The list of HIGH BETA SHARES NSE BSE

Discussion in 'Equities' started by stockguru, Feb 1, 2009.

  1. stockguru

    stockguru New Member

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    The list of HIGH BETA STOCK


    Name of company BETA

    HDIL 2.0
    JINDAL STEEL 1.9
    RELIANCE INFRA 1.8
    JP ASSOCIATES 1.8
    UNITECH 1.8
    RNRL 1.7
    ESSAR OIL 1.7
    SUZLON 1.6
     
  2. Ganesh543

    Ganesh543 Active Member

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    what is meaning of high beata stocks how it impact share price
     
  3. hari123

    hari123 New Member

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    plus minus value change is more as compared to index value change. icici bank praj dlf hdil suzlon firstsource rnrl has high beta value you gain fast you lose fast.
     
    gvgs98, vmonu, knkayastha and 3 others like this.
  4. mrindia

    mrindia Member

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    A measure of volatality against the index.
    mr india
     
  5. harishvenkat

    harishvenkat New Member

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    wher can we get the beta values of all the stock
     
  6. Capricorn

    Capricorn Well-Known Member

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    Here you go.
     

  7. Capricorn

    Capricorn Well-Known Member

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    Attached file

    Annexure II- S&P CNX Nifty Index : January 2009

    Sr. No Security Symbol Security Name Industry Equity Market Capitalisation for January 2009 Weightage Beta R2 Volatility Monthly Return Avg. Impact Cost January 2009
    (Rs. Crores) % % %
    1 ABB ABB Ltd. ELECTRICAL EQUIPMENT 423,816,750 10,281 0.57% 0.89 0.55 2.99 6.91 0.13
    2 ACC ACC Ltd. CEMENT AND CEMENT PRODUCTS 1,876,817,290 9,504 0.53% 0.69 0.38 2.99 5.47 0.09
    3 AMBUJACEM Ambuja Cements Ltd. CEMENT AND CEMENT PRODUCTS 3,045,198,848 10,788 0.60% 0.86 0.42 4.13 1.14 0.17
    4 BHARTIARTL Bharti Airtel Ltd. TELECOMMUNICATION - SERVICES 18,982,161,940 120,337 6.72% 0.92 0.58 3.52 -11.4 0.09
    5 BHEL Bharat Heavy Electricals Ltd. ELECTRICAL EQUIPMENT 4,895,200,000 64,656 3.61% 1.05 0.58 2.72 -3.07 0.08
    6 BPCL Bharat Petroleum Corporation Ltd. REFINERIES 3,615,421,240 14,171 0.79% 0.61 0.21 2.64 4.21 0.1
    7 CAIRN Cairn India Ltd. OIL EXPLORATION/PRODUCTION 18,966,678,160 31,229 1.74% 1.01 0.37 4.17 -4.3 0.13
    8 CIPLA Cipla Ltd. PHARMACEUTICALS 1,554,582,714 14,920 0.83% 0.51 0.3 2.64 2.87 0.1
    9 DLF DLF Ltd. CONSTRUCTION 3,405,471,826 30,249 1.69% 1.59 0.62 5.88 -37.04 0.14
    10 GAIL GAIL (India) Ltd. GAS 12,684,774,000 24,773 1.38% 0.82 0.46 3.13 -5.31 0.13
    11 GRASIM Grasim Industries Ltd. CEMENT AND CEMENT PRODUCTS 916,745,340 10,962 0.61% 0.71 0.4 3.3 -1.97 0.12
    12 HCLTECH HCL Technologies Ltd. COMPUTERS - SOFTWARE 1,339,324,096 7,775 0.43% 1.05 0.41 5.89 0.69 0.17
    13 HDFC Housing Development Finance Corporation Ltd. FINANCE - HOUSING 2,844,484,360 43,566 2.43% 1.22 0.62 3.41 3.04 0.09
    14 HDFCBANK HDFC Bank Ltd. BANKS 4,253,231,530 39,368 2.20% 1 0.58 3.14 -7.29 0.1
    15 HEROHONDA Hero Honda Motors Ltd. AUTOMOBILES - 2 AND 3 WHEELERS 399,375,000 17,510 0.98% 0.36 0.17 1.83 9.11 0.08
    16 HINDALCO Hindalco Industries Ltd. ALUMINIUM 1,700,566,605 8,324 0.46% 1.18 0.55 4.05 -4.77 0.14
    17 HINDUNILVR Hindustan Unilever Ltd. DIVERSIFIED 2,179,465,931 57,026 3.18% 0.48 0.27 2.41 4.53 0.08
    18 ICICIBANK ICICI Bank Ltd. BANKS 11,128,045,450 46,320 2.59% 1.58 0.74 4.98 -7.11 0.12
    19 IDEA Idea Cellular Ltd. TELECOMMUNICATION - SERVICES 31,000,952,090 14,570 0.81% 1.06 0.5 3.49 -10.73 0.14
    20 INFOSYSTCH Infosys Technologies Ltd. COMPUTERS - SOFTWARE 2,863,207,515 74,824 4.18% 0.71 0.4 2.89 17.14 0.08
    21 ITC I T C Ltd. CIGARETTES 3,771,898,570 67,932 3.79% 0.54 0.36 1.69 4.89 0.1
    22 LT Larsen & Toubro Ltd. ENGINEERING 1,170,675,760 40,403 2.26% 1.11 0.66 3.72 -10.79 0.09
    23 M&M Mahindra & Mahindra Ltd. AUTOMOBILES - 4 WHEELERS 2,585,693,650 7,815 0.44% 0.92 0.4 3.96 10.11 0.15
