Dec 11, 2022 7.277% 6.

788%
Dec 04, 2022 7.299%
Nov 27, 2022 7.221%
Nov 20, 2022 7.301%
Nov 13, 2022 7.307%
Nov 06, 2022 7.307%
Oct 30, 2022 7.469%
Oct 23, 2022 7.416%
Oct 16, 2022 7.511%
Oct 09, 2022 7.470%
Oct 02, 2022 7.460%
Sep 25, 2022 7.398%
Sep 18, 2022 7.393%
Sep 11, 2022 7.266%
Sep 04, 2022 7.167%
Aug 28, 2022 7.232%
Aug 21, 2022 7.217%
Aug 14, 2022 7.264%
Aug 07, 2022 7.289%
Jul 31, 2022 7.300%
Jul 24, 2022 7.320%
Jul 17, 2022 7.414%
Jul 10, 2022 7.438%
Jul 03, 2022 7.415%
Jun 26, 2022 7.424%
Jun 19, 2022 7.444%
Jun 12, 2022 7.546%
Jun 05, 2022 7.519%
May 29, 2022 7.456%
May 22, 2022 7.350%
May 15, 2022 7.359%
May 08, 2022 7.318%
May 01, 2022 7.451%
Apr 24, 2022 7.139%
Apr 17, 2022 7.167%
Apr 10, 2022 7.215%
Apr 03, 2022 7.119%
Mar 27, 2022 6.843%
Mar 20, 2022 6.811%
Mar 13, 2022 6.778%
Mar 06, 2022 6.855%
Feb 27, 2022 6.813%
Feb 20, 2022 6.749%
Feb 13, 2022 6.663%
Feb 06, 2022 6.698%
Jan 30, 2022 6.879%
Jan 23, 2022 6.768%
Jan 16, 2022 6.620%
Jan 09, 2022 6.582%
Jan 02, 2022 6.542%
Dec 26, 2021 6.454%
Dec 19, 2021 6.462%
Dec 12, 2021 6.411%
Dec 05, 2021 6.370%
Nov 28, 2021 6.369%
Nov 21, 2021 6.330%
Nov 14, 2021 6.345%
Nov 07, 2021 6.368%
Oct 31, 2021 6.357%
Oct 24, 2021 6.388%
Oct 17, 2021 6.364%
Oct 10, 2021 6.328%
Oct 03, 2021 6.318%
Sep 26, 2021 6.244%
Sep 19, 2021 6.181%
Sep 12, 2021 6.167%
Sep 05, 2021 6.178%
Aug 29, 2021 6.156%
Aug 22, 2021 6.254%
Aug 15, 2021 6.234%
Aug 08, 2021 6.241%
Aug 01, 2021 6.234%
Jul 25, 2021 6.204%
Jul 18, 2021 6.165%
Jul 11, 2021 6.130%
Jul 04, 2021 6.186%
Jun 27, 2021 6.065%
Jun 20, 2021 6.028%
Jun 13, 2021 6.006%
Jun 06, 2021 6.006%
May 30, 2021 6.028%
May 23, 2021 6.003%
May 16, 2021 5.977%
May 09, 2021 5.986%
May 02, 2021 6.015%
Apr 25, 2021 6.030%
Apr 18, 2021 6.035%
Apr 11, 2021 6.088%
Apr 04, 2021 6.017%
Mar 28, 2021 6.177%
Mar 21, 2021 6.123%
Mar 14, 2021 6.193%
Mar 07, 2021 6.232%
Feb 28, 2021 6.232%
Feb 21, 2021 6.229%
Feb 14, 2021 6.132%
Feb 07, 2021 5.990%
Jan 31, 2021 6.071%
Jan 24, 2021 5.949%
Jan 17, 2021 5.939%
Jan 10, 2021 5.988%
Jan 03, 2021 5.892%
Dec 27, 2020 5.898%
Dec 20, 2020 5.929%
Dec 13, 2020 5.959%
Dec 06, 2020 5.956%
Nov 29, 2020 5.897%
Nov 22, 2020 5.911%
Nov 15, 2020 5.877%
Nov 08, 2020 5.878%
Nov 01, 2020 5.871%
Oct 25, 2020 5.881%
Oct 18, 2020 5.844%
Oct 11, 2020 5.935%
Oct 04, 2020 5.937%
