WIPRO
Date Adj Close Return % Average Return Expected Return5/31/2010 673.9 1.3144327 -2.54363 -0.12718155/28/2010 665.1 1.0276651 0.13006 0.0325155/27/2010 658.3 1.862908 -0.45136 -0.1805445/26/2010 646.15 2.1035299 0.908702 0.27261065/25/2010 632.7 -2.543634 05/24/2010 649 1.490248 -0.00259995/21/2010 639.4 -2.547815/20/2010 655.9 0.98055025/19/2010 649.5 -1.3761695/18/2010 658.5 1.83913235/17/2010 646.5 -2.1423935/14/2010 660.5 -1.882255/13/2010 673.05 -1.0273185/12/2010 680 1.70564025/11/2010 668.5 -0.7674295/10/2010 673.65 5.5784059
5/7/2010 637.1 -3.4706965/6/2010 659.6 -2.1596525/5/2010 674 2.28101135/4/2010 658.8 -2.3180965/3/2010 674.25
Variance 5.4310635
Covariance 2.8276538Beta 1.1194299Systematic Risk 3.1653604Std. Deviation 2.3304642Required Return 16.07487Alpha -16.07747Unsystematic Risk 2.2657031
UNITECH TCS
Adj Close Return % Average Return Expected Return Adj Close72.7 -0.753686 -2.47482 -0.123741 743.5
73.25 2.2085094 -1.52192 -0.38048 752.571.65 4.0589409 -0.68065 -0.27226 743.8
68.8 4.3824317 0.34986 0.104958 73165.85 -2.474817 0 699.1
67.5 -1.834914 -0.671523 71868.75 -2.371653 717.35
70.4 -0.919059 730.271.05 -6.866441 722.55
76.1 -0.524248 735.0576.5 0.3929278 745.976.2 -4.365263 762.8579.6 2.6736156 764.377.5 1.2333814 758.65
76.55 -3.844163 754.479.55 8.0461819 771
73.4 -5.306284 74277.4 -1.156082 76878.3 -2.147903 766.6
80 -3.861957 76183.15 767.9
Variance 13.258455 Variance
Covariance 5.0031026 CovarianceBeta 1.9806607 BetaSystematic Risk 9.9094486 Systematic RiskStd. Deviation 3.6412161 Std. DeviationRequired Return 23.825946 Required ReturnAlpha -24.49747 AlphaUnsystematic Risk 3.3490059 Unsystematic Risk
TATA STEEL
Return % Average Return Expected Return Adj Close Return % Average Return-1.203223 -2.66758 -0.133379 491.95 -0.92064 -2.853221.1628815 0.42301 0.1057525 496.5 2.570521 -1.741671.7358722 -0.68353 -0.273412 483.9 1.373305 -0.61634.4619666 0.465279595 0.1395838785 477.3 -3.80274 -0.93757-2.667578 0 495.8 -2.8532180.0905703 -0.1614546215 510.15 0.2060339
-1.77546 509.1 -0.7631381.0531847 513 -3.194057
-1.71519 529.65 -1.154455-1.465302 535.8 -2.068785-2.246988 547 -5.235306-0.189896 576.4 -1.2585290.7419844 583.7 0.72214890.5617807 579.5 -4.41366-2.176564 605.65 8.06896053.833913 558.7 -3.118921
-3.444049 576.4 -0.104040.182458 577 0.7131085
0.7331795 572.9 -5.94637-0.902616 608
4.2268534 Variance 10.248961
2.5520138 Covariance -0.4357481.0103078 Beta -0.1725072.5783194 Systematic Risk 0.07516962.0559313 Std. Deviation 3.2013999
15.09277 Required Return 4.4474382-15.25422 Alpha -5.5533081.648534 Unsystematic Risk 10.173792
TATA POWER
Expected Return Adj Close Return % Average Return Expected Return-0.142661 1284 0.5192586 -3.512 -0.1756
-0.4354175 1277.35 2.6455625 -0.42315 -0.1057875-0.24652 1244 1.0708255 -0.24358 -0.097432
-0.281271 1230.75 2.2805303 0.56369 0.1691070 1203 -3.511998 0
-1.1058695 1246 -1.037933 -0.20971251259 -2.4324461290 -1.5384921310 0.61255931302 -1.3730191320 -0.381846
1325.05 -2.0208741352.1 0.14802761350.1 1.2746623
1333 -0.8143791343.9 4.4039209
1286 -1.1096831300.35 -1.2988681317.35 0.026572
1317 -1.6566641339
Variance 3.5942086
Covariance 2.1331619Beta 0.84449Systematic Risk 1.8014339Std. Deviation 1.8958398Required Return 13.60041Alpha -13.81012Unsystematic Risk 1.7927747
SAIL STER
Adj Close Return % Average Return Expected Return Adj Close205.9 0.6822639 3.19516 0.159758 661204.5 2.4252612 -0.63134 -0.157835 681.5199.6 2.0754984 0.67257 0.269028 646.45195.5 3.9118417 0.12438 0.037314 621
188 -5.30869 0 602.8198.25 -2.293793 0.308265 634.4202.85 1.0406437 638.85200.75 -0.149328 652.85201.05 -3.518565 640208.25 -0.598446 683.8
