Stock Tata Consultancy Services Infosys MindTree Glenmark Aurobindo Pharma

Weights 0.05 0.05 0.06 0.06 0.06

Cost (30th Oct) 2252.8 660.6 711.2 309.7 463
Current Share Price 2067.1 692.95 706.55 342.75 428.5
Return -8.24% 4.90% -0.65% 10.67% -7.45%
Portfolio Return(Equity) -1.67%
Total Return Nifty 50 (30th Oct) 16620.07
Total Return Nifty 50 (Current) 16719.11
Benchmark Return (Nifty 50) 0.60%
Portfolio Variance 0.005202982917658
Portfolio Risk 7.21%
Benchmark Variance 0.019554970005145
Benchmark Risk 13.98%
Benchmark Annualised Return
(predicted) 8.52%
Portfolio Annualised Return -23.84% (Does not make sense as extrapolation of such a short period to
Sharpe Ratio Portfolio Ex post -4.2346991727026 (Negative because of short time period, Rf assumed to be 6.7
Sharpe Ratio Ex Ante 0.6129931364843
Sharpe Ratio Benchmark 0.129287955758304
Active Return (Without Risk
Adjustment) -0.022634176558966
Portfolio Beta 1.0014
Annualised past Return on Nifty
50 13.73%
Ex Ante CAPM predicted Return
on Portfolio 13.744%
Jensen Alpha -0.375794031767994 (Again Negative because of short time period, Rf assumed to
 Maruti Suzuki India Asian Paints Godrej Consumer Products ITC HDFC Indiabulls Housing Finance
0.05 0.06 0.04 0.03 0.02 0.02
7556.95 1821.3 732.95 259.4 1248.3 214.25
7065 1682.8 711 247.5 1266.5 234.55
-6.51% -7.60% -2.99% -4.59% 1.46% 9.47%

of such a short period to a year is not correct)

od, Rf assumed to be 6.71%, as we have a long term investment horizon)

me period, Rf assumed to be 6.71%, as we have a long term investment horizon)