Sep 27, 2020 5.996%
Sep 20, 2020 6.038%
Sep 13, 2020 6.014%
Sep 06, 2020 6.041%
Aug 30, 2020 5.930%
Aug 23, 2020 6.097%
Aug 16, 2020 6.140%
Aug 09, 2020 5.965%
Aug 02, 2020 5.886%
Jul 26, 2020 5.837%
Jul 19, 2020 5.817%
Jul 12, 2020 5.805%
Jul 05, 2020 5.760%
Jun 28, 2020 5.845%
Jun 21, 2020 5.913%
Jun 14, 2020 5.849%
Jun 07, 2020 5.796%
May 31, 2020 5.821%
May 24, 2020 6.013%
May 17, 2020 5.961%
May 10, 2020 6.081%
May 03, 2020 5.967%
Apr 26, 2020 6.110%
Apr 19, 2020 6.167%
Apr 12, 2020 6.347%
Apr 05, 2020 6.490%
Mar 29, 2020 6.306%
Mar 22, 2020 6.144%
Mar 15, 2020 6.259%
Mar 08, 2020 6.322%
Mar 01, 2020 6.185%
Feb 23, 2020 6.371%
Feb 16, 2020 6.422%
Feb 09, 2020 6.369%
Feb 02, 2020 6.439%
Jan 26, 2020 6.599%
Jan 19, 2020 6.578%
Jan 12, 2020 6.622%
Jan 05, 2020 6.585%
Dec 29, 2019 6.510%
Dec 22, 2019 6.500%
Dec 15, 2019 6.598%
Dec 08, 2019 6.782%
Dec 01, 2019 6.661%
Nov 24, 2019 6.460%
Nov 17, 2019 6.495%
Nov 10, 2019 6.519%
Nov 03, 2019 6.554%
Oct 27, 2019 6.445%
Oct 20, 2019 6.670%
Oct 13, 2019 6.692%
Oct 06, 2019 6.727%
Sep 29, 2019 6.680%
Sep 22, 2019 6.729%
Sep 15, 2019 6.782%
Sep 08, 2019 6.631%
Sep 01, 2019 6.597%
Aug 25, 2019 6.556%
Aug 18, 2019 6.564%
Aug 11, 2019 6.535%
Aug 04, 2019 6.494%
Jul 28, 2019 6.352%
Jul 21, 2019 6.525%
Jul 14, 2019 6.361%
Jul 07, 2019 6.488%
Jun 30, 2019 6.695%
Jun 23, 2019 6.879%
Jun 16, 2019 6.861%
Jun 09, 2019 6.919%
Jun 02, 2019 6.974%
May 26, 2019 7.032%
May 19, 2019 7.226%
May 12, 2019 7.362%
May 05, 2019 7.413%
Apr 28, 2019 7.397%
Apr 21, 2019 7.408%
Apr 14, 2019 7.420%
Apr 07, 2019 7.409%
Mar 31, 2019 7.353%
Mar 24, 2019 7.346%
Mar 17, 2019 7.504%
Mar 10, 2019 7.502%
Mar 03, 2019 7.532%
Feb 24, 2019 7.556%
Feb 17, 2019 7.605%
Feb 10, 2019 7.577%
Feb 03, 2019 7.524%
Jan 27, 2019 7.610%
Jan 20, 2019 7.546%
Jan 13, 2019 7.596%
Jan 06, 2019 7.503%
Dec 30, 2018 7.448%
Dec 23, 2018 7.391%
Dec 16, 2018 7.276%
Dec 09, 2018 7.441%
Dec 02, 2018 7.464%
Nov 25, 2018 7.607%
Nov 18, 2018 7.710%
Nov 11, 2018 7.815%
Nov 04, 2018 7.765%
Oct 28, 2018 7.781%
Oct 21, 2018 7.877%
Oct 14, 2018 7.921%
Oct 07, 2018 7.984%
Sep 30, 2018 8.024%
Sep 23, 2018 8.024%
Sep 16, 2018 8.076%
Sep 09, 2018 8.127%
Sep 02, 2018 8.031%
Aug 26, 2018 7.951%
Aug 19, 2018 7.871%
Aug 12, 2018 7.861%
Aug 05, 2018 7.754%
Jul 29, 2018 7.763%
Jul 22, 2018 7.780%
Jul 15, 2018 7.785%
