WIPRO

Date Adj Close Return % Average Return Expected Return

5/31/2010 673.9 1.3144327 -2.54363 -0.1271815
5/28/2010 665.1 1.0276651 0.13006 0.032515
5/27/2010 658.3 1.862908 -0.45136 -0.180544
5/26/2010 646.15 2.1035299 0.908702 0.2726106
5/25/2010 632.7 -2.543634 0
5/24/2010 649 1.490248 -0.0025999
5/21/2010 639.4 -2.54781
5/20/2010 655.9 0.9805502
5/19/2010 649.5 -1.376169
5/18/2010 658.5 1.8391323
5/17/2010 646.5 -2.142393
5/14/2010 660.5 -1.88225
5/13/2010 673.05 -1.027318
5/12/2010 680 1.7056402
5/11/2010 668.5 -0.767429
5/10/2010 673.65 5.5784059
5/7/2010 637.1 -3.470696
5/6/2010 659.6 -2.159652
5/5/2010 674 2.2810113
5/4/2010 658.8 -2.318096
5/3/2010 674.25

Variance 5.4310635
Covariance 2.8276538
Beta 1.1194299
Systematic Risk 3.1653604
Std. Deviation 2.3304642
Required Return 16.07487
Alpha -16.07747
Unsystematic Risk 2.2657031
UNITECH TCS

Adj Close Return % Average Return Expected Return Adj Close

72.7 -0.753686 -2.47482 -0.123741 743.5
73.25 2.2085094 -1.52192 -0.38048 752.5
71.65 4.0589409 -0.68065 -0.27226 743.8
68.8 4.3824317 0.34986 0.104958 731
65.85 -2.474817 0 699.1
67.5 -1.834914 -0.671523 718
68.75 -2.371653 717.35
70.4 -0.919059 730.2
71.05 -6.866441 722.55
76.1 -0.524248 735.05
76.5 0.3929278 745.9
76.2 -4.365263 762.85
79.6 2.6736156 764.3
77.5 1.2333814 758.65
76.55 -3.844163 754.4
79.55 8.0461819 771
73.4 -5.306284 742
77.4 -1.156082 768
78.3 -2.147903 766.6
80 -3.861957 761
83.15 767.9

Variance 13.258455 Variance

Covariance 5.0031026 Covariance
Beta 1.9806607 Beta
Systematic Risk 9.9094486 Systematic Risk
Std. Deviation 3.6412161 Std. Deviation
Required Return 23.825946 Required Return
Alpha -24.49747 Alpha
Unsystematic 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 -2.85322
1.1628815 0.42301 0.1057525 496.5 2.570521 -1.74167
1.7358722 -0.68353 -0.273412 483.9 1.373305 -0.6163
4.4619666 0.465279595 0.1395838785 477.3 -3.80274 -0.93757
-2.667578 0 495.8 -2.853218
0.0905703 -0.1614546215 510.15 0.2060339
-1.77546 509.1 -0.763138
1.0531847 513 -3.194057
-1.71519 529.65 -1.154455
-1.465302 535.8 -2.068785
-2.246988 547 -5.235306
-0.189896 576.4 -1.258529
0.7419844 583.7 0.7221489
0.5617807 579.5 -4.41366
-2.176564 605.65 8.0689605
3.833913 558.7 -3.118921
-3.444049 576.4 -0.10404
0.182458 577 0.7131085
0.7331795 572.9 -5.94637
-0.902616 608

4.2268534 Variance 10.248961

2.5520138 Covariance -0.435748
1.0103078 Beta -0.172507
2.5783194 Systematic Risk 0.0751696
2.0559313 Std. Deviation 3.2013999
15.09277 Required Return 4.4474382
-15.25422 Alpha -5.553308
1.648534 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 0.169107
0 1203 -3.511998 0
-1.1058695 1246 -1.037933 -0.2097125
1259 -2.432446
1290 -1.538492
1310 0.6125593
1302 -1.373019
1320 -0.381846
1325.05 -2.020874
1352.1 0.1480276
1350.1 1.2746623
1333 -0.814379
1343.9 4.4039209
1286 -1.109683
1300.35 -1.298868
1317.35 0.026572
1317 -1.656664
1339

Variance 3.5942086
Covariance 2.1331619
Beta 0.84449
Systematic Risk 1.8014339
Std. Deviation 1.8958398
Required Return 13.60041
Alpha -13.81012
Unsystematic Risk 1.7927747
SAIL STER