Date Nifty Total Return
26-Nov-18 14715.81 STD Dev Daily Return Variance Daily Return Variance Annual
27-Nov-18 14794.7 0.536% 0.008970681556782 8.0473127593187E-05 0.019554970005
28-Nov-18 14854.61 0.405%
29-Nov-18 15034.36 1.210%
30-Nov-18 15059.37 0.166%
3-Dec-18 15069.07 0.064%
4-Dec-18 15049.32 -0.131%
5-Dec-18 14929.43 -0.797%
6-Dec-18 14677.79 -1.686%
7-Dec-18 14805.93 0.873%
10-Dec-18 14521.73 -1.920%
11-Dec-18 14605.79 0.579%
12-Dec-18 14866.71 1.786%
13-Dec-18 14941.4 0.502%
14-Dec-18 14960.64 0.129%
17-Dec-18 15075.46 0.767%
18-Dec-18 15103.63 0.187%
19-Dec-18 15184.78 0.537%
20-Dec-18 15163.14 -0.143%
21-Dec-18 14894.42 -1.772%
24-Dec-18 14769.13 -0.841%
26-Dec-18 14860.97 0.622%
27-Dec-18 14930.18 0.466%
28-Dec-18 15045.34 0.771%
31-Dec-18 15048.98 0.024%
1-Jan-19 15114.9 0.438%
2-Jan-19 14951.96 -1.078%
3-Jan-19 14785.38 -1.114%
4-Jan-19 14861.69 0.516%
7-Jan-19 14923.27 0.414%
8-Jan-19 14965.34 0.282%
9-Jan-19 15038.74 0.490%
10-Jan-19 14992.23 -0.309%
11-Jan-19 14955.33 -0.246%
14-Jan-19 14875.92 -0.531%
15-Jan-19 15082.59 1.389%
16-Jan-19 15087.41 0.032%
17-Jan-19 15109.54 0.147%
18-Jan-19 15111.95 0.016%
21-Jan-19 15188 0.503%
22-Jan-19 15133.83 -0.357%
23-Jan-19 15007.4 -0.835%
24-Jan-19 15038.07 0.204%
25-Jan-19 14942.09 -0.638%
 28-Jan-19 14777.11 -1.104%
29-Jan-19 14764.59 -0.085%
30-Jan-19 14764.02 -0.004%
31-Jan-19 15012.34 1.682%
1-Feb-19 15099.21 0.579%
4-Feb-19 15125.02 0.171%
5-Feb-19 15155.99 0.205%
6-Feb-19 15337.8 1.200%
7-Feb-19 15347.41 0.063%
8-Feb-19 15173.02 -1.136%
11-Feb-19 15100.61 -0.477%
12-Feb-19 15023.02 -0.514%
13-Feb-19 14970.62 -0.349%
14-Feb-19 14906.26 -0.430%
15-Feb-19 14876.27 -0.201%
18-Feb-19 14760.48 -0.778%
19-Feb-19 14709.75 -0.344%
20-Feb-19 14891.6 1.236%
21-Feb-19 14970.12 0.527%
22-Feb-19 14972.58 0.016%
25-Feb-19 15095.33 0.820%
26-Feb-19 15033.15 -0.412%
27-Feb-19 14993.45 -0.264%
28-Feb-19 14979.39 -0.094%
1-Mar-19 15077.91 0.658%
5-Mar-19 15249.97 1.141%
6-Mar-19 15340.93 0.596%
7-Mar-19 15348.14 0.047%
8-Mar-19 15316.51 -0.206%
11-Mar-19 15500.61 1.202%
12-Mar-19 15685.41 1.192%
13-Mar-19 15742.86 0.366%
14-Mar-19 15749.67 0.043%
15-Mar-19 15867.74 0.750%
18-Mar-19 15916.8 0.309%
19-Mar-19 16014.33 0.613%
20-Mar-19 15998.51 -0.099%
22-Mar-19 15912.88 -0.535%
25-Mar-19 15770.26 -0.896%
26-Mar-19 15949.46 1.136%
27-Mar-19 15897.65 -0.325%
28-Mar-19 16071.26 1.092%
29-Mar-19 16146.11 0.466%
1-Apr-19 16208.94 0.389%
2-Apr-19 16270.13 0.378%
 3-Apr-19 16173.92 -0.591%
4-Apr-19 16110.09 -0.395%
5-Apr-19 16204.48 0.586%
8-Apr-19 16119.14 -0.527%
9-Apr-19 16212.81 0.581%
10-Apr-19 16091.08 -0.751%
11-Apr-19 16108.32 0.107%
12-Apr-19 16173.27 0.403%
15-Apr-19 16238.41 0.403%
16-Apr-19 16372.86 0.828%
18-Apr-19 16325.13 -0.292%
22-Apr-19 16105.19 -1.347%
23-Apr-19 16079.51 -0.159%
24-Apr-19 16288.16 1.298%
25-Apr-19 16170.98 -0.719%
26-Apr-19 16327.7 0.969%
30-Apr-19 16318.66 -0.055%
2-May-19 16286.18 -0.199%
3-May-19 16268.79 -0.107%
6-May-19 16110.44 -0.973%
7-May-19 15974.41 -0.844%
8-May-19 15782.09 -1.204%
9-May-19 15701.95 -0.508%
10-May-19 15670.18 -0.202%
13-May-19 15488.6 -1.159%
14-May-19 15591.19 0.662%
15-May-19 15500.82 -0.580%
16-May-19 15640.22 0.899%
17-May-19 15848.71 1.333%
20-May-19 16433.77 3.692%
21-May-19 16268.26 -1.007%
22-May-19 16325.28 0.350%
23-May-19 16212.78 -0.689%
24-May-19 16472.95 1.605%
27-May-19 16585.13 0.681%
28-May-19 16591.7 0.040%
29-May-19 16497.62 -0.567%
30-May-19 16615.59 0.715%
31-May-19 16583.46 -0.193%
3-Jun-19 16815.25 1.398%
4-Jun-19 16728.74 -0.514%
6-Jun-19 16481.14 -1.480%
7-Jun-19 16518.62 0.227%
10-Jun-19 16590.99 0.438%
11-Jun-19 16650.75 0.360%
12-Jun-19 16568.09 -0.496%