Jul 08, 2018 7.791%
Jul 01, 2018 7.870%
Jun 24, 2018 7.903%
Jun 17, 2018 7.819%
Jun 10, 2018 7.889%
Jun 03, 2018 7.947%
May 27, 2018 7.848%
May 20, 2018 7.794%
May 13, 2018 7.835%
May 06, 2018 7.726%
Apr 29, 2018 7.728%
Apr 22, 2018 7.767%
Apr 15, 2018 7.718%
Apr 08, 2018 7.431%
Apr 01, 2018 7.175%
Mar 25, 2018 7.398%
Mar 18, 2018 7.557%
Mar 11, 2018 7.557%
Mar 04, 2018 7.671%
Feb 25, 2018 7.738%
Feb 18, 2018 7.667%
Feb 11, 2018 7.577%
Feb 04, 2018 7.490%
Jan 28, 2018 7.562%
Jan 21, 2018 7.307%
Jan 14, 2018 7.479%
Jan 07, 2018 7.455%
Dec 31, 2017 7.288%
Dec 24, 2017 7.326%
Dec 17, 2017 7.271%
 Date Nifty 50 Delta% Close -Unit Curr Delta%
12/9/2022 18,496.60 -1.07% 3,616.95 -1.16%
12/2/2022 18,696.10 0.99% 3,659.35 0.52% SUMMARY OUTPUT
### 18,512.75 1.12% 3,640.25 0.20%
### 18,307.65 -0.23% 3,632.95 -2.54% Regression Statistics
### 18,349.70 1.28% 3,727.65 -1.15% Multiple R
11/4/2022 18,117.15 1.86% 3,771.10 2.74% R Square
### 17,786.80 1.20% 3,670.70 0.06% Adjusted R Square
### 17,576.30 2.27% 3,668.60 2.75% Standard Error
### 17,185.70 -0.74% 3,570.50 -0.92% Observations
10/7/2022 17,314.65 1.29% 3,603.55 2.15%
9/30/2022 17,094.35 -1.34% 3,527.75 -4.63% ANOVA
9/23/2022 17,327.35 -1.16% 3,698.90 0.25%
9/16/2022 17,530.85 -1.70% 3,689.55 -4.13% Regression
9/9/2022 17,833.35 1.68% 3,848.60 -4.52% Residual
9/2/2022 17,539.45 -0.11% 4,030.90 -0.58% Total
8/26/2022 17,558.90 -1.12% 4,054.40 -0.49%
8/19/2022 17,758.45 0.34% 4,074.55 0.91%
8/12/2022 17,698.15 1.73% 4,038.00 0.62% Intercept
8/5/2022 17,397.50 1.39% 4,013.10 2.52% X Variable 1
7/29/2022 17,158.25 2.62% 3,914.45 -3.45%
7/22/2022 16,719.45 4.18% 4,054.50 3.61%
7/15/2022 16,049.20 -1.06% 3,913.35 2.31% Weekly Returns
7/8/2022 16,220.60 2.97% 3,825.00 5.53% Yearly Returns
7/1/2022 15,752.05 0.34% 3,624.60 -4.95% Historical Rf
6/24/2022 15,699.25 2.65% 3,813.35 5.08% Current Rf
6/17/2022 15,293.50 -5.61% 3,628.95 -6.49%
6/10/2022 16,201.80 -2.31% 3,881.00 5.67%
6/3/2022 16,584.30 1.42% 3,672.70 -4.18%
5/27/2022 16,352.45 0.53% 3,833.05 1.19%
5/20/2022 16,266.15 3.07% 3,787.80 4.00%
5/13/2022 15,782.15 -3.83% 3,642.10 4.07%
5/6/2022 16,411.25 -4.04% 3,499.75 -6.16%
4/29/2022 17,102.55 -0.40% 3,729.55 2.39%
4/22/2022 17,171.95 -1.74% 3,642.50 -1.48%
4/13/2022 17,475.65 -1.74% 3,697.30 -2.97%
4/8/2022 17,784.35 0.64% 3,810.35 1.88%