209.5 0.3825925 694.19208.7 -2.7645 701.15
214.55 0.7015931 726.12213.05 0.5648403 721.99211.85 -3.090754 729.2
218.5 4.9969349 751.38207.85 -1.835351 708.12
211.7 -1.546785 733.48215 2.8303776 749.09209 -4.719399 768.39
219.1 805.48
Variance 7.9200756 Variance
Covariance 3.6889628 CovarianceBeta 1.4604105 BetaSystematic Risk 5.3874001 Systematic RiskStd. Deviation 2.8142629 Std. DeviationRequired Return 19.143695 Required ReturnAlpha -18.83543 AlphaUnsystematic Risk 2.5326755 Unsystematic Risk
SBIN
Return % Average Return Expected Return Adj Close Return % Average Return-3.054241 -5.10942 -0.255471 2263 1.2875285 -3.0006815.2800395 -0.9048 -0.2262 2234.05 -0.087247 -0.373474.0164774 -0.67341 -0.269364 2236 2.9040153 0.007782.9745615 -0.79129 -0.237387 2172 0.5493885 0.51836
-5.10942 0 2160.1 -3.000681-0.699001 -0.988422 2225.9 -2.313654-2.167771 2278 0.13178131.9879218 2275 2.9892924
-6.61973 2208 -3.224181-1.508022 2280.35 1.3398724-0.997615 2250 1.621972-3.499345 2213.8 -4.2796740.5704002 2310.6 -0.474937-0.993675 2321.6 1.5453038-2.996347 2286 -1.4763625.9297945 2320 4.2574607-3.518676 2223.3 -3.95528-2.105881 2313 1.2310659-2.543828 2284.7 -0.275368-4.714096 2291 -0.465958
2301.7
12.010108 Variance 5.6355728
4.8145428 Covariance 2.69826691.9060125 Beta 1.06820749.1765786 Systematic Risk 2.88230873.4655603 Std. Deviation 2.373936123.154112 Required Return 15.613867-24.14253 Alpha -15.698652.8335294 Unsystematic Risk 2.7532641
RPOWER
Expected Return Adj Close Return % Average Return Expected Return-0.15003405 156.2 -0.127959 -2.88988 -0.144494
-0.0933675 156.4 0.7380107 1.10001 0.27500250.003112 155.25 6.4517051 -0.764833792 -0.30593351680.155508 145.55 0.4130815 0.049265 0.0147795
0 144.95 -2.889883 0-0.08478155 149.2 7.6585776 -0.1606455168
138.2 -0.577202139 -0.645395
139.9 -1.348973141.8 -0.316846
142.25 -1.742204144.75 -1.133449
146.4 1.202557144.65 0.3115807
144.2 -4.93844151.5 7.9300409
139.95 -9.501782153.9 -0.486146
154.65 -0.708766155.75 -3.501383
161.3
Variance 16.207067
Covariance 4.1098729Beta 1.6270432Systematic Risk 6.6869407Std. Deviation 4.0258002Required Return 20.643388Alpha -20.80403Unsystematic Risk 9.5201266
RELIANCE ABB
Adj Close Return % Average Return Expected Return Adj Close1046.5 1.1001528 -3.45248 -0.172624 857.05
1035.05 1.0196243 0.40853 0.1021325 862.251024.55 1.7079288 0.08799 0.035196 847.55
1007.2 2.0867531 0.4807 0.14421 831.55986.4 -3.452484 0 827.2
1021.05 2.5190998 0.1089145 829.1995.65 -0.430949 827.3999.95 0.265365 827.4
997.3 -2.397579 831.61021.5 0.7073416 830.651014.3 -2.213321 831.45
1037 -3.412653 673.551073 -0.696543 689.15
1080.5 1.3182295 680.551066.35 -1.345991 685.9
1080.8 3.8480795 699.81040 3.2245099 685.351007 -1.429652 696.25
1021.5 0.2254129 725.21019.2 -0.464969 728.3
1023.95 744.25
Variance 4.3237002 Variance
Covariance 2.3227498 CovarianceBeta 0.9195452 BetaSystematic Risk 2.1358735 Systematic RiskStd. Deviation 2.0793509 Std. DeviationRequired Return 14.275907 Required ReturnAlpha -14.16699 AlphaUnsystematic Risk 2.1878267 Unsystematic Risk
ACC
Return % Average Return Expected Return Adj Close Return % Average Return-0.604899 -0.22943 -0.0892606157978 820 -0.970881 -1.458511.7195417 0.06754 0.0851165575247 828 0.8490045 -0.524731.9058405 2.00546 3.464990625597 821 -0.849004 -0.934640.5244925 -0.340003726 -0.7738061658124 828 -1.913934 0.30483-0.229427 0 844 -1.4585060.2173389 2.6870404015116 856.4 -0.535695-0.012087 861 1.994201