Adj Close Return % Average Return Expected Return Adj Close

205.9 0.6822639 3.19516 0.159758 661
204.5 2.4252612 -0.63134 -0.157835 681.5
199.6 2.0754984 0.67257 0.269028 646.45
195.5 3.9118417 0.12438 0.037314 621
188 -5.30869 0 602.8
198.25 -2.293793 0.308265 634.4
202.85 1.0406437 638.85
200.75 -0.149328 652.85
201.05 -3.518565 640
208.25 -0.598446 683.8
209.5 0.3825925 694.19
208.7 -2.7645 701.15
214.55 0.7015931 726.12
213.05 0.5648403 721.99
211.85 -3.090754 729.2
218.5 4.9969349 751.38
207.85 -1.835351 708.12
211.7 -1.546785 733.48
215 2.8303776 749.09
209 -4.719399 768.39
219.1 805.48

Variance 7.9200756 Variance

Covariance 3.6889628 Covariance
Beta 1.4604105 Beta
Systematic Risk 5.3874001 Systematic Risk
Std. Deviation 2.8142629 Std. Deviation
Required Return 19.143695 Required Return
Alpha -18.83543 Alpha
Unsystematic 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 -3.000681
5.2800395 -0.9048 -0.2262 2234.05 -0.087247 -0.37347
4.0164774 -0.67341 -0.269364 2236 2.9040153 0.00778
2.9745615 -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 0.1317813
1.9879218 2275 2.9892924
-6.61973 2208 -3.224181
-1.508022 2280.35 1.3398724
-0.997615 2250 1.621972
-3.499345 2213.8 -4.279674
0.5704002 2310.6 -0.474937
-0.993675 2321.6 1.5453038
-2.996347 2286 -1.476362
5.9297945 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 2.6982669
1.9060125 Beta 1.0682074
9.1765786 Systematic Risk 2.8823087
3.4655603 Std. Deviation 2.3739361
23.154112 Required Return 15.613867
-24.14253 Alpha -15.69865
2.8335294 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 0.2750025
0.003112 155.25 6.4517051 -0.764833792 -0.3059335168
0.155508 145.55 0.4130815 0.049265 0.0147795
0 144.95 -2.889883 0
-0.08478155 149.2 7.6585776 -0.1606455168
138.2 -0.577202
139 -0.645395
139.9 -1.348973
141.8 -0.316846
142.25 -1.742204
144.75 -1.133449
146.4 1.202557
144.65 0.3115807
144.2 -4.93844
151.5 7.9300409
139.95 -9.501782
153.9 -0.486146
154.65 -0.708766
155.75 -3.501383
161.3

Variance 16.207067
Covariance 4.1098729
Beta 1.6270432
Systematic Risk 6.6869407
Std. Deviation 4.0258002
Required Return 20.643388
Alpha -20.80403
Unsystematic Risk 9.5201266
RELIANCE ABB

Adj Close Return % Average Return Expected Return Adj Close

1046.5 1.1001528 -3.45248 -0.172624 857.05
1035.05 1.0196243 0.40853 0.1021325 862.25
1024.55 1.7079288 0.08799 0.035196 847.55
1007.2 2.0867531 0.4807 0.14421 831.55
986.4 -3.452484 0 827.2
1021.05 2.5190998 0.1089145 829.1
995.65 -0.430949 827.3
999.95 0.265365 827.4
997.3 -2.397579 831.6
1021.5 0.7073416 830.65
1014.3 -2.213321 831.45
1037 -3.412653 673.55
1073 -0.696543 689.15
1080.5 1.3182295 680.55
1066.35 -1.345991 685.9
1080.8 3.8480795 699.8
1040 3.2245099 685.35
1007 -1.429652 696.25
1021.5 0.2254129 725.2
1019.2 -0.464969 728.3
1023.95 744.25

