982010_171817_F034_=_share_price_for_DM

8/8/2019 982010_171817_F034_=_share_price_for_DM

http://slidepdf.com/reader/full/982010171817f034sharepricefordm 1/13

Month

Open High Low Close No. of No. of * Spread

Price Price Price Price Shares Trades (Rs.) (Rs.)

H-L C-O

9-Jan 1,240.05 1,384.00 1,067.10 1,325.20 4,23,33,000 13,89,464 316.9 85.15

9-Feb 1,335.00 1,414.20 1,201.10 1,265.05 2,98,96,495 10,03,865 213.1 -69.95

9-Mar 1,249.30 1,582.00 1,118.05 1,523.20 3,76,76,899 11,96,729 463.95 273.9

9-Apr 1,530.25 1,844.00 1,497.55 1,802.70 2,57,91,645 8,61,200 346.45 272.45

9-May 1,854.00 2,490.00 1,838.00 2,277.50 2,29,88,343 7,77,270 652 423.5

9-Jun 2,305.00 2,372.30 1,847.90 2,023.35 2,58,58,427 9,86,054 524.4 -281.65

9-Jul 2,010.00 2,085.00 1,718.30 1,957.10 2,91,10,523 10,78,335 366.7 -52.9

9-Aug 1,960.00 2,123.80 1,865.00 2,004.10 1,94,49,415 7,23,661 258.8 44.1

9-Sep 2,017.00 2,210.90 1,887.70 2,201.20 3,02,45,391 7,01,410 323.2 184.2

9-Oct 2,189.70 2,304.00 1,921.60 1,931.25 1,84,40,928 7,15,860 382.4 -258.45

9-Nov 1,919.95 2,225.90 1,011.25 1,062.80 1,89,40,519 8,09,522 1,214.65 -857.15

9-Dec 1,069.95 1,120.00 990 1,089.40 1,75,26,246 5,91,949 130 19.45

10-Jan 1,094.00 1,184.70 1,018.00 1,046.55 3,49,53,330 5,94,084 166.7 -47.45

10-Feb 1,037.95 1,059.00 961 978 1,72,50,247 5,66,055 98 -59.95

10-Mar 986.6 1,109.40 979.95 1,074.65 1,65,90,063 5,10,002 129.45 88.05

10-Apr 1,080.05 1,171.00 1,012.05 1,032.50 1,67,23,348 5,03,416 158.95 -47.55

10-May 1,024.70 1,093.60 976.35 1,045.05 2,28,44,300 6,82,362 117.25 20.35

10-Jun 1,045.00 1,092.90 840.55 1,086.90 1,91,16,560 5,35,817 252.35 41.9

10-Jul 1,083.60 1,085.00 1,004.00 1,009.60 1,38,69,214 4,03,960 81 -74

10-Aug 1,020.05 1,029.70 999 1,000.30 35,30,517 1,09,478 30.7 -19.75

* Spread

Company : RELIANCE INDUSTRIES LTD. ( 500325 )

Period( Jan 2009to Aug2010 )

