List of low beta stocks and liquid stocks

P

perfecttip

Member
#1
#1
Friends,
Can someone tell me where I can get a list of all the stocks traded in the NSE with their latest BETA values, which should of course be authentic and updated from time to time.
I also need a list of the most liquid stocks traded on the NSE.
Any suggestions ?
Thank you.
 
mohan.sic

mohan.sic

Well-Known Member
#2
#2
Use Nifty 50 stocks for liquidity. or what avg traded quantity/ day, qualifies ur liquidity requirement, if you can post i can send u the list.
About low beta stocks, i dont know and i think no website will keep updating beta values ( iam not sure). This link gives u beta's of sensex 30 http://www.bseindia.com/about/abindices/betavalues.asp
Beta = Co-variance(SENSEX, Stock)/ Variance(SENSEX)
R2 = (Correlation)2
Average Daily Volatility = One standard deviation of daily returns of individual stock price for last one year
Returns = % variation in the stock price over last one year

Also do visit the following thread at traderji: http://www.traderji.com/equities/26356-list-high-beta-shares-nse-bse.html.

Thanks, MoHaN.
 
P

perfecttip

Member
#3
#3
mohan.sic said:
Use Nifty 50 stocks for liquidity. or what avg traded quantity/ day, qualifies ur liquidity requirement, if you can post i can send u the list.
About low beta stocks, i dont know and i think no website will keep updating beta values ( iam not sure). This link gives u beta's of sensex 30 http://www.bseindia.com/about/abindices/betavalues.asp
Beta = Co-variance(SENSEX, Stock)/ Variance(SENSEX)
R2 = (Correlation)2
Average Daily Volatility = One standard deviation of daily returns of individual stock price for last one year
Returns = % variation in the stock price over last one year

Also do visit the following thread at traderji: http://www.traderji.com/equities/26356-list-high-beta-shares-nse-bse.html.

Thanks, MoHaN.
Click to expand...

Thanks a lot Mohan but I am not interested in the BSE at all.
 
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