-0.50633 844 0.41555420.1143029 840.5 -2.58382-0.096264 862.5 -0.28943621.060893 865 -2.172756-2.289672 884 -1.2366661.2557659 895 2.2599832-0.783055 875 -2.259983-2.006274 895 0.33575862.0864923 892 3.5952517-1.577913 860.5 -2.240829-4.073869 880 -0.566574-0.426557 885 1.2507269-2.166395 874 -3.352772
903.8
25.315022 Variance 3.2783439
0.8073638 Covariance 1.40272680.3196244 Beta 0.55532060.2580532 Systematic Risk 0.77896315.0314035 Std. Deviation 1.81061988.8766196 Required Return 10.997885-6.189579 Alpha -11.484425.056968 Unsystematic Risk 2.4993808
AXIS BANK
Expected Return Adj Close Return % Average Return Expected Return-0.0729255 1228.4 0.6451899 -2.74605 -0.1373025-0.1311825 1220.5 0.3940568 -1.05503 -0.2637575
-0.373856 1215.7 4.8755205 -0.33972 -0.1358880.091449 1157.85 -0.508271 1.33875 0.401625
0 1163.75 -2.746052 0-0.486515 1196.15 -1.797894 -0.135323
1217.85 0.86177221207.4 0.19067361205.1 -4.021439
1254.55 -0.5801961261.85 -2.058937
1288.1 -1.7736351311.15 1.7969279
1287.8 2.26572961258.95 0.7694646
1249.3 4.84200251190.25 -3.771699
1236 -0.4480241241.55 -0.466071247.35 -1.17557
1262.1
Variance 5.6897552
Covariance 2.7941069Beta 1.1061492Systematic Risk 3.0906991Std. Deviation 2.3853208Required Return 15.955343Alpha -16.09067Unsystematic Risk 2.5990561
BHEL BPCL
Adj Close Return % Average Return Expected Return Adj Close2356.65 1.6105061 -1.6718 -0.08359 581.6
2319 0.8814064 -0.34019 -0.0850475 563.252298.65 1.9216368 -0.00923 -0.003692 572.95
2254.9 -0.356365 -0.19163 -0.057489 554.92262.95 -1.6718 0 548.9
2301.1 0.3831589 -0.2298185 558.752292.3 -0.246174 559.45
2297.95 0.3334608 557.652290.3 -1.815065 542.4
2332.25 0.6387599 543.352317.4 -1.921102 541.65
2362.35 -0.761165 549.052380.4 0.4315297 539.55
2370.15 -1.322358 539.82401.7 -1.623097 540.9
2441 2.2454235 540.32386.8 -1.052345 550.15
2412.05 -1.39157 539.552445.85 -0.442628 526.45
2456.7 -0.438651 514.852467.5 519.25
Variance 1.5928097 Variance
Covariance 1.4559061 CovarianceBeta 0.5763736 BetaSystematic Risk 0.8391458 Systematic RiskStd. Deviation 1.2620656 Std. DeviationRequired Return 11.187362 Required ReturnAlpha -11.41718 AlphaUnsystematic Risk 0.7536638 Unsystematic Risk
CAIRN
Return % Average Return Expected Return Adj Close Return % Average Return3.2059347 -1.77859 -0.0889295 300 3.3901552 -2.27386-1.707487 0.7764 0.1941 290 1.3015368 -0.058743.2010536 1.22559797 0.490239188 286.25 1.2833085 -0.382891.0871642 -0.09474 -0.028422 282.6 3.9149944 0.00141-1.778587 0 271.75 -2.273859-0.125201 0.566987688 278 -0.1796950.3222633 278.5 0.05387452.7727789 278.35 -0.143601-0.174994 278.75 -3.9393170.3133643 289.95 0.6400852-1.356948 288.1 -1.1046021.7454053 291.3 -3.640442-0.046324 302.1 1.8036561-0.203572 296.7 -0.3868480.1109878 297.85 -0.819197-1.806643 300.3 4.96646721.945551 285.75 -2.590818
2.4579099 293.25 -2.3423432.2280764 300.2 -2.792101-0.850987 308.7 -2.763533
317.35
2.7902807 Variance 6.3462852
0.1451973 Covariance 3.35835980.0574816 Beta 1.32952930.0083462 Systematic Risk 4.46503761.6704133 Std. Deviation 2.51918346.5173347 Required Return 17.965763-5.950347 Alpha -18.246872.7819346 Unsystematic Risk 1.8812476
HDFC
Expected Return Adj Close Return % Average Return Expected Return-0.113693 2776.55 -0.47966 -2.13334 -0.106667-0.014685 2789.9 1.0775073 0.05473 0.0136825-0.153156 2760 2.9525832 -0.1447 -0.057880.000423 2679.7 2.8636923 0.35914 0.107742
0 2604.05 -2.133338 0-0.281111 2660.2 -1.529481 -0.0431225
2701.2 -0.6935762720 1.668252675 -2.0352232730 -1.270286
2764.9 -0.2672832772.3 -1.065615
2802 0.75228732781 0.03596482780 -0.582831
2796.25 2.17822342736 -0.5103912750 -1.594493
2794.2 -0.6776792813.2 0.44889462800.6
Variance 2.3423636