4/1/2022 17,670.45 3.02% 3,739.90 2.34%
3/25/2022 17,153.00 -0.78% 3,654.35 0.11%
3/17/2022 17,287.05 3.95% 3,650.45 6.64%
3/11/2022 16,630.45 2.37% 3,423.00 5.58%
3/4/2022 16,245.35 -2.48% 3,242.10 -7.59%
2/25/2022 16,658.40 -3.58% 3,508.40 -3.41%
2/18/2022 17,276.30 -0.57% 3,632.15 1.84%
2/11/2022 17,374.75 -0.81% 3,566.65 0.04%
2/4/2022 17,516.30 2.42% 3,565.35 1.95%
1/28/2022 17,101.95 -2.92% 3,497.20 2.26%
1/21/2022 17,617.15 -3.50% 3,419.80 -0.38%
1/14/2022 18,255.75 2.49% 3,432.80 1.19%
1/7/2022 17,812.70 2.64% 3,392.50 4.41%
### 17,354.05 2.06% 3,249.25 3.08%
### 17,003.75 0.11% 3,152.05 -0.85%
### 16,985.20 -3.00% 3,179.15 -4.95%
### 17,511.30 1.83% 3,344.75 1.73%
12/3/2021 17,196.70 1.00% 3,287.85 -1.40%
### 17,026.45 -4.16% 3,334.60 -6.00%
### 17,764.80 -1.87% 3,547.55 -2.41%
### 18,102.75 1.04% 3,635.05 -3.31%
11/4/2021 17,916.80 1.39% 3,759.35 1.41%
### 17,671.65 -2.45% 3,707.25 -4.12%
### 18,114.90 -1.22% 3,866.50 -2.51%
### 18,338.55 2.48% 3,965.90 3.94%
10/8/2021 17,895.20 2.07% 3,815.55 -0.96%
10/1/2021 17,532.05 -1.80% 3,852.60 1.12%
9/24/2021 17,853.20 1.52% 3,809.80 -0.32%
9/17/2021 17,585.15 1.24% 3,822.20 3.29%
9/9/2021 17,369.25 0.26% 3,700.60 -1.51%
9/3/2021 17,323.60 3.70% 3,757.50 1.57%
8/27/2021 16,705.20 1.55% 3,699.45 -1.39%
8/20/2021 16,450.50 -0.48% 3,751.50 -1.94%
8/13/2021 16,529.10 1.79% 3,825.75 -0.57%
8/6/2021 16,238.20 3.01% 3,847.85 0.48%
7/30/2021 15,763.05 -0.59% 3,829.60 -0.32%
7/23/2021 15,856.05 -0.42% 3,841.90 -2.29%
7/16/2021 15,923.40 1.49% 3,931.95 -1.60%
7/9/2021 15,689.80 -0.21% 3,995.90 -4.30%
7/2/2021 15,722.20 -0.87% 4,175.35 -0.50%
6/25/2021 15,860.35 1.13% 4,196.15 0.70%
6/18/2021 15,683.35 -0.73% 4,167.10 -0.13%
6/11/2021 15,799.35 0.82% 4,172.50 -1.82%
6/4/2021 15,670.25 1.52% 4,250.05 1.20%
5/28/2021 15,435.65 1.72% 4,199.50 1.79%
5/21/2021 15,175.30 3.39% 4,125.55 7.19%
5/14/2021 14,677.80 -0.98% 3,848.80 -0.46%
5/7/2021 14,823.15 1.31% 3,866.75 0.86%
4/30/2021 14,631.10 2.02% 3,833.75 4.39%
4/23/2021 14,341.35 -1.89% 3,672.50 1.04%
4/16/2021 14,617.85 -1.46% 3,634.65 -0.46%
4/9/2021 14,834.85 -0.22% 3,651.30 -2.45%
4/1/2021 14,867.35 2.48% 3,743.05 3.97%
3/26/2021 14,507.30 -1.61% 3,600.05 -1.37%
3/19/2021 14,744.00 -1.91% 3,650.05 -2.57%
3/12/2021 15,030.95 0.62% 3,746.40 -2.76%
3/5/2021 14,938.10 2.81% 3,852.85 1.43%
