Beta Values for NSE shares August 2009

Rkji

Well-Known Member
#1
hi guys,

Could someone tell me where is the beta value which we're supposed to look at ?

guess, for example, for ABB, is it 0.60 % or ...... 0.09 % ?


Annexure II- S&P CNX Nifty Index : August 2009,,,,,,,,,,,
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Sr. No,Security Symbol,Security Name,Industry,Equity Capital,Free Float Market Capitalisation for August 2009,Weightage,Beta,R2,Volatility,Monthly

Return,Avg. Impact Cost August 2009
,,,,(In Rs.),(Rs. Crores),%,,,%,,%
1,ABB,ABB Ltd.,ELECTRICAL EQUIPMENT,"423,816,750"," 7,700 ",0.60%,0.88 ,0.52 ,2.09 ,8.29 ,0.09
2,ACC,ACC Ltd.,CEMENT AND CEMENT PRODUCTS,"1,876,948,930"," 8,148 ",0.64%,0.73 ,0.42 ,2.77 ,(8.38),0.08
3,AMBUJACEM,Ambuja Cements Ltd.,CEMENT AND CEMENT PRODUCTS,"3,045,618,098"," 8,084 ",0.63%,0.84 ,0.41 ,1.94 ,(8.62),0.12
4,AXISBANK,Axis Bank Ltd.,BANKS,"3,597,637,330"," 18,826 ",1.47%,1.24 ,0.61 ,2.64 ,(1.29),0.07
5,BHARTIARTL,Bharti Airtel Ltd.,TELECOMMUNICATION - SERVICES,"37,966,502,620"," 52,544 ",4.11%,0.99 ,0.62 ,2.64 ,3.54 ,0.09
6,BHEL,Bharat Heavy Electricals Ltd.,ELECTRICAL EQUIPMENT,"4,895,200,000"," 36,492 ",2.86%,0.98 ,0.66 ,2.11 ,3.55 ,0.08
7,BPCL,Bharat Petroleum Corporation Ltd.,REFINERIES,"3,615,421,240"," 6,560 ",0.51%,0.40 ,0.14 ,2.53 ,7.11 ,0.09
8,CAIRN,Cairn India Ltd.,OIL EXPLORATION/PRODUCTION,"18,966,678,160"," 11,395 ",0.89%,1.13 ,0.56 ,2.56 ,12.58 ,0.09
9,CIPLA,Cipla Ltd.,PHARMACEUTICALS,"1,554,582,714"," 12,762 ",1.00%,0.51 ,0.31 ,2.07 ,(1.53),0.09
10,DLF,DLF Ltd.,CONSTRUCTION,"3,394,388,226"," 15,371 ",1.20%,1.55 ,0.55 ,3.35 ,7.05 ,0.07
11,GAIL,GAIL (India) Ltd.,GAS,"12,684,774,000"," 15,067 ",1.18%,0.74 ,0.44 ,2.48 ,1.04 ,0.10
12,GRASIM,Grasim Industries Ltd.,CEMENT AND CEMENT PRODUCTS,"916,745,340"," 18,397 ",1.44%,0.80 ,0.44 ,1.88 ,(2.24),0.09
13,HCLTECH,HCL Technologies Ltd.,COMPUTERS - SOFTWARE,"1,340,243,400"," 6,403 ",0.50%,1.11 ,0.44 ,4.10 ,24.48 ,0.10
14,HDFC,Housing Development Finance Corporation Ltd.,FINANCE - HOUSING,"2,845,364,620"," 62,151 ",4.87%,1.16 ,0.62 ,1.91 ,(2.43),0.09
15,HDFCBANK,HDFC Bank Ltd.,BANKS,"4,261,832,660"," 50,564 ",3.96%,0.86 ,0.61 ,1.41 ,(1.87),0.09
16,HEROHONDA,Hero Honda Motors Ltd.,AUTOMOBILES - 2 AND 3 WHEELERS,"399,375,000"," 13,587 ",1.06%,0.48 ,0.25 ,2.98 ,(5.89),0.08
17,HINDALCO,Hindalco Industries Ltd.,ALUMINIUM,"1,700,566,605"," 11,519 ",0.90%,1.22 ,0.56 ,3.98 ,5.68 ,0.11
