SHARE PRICE - SHARE PRICE DATA - Tata Motors Ltd (Curr: Rs in Mn.

)
Date
200104
200105
200106
200107
200108
200109
200110
200111
200112
200201
200202
200203
200204
200205
200206
200207
200208
200209
200210
200211
200212
200301
200302
200303
200304
200305
200306
200307
200308
200309
200310
200311
200312
200401
200402
200403
200404
200405
200406
200407
200408
200409
200410
200411
200412
200501
200502
200503
200504

Close -Unit Curr Market Cap Dividend Yield

61
15611.1
74.55
19078.8
80.35
20563.2
63.85
16340.5
68.5
17530.5
75.9
19424.3
67.1
17172.2
83.5
21369.3
106.1
27153.1
100.4
25694.4
126.3
32322.7
144.45
36967.6
126.1
40338.1
130.65
41793.6
125.15
40034.2
157.4
50350.7
123.95
39650.4
140.35
44896.6
0.01285
129.15
41313.8
146.45
46847.9
168.3
53837.5
162.5
51982.1
156.95
50206.7
162
51822.2
0.01285
158.85
50814.5
150.95
48287.4
172.9
55309
199.95
63962
238.8
76389.7
280.45
89940.3
0.00825
312.9
100347
391.75
125634.2
424.9
137684.6
454.15
148811.3
512.45
170394.7
523.6
182883
0.00825
495.15
176684.4
465.85
166229.3
394.45
140751.6
389.4
139416.9
424.85
152109
392.7
140598.4
0.0151
418.6
150063.9
415.5
148952.6
478.4
172889
520.1
188146.2
493.15
178397
464.7
168105.2
0.0151
434.45
157179.7

Returns
0.222131
0.0778
-0.20535
0.072827
0.108029
-0.11594
0.244411
0.270659
-0.05372
0.257968
0.143705
-0.12703
0.036082
-0.0421
0.257691
-0.21252
0.145161
-0.0798
0.133953
0.149198
-0.03446
-0.03415
0.045026
-0.01944
-0.04973
0.145412
0.156449
0.194299
0.182664
0.115707
0.251997
0.08462
0.06884
0.128372
0.030008
-0.05434
-0.05917
-0.15327
-0.0128
0.091037
-0.06057
0.065954
-0.00741
0.151384
0.087166
-0.05182
-0.04259
-0.0651

Compounding
1000
1222.131148
1317.213115
1046.721311
1122.95082
1244.262295
1100
1368.852459
1739.344262
1645.901639
2070.491803
2368.032787
2067.213115
2141.803279
2051.639344
2580.327869
2031.967213
2326.930451
2141.24024
2428.065298
2790.327003
2694.166001
2602.14987
2719.313885
2666.438338
2533.829821
2902.280067
3356.338342
4008.470098
4740.672219
5289.200703
6622.065758
7182.426906
7676.863213
8662.355067
8922.296926
8437.500617
7938.220059
6721.543206
6635.489731
7239.568085
6801.040173
7249.593624
7195.90576
8285.249857
9007.438232
8540.700181
8176.948704
7644.664008

200505
200506
200507
200508
200509
200510
200511
200512
200601
200602
200603

420.75
438.5
428.2
500.75
469.7
553.25
485
573.15
639.35
785.7
932.6

152223.1
158644.9
154918.5
181166.3
176738.7
208176.9
182495.8
215664.9
240574.6
297843.2
357073.9

-0.03153
0.042187
-0.02349
0.16943
0.00695 -0.05506
0.177879
-0.12336
0.181753
0.115502
0.228904
0.00695 0.193917

Returns
Std dev

7403.596228
7715.92857
7534.687831
8811.291292
8326.16812
9807.222722
8597.384582
10159.98139
11333.48007
13927.76302
16628.59354
1562.86%
73.29%
43.09%

SHARE PRICE - SHARE PRICE DATA - Oil & Natural Gas Corpn Ltd (Curr: Rs in Mn.)
Date
200104
200105
200106
200107
200108
200109
200110
200111
200112
200201
200202
200203
200204
200205
200206
200207
200208
200209
200210
200211
200212
200301
200302
200303
200304
200305
200306
200307
200308
200309
200310
200311
200312
200401
200402
200403
200404
200405
200406
200407
200408
200409
200410
200411
200412
200501
200502
200503
200504