2/26/2021 14,529.15 -3.02% 3,798.70 -5.06%
2/19/2021 14,981.75 -1.20% 4,001.10 -3.26%
2/12/2021 15,163.30 1.60% 4,136.05 -2.25%
2/5/2021 14,924.25 9.46% 4,231.25 5.63%
1/29/2021 13,634.60 -5.13% 4,005.80 -2.05%
1/22/2021 14,371.90 -0.43% 4,089.50 14.22%
1/15/2021 14,433.70 0.60% 3,580.30 1.45%
1/8/2021 14,347.25 2.35% 3,529.15 1.38%
1/1/2021 14,018.50 1.96% 3,481.25 3.16%
### 13,749.25 -0.08% 3,374.75 0.81%
### 13,760.55 1.83% 3,347.55 0.60%
### 13,513.85 1.93% 3,327.65 0.49%
12/4/2020 13,258.55 2.23% 3,311.40 4.34%
### 12,968.95 0.85% 3,173.55 3.76%
### 12,859.05 0.62% 3,058.55 0.55%
### 12,780.25 4.21% 3,041.90 2.17%
11/6/2020 12,263.55 5.34% 2,977.40 3.13%
### 11,642.40 -2.41% 2,886.90 -6.34%
### 11,930.35 1.43% 3,082.25 1.23%
### 11,762.45 -1.27% 3,044.75 -0.49%
10/9/2020 11,914.20 4.36% 3,059.80 2.49%
10/1/2020 11,416.95 3.32% 2,985.40 0.95%
9/25/2020 11,050.25 -3.95% 2,957.40 -3.07%
9/18/2020 11,504.95 0.35% 3,050.95 4.62%
9/11/2020 11,464.45 1.15% 2,916.35 1.15%
9/4/2020 11,333.85 -2.69% 2,883.20 -4.34%
8/28/2020 11,647.60 2.43% 3,014.15 -1.28%
8/21/2020 11,371.60 1.73% 3,053.15 2.20%
8/14/2020 11,178.40 -0.32% 2,987.55 -0.47%
8/7/2020 11,214.05 1.27% 3,001.70 -0.11%
7/31/2020 11,073.45 -1.08% 3,004.95 0.65%
7/24/2020 11,194.15 2.68% 2,985.50 -0.32%
7/17/2020 10,901.70 1.24% 2,995.00 3.46%
7/10/2020 10,768.05 1.51% 2,894.70 -1.29%
7/3/2020 10,607.35 2.16% 2,932.40 2.26%
6/26/2020 10,383.00 1.35% 2,867.60 7.23%
6/19/2020 10,244.40 2.72% 2,674.35 -3.87%
6/12/2020 9,972.90 -1.67% 2,782.15 0.21%
6/5/2020 10,142.15 5.86% 2,776.30 2.43%
5/29/2020 9,580.30 5.99% 2,710.50 6.14%
5/22/2020 9,039.25 -1.07% 2,553.75 -4.12%
5/15/2020 9,136.85 -1.24% 2,663.60 10.11%
5/8/2020 9,251.50 -6.17% 2,419.05 -7.79%
4/30/2020 9,859.90 7.71% 2,623.30 7.28%
4/24/2020 9,154.40 -1.21% 2,445.35 2.78%
4/17/2020 9,266.75 1.70% 2,379.15 -2.33%
4/9/2020 9,111.90 12.72% 2,435.95 19.78%
4/3/2020 8,083.80 -6.66% 2,033.75 -0.96%
3/27/2020 8,660.25 -0.97% 2,053.45 -8.42%
3/20/2020 8,745.45 -12.15% 2,242.30 -4.87%
3/13/2020 9,955.20 -9.41% 2,357.10 -13.82%
3/6/2020 10,989.45 -1.90% 2,735.05 -5.36%
2/28/2020 11,201.75 -7.28% 2,890.00 -5.73%
2/20/2020 12,080.85 -0.27% 3,065.50 -2.57%
2/14/2020 12,113.45 0.12% 3,146.40 0.37%
2/7/2020 12,098.35 3.74% 3,134.85 -0.27%
2/1/2020 11,661.85 -4.79% 3,143.30 2.25%