18,HINDUNILVR,Hindustan Unilever Ltd.,DIVERSIFIED,"2,180,540,060"," 27,183 ",2.13%,0.41 ,0.26 ,2.48 ,(10.82),0.08
19,ICICIBANK,ICICI Bank Ltd.,BANKS,"11,128,839,380"," 83,596 ",6.55%,1.54 ,0.72 ,2.66 ,(0.97),0.08
20,IDEA,Idea Cellular Ltd.,TELECOMMUNICATION - SERVICES,"31,000,952,090"," 12,791 ",1.00%,1.15 ,0.56 ,1.99 ,2.72 ,0.10
21,INFOSYSTCH,Infosys Technologies Ltd.,COMPUTERS - SOFTWARE,"2,864,150,215"," 101,991 ",7.99%,0.68 ,0.44 ,1.92 ,3.24 ,0.08
22,ITC,I T C Ltd.,CIGARETTES,"3,774,399,560"," 59,310 ",4.64%,0.52 ,0.36 ,2.44 ,(7.32),0.10
23,LT,Larsen & Toubro Ltd.,ENGINEERING,"1,172,498,964"," 91,892 ",7.20%,1.18 ,0.72 ,2.47 ,4.06 ,0.09
24,M&M,Mahindra & Mahindra Ltd.,AUTOMOBILES - 4 WHEELERS,"2,788,212,650"," 17,107 ",1.34%,1.12 ,0.48 ,3.89 ,0.54 ,0.09
25,MARUTI,Maruti Suzuki India Ltd.,AUTOMOBILES - 4 WHEELERS,"1,444,550,300"," 19,020 ",1.49%,0.68 ,0.41 ,3.42 ,1.65 ,0.08
26,NATIONALUM,National Aluminium Co. Ltd.,ALUMINIUM,"6,443,096,280"," 2,860 ",0.22%,0.98 ,0.40 ,2.40 ,11.91 ,0.12
27,NTPC,NTPC Ltd.,POWER,"82,454,644,000"," 18,386 ",1.44%,0.72 ,0.56 ,1.19 ,(1.51),0.06
28,ONGC,Oil & Natural Gas Corporation Ltd.,OIL EXPLORATION/PRODUCTION,"21,388,725,300"," 39,987 ",3.13%,0.88 ,0.59 ,2.47 ,1.84 ,0.08
29,PNB,Punjab National Bank,BANKS,"3,153,025,000"," 9,081 ",0.71%,0.86 ,0.50 ,1.97 ,(1.13),0.08
30,POWERGRID,Power Grid Corporation of India Ltd.,POWER,"42,088,412,300"," 6,176 ",0.48%,0.78 ,0.50 ,1.60 ,(8.35),0.09
31,RANBAXY,Ranbaxy Laboratories Ltd.,PHARMACEUTICALS,"2,101,848,765"," 4,972 ",0.39%,0.78 ,0.25 ,2.82 ,17.07 ,0.09
32,RCOM,Reliance Communications Ltd.,TELECOMMUNICATION - SERVICES,"10,320,134,405"," 17,594 ",1.38%,1.52 ,0.67 ,3.03 ,(5.57),0.09
33,RELCAPITAL,Reliance Capital Ltd.,FINANCE,"2,456,328,000"," 9,961 ",0.78%,1.54 ,0.64 ,2.77 ,(1.53),0.07
34,RELIANCE,Reliance Industries Ltd.,REFINERIES,"15,738,214,610"," 142,735 ",11.18%,1.23 ,0.76 ,2.06 ,2.54 ,0.07
35,RELINFRA,Reliance Infrastructure Ltd.,POWER,"2,252,702,620"," 16,068 ",1.26%,1.65 ,0.71 ,2.62 ,(4.96),0.09
36,JINDALSTEL,Jindal Steel & Power Ltd.,STEEL AND STEEL PRODUCTS,"154,709,819"," 19,993 ",1.57%,1.15 ,0.50 ,3.16 ,6.59 ,0.08
37,RPOWER,Reliance Power Ltd.,POWER,"23,968,000,000"," 5,888 ",0.46%,1.03 ,0.62 ,2.01 ,(4.04),0.09
38,SAIL,Steel Authority of India Ltd,STEEL AND STEEL PRODUCTS,"41,304,005,450"," 9,527 ",0.75%,1.31 ,0.61 ,2.15 ,(7.22),0.08
39,SBIN,State Bank of India,BANKS,"6,348,802,220"," 44,910 ",3.52%,1.06 ,0.66 ,2.43 ,(3.79),0.06