13-Jun-19 16593.97 0.156%
14-Jun-19 16467.55 -0.762%
17-Jun-19 16257.06 -1.278%
18-Jun-19 16283.98 0.166%
19-Jun-19 16283.94 0.000%
20-Jun-19 16493.65 1.288%
21-Jun-19 16343.59 -0.910%
24-Jun-19 16309.52 -0.208%
25-Jun-19 16444.46 0.827%
26-Jun-19 16515.68 0.433%
27-Jun-19 16507.34 -0.050%
28-Jun-19 16433.85 -0.445%
1-Jul-19 16540.88 0.651%
2-Jul-19 16603.17 0.377%
3-Jul-19 16612.16 0.054%
4-Jul-19 16658.04 0.276%
5-Jul-19 16468.99 -1.135%
8-Jul-19 16118.27 -2.130%
9-Jul-19 16114.46 -0.024%
10-Jul-19 16035.44 -0.490%
11-Jul-19 16155.78 0.750%
12-Jul-19 16113.75 -0.260%
15-Jul-19 16165.28 0.320%
16-Jul-19 16272.08 0.661%
17-Jul-19 16306.82 0.213%
18-Jul-19 16183.16 -0.758%
19-Jul-19 15945.55 -1.468%
22-Jul-19 15845.74 -0.626%
23-Jul-19 15824.55 -0.134%
24-Jul-19 15749.37 -0.475%
25-Jul-19 15725.6 -0.151%
26-Jul-19 15770.63 0.286%
29-Jul-19 15638.42 -0.838%
30-Jul-19 15493.33 -0.928%
31-Jul-19 15539.43 0.298%
1-Aug-19 15350.83 -1.214%
2-Aug-19 15382.73 0.208%
5-Aug-19 15194.27 -1.225%
6-Aug-19 15314.03 0.788%
7-Aug-19 15184.34 -0.847%
8-Aug-19 15434.73 1.649%
9-Aug-19 15542.72 0.700%
13-Aug-19 15289.35 -1.630%
14-Aug-19 15438.86 0.978%
16-Aug-19 15464.58 0.167%
19-Aug-19 15476.07 0.074%
20-Aug-19 15425.45 -0.327%
21-Aug-19 15290.85 -0.873%
22-Aug-19 15045.62 -1.604%
23-Aug-19 15168.88 0.819%
26-Aug-19 15488.96 2.110%
27-Aug-19 15555.44 0.429%
28-Aug-19 15472.44 -0.534%
29-Aug-19 15335.45 -0.885%
30-Aug-19 15440.47 0.685%
3-Sep-19 15124.8 -2.044%
4-Sep-19 15190.3 0.433%
5-Sep-19 15194.86 0.030%
6-Sep-19 15332.57 0.906%
9-Sep-19 15412.14 0.519%
11-Sep-19 15457.9 0.297%
12-Sep-19 15383.82 -0.479%
13-Sep-19 15514.2 0.848%
16-Sep-19 15412.83 -0.653%
17-Sep-19 15152.39 -1.690%
18-Sep-19 15184.69 0.213%
19-Sep-19 14994.39 -1.253%
20-Sep-19 15791.99 5.319%
23-Sep-19 16248.62 2.892%
24-Sep-19 16231.83 -0.103%
25-Sep-19 16024.49 -1.277%
26-Sep-19 16207.96 1.145%
27-Sep-19 16125.65 -0.508%
30-Sep-19 16072.5 -0.330%
1-Oct-19 15912.03 -0.998%
3-Oct-19 15847.7 -0.404%
4-Oct-19 15652.7 -1.230%
7-Oct-19 15584.94 -0.433%
9-Oct-19 15846.77 1.680%
10-Oct-19 15736.44 -0.696%
11-Oct-19 15835.17 0.627%
14-Oct-19 15885.74 0.319%
15-Oct-19 16007.83 0.769%
16-Oct-19 16057.85 0.312%
17-Oct-19 16245.31 1.167%
18-Oct-19 16351.16 0.652%
22-Oct-19 16248.11 -0.630%
23-Oct-19 16282.84 0.214%
24-Oct-19 16252.63 -0.186%
25-Oct-19 16254.45 0.011%
27-Oct-19 16315.17 0.374%
29-Oct-19 16539.23 1.373%
30-Oct-19 16620.07 0.489%
31-Oct-19 16667.29 0.284%
1-Nov-19 16685.73 0.111%
4-Nov-19 16756.87 0.426%
5-Nov-19 16723.06 -0.202%
6-Nov-19 16791.61 0.410%
7-Nov-19 16856.17 0.384%
8-Nov-19 16710.37 -0.865%
11-Nov-19 16717.75 0.044%
13-Nov-19 16615.37 -0.612%
14-Nov-19 16659.78 0.267%
15-Nov-19 16692.52 0.197%
18-Nov-19 16677.14 -0.092%
19-Nov-19 16755.15 0.468%
20-Nov-19 16837.96 0.494%
21-Nov-19 16794.86 -0.256%
22-Nov-19 16719.11 -0.451%
STD Dev Annual Av Daily Return Av Annual Return
13.98% 0.057% 13.73%
 TCS INFY Mindtree Glen Aurobindo Maruti
Date Price Change Price Change Price Change Price Change Price Change Price Change
Oct-19 9.45% -18.00% 0.48% -4.72% -21.39% 12.52%
Sep-19 -7.09% -1.14% 2.79% -15.42% -1.95% 9.67%
Aug-19 2.44% 2.68% -3.87% -9.80% 5.16% 11.96%
Jul-19 -2.90% 8.42% -20.98% -3.90% -6.05% -16.30%
Jun-19 1.40% -0.78% -5.16% -18.70% -9.57% -4.88%
May-19 -2.82% -1.81% -0.34% -14.58% -17.90% 3.05%
Apr-19 12.92% 1.01% 1.55% -1.36% 4.44% -0.09%
Mar-19 0.92% 1.30% 3.93% 8.49% 10.14% -2.30%
Feb-19 -1.52% -2.03% 1.65% -8.46% -9.62% 2.84%
Jan-19 6.39% 14.37% 3.42% -5.97% 7.48% -11.04%
Dec-18 -3.82% -1.27% -1.39% 6.11% -9.59% -2.56%
Nov-18 1.55% -2.76% 3.03% 5.09% 2.42% 15.80%
Oct-18 -11.24% -6.49% -17.65% -1.68% 6.33% -9.96%