Covariance 1.8583725Beta 0.7357045Systematic Risk 1.3672131Std. Deviation 1.5304782Required Return 12.621341Alpha -12.66446Unsystematic Risk 0.9751506
HERO HONDA ICICI BANK
Adj Close Return % Average Return Expected Return Adj Close1937.8 1.3325046 -0.69832 -0.034916 867.05
1912.15 0.8930272 0.78172 0.19543 863.751895.15 -0.210843 -0.16256 -0.065024 856.61899.15 1.5788894 -0.17534 -0.052602 847.6
1869.4 -0.698316 0 809.41882.5 1.2992403 0.042888 8321858.2 -0.048422 834.81859.1 0.4906861 833.35
1850 0.5882131 8251839.15 -0.850032 889.351854.85 -1.144462 902.4
1876.2 -1.373637 911.751902.15 0.021031 925.31901.75 0.5325051 914.81891.65 0.3017791 915.951885.95 -0.209224 921.35
1889.9 -0.237825 876.451894.4 0.2907517 902.71888.9 -1.711148 903.71921.5 0.0130115 915.3
1921.25 937.9
Variance 0.8024096 Variance
Covariance 0.4437039 CovarianceBeta 0.1756564 BetaSystematic Risk 0.0779394 Systematic RiskStd. Deviation 0.8957732 Std. DeviationRequired Return 7.5809072 Required ReturnAlpha -7.538019 AlphaUnsystematic Risk 0.7244702 Unsystematic Risk
INFOSYS Average Return
Return % Average Return Expected Return Adj Close Return % Average Return0.381327 -2.75392 -0.137696 2668.8 -0.232045 -2.442250.831231 -0.41085 -0.1027125 2675 0.7504726 0.30538
1.0562239 -0.59446 -0.237784 2655 1.7094433 -0.420294.6115594 0.28487 0.085461 2610 2.6340042 0.60866-2.753921 0 2542.15 -2.44225-0.335973 -0.3927315 2605 0.39232330.1738453 2594.8 -0.3923231.0070336 2605 0.230592-7.510747 2599 -1.337685-1.456702 2634 0.6838057-1.030795 2616.05 -0.911337-1.475218 2640 -2.2843161.1412547 2701 0.7935886-0.125632 2679.65 0.8112229-0.587821 2658 04.9960328 2658 1.3255259-2.951061 2623 -1.325526-0.110717 2658 -1.752795-1.275443 2705 1.677579-2.439145 2660 -0.955943
2685.55
7.0299154 Variance 1.9311138
3.6165178 Covariance 1.71343611.4317305 Beta 0.67832625.1778789 Systematic Risk 1.16226862.6513988 Std. Deviation 1.389645218.885575 Required Return 12.104936-19.27831 Alpha -12.136221.8520365 Unsystematic Risk 0.7688452
RANBAXY
Expected Return Adj Close Return % Average Return Expected Return-0.1221125 429.85 0.9466558 -2.10046 -0.105023
0.076345 425.8 2.7258725 -1.19875 -0.2996875-0.168116 414.35 -0.048257 0.25274 0.1010960.182598 414.55 2.2936226 0.22818 0.068454
0 405.15 -2.100456 0-0.0312855 413.75 -0.662453 -0.2351605
416.5 -2.043797425.1 0.4715878423.1 -6.05273449.5 -1.084201454.4 -0.614306457.2 -0.719192460.5 0.2827011459.2 0.2070958
458.25 0.8767179454.25 1.0511853
449.5 -2.461122460.7 3.2764499
445.85 1.2980599440.1 -2.346708
450.55
Variance 4.5484269
Covariance 2.0603832Beta 0.8156779Systematic Risk 1.6806089Std. Deviation 2.1327041Required Return 13.341101Alpha -13.57626Unsystematic Risk 2.867818
POWERGRID PNB
Adj Close Return % Average Return Expected Return Adj Close103.4 0.3390655 -1.57097 -0.0785485 999.9
103.05 1.5155509 0.1499 0.037475 983.15101.5 -1.515551 -0.61691 -0.246764 984.3
103.05 1.9598863 0.05749 0.017247 948.1101.05 -1.57097 0 940.2102.65 -0.534371 -0.2705905 979.35
103.2 -0.916331 990.05104.15 1.3046815 1002.9
102.8 -1.064355 1005.35103.9 0.1926783 1027.45103.7 -2.382199 1000.95106.2 -1.911926 1006
108.25 1.6767976 1028.05106.45 -0.140812 1018.15
106.6 -1.351057 1016108.05 1.9626798 1015105.95 -0.564707 1014.15106.55 -0.608189 1043.8
107.2 -0.27946 1043.25107.5 -1.523224 1041.3
109.15 1029.35
Variance 1.8145911 Variance
Covariance 1.4422081 CovarianceBeta 0.5709507 BetaSystematic Risk 0.8234298 Systematic RiskStd. Deviation 1.3470676 Std. DeviationRequired Return 11.138556 Required ReturnAlpha -11.40915 AlphaUnsystematic Risk 0.9911613 Unsystematic Risk
ONGC