Close -Unit Curr Market Cap Dividend Yield

138.3
197206.1
146.7
209183.9
154.65
220520.1
166.7
237702.5
148.35
211536.7
134.5
191787.6
0.0256
139.9
199487.6
145
206759.9
134.4
191645
146.55
208970
223.7
318980.5
273.35
389778
0.0256
343.8
490234.7
319.8
456012.4
325.45
464068.9
341.75
487311.6
353.35
503852.4
341.15
486456
0.04215
377.8
538716.4
353.05
503424.6
349.8
498790.3
370.65
528521
375.95
536078.4
355.8
507345.9
0.04215
354.55
505563.5
478.7
682592.7
482.8
688439
454.6
648227.8
614.2
875806.2
611.65
872170.1
0.0143
597.25
851636.7
617.4
880369.2
799.5
1140031
738.65
1053263.2
718.1
1023960.3
840.45
1198422.9
0.0143
840
1197781.2
625.45
891847.9
631.25
900118.3
716.3
1021393.7
713.9
1017971.4
748.55
1067379.9
0.02265
788.15
1123846.7
814
1160707
819.55
1168620.9
818.9
1167694.1
851.75
1214535.9
882.75
1258739.7
0.02265
811.35
1156928.3

Returns Compounding
1000
0.06074
1060.737527
0.05419
1118.221258
0.07792
1205.350687
-0.11008
1072.668113
-0.06776
999.9838033
0.04015
1040.131852
0.03645
1078.049453
-0.0731
999.2403209
0.0904
1089.57343
0.52644
1663.170088
0.24755
2074.886245
0.25773
2609.642915
-0.06981
2427.46889
0.01767
2470.355692
0.05008
2594.082217
0.03394
2682.132996
0.00762
2702.579772
0.10743
2992.919941
-0.06551
2796.851205
-0.00921
2771.104805
0.05961
2936.277862
0.0143
2978.264298
-0.01145
2944.17046
-0.00351
2933.826972
0.35016
3961.142213
0.00856
3995.068854
-0.05841
3761.719762
0.35108
5082.376326
0.01015
5133.953592
-0.02354
5013.08556
0.03374
5182.216868
0.29495
6710.693855
-0.07611
6199.942484
-0.02782
6027.45373
0.18468
7140.604909
-0.00054
7136.781633
-0.25542
5313.928658
0.00927
5363.206436
0.13473
6085.805576
-0.00335
6065.414772
0.07119
6497.188658
0.0529
6840.904737
0.0328
7065.274956
0.00682
7113.447285
-0.00079
7107.80548
0.04011
7392.933591
0.05905
7829.454205
-0.08088
7196.179744

200505
200506
200507
200508
200509
200510
200511
200512
200601
200602
200603

921.35
1020.75
938.45
981.4
1060.9
928.75
1029.85
1023.9
1237.8
1136.3
1309.5

1313780.6
1455518
1338164
1399407.7
1512769.1
1324332.5
1468494
1460009.7
1765016.2
1620284.3
1867255.3

0.13558
0.10789
-0.08063
0.04577
0.08101
-0.12456
0.10886
-0.00578
0.20891
-0.082
0.15242

Returns
Std dev

8171.812667
9053.430054
8323.47924
8704.419549
9409.53607
8237.446155
9134.141505
9081.368633
10978.5312
10078.28809
11614.46648
1061.45%
60.39%
44.63%

SHARE PRICE - SHARE PRICE DATA - Associated Cement Companies Ltd (Curr: Rs in Mn.)
Date Close -Unit Curr Market Cap Dividend Yield
200104
115.7
19790.5
200105
151
25828.6
200106
138.55
23699
200107
141.2
24152.3
200108
141.5
24203.6
200109
125.15
21406.9
0.00975
200110
116.95
20004.3
200111
139.2
23810.2
200112
173.2
29625.9
200201
147.4
25212.8
200202
165.15
28248.9
200203
176.35
30164.7
0.00975
200204
157.35
26933.6
200205
150.45
25752.5
200206
152.45
26094.9
200207
161.8
27695.3
200208
130.85
22398.9
200209
140
23965.2
0.00905
200210
138.15
23648.5
200211
138.9
23779.7
200212
163.6
28010
200301
164.25
28121.2
200302
147.25
25210.7
200303
151.8
25991.2
0.00905
200304
139.15
23837.8
200305
130.45
22347.4
200306
149.15
25550.9
200307
163.6
28026.3
200308
201.85
34585
200309
217.25
37241
0.00785
200310
200.2
34318.3
200311
228.8
39232.3
200312
230.6
39564
200401
258.65
44389.5
200402
242.75
41689.9
200403
264
45357.8
0.00785
200404
261.4
46390.7
200405
271.75
48461.2
200406
245.1
43711.1
200407
244.55
43630.2
200408
243.7
43478.5
200409
271.2
48384.8
0.0097
200410
275
49071
200411
258.95
46220
200412
284.85
50848.6
200501
341.5
60988.5
200502
355.45
63522.5
200503
367.05
65595.5
0.0097
200504
364.45
65130.9

