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Annexure II- CNX Nifty Index : August 2013

Sr. No

Security Symbol
Security Name
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Industry

Equity Capital
(In Rs.)
ACC
ACC Ltd.
CEMENT AND CEMENT1877452660
PRODUCTS
AMBUJACEM
Ambuja Cements Ltd.
CEMENT AND CEMENT3089310522
PRODUCTS
ASIANPAINT
Asian Paints Ltd.
PAINTS
959197790
AXISBANKAxis Bank Ltd.
BANKS
4689608080
BAJAJ-AUTO
Bajaj Auto Ltd.
AUTOMOBILES - 2 AND2893670200
3 WHEELERS
BANKBARODA
Bank of Baroda
BANKS
4212563030
BHARTIARTL
Bharti Airtel Ltd.
TELECOMMUNICATION
19987000510
- SERVICES
BHEL
Bharat Heavy Electricals Ltd.
ELECTRICAL EQUIPMENT
4895200000
BPCL
Bharat Petroleum Corporation Ltd.
REFINERIES
7230842480
CAIRN
Cairn India Ltd.
OIL EXPLORATION/PRODUCTION
19104418890
CIPLA
Cipla Ltd.
PHARMACEUTICALS 1605842714
COALINDIACoal India Ltd.
MINING
63163644000
DLF
DLF Ltd.
CONSTRUCTION
3560941084
DRREDDY Dr. Reddy's Laboratories Ltd.
PHARMACEUTICALS 850342595
GAIL
GAIL (India) Ltd.
GAS
12684774000
GRASIM Grasim Industries Ltd.
CEMENT AND CEMENT 917968060
PRODUCTS
HCLTECH HCL Technologies Ltd.
COMPUTERS - SOFTWARE
1393739714
HDFC
Housing Development Finance Corporation
FINANCE
Ltd. - HOUSING 3108262850
HDFCBANKHDFC Bank Ltd.
BANKS
4778716280
HEROMOTOCO
Hero MotoCorp Ltd.
AUTOMOBILES - 2 AND 399375000
3 WHEELERS
HINDALCOHindalco Industries Ltd.
ALUMINIUM
1914583068
HINDUNILVR
Hindustan Unilever Ltd.
DIVERSIFIED
2162472310
ICICIBANKICICI Bank Ltd.
BANKS
11539563280
IDFC
IDFC Ltd.
FINANCIAL INSTITUTION
15153283410
INDUSINDBK
IndusInd Bank Ltd.
BANKS
5237973950
INFY
Infosys Ltd.
COMPUTERS - SOFTWARE
2871180830
ITC
I T C Ltd.
CIGARETTES
7907940880
JINDALSTEL
Jindal Steel & Power Ltd.
STEEL AND STEEL PRODUCTS
934833818
JPASSOCIAT
Jaiprakash Associates Ltd.
CONSTRUCTION
4438167118
KOTAKBANK
Kotak Mahindra Bank Ltd.
BANKS
3837400920
LT
Larsen & Toubro Ltd.
ENGINEERING
1849405842
LUPIN
Lupin Ltd.
PHARMACEUTICALS 895620124
M&M
Mahindra & Mahindra Ltd.
AUTOMOBILES - 4 WHEELERS
3079461920
MARUTI Maruti Suzuki India Ltd.
AUTOMOBILES - 4 WHEELERS
1510400300
NMDC
NMDC Ltd.
MINING
3964716000
NTPC
NTPC Ltd.
POWER
82454644000
ONGC
Oil & Natural Gas Corporation Ltd.
OIL EXPLORATION/PRODUCTION
42777450600
PNB
Punjab National Bank
BANKS
3534733960
POWERGRID
Power Grid Corporation of India Ltd. POWER
46297253530
RANBAXY Ranbaxy Laboratories Ltd.
PHARMACEUTICALS 2115647545
RELIANCEReliance Industries Ltd.
REFINERIES
32295520000
RELINFRA Reliance Infrastructure Ltd.
POWER
2629900000
SBIN
State Bank of India
BANKS
6840339710
SESAGOA Sesa Goa Ltd.
MINING
869101423
SUNPHARMA
Sun Pharmaceutical Industries Ltd. PHARMACEUTICALS 2071163910
TATAMOTORS
Tata Motors Ltd.
AUTOMOBILES - 4 WHEELERS
5473411434
TATAPOWER
Tata Power Co. Ltd.
POWER
2373072360
TATASTEEL
Tata Steel Ltd.
STEEL AND STEEL PRODUCTS
9712152290