Sep-18 5.07% 1.32% -7.31% -5.03% 4.45% -19.22%

Aug-18 7.12% 5.57% 19.56% 14.42% 20.49% -4.46%
Jul-18 5.00% 4.43% -5.53% -0.22% -2.56% 7.87%
Jun-18 6.13% 6.96% -2.09% 8.79% 9.13% 3.38%
May-18 -1.42% 2.69% -7.07% -6.25% -13.35% -3.15%
Apr-18 23.97% 5.98% 40.50% 8.63% 15.08% -0.52%
Mar-18 -6.13% -3.48% -5.29% -3.35% -9.13% 0.11%
Feb-18 -2.48% 1.94% 5.86% -10.17% -2.49% -6.93%
Jan-18 15.22% 10.38% 25.73% 1.93% -8.49% -2.26%
Dec-17 2.43% 6.76% 13.58% 5.43% -0.71% 13.15%
Nov-17 0.50% 5.88% 12.89% -8.68% -8.84% 4.72%
Oct-17 7.72% 2.44% 3.18% 3.24% 9.88% 2.92%
Sep-17 -2.42% -1.65% 0.83% -1.77% -4.63% 3.61%
Aug-17 0.18% -9.52% -3.85% -12.62% 0.93% -0.64%
Jul-17 5.48% 8.08% -9.74% 10.15% 4.97% 7.38%
Jun-17 -7.24% -4.25% -2.75% -0.60% 19.24% 0.09%
May-17 12.03% 6.32% 12.09% -28.86% -5.37% 10.52%
Apr-17 -6.52% -10.11% 7.14% 5.03% -10.14% 8.46%
Mar-17 -1.40% 0.97% -4.50% -7.93% -0.30% 1.57%
Feb-17 10.60% 9.02% 5.28% 3.54% -0.67% 0.48%
Jan-17 -5.74% -8.11% -13.64% 0.61% 1.87% 10.80%
Dec-16 3.93% 3.59% 9.28% 1.47% -9.65% 1.02%
Nov-16 -4.81% -2.65% 8.41% -6.35% -9.44% -10.69%
Oct-16 -1.63% -3.28% -8.68% 1.25% -4.37% 7.65%
Sep-16 -3.21% 0.02% -14.29% 9.79% 8.17% 8.38%
Aug-16 -4.12% -3.54% -2.78% -2.31% -0.08% 6.22%
Jul-16 2.59% -8.28% -12.97% 7.75% 6.59% 13.62%
Jun-16 -0.63% -6.23% 0.60% -6.12% -5.45% 0.62%
May-16 1.34% 3.36% -2.64% 2.62% 3.34% 9.67%
 Apr-16 0.60% -0.84% 3.91% 4.33% 2.02% 2.11%
Mar-16 15.78% 12.38% -8.40% 8.07% 13.61% 14.82%
Feb-16 -8.97% -6.94% -3.10% -4.63% -21.41% -20.98%
Jan-16 -1.87% 5.38% 2.67% -16.33% -4.76% -11.38%
Dec-15 3.05% 1.61% -0.13% -6.02% 8.18% 0.33%
Nov-15 -5.23% -4.19% -8.52% -1.06% -3.13% 3.55%
Oct-15 -3.59% -2.28% 3.62% -5.50% 8.68% -5.05%
Sep-15 0.94% 6.17% 8.50% -9.14% 2.15% 12.44%
Aug-15 2.12% 1.61% 9.08% 14.12% -0.91% -3.79%
Jul-15 -1.58% 9.42% 0.46% 1.79% 4.67% 7.66%
Jun-15 -2.27% -2.69% -12.07% 13.58% 5.66% 6.28%
May-15 5.95% 4.17% 18.81% -1.68% 6.89% 1.61%
Apr-15 -3.53% -12.45% -6.47% 13.25% 5.24% 0.77%
Mar-15 -4.53% -3.40% -9.93% -0.47% 12.75% 2.11%
Feb-15 7.78% 7.22% 9.56% 9.84% -13.17% -0.73%
Jan-15 -2.98% 8.58% 2.95% -6.63% 9.87% 9.54%
Dec-14 -3.21% -9.51% 6.98% -6.02% 4.11% -0.49%
STD DEV (monthly) 6.63% 6.47% 10.47% 8.77% 9.22% 8.17%
STD DEV (Annualised) 22.95% 22.42% 36.26% 30.39% 31.94% 28.28%
 Asian Paints Godrej ITC HDFC Indiabulls
Price Change Price Change Price Change Price Change Price Change
3.36% 6.64% -0.17% 6.60% -16.28% Covariance TCS
9.03% 12.87% 5.78% -8.74% -43.80% TCS 0.004389
6.25% 1.70% -9.09% 2.10% -14.98% INFY 0.002165
12.00% -9.70% -1.33% -3.21% -11.86% Mindtree 0.003756
-3.49% -3.63% -1.69% 0.43% -22.74% Glen 0.001028
-3.82% 5.56% -7.57% 9.40% 13.10% Aurobindo 0.001183
-1.98% -4.99% 1.38% 1.36% -18.97% Maruti 0.000855
6.23% 1.95% 7.68% 6.90% 30.98% Asian Paints 0.00034
-0.52% -5.14% -0.93% -4.22% -1.42% Godrej 0.000622
2.88% -12.50% -1.07% -2.34% -22.15% ITC 0.001402
2.01% 8.04% -1.45% -1.04% 19.32% HDFC 0.001146
9.39% 3.52% 2.03% 12.42% -14.26% Indiabulls 0.001194
-4.86% -5.70% -5.93% 0.84% -2.60%
Annualised