Returns
0.305099
-0.08245
0.019127
0.002125
-0.1058
-0.06552
0.190252
0.244253
-0.14896
0.120421
0.077567
-0.10774
-0.04385
0.013293
0.061332
-0.19129
0.078977
-0.01321
0.005429
0.177826
0.003973
-0.1035
0.03995
-0.08333
-0.06252
0.14335
0.096882
0.233802
0.084144
-0.07848
0.142857
0.007867
0.121639
-0.06147
0.095389
-0.00985
0.039594
-0.09807
-0.00224
-0.00348
0.122544
0.014012
-0.05836
0.100019
0.198877
0.040849
0.042335
-0.00708

Compounding
1000
1305.099395
1197.493518
1220.39758
1222.990493
1093.600908
1021.946673
1216.374321
1513.477245
1288.028556
1443.133759
1555.073511
1387.529441
1326.684489
1344.320707
1426.770026
1153.849554
1244.97759
1228.5261
1235.195623
1454.84524
1460.625493
1309.449643
1361.761934
1248.281773
1170.236129
1337.98941
1467.616946
1810.748659
1963.112797
1809.045717
2067.480819
2083.745966
2337.211162
2193.535703
2402.774047
2379.110363
2473.310028
2230.757269
2225.751489
2218.015285
2489.818997
2524.705841
2377.354827
2615.136214
3135.225617
3263.297059
3401.447723
3377.353556

200505
200506
200507
200508
200509
200510
200511
200512
200601
200602
200603

365.05
379
385.4
438.15
478.4
491.2
451.8
534.05
530.5
575
782.1

65238.1
67765.2
68959.6
78420.1
87236.2
89933.8
83013.7
98372
97882.6
106484.3
145783.4

0.001646
0.038214
0.016887
0.136871
0.091864
0.026756
-0.08021
0.015 0.19705
-0.00665
0.083883
0.360174

3382.913748
3512.188222
3571.496942
4060.330527
4433.326769
4551.944208
4186.824905
5011.836991
4978.521719
5396.135699
7339.683009
633.97%

Returns
Std dev

44.68%
38.48%

SHARE PRICE - SHARE PRICE DATA - Mahindra Gesco Developers Ltd (Curr: Rs in Mn.)
Date Close -Unit Curr Market CapDividend Yield
200104
15.75
453
200105
17.5
503.3
200106
18.25
524.9
200107
18.1
520.6
200108
19.85
570.9
200109
20.05
576.6
0.0289
200110
21.1
606.8
200111
21.75
625.5
200112
20.8
822.8
200201
20.65
816.9
200202
19.1
755.6
200203
17.3
684.4
0.0289
200204
17.7
549.1
200205
16.3
505.6
200206
20.1
623.5
200207
17.45
541.3
200208
17.9
555.3
200209
15.85
491.7
200210
15
465.3
200211
15.55
482.4
200212
15.1
468.4
200301
13.1
406.4
200302
13.25
411
200303
10.55
327.4
200304
13.35
414.3
200305
14.45
448.4
200306
18.08
561
200307
17.85
553.9
200308
18.6
577.2
200309
16.9
524.4
200310
20.9
648.5
200311
24.25
752.5
200312
32.05
994.5
200401
22.9
710.6
200402
21.1
654.7
200403
21.05
653.2
200404
23.7
735.4
200405
22.05
684.2
200406
21.65
671.8
200407
21.85
678
200408
28.55
885.9
200409
37
1148.1
200410
37.45
1162.1
200411
51
1582.5
200412
52.95
1643
200501
53.15
1649.2
200502
144.15
4473
200503
122.45
3799.6
200504
126.25
3917.5