Return % Average Return Expected Return Adj Close Return % Average Return1.6893571 -4.07965 -0.2039825 1167.2 3.1549731 -0.38429-0.116903 -0.79157 -0.1978925 1130.95 0.4963889 0.561553.7470747 0.30402 0.121608 1125.35 4.535492 1.231170.8367363 0.45044 0.135132 1075.45 -0.222914 -0.21983-4.079647 0 1077.85 -0.384286-1.086636 -0.145135 1082 -0.997778-1.289564 1092.85 -2.293129-0.243994 1118.2 8.3618819-2.174426 1028.5 -2.0402982.6130455 1049.7 2.1911165-0.503252 1026.95 -1.737579-2.168173 1044.95 -0.0813110.9676549 1045.8 1.72156150.2113906 1027.95 -0.4852260.0984737 1032.95 -1.7703820.0837789 1051.4 0.5866518-2.881708 1045.25 0.23466880.052706 1042.8 1.0556095
0.1870908 1031.85 -1.0604041.1542397 1042.85 -0.311161
1046.1
3.3640114 Variance 6.4316791
1.6848736 Covariance 1.44640260.6670187 Beta 0.57261131.1238422 Systematic Risk 0.82822641.8341242 Std. Deviation 2.536075512.003168 Required Return 11.153501
-12.1483 Alpha -10.605812.2401692 Unsystematic Risk 5.6034527
NTPC
Expected Return Adj Close Return % Average Return Expected Return-0.0192145 202 0.5211577 -3.04956 -0.1524780.1403875 200.95 1.8837679 -0.37664 -0.09416
0.492468 197.2 1.2245051 0.086749652 0.0346998608-0.065949 194.8 1.3697074 0.46889 0.140667
0 192.15 -3.049564 00.547692 198.1 0.9892281 -0.0712711392
196.15 -4.291005204.75 1.7490285
201.2 -1.700176204.65 0.3181209
204 -0.951343205.95 -0.532689207.05 0.4113738
206.2 0.6080525204.95 -0.024393
205 1.6476458201.65 -0.864096
203.4 -0.905426205.25 0.8317073203.55 -0.661038
204.9
Variance 2.5776004
Covariance 1.6975047Beta 0.6720192Systematic Risk 1.1407557Std. Deviation 1.6054907Required Return 12.048172Alpha -12.11944Unsystematic Risk 1.4368447
MARUTI MAHINDRA & MAHINDRA
Adj Close Return % Average Return Expected Return Adj Close1236.95 1.1260053 -1.55195 -0.0775975 572.45
1223.1 -0.781827 -0.39497 -0.0987425 545.051232.7 2.7510524 0.015201 0.0060804 528.7
1199.25 -0.229047 -0.03323 -0.009969 519.451202 -1.551955 0 516.15
1220.8 -1.733737 -0.1802286 529.31242.15 2.5851558 539.451210.45 -1.614392 5221230.15 -0.982839 526.65
1242.3 0.040256 559.81241.8 -1.292147 557.8
1257.95 -1.299207 559.851274.4 0.5192365 5651267.8 -0.212741 546.31270.5 -1.886848 562.051294.7 1.5058357 553.7
1275.35 -0.19192 523.31277.8 -0.230599 519.35
1280.75 1.3837243 521.31263.15 -1.508573 516.91282.35 526.05
Variance 2.0159063 Variance
Covariance 1.0312905 CovarianceBeta 0.408274 BetaSystematic Risk 0.4210491 Systematic RiskStd. Deviation 1.4198262 Std. DeviationRequired Return 9.6744658 Required ReturnAlpha -9.854694 AlphaUnsystematic Risk 1.5948572 Unsystematic Risk
MAHINDRA & MAHINDRA LARSEN & TURBO Average Return
Return % Average Return Expected Return Adj Close Return % Average Return4.9047862 -2.5158 -0.12579 1628.6 0.153624 -4.37513
3.045637 -0.99302 -0.248255 1626.1 -0.202734 0.191561.7650604 1.14672 0.458688 1629.4 1.6802957 0.739870.6373139 1.12667 0.338001 1602.25 2.7685071 -0.03498-2.515796 0 1558.5 -4.375129-1.899472 0.422644 1628.2 1.24217523.2882514 1608.1 -2.147048
-0.88686 1643 0.4025132-6.104339 1636.4 -1.3083190.3579102 1657.95 3.2115522-0.366842 1605.55 4.8460114-0.915684 1529.6 -2.7056133.3657456 1571.55 0.8498997-2.842254 1558.25 0.97052141.496779 1543.2 -0.2524035.646811 1547.1 1.8362904
0.7576884 1518.95 -0.285973-0.374766 1523.3 -0.7781630.847626 1535.2 -1.242895
-1.754683 1554.4 -2.3713011591.7
7.9593522 Variance 4.8174586
2.7717322 Covariance 2.0332891.0972913 Beta 0.80495173.0413977 Systematic Risk 1.63669942.8212324 Std. Deviation 2.19487115.875622 Required Return 13.244565-15.45298 Alpha -13.129984.9179545 Unsystematic Risk 3.1807592
JPASSOCIATES