50 ULTRACEMCO UltraTech Cement Ltd. * The coefficient of determination (R2) measures the strength of relationship between two variables the return on a security versus that of the market. COMPUTERS .SOFTWARE 1957220996 CEMENT AND CEMENT2741914930 PRODUCTS * Beta & R2 are calculated for the period 31-Aug-2012 to 30-Aug-2013 * Beta measures the degree to which any portfolio of stocks is affected as compared to the effect on the market as a whole. * Volatility is the Std.49 TCS Tata Consultancy Services Ltd. deviation of the daily returns for the period 01-Aug-2013 to 30-Aug-2013 * Last day of trading was 30-Aug-2013 .

52 0.52 0.44 24991 1.37 1.14 0.77 0.42 -5.75 0.43 1.33 3.51 13271 0.2 1.09 0.48 1.16 0.2 0.14 -15.42 0.3 6.41 6297 0.58 19529 1.23 39157 2.42 -2. Crores) % % 8997 0.35 4.24 0.05 1.83 7055 0.84 0.84 0.52 47.09 4633 0.24 2.6 36009 2.52 0.43 0.58 0.4 1.53 0.93 3.8 -6.47 18964 1.45 5.87 1.38 0.94 -7.44 2.41 1.55 0.59 0.2 2.27 2.56 0.23 2.45 2.15 16.06 16451 0.63 -7.64 -8.54 0.09 0.41 0.74 0.Free Float Market Weightage Capitalisation Beta for August R2 2013 Volatility Monthly Return (Rs.09 7361 0.04 1.19 2.93 12.31 1.58 9957 0.75 0.5 4.31 27.46 -17.43 3.91 -2.49 24653 1.92 149749 8.28 4.51 0.62 0.13 2 0.53 1.04 -14.08 -9.55 -10.22 3.44 4.08 4.29 2.53 21.56 0.59 0.63 39205 2.07 25810 1.44 0.4 1.15 2.45 0.5 1.29 6401 0.92 -13.37 4.99 -11.29 0.17 0.22 2.53 -13.17 0.45 19064 1.62 8.36 140212 8.61 27609 1.09 0.71 5778 0.65 -10.18 2.78 1.95 35594 2.57 -17.03 .13 8.07 0.29 1.51 0.82 0.57 2.8 53765 3.38 4.54 2.86 18268 1.6 13824 0.99 -17.93 -3.33 3.52 2.91 0.95 -8.14 2.28 4.48 2.09 92749 5.27 4.76 0.07 0.79 0.13 0.79 0.54 0.88 0.31 2.39 3.26 10.74 -26.7 1.35 29040 1.05 1.79 0.59 169569 9.61 0.18 9402 0.98 111688 6.48 15131 0.29 6.94 0.68 0.26 -14.15 44085 2.61 11.41 2.67 0.66 21158 1.34 -1.04 4031 0.33 1.71 42.81 -14.36 0.49 1.13 2.32 1.24 4.59 44672 2.01 12155 0.78 0.73 0.23 2.36 -24.43 -11.54 1.27 2.48 13512 0.44 0.66 8477 0.24 2.05 1.11 58910 3.66 0.07 2.41 0.43 3.05 8656 0.16 15879 0.13 1.36 1.24 9434 0.42 1.89 -13.48 1.41 3.2 0.15 0.7 -19.24 3.12 0.85 13108 0.42 -14.25 0.21 0.25 1.77 0.08 1.38 1.14 0.91 14366 0.69 -24.54 1.04 0.11 2.56 0.96 0.22 109652 6.75 0.55 26983 1.54 0.57 1.03 0.18 2.09 0.68 18968 1.07 1.

03 2.09 0.99 -19.86 100 0.72 0.95 0.44 0.7 .two variables 103627 14978 1742833 5.18 11.19 2.