-5.77% -20.60% -6.91% -9.37% -31.96% Covariance TCS
-5.44% 10.27% 7.44% -2.95% -2.91% TCS 0.052673
14.79% 7.44% 11.83% 4.55% 13.53% INFY 0.025981
-3.08% 7.60% -2.01% 4.10% -8.06% Mindtree 0.045076
8.57% 1.98% -3.48% -2.67% -4.92% Glen 0.012331
7.26% 2.14% 10.16% 3.16% 5.64% Aurobindo 0.014198
0.24% 2.17% -3.60% 0.93% -1.34% Maruti 0.010262
-0.94% 1.62% -2.34% -7.54% -9.84% Asian Paints 0.004085
-2.61% 5.40% 3.10% 14.38% 16.24% Godrej 0.007463
1.02% 3.95% 2.81% 2.07% -0.77% ITC 0.016823
-2.89% 2.96% -3.63% -1.86% -3.07% HDFC 0.01375
4.34% 1.60% 2.86% -1.99% 3.09% Indiabulls 0.01433
-3.15% -1.09% -8.49% -1.96% -0.72%
0.59% -10.41% -1.05% -0.69% 3.42% Portfolio Weights
5.33% 7.14% -11.86% 10.79% 9.21% TCS 0.05
-4.02% 6.88% 3.80% 2.87% -7.28% INFY 0.05
2.74% 3.95% 12.16% 2.13% 14.13% Mindtree 0.06
4.37% 4.27% -0.82% 2.33% 1.92% Glen 0.06
4.63% 1.36% 6.90% 9.64% 14.51% Aurobindo 0.06
5.51% 4.34% 1.59% 0.31% 16.07% Maruti 0.05
8.94% 4.66% 6.81% 8.18% 15.44% Asian Paints 0.06
-8.13% 3.62% 3.94% -0.04% -15.01% Godrej 0.04
-9.84% -9.12% -3.79% -8.30% -9.72% ITC 0.03
-7.32% 1.06% 0.12% -1.14% 2.42% HDFC 0.02
0.24% 4.61% -7.19% -0.85% 1.00% Indiabulls 0.02
3.93% -4.66% 3.01% 2.25% 7.16% 0.5
11.05% -1.02% 2.79% 9.64% 13.92% Portfolio Variance 0.005203
1.87% 8.40% 4.94% 1.28% -6.60% Portfolio Risk 7.21%
13.69% 12.18% 8.63% 13.71% 3.64%
-0.25% -4.28% -1.01% -1.55% 6.67%
2.64% 16.19% 11.03% 4.27% 12.96%
-2.74% -2.99% -7.67% -10.14% -18.62%
-1.54% -7.16% -2.32% -6.63% -4.04%
5.37% 7.48% -4.31% 4.34% 7.28%
0.95% -2.73% 2.36% -3.63% -4.70%
-1.30% 3.46% 1.78% 3.64% -9.26%
-0.82% -8.44% 1.12% 2.24% 5.17%
-3.87% -3.18% -0.26% -11.51% 2.28%
16.87% 11.23% 3.44% 3.39% 18.60%
-4.03% 17.82% -3.65% 4.89% 4.45%
3.23% -0.16% 1.47% 5.65% 0.39%
-6.02% 1.04% -1.07% -11.07% 6.41%
-0.89% -8.29% -9.83% -1.46% -10.47%
-4.56% 6.95% -1.95% 5.75% 5.85%
14.02% 9.09% -0.04% 11.15% 28.02%
1.02% 1.93% 1.53% -2.13% 2.02%
6.08% 7.20% 5.44% 6.10% 13.86%
21.05% 24.95% 18.84% 21.12% 48.02%
 INFY Mindtree Glen Aurobindo Maruti Asian Paints Godrej ITC HDFC Indiabulls
0.002165 0.003756 0.001028 0.001183 0.000855 0.00034 0.000622 0.001402 0.001146 0.001194
0.004189 0.002149 0.000219 0.001439 -0.00024 0.000758 0.000507 0.000599 0.000619 0.00144
0.002149 0.010956 8.258E-05 0.000219 -2.77E-05 -0.000767 0.000737 0.001946 0.000271 0.001122
0.000219 8.258E-05 0.007695 0.003047 0.00101 -0.000116 0.001948 0.000228 0.000717 0.003563
0.001439 0.000219 0.003047 0.008499 0.001108 0.000851 0.000674 0.001174 0.000793 0.001879
-0.00024 -2.77E-05 0.00101 0.001108 0.006667 0.001965 0.003225 0.001384 0.002704 0.003742
0.000758 -0.000767 -0.000116 0.000851 0.001965 0.003691 0.001271 0.001211 0.001624 0.002527
0.000507 0.000737 0.001948 0.000674 0.003225 0.001271 0.005189 0.001386 0.002027 0.003461
0.000599 0.001946 0.000228 0.001174 0.001384 0.001211 0.001386 0.002957 0.000868 0.002158
0.000619 0.000271 0.000717 0.000793 0.002704 0.001624 0.002027 0.000868 0.003718 0.004166
0.00144 0.001122 0.003563 0.001879 0.003742 0.002527 0.003461 0.002158 0.004166 0.019212