Expected Return Adj Close Return % Average Return Expected Return-0.2187565 124.6 -2.104505 -0.89572 -0.044786
0.04789 127.25 1.7040238 -0.66593 -0.16648250.295948 125.1 1.8556402 -0.72723 -0.290892
-0.010494 122.8 5.0950476 -0.87617 -0.2628510 116.7 -0.895719 0
0.1145875 117.75 0.2976826 -0.7650115117.4 0.9843863
116.25 -3.590671120.5 -6.116146128.1 1.8913093125.7 -2.668918129.1 -3.501119133.7 2.1929045130.8 -1.893279133.3 -1.267255
135 3.8125017129.95 -2.919639
133.8 -0.074711133.9 -3.953663139.3 -4.148222145.2
Variance 8.7395857
Covariance 3.3419014Beta 1.3230136Systematic Risk 4.4213811Std. Deviation 2.956279Required Return 17.907123Alpha -18.67213Unsystematic Risk 4.3182046
ITC IDFC
Adj Close Return % Average Return Expected Return Adj Close283.15 0.3715175 -2.83519 -0.1417595 156.8
282.1 2.4945215 0.55213 0.1380325 154.15275.15 2.5024305 0.59654 0.238616 154.15268.35 2.8538269 0.37154 0.111462 152.35
260.8 -2.835193 0 142.6268.3 -1.185638 0.346351 150.05271.5 3.2378612 151.4
262.85 1.3983563 154.05259.2 -3.543715 157.6
268.55 1.0669264 159.85265.7 -0.917867 160.85
268.15 0.6735292 164.25266.35 0.5081407 165.75
265 2.2901764 163.25259 -1.094376 159.05
261.85 1.1136828 162.1258.95 0 154.5258.95 -1.418735 161.15262.65 0.3814615 162261.65 -0.969866 165.4
264.2 167.95
Variance 3.488608 Variance
Covariance 2.0384469 CovarianceBeta 0.8069936 BetaSystematic Risk 1.6450136 Systematic RiskStd. Deviation 1.8677816 Std. DeviationRequired Return 13.262942 Required ReturnAlpha -12.91659 AlphaUnsystematic Risk 1.8435945 Unsystematic Risk
IDEA
Return % Average Return Expected Return Adj Close Return % Average Return1.7044954 -5.09251 -0.2546255 50.5 1.1952334 -1.82259
0 0.05739 0.0143475 49.9 0.5022612 -1.96691.1745649 -0.6857 -0.27428 49.65 -1.796455 0.542666.6136997 0.57028 0.171084 50.55 -2.152725 -2.7031-5.092506 0 51.65 -1.822592-0.895677 -0.343474 52.6 0.8591938-1.735188 52.15 -2.087362-2.278295 53.25 1.8957914
-1.41757 52.25 -8.349643-0.623638 56.8 -0.526779
-2.09174 57.1 -0.349651-0.909097 57.3 4.4610431.5197861 54.8 -0.545952
2.606415 55.1 -8.01823-1.899481 59.7 -6.1707894.8019332 63.5 -1.640021-4.214151 64.55 2.8281539-0.526073 62.75 -1.972451-2.077045 64 0.6269613-1.529953 63.6 -0.470589
63.9
7.8244463 Variance 10.617829
3.3542206 Covariance 0.48905851.3278906 Beta 0.19361164.4540379 Systematic Risk 0.09468742.7972212 Std. Deviation 3.25850117.951015 Required Return 7.7425048-18.29449 Alpha -8.9192253.3704084 Unsystematic Risk 10.523142
AMBUJACEM
Expected Return Adj Close Return % Average Return Expected Return-0.0911295 109 0.8753799 -6.45385 -0.3226925
-0.491725 108.05 0.0462856 0.99155 0.24788750.217064 108 1.7278039 -0.48423 -0.193692-0.81093 106.15 1.0892838 -0.78362 -0.235086
0 105 -6.453852 0-1.1767205 112 6.1210731 -0.503583
105.35 0.5711581104.75 -0.618608
105.4 -2.205109107.75 2.5377302105.05 -0.380048105.45 -4.677861
110.5 0.8178146109.6 -1.179152110.9 -3.194593114.5 2.7447496111.4 0111.4 -4.003174
115.95 0.0431313115.9 -3.933685
120.55
Variance 8.6487278
Covariance 2.9856471Beta 1.1819773Systematic Risk 3.5289672Std. Deviation 2.9408719Required Return 16.637796Alpha -17.14138Unsystematic Risk 5.1197606
HDFC BANK HCLTECH
Adj Close Return % Average Return Expected Return Adj Close1885.4 -0.153695 -1.11678 -0.055839 382.551888.3 -0.35155 -0.57537 -0.1438425 375.25
1894.95 3.7064671 -0.450111 -0.1800444 370.351826 1.2592647 0.52616 0.157848 367.35
1803.15 -1.116775 0 354.21823.4 -0.07127 -0.2218779 3701824.7 -1.449951 368.5
1851.35 -0.935466 360.851868.75 -1.679463 372.05
1900.4 -1.496326 396.051929.05 -1.24414 393.75
1953.2 -0.449531 403.41962 -0.330747 397.25