1/24/2020 12,248.25 -0.84% 3,074.15 -1.41%
1/17/2020 12,352.35 0.78% 3,118.10 0.54%
1/10/2020 12,256.80 0.25% 3,101.20 0.95%
1/3/2020 12,226.65 -0.16% 3,072.05 -5.24%
### 12,245.80 -0.21% 3,241.95 1.19%
### 12,271.80 1.53% 3,203.75 -0.90%
### 12,086.70 1.39% 3,232.90 0.84%
12/6/2019 11,921.50 -1.12% 3,206.10 0.95%
### 12,056.05 1.19% 3,176.00 0.75%
### 11,914.40 0.16% 3,152.35 -1.96%
### 11,895.45 -0.11% 3,215.35 -0.93%
11/8/2019 11,908.15 0.15% 3,245.55 0.40%
11/1/2019 11,890.60 2.65% 3,232.65 3.29%
### 11,583.90 -0.67% 3,129.65 1.38%
### 11,661.85 3.16% 3,087.05 6.49%
### 11,305.05 1.17% 2,898.80 1.23%
10/4/2019 11,174.75 -2.93% 2,863.55 -3.18%
9/27/2019 11,512.40 2.11% 2,957.50 0.96%
9/20/2019 11,274.20 1.79% 2,929.25 1.77%
9/13/2019 11,075.90 1.18% 2,878.20 1.37%
9/6/2019 10,946.20 -0.70% 2,839.35 1.83%
8/30/2019 11,023.25 1.79% 2,788.30 1.42%
8/23/2019 10,829.35 -1.98% 2,749.15 -0.07%
8/16/2019 11,047.80 -0.56% 2,750.95 1.60%
8/9/2019 11,109.65 1.02% 2,707.60 4.12%
8/2/2019 10,997.35 -2.54% 2,600.55 -0.69%
7/26/2019 11,284.30 -1.18% 2,618.65 2.36%
7/19/2019 11,419.25 -1.15% 2,558.25 -6.03%
7/12/2019 11,552.50 -2.19% 2,722.55 -4.22%
7/5/2019 11,811.15 0.19% 2,842.55 0.55%
6/28/2019 11,788.85 0.55% 2,827.05 -1.69%
6/21/2019 11,724.10 -0.84% 2,875.55 0.10%
6/14/2019 11,823.30 -0.40% 2,872.55 -3.00%
6/7/2019 11,870.65 -0.44% 2,961.40 1.21%
5/31/2019 11,922.80 0.66% 2,925.90 -4.94%
5/24/2019 11,844.10 3.83% 3,077.90 1.25%
5/17/2019 11,407.15 1.14% 3,040.05 2.49%
5/10/2019 11,278.90 -3.70% 2,966.20 -3.06%
5/3/2019 11,712.25 -0.36% 3,059.75 0.50%
4/26/2019 11,754.65 0.02% 3,044.65 -0.81%
4/18/2019 11,752.80 0.94% 3,069.50 2.04%
4/12/2019 11,643.45 -0.19% 3,008.15 5.12%
4/5/2019 11,665.95 0.36% 2,861.65 -1.70%
3/29/2019 11,623.90 1.46% 2,911.10 -1.31%
3/22/2019 11,456.90 0.26% 2,949.75 -2.45%
3/15/2019 11,426.85 3.55% 3,023.80 2.30%
3/8/2019 11,035.40 1.58% 2,955.70 3.22%
3/1/2019 10,863.50 0.67% 2,863.50 1.66%
2/22/2019 10,791.65 0.63% 2,816.85 -0.32%
2/15/2019 10,724.40 -2.00% 2,825.95 -0.89%
2/8/2019 10,943.60 0.46% 2,851.40 9.55%
2/1/2019 10,893.65 1.05% 2,602.75 -0.90%
1/25/2019 10,780.55 -1.16% 2,626.35 -3.47%
1/18/2019 10,906.95 1.04% 2,720.75 -0.01%
1/11/2019 10,794.95 0.63% 2,720.95 -0.48%
1/4/2019 10,727.35 -1.22% 2,734.20 0.61%