INFY Mindtree Glen Aurobindo Maruti Asian Paints Godrej ITC HDFC Indiabulls
0.025981 0.045076 0.012331 0.014198 0.010262 0.004085 0.007463 0.016823 0.01375 0.01433
0.050273 0.025792 0.002631 0.017263 -0.002884 0.009099 0.006084 0.007193 0.007422 0.017277
0.025792 0.131467 0.000991 0.002624 -0.000332 -0.009207 0.008841 0.023349 0.003254 0.013469
0.002631 0.000991 0.092345 0.036566 0.012119 -0.001389 0.023375 0.002737 0.008609 0.042756
0.017263 0.002624 0.036566 0.101989 0.013299 0.010211 0.008088 0.014091 0.009521 0.022553
-0.002884 -0.000332 0.012119 0.013299 0.080003 0.02358 0.038696 0.016605 0.03245 0.0449
0.009099 -0.009207 -0.001389 0.010211 0.02358 0.044292 0.015249 0.014534 0.019483 0.030328
0.006084 0.008841 0.023375 0.008088 0.038696 0.015249 0.062264 0.016627 0.024318 0.041527
0.007193 0.023349 0.002737 0.014091 0.016605 0.014534 0.016627 0.035485 0.010419 0.0259
0.007422 0.003254 0.008609 0.009521 0.03245 0.019483 0.024318 0.010419 0.044611 0.049998
0.017277 0.013469 0.042756 0.022553 0.0449 0.030328 0.041527 0.0259 0.049998 0.230545
Stock Tata Consultancy Services Infosys MindTree Glenmark
Beta (3Y-monthly) 0.86 0.77 1.24 0.99
Current PE (TTM) 25.37 18.25 18.92 11.46
Current EPS (TTM) 86.35 0.51 37.52 27.21