1968.5 1.0905066 392.41947.15 0.6828076 387.55
1933.9 4.5759444 398.751847.4 -2.781145 386.81899.5 -0.830968 398.6
1915.35 -1.330293 404.61941 -1.531236 398.35
1970.95 390.15
Variance 3.1983819 Variance
Covariance 2.0101132 CovarianceBeta 0.7957766 BetaSystematic Risk 1.5996011 Systematic RiskStd. Deviation 1.7884021 Std. DeviationRequired Return 13.16199 Required ReturnAlpha -13.38387 AlphaUnsystematic Risk 1.5987808 Unsystematic Risk
GRASIM
Return % Average Return Expected Return Adj Close Return % Average Return1.9266893 -4.36413 -0.2182065 1822.85 -1.316149 -3.041661.3143966 -0.63168 -0.15792 1847 -1.205482 -6.598670.8133432 -0.0934 -0.03736 1869.4 1.2975658 -0.229613.6453347 1.0503 0.31509 1845.3 -22.96147 -0.11751-4.364128 0 2321.6 -3.0416560.4062294 -0.0983965 2393.3 -1.9324872.0978352 2440 -2.967816-3.056589 2513.5 -2.483331-6.251221 2576.7 -2.6482860.5824276 2645.85 1.8673949-2.421244 2596.9 -1.5569941.536282 2637.65 0.2904523
1.2284078 2630 1.14724011.2436855 2600 -0.579089-2.848978 2615.1 -1.9933083.0426891 2667.75 4.312449-3.005064 2555.15 -2.298107-1.494052 2614.55 1.08443831.5567909 2586.35 0.18576222.0799735 2581.55 -3.778122
2680.95
7.2754206 Variance 28.61302
2.7780577 Covariance -0.78691.0997955 Beta -0.3115233.0552953 Systematic Risk 0.24513722.6972988 Std. Deviation 5.349113915.898159 Required Return 3.1962939-15.99656 Alpha -5.1251414.2201253 Unsystematic Risk 28.367883
GAIL
Expected Return Adj Close Return % Average Return Expected Return-0.152083 453.65 1.4208253 -1.29553 -0.0647765
-1.6496675 447.25 -1.608019 0.55654 0.139135-0.091844 454.5 1.641563 0.52986 0.211944-0.035253 447.1 0.515754 0.02154 0.006462
0 444.8 -1.295529 0-1.9288475 450.6 -0.431823 0.2927645
452.55 2.3022921442.25 2.3449745
432 -1.948486440.5 1.7634718432.8 1.1619931427.8 -0.105134
428.25 -0.802377431.7 1.458347
425.45 -0.504075427.6 1.924385
419.45 -1.572973426.1 1.5372184419.6 -1.584145426.3 -0.362934
427.85
Variance 2.1573389
Covariance 1.1326786Beta 0.4484122Systematic Risk 0.5079069Std. Deviation 1.4687883Required Return 10.035709Alpha -9.742945Unsystematic Risk 1.6494321
CIPLA BHARTI
Adj Close Return % Average Return Expected Return Adj Close320.5 0.4691174 -1.0196 -0.05098 262.3
319 -0.062676 0.01947 0.0048675 260.9319.2 1.9614675 0.73221 0.292884 260.6
313 0.2399042 -2.02373 -0.607119 264312.25 -1.019604 0 264.15315.45 -1.478945 -0.3603475 266.1320.15 2.8835965 265.85311.05 0.0160759 260.15
311 -1.56328 259.55315.9 1.0821239 267.8312.5 -0.685644 266.55
314.65 -0.586233 264.45316.5 1.1120051 258.65
313 -1.710526 261.55318.4 -6.798734 285.2340.8 -1.514298 294.35
346 2.6355845 287.7337 1.0440065 292.25
333.5 -1.207078 297.5337.55 289.8
297.05
Variance 4.4920815 Variance
Covariance 0.5057434 CovarianceBeta 0.200217 BetaSystematic Risk 0.1012584 Systematic RiskStd. Deviation 2.1194531 Std. DeviationRequired Return 7.8019529 Required ReturnAlpha -8.1623 AlphaUnsystematic Risk 4.3908231 Unsystematic Risk
RELINFRA
Return % Average Return Expected Return Adj Close Return % Average Return0.5351695 -0.73551 -0.0367755 1065.25 -0.257823 -0.790060.1150527 -0.138725 -0.03468125 1068 0.7141545 1.07828-1.296244 -0.06489 -0.025956 1060.4 1.5586706 -1.11201-0.056802 -1.74881 -0.524643 1044 0.9818156 0.11877-0.735505 0 1033.8 -0.7900610.0939938 -0.62205575 1042 5.30627142.1673852 988.15 0.74659430.2309025 980.8 1.6499565-3.129107 964.75 -3.2931920.467859 997.05 0.4624286
0.7909646 992.45 -3.2271262.2176401 1025 0-1.114967 1025 2.8750836-8.656522 995.95 -1.564088-3.157885 1011.65 -4.8571262.2851265 1062 8.4292939-1.569133 976.15 -8.448124-1.780462 1062.2 0.30171622.6223195 1059 -2.028391-2.470944 1080.7 -2.142154
