Nifty Sector

Company Date Summary

AAR CAAR R Squared AAR CAAR R Squared
Pre Event 0.19% -0.17% 0.3024 0.16% 0.60% 0.55972
Infosys 11-03-1999
Post Event -0.29% -3.62% 0.484327518 -0.01% -0.47% 0.0041372
ICICI Bank Pre Event 0.17% 2.33% 0.07707975 0.36% 1.82% 0.213852878
28-03-2000
Ltd Post Event 0.03% 0.21% 0.286527503 -0.13% -1.77% 0.653498248
Pre Event -0.29% -4.07% 0.659162069 -0.17% -1.69% 0.953162751
Wipro 19-10-2000
Post Event 0.07% 1.80% 0.576398523 0.10% 1.41% 0.852176107
Dr. Pre Event -0.06% -1.00% 0.079242305 -0.16% -1.98% 0.531843204
11-04-2001
Reddy's Post Event -0.13% -2.18% 0.108840705 0.32% 6.65% 0.397578309
HDFC Pre Event 0.06% -0.02% 0.222588052 0.07% 0.20% 0.445823078
20-07-2001
Bank Ltd Post Event -0.02% -0.36% 0.028256126 0.04% 0.30% 0.019464164
HDFC Pre Event 0.26% 4.42% 0.39989938 0.25% 4.11% 0.33623962
20-01-2005
Bank Ltd Post Event 0.09% 3.18% 0.349287907 0.02% 1.75% 0.418397684
ICICI Bank Pre Event -0.06% -1.15% 0.333666223 0.06% 0.60% 0.744409513
02-12-2005
Ltd Post Event 0.02% 0.86% 0.406074285 0.03% 0.36% 0.553565368
Dr. Pre Event 0.01% 0.48% 0.270517413 0.06% -0.25% 0.348392632
16-11-2006
Reddy's Post Event 0.13% 2.43% 0.224603647 0.15% 1.73% 0.379103962
Dr. Pre Event -0.05% -0.10% 0.343994432 -0.01% 0.07% 0.460278018
29-11-2006
Reddy's Post Event 0.11% 1.16% 0.132335107 0.11% 1.00% 0.356682886
ICICI Bank Pre Event -0.01% -0.25% 0.231741235 -0.12% -1.89% 0.48886398
25-06-2007
Ltd Post Event -0.12% -0.97% 0.2231326 -0.22% -2.18% 0.43281904
HDFC Pre Event -0.03% -0.60% 0.057684484 -0.03% -0.60% 0.057684484
18-07-2007
Bank Ltd Post Event -0.01% -0.49% 0.008435582 -0.01% -0.49% 0.008435582
Tata Pre Event -0.01% -0.40% 0.142020133 0.03% 1.39% 0.712848672
28-01-2013
Motors Post Event 0.02% -0.04% 0.241230086 0.03% -0.08% 0.573513829

Note: Nifty 50 & Sectorial Index are dependent variables.