### 10,859.90 0.98% 2,717.50 -3.24%
### 10,754.00 -0.48% 2,808.45 -0.52%
### 10,805.45 1.05% 2,823.15 1.33%
12/7/2018 10,693.70 -1.68% 2,786.20 1.48%
### 10,876.75 3.32% 2,745.70 6.00%
### 10,526.75 -1.46% 2,590.35 -3.90%
### 10,682.20 0.92% 2,695.35 0.09%
11/9/2018 10,585.20 0.31% 2,693.05 1.33%
11/2/2018 10,553.00 5.21% 2,657.75 5.73%
### 10,030.00 -2.65% 2,513.75 0.14%
### 10,303.55 -1.61% 2,510.25 -4.30%
### 10,472.50 1.51% 2,623.05 3.15%
10/5/2018 10,316.45 -5.62% 2,543.05 -5.37%
9/28/2018 10,930.45 -1.91% 2,687.45 -3.99%
9/21/2018 11,143.10 -3.23% 2,799.20 -2.72%
9/14/2018 11,515.20 -0.64% 2,877.50 -1.58%
9/7/2018 11,589.10 -0.78% 2,923.55 6.51%
8/31/2018 11,680.50 1.07% 2,744.85 2.33%
8/24/2018 11,557.10 0.75% 2,682.25 0.79%
8/17/2018 11,470.75 0.36% 2,661.35 1.20%
8/10/2018 11,429.50 0.60% 2,629.70 -2.26%
8/3/2018 11,360.80 0.73% 2,690.45 0.14%
7/27/2018 11,278.35 2.44% 2,686.75 -5.38%
7/20/2018 11,010.20 -0.08% 2,839.60 -9.53%
7/13/2018 11,018.90 2.29% 3,138.65 3.93%
7/6/2018 10,772.65 0.54% 3,020.10 7.47%
6/29/2018 10,714.30 -0.99% 2,810.30 -0.77%
6/22/2018 10,821.85 0.04% 2,832.20 -1.56%
6/15/2018 10,817.70 0.46% 2,877.15 0.11%
6/8/2018 10,767.65 0.67% 2,874.05 -0.78%
6/1/2018 10,696.20 0.86% 2,896.55 5.00%
5/25/2018 10,605.15 0.08% 2,758.50 -1.04%
5/18/2018 10,596.40 -1.94% 2,787.50 -0.99%
5/11/2018 10,806.50 1.77% 2,815.45 -2.53%
5/4/2018 10,618.25 -0.69% 2,888.65 -1.98%
4/27/2018 10,692.30 1.21% 2,947.15 3.31%
4/20/2018 10,564.05 0.80% 2,852.70 2.39%
4/13/2018 10,480.60 1.44% 2,786.20 -0.01%
4/6/2018 10,331.60 2.15% 2,786.40 1.52%
3/28/2018 10,113.70 1.16% 2,744.70 -1.62%
3/23/2018 9,998.05 -1.93% 2,789.95 -4.14%
3/16/2018 10,195.15 -0.31% 2,910.45 -0.85%
3/9/2018 10,226.85 -2.21% 2,935.40 -2.83%
3/1/2018 10,458.35 -0.31% 3,020.90 1.16%
2/23/2018 10,491.05 0.37% 2,986.40 -3.79%
2/16/2018 10,452.30 -0.03% 3,103.90 0.15%
2/9/2018 10,454.95 -2.84% 3,099.25 -4.38%
2/2/2018 10,760.60 -2.79% 3,241.30 -2.13%
1/25/2018 11,069.65 1.61% 3,311.70 3.16%
1/19/2018 10,894.70 2.00% 3,210.40 1.10%
1/12/2018 10,681.25 1.16% 3,175.35 -3.19%
1/5/2018 10,558.85 0.27% 3,279.85 -1.61%
### 10,530.70 0.36% 3,333.60 0.14%
### 10,493.00 1.55% 3,328.95 4.07%
### 10,333.25 0.00% 3,198.80 0.00%
Regression Statistics
0.581081351354
0.337655536892
0.33508831029
0.029849299853
260

df SS MS F Significance F