Variance 4.3237002 Variance

Covariance 2.3227498 Covariance
Beta 0.9195452 Beta
Systematic Risk 2.1358735 Systematic Risk
Std. Deviation 2.0793509 Std. Deviation
Required Return 14.275907 Required Return
Alpha -14.16699 Alpha
Unsystematic 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 -1.45851
1.7195417 0.06754 0.0851165575247 828 0.8490045 -0.52473
1.9058405 2.00546 3.464990625597 821 -0.849004 -0.93464
0.5244925 -0.340003726 -0.7738061658124 828 -1.913934 0.30483
-0.229427 0 844 -1.458506
0.2173389 2.6870404015116 856.4 -0.535695
-0.012087 861 1.994201
-0.50633 844 0.4155542
0.1143029 840.5 -2.58382
-0.096264 862.5 -0.289436
21.060893 865 -2.172756
-2.289672 884 -1.236666
1.2557659 895 2.2599832
-0.783055 875 -2.259983
-2.006274 895 0.3357586
2.0864923 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 1.4027268
0.3196244 Beta 0.5553206
0.2580532 Systematic Risk 0.7789631
5.0314035 Std. Deviation 1.8106198
8.8766196 Required Return 10.997885
-6.189579 Alpha -11.4844
25.056968 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 -0.135888
0.091449 1157.85 -0.508271 1.33875 0.401625
0 1163.75 -2.746052 0
-0.486515 1196.15 -1.797894 -0.135323
1217.85 0.8617722
1207.4 0.1906736
1205.1 -4.021439
1254.55 -0.580196
1261.85 -2.058937
1288.1 -1.773635
1311.15 1.7969279
1287.8 2.2657296
1258.95 0.7694646
1249.3 4.8420025
1190.25 -3.771699
1236 -0.448024
1241.55 -0.46607
1247.35 -1.17557
1262.1

Variance 5.6897552
Covariance 2.7941069
Beta 1.1061492
Systematic Risk 3.0906991
Std. Deviation 2.3853208
Required Return 15.955343
Alpha -16.09067
Unsystematic Risk 2.5990561
BHEL BPCL

Adj Close Return % Average Return Expected Return Adj Close

2356.65 1.6105061 -1.6718 -0.08359 581.6
2319 0.8814064 -0.34019 -0.0850475 563.25
2298.65 1.9216368 -0.00923 -0.003692 572.95
2254.9 -0.356365 -0.19163 -0.057489 554.9
2262.95 -1.6718 0 548.9
2301.1 0.3831589 -0.2298185 558.75
2292.3 -0.246174 559.45
2297.95 0.3334608 557.65
2290.3 -1.815065 542.4
2332.25 0.6387599 543.35
2317.4 -1.921102 541.65
2362.35 -0.761165 549.05
2380.4 0.4315297 539.55
2370.15 -1.322358 539.8
2401.7 -1.623097 540.9
2441 2.2454235 540.3
2386.8 -1.052345 550.15
2412.05 -1.39157 539.55
2445.85 -0.442628 526.45
2456.7 -0.438651 514.85
2467.5 519.25

Variance 1.5928097 Variance

Covariance 1.4559061 Covariance
Beta 0.5763736 Beta
Systematic Risk 0.8391458 Systematic Risk
Std. Deviation 1.2620656 Std. Deviation
Required Return 11.187362 Required Return
Alpha -11.41718 Alpha
Unsystematic Risk 0.7536638 Unsystematic Risk
 CAIRN

Return % Average Return Expected Return Adj Close Return % Average Return
3.2059347 -1.77859 -0.0889295 300 3.3901552 -2.27386
-1.707487 0.7764 0.1941 290 1.3015368 -0.05874
3.2010536 1.22559797 0.490239188 286.25 1.2833085 -0.38289
1.0871642 -0.09474 -0.028422 282.6 3.9149944 0.00141
-1.778587 0 271.75 -2.273859
-0.125201 0.566987688 278 -0.179695
0.3222633 278.5 0.0538745
2.7727789 278.35 -0.143601
-0.174994 278.75 -3.939317
0.3133643 289.95 0.6400852
-1.356948 288.1 -1.104602
1.7454053 291.3 -3.640442
-0.046324 302.1 1.8036561
-0.203572 296.7 -0.386848
0.1109878 297.85 -0.819197
-1.806643 300.3 4.9664672
1.945551 285.75 -2.590818
2.4579099 293.25 -2.342343
2.2280764 300.2 -2.792101
-0.850987 308.7 -2.763533
317.35