    24 MARUTI Maruti Suzuki India Ltd. AUTOMOBILES - 4 WHEELERS 1,444,550,300 16,419 0.92% 0.67 0.34 2.75 9.25 0.1
    25 NATIONALUM National Aluminium Co. Ltd. ALUMINIUM 6,443,096,280 12,825 0.72% 0.97 0.31 3.44 5.07 0.18
    26 NTPC NTPC Ltd. POWER 82,454,644,000 156,375 8.73% 0.87 0.64 3.26 5.01 0.11
    27 ONGC Oil & Natural Gas Corporation Ltd. OIL EXPLORATION/PRODUCTION 21,388,725,300 140,085 7.82% 0.85 0.56 3.08 -1.82 0.13
    28 PNB Punjab National Bank BANKS 3,153,025,000 12,631 0.71% 0.89 0.52 2.86 -23.94 0.11
    29 POWERGRID Power Grid Corporation of India Ltd. POWER 42,088,412,300 37,143 2.07% 0.9 0.52 3.97 6.13 0.14
    30 RANBAXY Ranbaxy Laboratories Ltd. PHARMACEUTICALS 2,101,848,765 9,074 0.51% 0.65 0.19 4.41 -14.46 0.14
    31 RCOM Reliance Communications Ltd. TELECOMMUNICATION - SERVICES 10,320,134,405 35,099 1.96% 1.45 0.59 6.56 -25.15 0.14
    32 RELCAPITAL Reliance Capital Ltd. FINANCE 2,456,328,000 10,340 0.58% 1.64 0.67 5.75 -22.3 0.1
    33 RELIANCE Reliance Industries Ltd. REFINERIES 15,737,976,330 208,308 11.63% 1.23 0.74 5.27 7.37 0.1
    34 RELINFRA Reliance Infrastructure Ltd. POWER 2,308,702,620 13,457 0.75% 1.77 0.72 6.46 0.59 0.11
    35 RPL Reliance Petroleum Ltd. REFINERIES 45,000,000,000 38,858 2.17% 1.06 0.62 3.74 -0.97 0.12
    36 RPOWER Reliance Power Ltd. POWER 23,968,000,000 25,502 1.42% 1.05 0.25 3.32 -11.3 0.15
    37 SAIL Reliance Capital Ltd. FINANCE 41,304,005,450 34,303 1.92% 1.25 0.55 5.81 7.16 0.17
    38 SBIN State Bank of India BANKS 6,348,802,220 73,075 4.08% 1.07 0.62 3.22 -10.69 0.09
    39 SIEMENS Siemens Ltd. ELECTRICAL EQUIPMENT 674,320,400 6,957 0.39% 0.99 0.42 5.89 -28.09 0.16
    40 STER Sterlite Industries (India) Ltd. METALS 1,416,971,700 19,522 1.09% 1.3 0.53 5.73 5.94 0.13
    41 SUNPHARMA Sun Pharmaceutical Industries Ltd. PHARMACEUTICALS 1,035,581,955 22,254 1.24% 0.26 0.07 2.87 0.97 0.1
    42 SUZLON Suzlon Energy Ltd. ELECTRICAL EQUIPMENT 2,996,590,800 7,079 0.40% 1.53 0.49 6.6 -24.16 0.16
    43 TATACOMM Tata Communications Ltd. TELECOMMUNICATION - SERVICES 2,850,000,000 12,912 0.72% 0.99 0.41 3.55 -9.71 0.17
    44 TATAMOTORS Tata Motors Ltd. AUTOMOBILES - 4 WHEELERS 4,499,331,670 6,733 0.38% 1.04 0.5 3.63 -6.38 0.14
    45 TATAPOWER Tata Power Co. Ltd. POWER 2,213,877,340 16,889 0.94% 1.02 0.5 3.76 1.83 0.1
    46 TATASTEEL Tata Steel Ltd. STEEL AND STEEL PRODUCTS 7,307,674,270 13,490 0.75% 1.34 0.59 4.9 -15.01 0.12
    47 TCS Tata Consultancy Services Ltd. COMPUTERS - SOFTWARE 978,610,498 50,066 2.80% 0.83 0.41 2.74 7.05 0.12
    48 UNITECH Unitech Ltd. CONSTRUCTION 3,246,750,000 5,219 0.29% 1.7 0.44 7.25 -20.91 0.18
    49 WIPRO Wipro Ltd. COMPUTERS - SOFTWARE 2,927,450,876 33,893 1.89% 0.98 0.5 3.62 -0.79 0.15
    50 ZEEL Zee Entertainment Enterprises Ltd. MEDIA & ENTERTAINMENT 434,007,111 4,789 0.27% 0.74 0.28 7.3 -21.09 0.16

    1,790,600 100.00% 0.11

    * Beta & R2 are calculated for the period 01-February-2008 to 30-January-2009

    * Beta measures the degree to which any portfolio of stocks is affected as compared to the effect
    on the market as a whole.

    * The coefficient of determination (R2) measures the strength of relationship between two variables
    the return on a security versus that of the market.

    * Volatility is the Std. deviation of the daily returns for the period 01-January-2009 to 30-January-2009

    * Last day of trading was 30-January-2009

    * Impact Cost for S&P CNX Nifty is for a portfolio of Rs. 50 Lakhs

    * Impact Cost for S&P CNX Nifty is the weightage average impact cost
     
  8. vijaykumar.k

    vijaykumar.k New Member

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    new revised list of high beta shares
     
  9. vijaykumar.k

    vijaykumar.k New Member

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    goodevening could i get the new list of high beta stocks.
     
  10. deej

    deej New Member

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    seek 30 ( thirty) high beta stocks list, at earliest.
     
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