Returns
0.111111
0.042857
-0.00822
0.096685
0.038976
0.052369
0.030806
-0.04368
-0.00721
-0.07506
-0.06534
0.023121
-0.0791
0.233129
-0.13184
0.025788
-0.11453
-0.05363
0.036667
-0.02894
-0.13245
0.01145
-0.20377
0.265403
0.082397
0.251211
-0.01272
0.042017
-0.0914
0.236686
0.160287
0.321649
-0.28549
-0.0786
-0.00237
0.125891
-0.06962
-0.01814
0.009238
0.306636
0.295972
0.012162
0.361816
0.038235
0.003777
1.712135
-0.15054
0.031033

Compounding
1000
1111.111111
1158.730159
1149.206349
1260.31746
1309.439048
1378.013162
1420.463805
1358.420558
1348.624256
1247.395801
1165.889914
1192.846907
1098.497434
1354.58886
1175.998786
1206.325403
1068.170818
1010.887209
1047.953073
1017.626457
882.8414959
892.950368
710.9906703
899.689616
973.8213447
1218.456049
1202.955779
1253.500139
1138.932922
1408.502845
1634.267655
2159.929003
1543.287806
1421.981341
1418.611717
1597.20179
1486.004197
1459.047205
1472.525701
1924.055321
2493.521782
2523.848399
3437.016511
3568.431848
3581.910344
9714.626079
8252.20925
8508.300676

200505
200506
200507
200508
200509
200510
200511
200512
200601
200602
200603

127.05
140.1
185.25
207.1
274.3
275.75
383.15
395.9
393.75
358.95
462.2

3942.4
4347.3
5748.3
6426.3
8511.5
8556.5
11889.1
12284.8
12218.1
11138.2
14342.1

0.006337
0.102715
0.32227
0.117949
0.0011 0.325581
0.005286
0.389483
0.033277
-0.00543
-0.08838
0.0011 0.288745

Returns
std dev

8562.21466
9441.686532
12484.45703
13956.98273
18501.11011
18598.91036
25842.874
26702.84175
26557.82758
24210.62149
31201.30574
3020.13%
97.70%
90.95%

SHARE PRICE - SHARE PRICE DATA - Jindal Steel & Power Ltd (Curr: Rs in Mn.)
Date Close -Unit Curr Market Cap Dividend Yield Returns Compounding
200104
88.2
2242
1000
200105
109.7
2788.6
0.243764
1243.764172
200106
115.63
2939.2
0.054057
1310.997732
200107
83.53
2154.9
-0.27761
947.0521542
200108
76
1960.8
-0.09015
861.6780045
200109
75.1
1937.6
0.0473 0.035458
892.2312925
200110
73.9
1906.6
-0.01598
877.9746008
200111
74.75
1928.6
0.011502
888.0730908
200112
86.58
2233.6
0.158261
1028.62031
200201
77.65
2003.4
-0.10314
922.5267625
200202
77.5
1999.5
-0.00193
920.744676
200203
79
2038.2
0.0473 0.066655
982.1167639
200204
74.05
1910.5
-0.06266
920.5790679
200205
94.05
2426.5
0.270088
1169.216223
200206
89.68
2313.6
-0.04646
1114.889005
200207
139.1
3588.8
0.55107
1729.271416
200208
111.3
2871.5
-0.19986
1383.66577
200209
117.85
3040.5
0.039 0.09785
1519.057403
200210
133.15
3435.3
0.129826
1716.270626
200211
137.63
3550.7
0.033646
1774.01672
200212
152.73
4471.8
0.109714
1968.651992
200301
172.6
5053.7
0.130099
2224.771386
200302
193.15
5655.4
0.119061
2489.655812
200303
185.38
5427.8
0.039 -0.00123
2486.599007
200304
162.55
4759.5
-0.12315
2180.368263
200305
183.18
5363.4
0.126915
2457.089255
200306
224.85
6583.6
0.227481
3016.030784
200307
234.38
7218.8
0.042384
3143.861664
200308
247.83
7633
0.057385
3324.273557
200309
371.28
11435.3
0.00975 0.507874
5012.584714
200310
411.65
12678.8
0.108732
5557.612846
200311
422.75
13020.7
0.026965
5707.471956
200312
424.98
13089.2
0.005275
5737.578786
200401
514.55
15848.1
0.210763
6946.847297
200402
531
16354.8
0.03197
7168.935798
200403
511.55
15755.7
0.00975 -0.02688
6976.241959
200404
532.9
16413.3
0.041736
7267.401701
200405
429
13213.2
-0.19497
5850.46975
200406
444.4
13687.5
0.035897
6060.486612
200407
538
16570.4
0.210621
7336.95274
200408
585.3
18027.2
0.087918
7982.004532
200409
622.65
19177.6
0.00765 0.071463
8552.425947
200410
706.9
21772.5
0.135309
9709.644105
200411
825.65
25430
0.167987
11340.73795
200412
897.85
27653.8
0.087446
12332.443
200501
936.35
28839.6
0.04288
12861.2608
200502
1001.9
30858.5
0.070006
13761.6246
200503
1047.2
32253.8
0.00715 0.052364
14482.23959
200504
989.35
30472
-0.05524
13682.20372