2.7902807 Variance 6.3462852

0.1451973 Covariance 3.3583598
0.0574816 Beta 1.3295293
0.0083462 Systematic Risk 4.4650376
1.6704133 Std. Deviation 2.5191834
6.5173347 Required Return 17.965763
-5.950347 Alpha -18.24687
2.7819346 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 -0.05788
0.000423 2679.7 2.8636923 0.35914 0.107742
0 2604.05 -2.133338 0
-0.281111 2660.2 -1.529481 -0.0431225
2701.2 -0.693576
2720 1.66825
2675 -2.035223
2730 -1.270286
2764.9 -0.267283
2772.3 -1.065615
2802 0.7522873
2781 0.0359648
2780 -0.582831
2796.25 2.1782234
2736 -0.510391
2750 -1.594493
2794.2 -0.677679
2813.2 0.4488946
2800.6

Variance 2.3423636
Covariance 1.8583725
Beta 0.7357045
Systematic Risk 1.3672131
Std. Deviation 1.5304782
Required Return 12.621341
Alpha -12.66446
Unsystematic Risk 0.9751506
HERO HONDA ICICI BANK

Adj Close Return % Average Return Expected Return Adj Close

1937.8 1.3325046 -0.69832 -0.034916 867.05
1912.15 0.8930272 0.78172 0.19543 863.75
1895.15 -0.210843 -0.16256 -0.065024 856.6
1899.15 1.5788894 -0.17534 -0.052602 847.6
1869.4 -0.698316 0 809.4
1882.5 1.2992403 0.042888 832
1858.2 -0.048422 834.8
1859.1 0.4906861 833.35
1850 0.5882131 825
1839.15 -0.850032 889.35
1854.85 -1.144462 902.4
1876.2 -1.373637 911.75
1902.15 0.021031 925.3
1901.75 0.5325051 914.8
1891.65 0.3017791 915.95
1885.95 -0.209224 921.35
1889.9 -0.237825 876.45
1894.4 0.2907517 902.7
1888.9 -1.711148 903.7
1921.5 0.0130115 915.3
1921.25 937.9

Variance 0.8024096 Variance

Covariance 0.4437039 Covariance
Beta 0.1756564 Beta
Systematic Risk 0.0779394 Systematic Risk
Std. Deviation 0.8957732 Std. Deviation
Required Return 7.5809072 Required Return
Alpha -7.538019 Alpha
Unsystematic Risk 0.7244702 Unsystematic Risk
 INFOSYS Average Return

Return % Average Return Expected Return Adj Close Return % Average Return
0.381327 -2.75392 -0.137696 2668.8 -0.232045 -2.44225
0.831231 -0.41085 -0.1027125 2675 0.7504726 0.30538
1.0562239 -0.59446 -0.237784 2655 1.7094433 -0.42029
4.6115594 0.28487 0.085461 2610 2.6340042 0.60866
-2.753921 0 2542.15 -2.44225
-0.335973 -0.3927315 2605 0.3923233
0.1738453 2594.8 -0.392323
1.0070336 2605 0.230592
-7.510747 2599 -1.337685
-1.456702 2634 0.6838057
-1.030795 2616.05 -0.911337
-1.475218 2640 -2.284316
1.1412547 2701 0.7935886
-0.125632 2679.65 0.8112229
-0.587821 2658 0
4.9960328 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 1.7134361
1.4317305 Beta 0.6783262
5.1778789 Systematic Risk 1.1622686
2.6513988 Std. Deviation 1.3896452
18.885575 Required Return 12.104936
-19.27831 Alpha -12.13622
1.8520365 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 0.101096
0.182598 414.55 2.2936226 0.22818 0.068454
0 405.15 -2.100456 0
-0.0312855 413.75 -0.662453 -0.2351605
416.5 -2.043797
425.1 0.4715878
423.1 -6.05273
449.5 -1.084201
454.4 -0.614306
457.2 -0.719192
460.5 0.2827011
459.2 0.2070958
458.25 0.8767179
454.25 1.0511853
449.5 -2.461122
460.7 3.2764499
445.85 1.2980599
440.1 -2.346708
450.55

Variance 4.5484269
Covariance 2.0603832
Beta 0.8156779
Systematic Risk 1.6806089
Std. Deviation 2.1327041
Required Return 13.341101
Alpha -13.57626
Unsystematic Risk 2.867818
POWERGRID PNB