Click hereto

download

TotalTurnover

51,08,86,68,660

39,29,26,88,895

50,71,93,31,819

44,34,66,28,494

47,14,87,05,

62355,25,11,11,

296

56,19,78,11,865

38,87,47,98,910

63,70,66,27,930

38,90,99,24,793

35,39,98,24,987

18,61,54,83,

721

37,13,71,66,287

17,28,16,09,093

17,36,32,51,385

18,06,84,52,646

23,51,67,02,112

20,03,89,27,533

14,57,65,80,529

3,58,14,86,366

http://www.bseindia.com/bseplus/StockReach/AdvanceStockReach.aspx?scripcd=500325

http://www.bseindia.com/bseplus/StockReach/AdvanceStockReach.aspx?scripcd=500325



Month Open High Low Close

Indices: SENSEX For the period:January 2009 to

Price/Ear nings

Price/Bookvalue

Dividend Yield

January2009 9,720.55 10,469.72 8,631.60 9,424.24 12.21 2.53 1.88

February2009 9,340.37 9,724.87 8,619.22 8,891.61 12.82 2.50 1.89

March2009 8,762.88 10,127.09 8,047.17 9,708.50 12.68 2.47 1.92

April 2009 9,745.77 11,492.10 9,546.29 11,403.25 15.23 2.95 1.68

May 2009 11,635.24 14,930.54 11,621.30 14,625.25 17.88 3.35 1.47

June2009 14,746.51 15,600.30 14,016.95 14,493.84 19.75 3.64 1.30

July 2009 14,506.43 15,732.81 13,219.99 15,670.31 19.10 3.53 1.32

August2009 15,694.78 16,002.46 14,684.45 15,666.64 20.08 3.73 1.24

September 2009 15,691.27 17,142.52 15,356.72 17,126.84 21.20 3.95 1.17

October 2009 17,186.20 17,493.17 15,805.20 15,896.28 21.66 4.06 1.14

November 2009 15,838.63 17,290.48 15,330.56 16,926.22 21.23 3.99 1.15

December 2009 16,947.46 17,530.94 16,577.78 17,464.81 21.82 4.10 1.12



ecember 2009



(July 2009 - June 2010)

Company

1 ACC LTD. 0.81 0.33 1.88 13.73

2 0.76 0.43 1.54 11.63

3 BHARTI AIRTEL LTD. 0.65 0.12 2.51 -34.36

4 CIPLA LTD. 0.37 0.08 1.76 33.34

5 DLF Ltd. 1.64 0.55 2.95 -7.27

6 HDFC BANK LTD 0.72 0.43 1.45 28.35

7 0.71 0.24 1.92 46.43

8 1.79 0.57 3.14 67.15

9 0.43 0.11 1.74 -0.07

10 1.04 0.53 1.9 25.39

11 ICICI BANK LTD. 1.51 0.7 2.38 19.39

12 0.7 0.37 1.54 56.93

13 ITC LTD. 0.64 0.23 1.76 60.02

14 1.79 0.63 2.98 -5.94

15 1.11 0.38 2.4 50.33

Beta, R2, Volatility and Returns of SENSEX Scrips for One Year Period

Scrip

code

BetaValues

Co-efficient of Determination

(R2)Avg. Daily

Volatility (%)Returns (1year) (%)

BHARAT HEAVYELECTRICALS LTD.

HERO HONDAMOTORS LTD

HINDALCOINDUSTRIES LTD

HINDUSTAN UNILEVER

LTD.HOUSINGDEVELOPMENT FIN.CORPN. LTD

INFOSYSTECHNOLOGIES LTD.

JAIPRAKASHASSOCIATES LIMITED

JINDAL STEEL &POWERS LTD.



16 1.06 0.59 1.83 15.06

17 1.22 0.44 2.46 80.58

18 0.77 0.24 2.06 33.61

19 NTPC LTD. 0.58 0.35 1.29 2.1

20 ONGC CORPN 0.64 0.22 1.8 23.74

21 1.19 0.3 2.87 -31.6

22 1.1 0.56 1.94 7.44

23 1.49 0.55 2.68 0.3

24 STATE BANK OF INDIA 1.18 0.59 2.04 32.15

25 1.53 0.54 2.75 11.77

26 0.81 0.3 1.98 92.75

27 TATA MOTORS LTD. 1.48 0.43 3 167.34

28 TATA POWER CO. LTD. 0.79 0.36 1.75 13.56

29 TATA STEEL LIMITED. 1.67 0.59 2.89 24.26

30 WIPRO LTD. 0.78 0.33 1.8 69.8

SENSEX 1 1.32 22.13

LARSEN & TOUBROLTD.

MAHINDRA &MAHINDRA LTD

MARUTI SUZUKI INDIALIMITED

RELIANCECOMMUNICATIONSLTD.

RELIANCEINDUSTRIES LTD.

RELIANCEINFRASTRUCTURELTD

STERLITEINDUSTRIES.