200505
200506
200507
200508
200509
200510
200511
200512
200601
200602
200603

919.95
865.4
1015.8
1170.9
1450.85
1212.7
1412.75
1579.95
1554.5
1546.95
1897.15

28334.5
26654.3
31286.6
36063.7
44686.2
37351.2
43512.7
48662.5
47878.6
47646.1
58432.2

-0.07015
-0.0593
0.173792
0.152688
0.23909
-0.16415
0.164962
0.118351
-0.01611
-0.00486
0.226381

Returns
Std Dev

12722.43727
11968.03872
14047.99368
16192.94723
20064.51233
16771.01982
19537.60885
21849.8992
21497.93874
21393.5261
26236.61272
2523.66%
90.72%
50.46%

97.63%
90.00%

Cross check

90.00%

Return
Volatility
Weights

Tata Motors ONGC

ACC
Mah GESCO
73.29% 60.39%
44.68%
97.70%
43.09% 44.63%
38.48%
90.95%
0
0
0 0.98945263

Correlation
Tata Motors ONGC
ACC
Tata Motors
1 0.01075 0.652851
ONGC
0.010747908
1 0.067186
ACC
0.652851112 0.06719
1
Mah GESCO -0.176809374 0.04241 -0.01518
Jindal Steel
0.381046562 0.02686 0.318751

Mah GESCO
-0.17680937
0.042414889
-0.0151758
1
0.013250383

Covariance
Tata Motors ONGC
ACC
Mah GESCO
Tata Motors
0.19
0.00
0.11
-0.07
ONGC
0.00
0.20
0.01
0.02
ACC
0.11
0.01
0.15
-0.01
Mah GESCO
-0.07
0.02
-0.01
0.83
Jindal Steel
0.08
0.01
0.06
0.01
0

0.98945263

-0.067693419

0.0171

-0.0046

0.81854198

Risk
26.38%
30.00%
35.00%
40.00%
45.00%
50.00%
55.00%
60.00%
65.00%
70.00%
75.00%
80.00%
85.00%
90.00%
90.95%

Return
66.98%
80.94%
86.07%
89.94%
92.85%
93.90%
94.54%
95.07%
95.55%
96.00%
96.42%
96.83%
97.23%
97.63%
97.70%

120.00%
100.00%
Return(%)

Return
Risk

80.00%
60.00%
40.00%
20.00%
0.00%
0.00%

Jindal Steel
90.72%
50.46%
0.01054737

Jindal Steel
0.381046562
0.026855366
0.318751438
0.013250383
1

WiWjijij

Jindal Steel
0.08
0.01
0.06
0.01
0.25

0
0
0
0
0

0.01054737
0.008701868

0
0
0
0.989453
0.010547

0
0
0
0
0

0.81
0.9

Efficient Frontier
120.00%
100.00%
80.00%
60.00%
40.00%
20.00%
0.00%
0.00%

10.00%

20.00%

30.00%

40.00%

50.00%

Risk (%)

60.00%

70.00%

80.00%

90.00%

0
0
0
0
0

0
0
0
0.809845056
6.34593E-05

0
0
0
6.34593E-05
2.83225E-05