Equity Risk Premium

(Aswath Damodaran) 8.60% 8.60% 8.60% 8.60%
Risk Free Rate 6.67% 6.67% 6.67% 6.67%
Expected Return 14.066% 13.292% 17.334% 15.184%
Volatility (Annual SD) 22.95% 22.42% 36.26% 30.39%
Weights 0.05 0.05 0.06 0.06
Exp. Portfolio Return (Eq) 15.28%
Exp. Portfolio Volatility (Eq) 13.98%
Sharpe Ratio Ex Ante 0.6129931364843
Portfolio Beta 1.0014
Aurobindo Pharma Maruti Suzuki India Asian Paints Godrej Consumer Products ITC HDFC
0.83 1.2 0.76 1.18 0.92 1.09
10.9 37.79 67.08 31.52 22.4 22.06
43.43 202.66 27 22.92 11.44 95.25

8.60% 8.60% 8.60% 8.60% 8.60% 8.60%

6.67% 6.67% 6.67% 6.67% 6.67% 6.67%
13.808% 16.990% 13.206% 16.818% 14.582% 16.044%
31.94% 28.28% 21.05% 24.95% 18.84% 21.12%
0.06 0.05 0.06 0.04 0.03 0.02
Indiabulls Housing Finance
1.67
2.08
89.34

8.60%
6.67%
21.032%
48.02%
0.02