TATA CONSULTANCYSERVICES LIMITED



Beta = Co-variance(SENSEX,Stock)/ Variance(SENSEX)

R2 = (Correlation)2

Average Daily Volatility = Onestandard deviation of dailyreturns of individual stock pricefor last one year

Returns = % variation in thestock price over last one year



0.65 0.55

3.05 0.35

2.53 0.35

1.28 0.65

0.89 0.25

5.09 0.8

1.48 0.5

1.4 0.7

2.11 0.5

5.55 0.9

6.96 1

9.85 0.85

5.9 0.7

1.09 0.55

1.89 0.45

Weightage (%) inSENSEX as on

30/06/10Free-float Adj.Factor

as on 30/06/10



7.09 0.9

1.96 0.75

1.49 0.5

2.38 0.2

4.09 0.2

1.04 0.35

14.16 0.55

1.28 0.6

4.76 0.45

1.86 0.45

3.19 0.3

1.86 0.65

1.57 0.7

2.18 0.7

1.36 0.2





Month Open High Low Close Sensex RIL

9424.24 1,325.20 Ri Rm

8891.61 1,265.05 -0.05 -0.06

9708.5 1,523.20 0.20 0.09

11403.25 1,802.70 0.18 0.17

14625.25 2,277.50 0.26 0.28

14493.84 2,023.35 -0.11 -0.01

15670.31 1,957.10 -0.03 0.08

15666.64 2,004.10 0.02 0

17126.84 2,201.20 0.10 0.09

15896.28 1,931.25 -0.12 -0.07

16926.22 1,062.80 -0.45 0.06

17464.81 1,089.40 0.03 0.03

STD 0.2 0.1Corr 0.56

beta 1.08

January2009 9,720.55 10,469.72 8,631.60 9,424.24

February2009 9,340.37 9,724.87 8,619.22 8,891.61

March2009 8,762.88 10,127.09 8,047.17 9,708.50

April 2009 9,745.77 11,492.10 9,546.29 11,403.25

May 2009 11,635.24 14,930.54 11,621.30 14,625.25

June2009 14,746.51 15,600.30 14,016.95 14,493.84

July 2009 14,506.43 15,732.81 13,219.99 15,670.31

August2009 15,694.78 16,002.46 14,684.45 15,666.64

September 2009 15,691.27 17,142.52 15,356.72 17,126.84

October 2009 17,186.20 17,493.17 15,805.20 15,896.28

November 2009 15,838.63 17,290.48 15,330.56 16,926.22

December 2009 16,947.46 17,530.94 16,577.78 17,464.81



Rm-square

0.01



Month Open High Low Close Sensex RIL

9424.24 1,325.20 Ri Rm

8891.61 1,265.05 -0.05 -0.06

9708.5 1,523.20 0.20 0.09

11403.25 1,802.70 0.18 0.17

14625.25 2,277.50 0.26 0.28

14493.84 2,023.35 -0.11 -0.01

15670.31 1,957.10 -0.03 0.08

15666.64 2,004.10 0.02 0

17126.84 2,201.20 0.10 0.09

15896.28 1,931.25 -0.12 -0.07

16926.22 1,062.80 -0.45 0.06

17464.81 1,089.40 0.03 0.03

STD 0.2 0.1Corr 0.56

beta 1.08

January2009 9,720.55 10,469.72 8,631.60 9,424.24

February2009 9,340.37 9,724.87 8,619.22 8,891.61

March2009 8,762.88 10,127.09 8,047.17 9,708.50

April 2009 9,745.77 11,492.10 9,546.29 11,403.25

May 2009 11,635.24 14,930.54 11,621.30 14,625.25

June2009 14,746.51 15,600.30 14,016.95 14,493.84

July 2009 14,506.43 15,732.81 13,219.99 15,670.31

August2009 15,694.78 16,002.46 14,684.45 15,666.64

September 2009 15,691.27 17,142.52 15,356.72 17,126.84

October 2009 17,186.20 17,493.17 15,805.20 15,896.28

November 2009 15,838.63 17,290.48 15,330.56 16,926.22

December 2009 16,947.46 17,530.94 16,577.78 17,464.81



Rm-square

0.01

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