1 0.11718660404 0.11718660404 131.52541218 7.0482188E-25
258 0.22987302104 0.0008909807
259 0.34705962508

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%
-0.001001246248 0.00186049945 -0.5381599281 0.5909305932 -0.0046649443 0.0026624518 -0.0046649443
0.83018153178 0.07238827575 11.4684529115 7.0482188E-25 0.68763443883 0.9727286247 0.68763443883
Regression Beta

0.2242%
12.35% [Rm]
6.788%
7.277%
Upper 95.0%
0.0026624518
0.9727286247
 Sources: https://awsone.capitaline.com https://www.nseindia.com/

Company Historical Beta against NIFTY50 Market Cap (Cr) FY22

(2017-22)
Hero MotoCorp Ltd. 0.9061 35,391.56
TVS Motor Company Ltd. 0.9088 24,206.95
Maruti Suzuki India Ltd. 1.0753 112,789.20
Mahindra & Mahindra Ltd. 1.0936 119,810.44
TATA Motors Ltd. 1.4585 75,611.20
Eicher Motors Ltd. 0.9968 45,903.36
MRF 0.7950 18,519.06
Bajaj Auto Ltd. 0.7957 45,506.93
Sector Average 1.0334

Values Formulae
Tax Rate 34.94% =$'WACC calculations'.G3
Unlevered Beta 0.9799 =B11/(1+E11*(1-B15))
Cash Adjusted Beta 1.0037 =B16/(1-G11)
Adding The Effect Of Company's Cash 0.9908 =B17*(1-G10)
Adding The Effect The Company's D/E 0.9925 =B18*(1+E10*(1-B15))
Ke Calculation =$'Regression
12.797%Beta'.I26+$'Beta & Ke'.B19*($'Regression Beta'.I24-$'Regression Beta'.I2
 https://awsone.capitaline.com
Book Value of Debt (Cr) D/E Ratio Cash Holdings Cash Ratio
FY22
168.07 0.0047 175.120 0.005
1,962.72 0.0811 401.290 0.015
418.9 0.0037 3036.200 0.027
6,733.55 0.0562 3650.530 0.029
23,529.07 0.3112 2605.430 0.026
52.96 0.0012 2698.560 0.059
2,414.67 0.1304 114.850 0.005
122.77 0.0027 588.340 0.013
0.0841 1811.711 0.024

Remarks

gression Beta'.I24-$'Regression Beta'.I25)

For non-financial service firms only

Rating is Spread is Credit Rating AAA

D2/D 14.34% Source https://www.crisil.com/en/home/our-businesses/ratings/comp
C2/C 10.76%
Ca2/CC 8.80%
Caa/CCC 7.78%
B3/B- 4.62% Kd Current Rf + Geometric Mean
B2/B 3.78% 7.947%
B1/B+ 3.15%
Ba2/BB 2.15%
Ba1/BB+ 1.93%
Baa2/BBB 1.59%
A3/A- 1.29%
A2/A 1.14%
A1/A+ 1.03%
Aa2/AA 0.82%
Aaa/AAA 0.67%
e/our-businesses/ratings/company-factsheet.BAJAUTO.html
 Debt Equity Debt+Eq Ke Kd Tax Rate
122.77 45,506.93 45629.697 0.1280 7.95% 34.94%
Source: https://tradingeconomics.com/india/c

WACC
12.776%
 Weight of Debt Weight of Equity
0.003 0.997
Source: https://tradingeconomics.com/india/corporate-tax-rate