Adj Close Return % Average Return Expected Return Adj Close

103.4 0.3390655 -1.57097 -0.0785485 999.9
103.05 1.5155509 0.1499 0.037475 983.15
101.5 -1.515551 -0.61691 -0.246764 984.3
103.05 1.9598863 0.05749 0.017247 948.1
101.05 -1.57097 0 940.2
102.65 -0.534371 -0.2705905 979.35
103.2 -0.916331 990.05
104.15 1.3046815 1002.9
102.8 -1.064355 1005.35
103.9 0.1926783 1027.45
103.7 -2.382199 1000.95
106.2 -1.911926 1006
108.25 1.6767976 1028.05
106.45 -0.140812 1018.15
106.6 -1.351057 1016
108.05 1.9626798 1015
105.95 -0.564707 1014.15
106.55 -0.608189 1043.8
107.2 -0.27946 1043.25
107.5 -1.523224 1041.3
109.15 1029.35

Variance 1.8145911 Variance

Covariance 1.4422081 Covariance
Beta 0.5709507 Beta
Systematic Risk 0.8234298 Systematic Risk
Std. Deviation 1.3470676 Std. Deviation
Required Return 11.138556 Required Return
Alpha -11.40915 Alpha
Unsystematic Risk 0.9911613 Unsystematic Risk
 ONGC

Return % Average Return Expected Return Adj Close Return % Average Return
1.6893571 -4.07965 -0.2039825 1167.2 3.1549731 -0.38429
-0.116903 -0.79157 -0.1978925 1130.95 0.4963889 0.56155
3.7470747 0.30402 0.121608 1125.35 4.535492 1.23117
0.8367363 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 -2.040298
2.6130455 1049.7 2.1911165
-0.503252 1026.95 -1.737579
-2.168173 1044.95 -0.081311
0.9676549 1045.8 1.7215615
0.2113906 1027.95 -0.485226
0.0984737 1032.95 -1.770382
0.0837789 1051.4 0.5866518
-2.881708 1045.25 0.2346688
0.052706 1042.8 1.0556095
0.1870908 1031.85 -1.060404
1.1542397 1042.85 -0.311161
1046.1

3.3640114 Variance 6.4316791

1.6848736 Covariance 1.4464026
0.6670187 Beta 0.5726113
1.1238422 Systematic Risk 0.8282264
1.8341242 Std. Deviation 2.5360755
12.003168 Required Return 11.153501
-12.1483 Alpha -10.60581
2.2401692 Unsystematic Risk 5.6034527
 NTPC

Expected Return Adj Close Return % Average Return Expected Return

-0.0192145 202 0.5211577 -3.04956 -0.152478
0.1403875 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 0
0.547692 198.1 0.9892281 -0.0712711392
196.15 -4.291005
204.75 1.7490285
201.2 -1.700176
204.65 0.3181209
204 -0.951343
205.95 -0.532689
207.05 0.4113738
206.2 0.6080525
204.95 -0.024393
205 1.6476458
201.65 -0.864096
203.4 -0.905426
205.25 0.8317073
203.55 -0.661038
204.9

Variance 2.5776004
Covariance 1.6975047
Beta 0.6720192
Systematic Risk 1.1407557
Std. Deviation 1.6054907
Required Return 12.048172
Alpha -12.11944
Unsystematic Risk 1.4368447
MARUTI MAHINDRA & MAHINDRA

Adj Close Return % Average Return Expected Return Adj Close

1236.95 1.1260053 -1.55195 -0.0775975 572.45
1223.1 -0.781827 -0.39497 -0.0987425 545.05
1232.7 2.7510524 0.015201 0.0060804 528.7
1199.25 -0.229047 -0.03323 -0.009969 519.45
1202 -1.551955 0 516.15
1220.8 -1.733737 -0.1802286 529.3
1242.15 2.5851558 539.45
1210.45 -1.614392 522
1230.15 -0.982839 526.65
1242.3 0.040256 559.8
1241.8 -1.292147 557.8
1257.95 -1.299207 559.85
1274.4 0.5192365 565
1267.8 -0.212741 546.3
1270.5 -1.886848 562.05
1294.7 1.5058357 553.7
1275.35 -0.19192 523.3
1277.8 -0.230599 519.35
1280.75 1.3837243 521.3
1263.15 -1.508573 516.9
1282.35 526.05

Variance 2.0159063 Variance

Covariance 1.0312905 Covariance
Beta 0.408274 Beta
Systematic Risk 0.4210491 Systematic Risk
Std. Deviation 1.4198262 Std. Deviation
Required Return 9.6744658 Required Return
Alpha -9.854694 Alpha
Unsystematic Risk 1.5948572 Unsystematic Risk
RA & MAHINDRA LARSEN & TURBO Average Return

