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P R E S E N T E D B Y:
SUN
K AVN E ES H K AU R – U M 1 9 2 1 6
The data for the Beta Calculation has been taken from
April 2015 till January 2020 as this period saw the
acquisition of Ranbaxy by Sun Pharma.
Month Sensex Growth in Sensex (Rm) Date Last Price Growth in Stock Price (Capital Gain) Dividend Yield Ri
Beta
Jan-20 40723.49 -1.29% Jan-20 447.8 3.53% 1.04% 4.57%
Dec-19 41253.74 1.13% Dec-19 432.55 -3.85% 1.05% -2.80%
Nov-19 40793.81 1.66% Nov-19 449.85 3.80% 1.03% 4.83%
Oct-19 40129.05 3.78% Oct-19 433.4 11.29% 1.01% 12.30%
Sep-19 38667.33 3.57% Sep-19 389.45 -13.53% 1.04% -12.49%
Aug-19 37332.79 -0.40% Aug-19 450.4 5.54% 1.10% 6.64%
Jul-19 426.75 6.43% 1.09% 7.52%
Calculation
Jul-19 37481.12 -4.86%
Jun-19 39394.64 -0.80% Jun-19 400.95 -2.17% 1.06% -1.11%
May-19 39714.2 1.75% May-19 409.85 -10.44% 1.08% -9.36%
Apr-19 39031.55 0.93% Apr-19 457.65 -4.43% 1.03% -3.40%
Mar-19 38672.91 7.82% Mar-19 478.85 7.57% 1.05% 8.62%
Feb-19 35867.44 -1.07% Feb-19 445.15 5.12% 1.27% 6.39%
Jan-19 36256.69 0.52% Jan-19 423.45 -1.64% 1.23% -0.41%
Dec-18 36068.33 -0.35% Dec-18 430.5 -12.61% 1.27% -11.34%
Nov-18 36194.3 5.09% Nov-18 492.6 -15.11% 1.38% -13.73%
Oct-18 34442.05 -4.93% Oct-18 580.25 -6.90% 1.44% -5.46%
Sep-18 36227.14 -6.26% Sep-18 623.25 -4.53% 1.37% -3.16%
Aug-18 38645.07 2.76% Aug-18 652.85 14.84% 1.30% 16.14%
Jul-18 37606.58 6.16% Jul-18 568.5 0.80% 1.35% 2.15%
Jun-18 35423.48 0.29% Jun-18 564 17.41% 1.45% 18.86%
May-18 35322.38 0.46% May-18 480.35 -9.09% 1.31% -7.78%
Apr-18 35160.36 6.65% Apr-18 528.4 6.73% 1.30% 8.03%
Mar-18 32968.68 -3.56% Mar-18 495.1 -7.52% 1.40% -6.12%
Feb-18 34184.04 -4.95% Feb-18 535.35 -7.68% 1.16% -6.52%
Jan-18 35965.02 5.60% Jan-18 579.9 1.53% 1.08% 2.61%
Dec-17
Nov-17
34056.83
33149.35
2.74%
-0.19%
Dec-17
Nov-17
Oct-17
571.15
539.95
552.9
5.78%
-2.34%
9.87%
1.18%
1.16%
1.15%
6.96%
-1.18%
11.02%
Covariance 0.0002
Oct-17 33213.13 6.17%
Sep-17 31283.72 -1.41% Sep-17 503.25 4.59% 1.26% 5.85%
Aug-17
Jul-17
31730.49
32514.94
-2.41%
5.15%
Aug-17
Jul-17
Jun-17
481.15
531.65
555.7
-9.50%
-4.33%
10.79%
1.31%
1.20%
1.25%
-8.19%
-3.13%
12.04%
Variance 0.0014
Jun-17 30921.61 -0.72%
May-17 31145.8 4.10% May-17 501.6 -21.86% 1.29% -20.57%
Apr-17
Mar-17
29918.4
29620.5
1.01%
3.05%
Apr-17
Mar-17
Feb-17
641.95
688.15
679
-6.71%
1.35%
7.52%
1.31%
1.28%
1.62%
-5.40%
2.63%
9.14%
Feb-17 28743.32 3.93%
Jan-17 27655.96 3.87% Jan-17 631.5 0.24% 1.71% 1.95%
Dec-16
Nov-16
26626.46
26652.81
-0.10%
-4.57%
Dec-16
Nov-16
Oct-16
630
709.8
748.1
-11.24%
-5.12%
0.73%
1.73%
1.71%
1.72%
-9.51%
-3.41%
2.45%
Beta 0.179
Oct-16 27930.21 0.23%
Sep-16
Aug-16
Jul-16
27865.96
28452.17
28051.86
-2.06%
1.43%
3.90%
Sep-16
Aug-16
Jul-16
742.7
775.65
829.95
-4.25%
-6.54%
8.76%
1.71%
1.65%
1.68%
-2.54%
-4.89%
10.44%
Beta 0.484
Jun-16
May-16
26999.72
26667.96
1.24%
4.14%
Jun-16
May-16
763.1
762.75
0.05%
-5.98%
1.76%
1.79%
1.81%
-4.19% (Bloomberg)
Apr-16 25606.62 1.04% Apr-16 811.3 -1.06% 1.73% 0.67%
Mar-16 25341.86 10.17% Mar-16 820 -3.97% 1.77% -2.20%
Feb-16 23002 -7.51% Feb-16 853.9 -2.18% 1.85% -0.33%
Jan-16 24870.69 -4.77% Jan-16 872.95 6.44% 1.78% 8.22%
Dec-15 26117.54 -0.11% Dec-15 820.15 12.40% 1.69% 14.09%
Nov-15 26145.67 -1.92% Nov-15 729.65 -17.98% 1.71% -16.27%
Oct-15 26656.83 1.92% Oct-15 889.55 2.44% 1.66% 4.10%
Sep-15 26154.83 -0.49% Sep-15 868.4 -3.40% 1.72% -1.68%
Aug-15 26283.09 -6.51% Aug-15 898.95 9.31% 1.73% 11.04%
Jul-15 28114.56 1.20% Jul-15 822.4 -5.97% 1.55% -4.42%
Jun-15 27780.83 -0.17% Jun-15 874.6 -9.47% 1.55% -7.92%
May-15 27828.44 3.03% May-15 966.1 2.90% 1.63% 4.53%
Apr-15 27011.31 Apr-15 938.85 -8.31% 1.66% -6.65%
Mar-15 1023.9
Cost of Debt
Particulars Amount (In Crores)
Long Term Debt 1422.5
Short Term Debt 4428.05
Total Debt 5850.55
Rm 7.82%
Rf 6.57%
Cost of
Equity 6.79%
Weighted Average Cost of Capital (WACC)
We 94.54%
Wd 5.46%
WACC 6.93%
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