1104.1
6.5834391 Variance 12.757068
0.8047698 Covariance 3.61834590.3185975 Beta 1.43245420.2563977 Systematic Risk 5.18311492.5658213 Std. Deviation 3.57170378.8673776 Required Return 18.892088-9.489433 Alpha -19.071196.3270414 Unsystematic Risk 7.5739526
SUZLON
Expected Return Adj Close Return % Average Return Expected Return-0.039503 56.35 -7.929162 -0.85837 -0.0429185
0.26957 61 4.6129772 -1.54016 -0.38504-0.444804 58.25 -0.854706 -1.1579 -0.463160.035631 58.75 1.2848142 -0.51335 -0.154005
0 58 -0.858374 0-0.179106 58.5 -0.51151 -1.0451235
58.8 -0.67796959.2 -0.924765
59.75 -6.87138964 -1.242252
64.8 -0.46189565.1 -2.57785366.8 -0.074822
66.85 -1.55847367.9 -3.045921
70 3.488725967.6 -5.46898971.4 4.6586711
68.15 -0.07334168.2 -1.81625
69.45
Variance 10.600967
Covariance 2.5069444Beta 0.9924654Systematic Risk 2.4880556Std. Deviation 3.2559126Required Return 14.932189Alpha -15.97731Unsystematic Risk 8.112911
DLF TATAMOTOR
Adj Close Return % Average Return Expected Return Adj Close278.15 -0.11 -1.76071 -0.09 758278.45 2.42 -1.47109 -0.37 749
271.8 3.10 -0.82945 -0.33 749.95263.5 2.83 0.96694 0.29 709.55
256.15 -1.76 673.15260.7 -3.32 -0.50 702269.5 -0.87 712.95
271.85 -2.42 713.5278.5 -3.58 709.45
288.65 0.68 775.5286.7 -3.66 788297.4 -3.18 812.6
307 3.68 832.3295.9 0.44 801.95294.6 -3.63 800.2305.5 6.77 816.65285.5 -3.95 763
297 -1.93 813302.8 0.68 841.6
300.75 -2.14 840307.25 857.55
Variance 9.1158739 Variance
Covariance 3.6804553 CovarianceBeta 1.4570425 BetaSystematic Risk 5.3625799 Systematic RiskStd. Deviation 3.0192506 Std. DeviationRequired Return 19.113383 Required ReturnAlpha -19.61089 AlphaUnsystematic Risk 3.753294 Unsystematic Risk
NIFTY
Return % Average Return Expected Return Adj Close Return % Maximum1.19 -4.19652 -0.21 5086.3 0.39 5222.75
-0.13 -0.93824 -0.23 5066.55 1.265.54 -1.28349 -0.51 5003.1 1.735.27 1.136 0.34 4917.4 2.28
-4.20 4806.75 -2.81-1.55 -0.62 4943.95 0.26-0.08 4931.15 -0.330.57 4947.6 0.57
-8.90 4919.65 -2.94-1.60 5066.2 0.12-3.07 5059.9 -0.66-2.40 5093.5 -1.663.71 5178.9 0.430.22 5156.65 0.40
-2.03 5136.15 -1.116.80 5193.6 3.44
-6.35 5018.05 -1.44-3.46 5090.85 -0.670.19 5124.9 -0.46
-2.07 5148.5 -1.435222.75
15.277224 Variance 2.52598
5.2783394 Rf 62.0896233 Rm 1511.0297413.908608924.806609
-25.424.2474828
Minimum Interval Frequency Probability Average Return Expected Return4806.75 4800-4900 1 0.05 -2.814342676533 -0.1407171338267
4900-5000 5 0.25 -0.03335 -0.00833755000-5100 8 0.4 -0.11625 -0.04655100-5200 6 0.3 0.21064 0.0631925200-5300 0 0 0
20 -0.1323626338267
Company Systematic Unsystematic RiskWIPRO 3.16536 2.26570UNITECH 9.90945 3.34901TCS 2.57832 1.64853TATA STEEL 0.07517 10.17379TATA POWER 1.80143 1.79277SAIL 5.3874001 2.5326754588185STER 9.17658 2.83353SBIN 2.88231 2.75326RPOWER 6.68694 9.52013RELIANCE 2.13587 2.18783ABB 0.25805 25.05697ACC 0.77896 2.49938AXIS BANK 3.09070 2.59906BHEL 0.83915 0.75366BPCL 0.00835 2.78193CAIRN 4.46504 1.88125HDFC 1.36721 0.97515HERO HONDA 0.07794 0.72447ICICI BANK 5.17788 1.85204INFOSYS 1.16227 0.76885RANBAXY 1.68061 2.86782POWERGRID 0.82343 0.99116PNB 1.12384 2.24017ONGC 0.82823 5.60345NTPC 1.14076 1.43684MARUTI 0.42105 1.59486MAHINDRA & 3.04140 4.91795LARSEN & TUR 1.63670 3.18076JPASSOCIATES 4.42138 4.31820ITC 1.64501 1.84359IDFC 4.45404 3.37041IDEA 0.09469 10.52314AMBUJACEM 3.52897 5.11976HDFC BANK 1.59960 1.59878HCLTECH 3.05530 4.22013GRASIM 0.24514 28.36788GAIL 0.50791 1.64943CIPLA 0.10126 4.39082BHARTI 0.25640 6.32704RELINFRA 5.18311 7.57395SUZLON 2.48806 8.11291DLF 5.3625799 3.75329
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