.53
25
STER 9.17658 2.83353
SBIN 2.88231 2.75326 20
RPOWER 6.68694 9.52013 15
RELIANCE 2.13587 2.18783
ABB 0.25805 25.05697 10
ACC 0.77896 2.49938 5
AXIS BANK 3.09070 2.59906
0
BHEL 0.83915 0.75366
WI UN TC TA TA SA ST SB RP RE AB AC AX B BP CA H HE I
BPCL 0.00835 2.78193 PR IT S TA TA IL ER IN O LI B C IS HE CL IR DF R C
CAIRN 4.46504 1.88125 O EC ST PO W AN BA L N C O B
HDFC 1.36721 0.97515 H EE W ER CE NK H N
L ER O
HERO HONDA0.07794 0.72447 N
ICICI BANK 5.17788 1.85204 D
INFOSYS 1.16227 0.76885 A
RANBAXY 1.68061 2.86782
POWERGRID 0.82343 0.99116
PNB 1.12384 2.24017
ONGC 0.82823 5.60345
NTPC 1.14076 1.43684
MARUTI 0.42105 1.59486
MAHINDRA & 3.04140
MAHINDRA 4.91795
LARSEN & TURBO
1.63670 3.18076
JPASSOCIATES
4.42138 4.31820
ITC 1.64501 1.84359
IDFC 4.45404 3.37041
IDEA 0.09469 10.52314
AMBUJACEM 3.52897 5.11976
HDFC BANK 1.59960 1.59878
HCLTECH 3.05530 4.22013
GRASIM 0.24514 28.36788
GAIL 0.50791 1.64943
CIPLA 0.10126 4.39082
BHARTI 0.25640 6.32704
RELINFRA 5.18311 7.57395
SUZLON 2.48806 8.11291
DLF 5.36 3.75329
Systema
Unsystem

AC AX B BP CA H HE ICI IN RA PO PN O NT M M LA JP IT ID ID A H H G G CI B RE SU DL TA
C IS HE CL IR DF R CI FO NB W B N PC AR A RS AS C FC EA M DF CL RA AI PL H LI ZL F TA
BA L N C O BA SY AX ER G UT HI EN SO BU C TE SI L A AR NF O M
NK H NK S Y G C I N & CI JA BA C M TI RA N OT
O RI D TU AT CE NK H O
N D RA RB ES M R
D & O
A M
A
HI
N
D
RA
Systematic Risk
Unsystematic Risk

L TA
TA
M
OT
O
R