40,SIEMENS,Siemens Ltd.,ELECTRICAL EQUIPMENT,"674,320,400"," 7,816 ",0.61%,1.01 ,0.46 ,2.71 ,7.37 ,0.10
41,STER,Sterlite Industries (India) Ltd.,METALS,"1,416,971,700"," 21,526 ",1.69%,1.46 ,0.62 ,3.05 ,4.78 ,0.08
42,SUNPHARMA,Sun Pharmaceutical Industries Ltd.,PHARMACEUTICALS,"1,035,581,955"," 8,948 ",0.70%,0.41 ,0.14 ,1.38 ,1.34 ,0.08
43,SUZLON,Suzlon Energy Ltd.,ELECTRICAL EQUIPMENT,"2,996,590,800"," 5,641 ",0.44%,1.65 ,0.52 ,3.50 ,(6.11),0.09
44,TATACOMM,Tata Communications Ltd.,TELECOMMUNICATION - SERVICES,"2,850,000,000"," 3,416 ",0.27%,0.88 ,0.41 ,2.20 ,(0.54),0.09
45,TATAMOTORS,Tata Motors Ltd.,AUTOMOBILES - 4 WHEELERS,"4,499,331,670"," 11,658 ",0.91%,1.21 ,0.46 ,3.87 ,16.17 ,0.08
46,TATAPOWER,Tata Power Co. Ltd.,POWER,"2,217,364,760"," 21,361 ",1.67%,0.92 ,0.55 ,2.30 ,0.57 ,0.10
47,TATASTEEL,Tata Steel Ltd.,STEEL AND STEEL PRODUCTS,"7,307,674,270"," 23,255 ",1.82%,1.48 ,0.62 ,3.34 ,(8.24),0.08
48,TCS,Tata Consultancy Services Ltd.,COMPUTERS - SOFTWARE,"1,957,220,996"," 25,694 ",2.01%,0.89 ,0.46 ,2.30 ,0.21 ,0.08
49,UNITECH,Unitech Ltd.,CONSTRUCTION,"4,777,602,094"," 14,446 ",1.13%,1.69 ,0.41 ,4.07 ,19.15 ,0.09
50,WIPRO,Wipro Ltd.,COMPUTERS - SOFTWARE,"2,930,971,424"," 16,749 ",1.31%,0.91 ,0.50 ,1.92 ,12.20 ,0.08
,,,,,,,,,,,
,,,,," 1,277,107 ",100.00%,,,,,0.08
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* Beta & R2 are calculated for the period 01-September-2008 to 31-August-2009,,,,,,,,,,,
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* Beta measures the degree to which any portfolio of stocks is affected as compared to the effect,,,,,,,,,,,
on the market as a whole.,,,,,,,,,,,
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* The coefficient of determination (R2) measures the strength of relationship between two variables,,,,,,,,,,,
the return on a security versus that of the market.,,,,,,,,,,,
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* Volatility is the Std. deviation of the daily returns for the period 01-August-2009 to 31-August-2009,,,,,,,,
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* Last day of trading was 31-August-2009,,,,,,,,
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* Impact Cost for S&P CNX Nifty is for a portfolio of Rs. 50 Lakhs ,,,,,,,,
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* Impact Cost for S&P CNX Nifty is the weightage average impact cost,,,,,,,,
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