Return % Average Return Expected Return Adj Close Return % Average Return
4.9047862 -2.5158 -0.12579 1628.6 0.153624 -4.37513
3.045637 -0.99302 -0.248255 1626.1 -0.202734 0.19156
1.7650604 1.14672 0.458688 1629.4 1.6802957 0.73987
0.6373139 1.12667 0.338001 1602.25 2.7685071 -0.03498
-2.515796 0 1558.5 -4.375129
-1.899472 0.422644 1628.2 1.2421752
3.2882514 1608.1 -2.147048
-0.88686 1643 0.4025132
-6.104339 1636.4 -1.308319
0.3579102 1657.95 3.2115522
-0.366842 1605.55 4.8460114
-0.915684 1529.6 -2.705613
3.3657456 1571.55 0.8498997
-2.842254 1558.25 0.9705214
1.496779 1543.2 -0.252403
5.646811 1547.1 1.8362904
0.7576884 1518.95 -0.285973
-0.374766 1523.3 -0.778163
0.847626 1535.2 -1.242895
-1.754683 1554.4 -2.371301
1591.7

7.9593522 Variance 4.8174586

2.7717322 Covariance 2.033289
1.0972913 Beta 0.8049517
3.0413977 Systematic Risk 1.6366994
2.8212324 Std. Deviation 2.194871
15.875622 Required Return 13.244565
-15.45298 Alpha -13.12998
4.9179545 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 -0.1664825
0.295948 125.1 1.8556402 -0.72723 -0.290892
-0.010494 122.8 5.0950476 -0.87617 -0.262851
0 116.7 -0.895719 0
0.1145875 117.75 0.2976826 -0.7650115
117.4 0.9843863
116.25 -3.590671
120.5 -6.116146
128.1 1.8913093
125.7 -2.668918
129.1 -3.501119
133.7 2.1929045
130.8 -1.893279
133.3 -1.267255
135 3.8125017
129.95 -2.919639
133.8 -0.074711
133.9 -3.953663
139.3 -4.148222
145.2

Variance 8.7395857
Covariance 3.3419014
Beta 1.3230136
Systematic Risk 4.4213811
Std. Deviation 2.956279
Required Return 17.907123
Alpha -18.67213
Unsystematic Risk 4.3182046
ITC IDFC

Adj Close Return % Average Return Expected Return Adj Close

283.15 0.3715175 -2.83519 -0.1417595 156.8
282.1 2.4945215 0.55213 0.1380325 154.15
275.15 2.5024305 0.59654 0.238616 154.15
268.35 2.8538269 0.37154 0.111462 152.35
260.8 -2.835193 0 142.6
268.3 -1.185638 0.346351 150.05
271.5 3.2378612 151.4
262.85 1.3983563 154.05
259.2 -3.543715 157.6
268.55 1.0669264 159.85
265.7 -0.917867 160.85
268.15 0.6735292 164.25
266.35 0.5081407 165.75
265 2.2901764 163.25
259 -1.094376 159.05
261.85 1.1136828 162.1
258.95 0 154.5
258.95 -1.418735 161.15
262.65 0.3814615 162
261.65 -0.969866 165.4
264.2 167.95

Variance 3.488608 Variance

Covariance 2.0384469 Covariance
Beta 0.8069936 Beta
Systematic Risk 1.6450136 Systematic Risk
Std. Deviation 1.8677816 Std. Deviation
Required Return 13.262942 Required Return
Alpha -12.91659 Alpha
Unsystematic Risk 1.8435945 Unsystematic Risk
 IDEA

Return % Average Return Expected Return Adj Close Return % Average Return
1.7044954 -5.09251 -0.2546255 50.5 1.1952334 -1.82259
0 0.05739 0.0143475 49.9 0.5022612 -1.9669
1.1745649 -0.6857 -0.27428 49.65 -1.796455 0.54266
6.6136997 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 4.461043
1.5197861 54.8 -0.545952
2.606415 55.1 -8.01823
-1.899481 59.7 -6.170789
4.8019332 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 0.4890585
1.3278906 Beta 0.1936116
4.4540379 Systematic Risk 0.0946874
2.7972212 Std. Deviation 3.258501
17.951015 Required Return 7.7425048
-18.29449 Alpha -8.919225
3.3704084 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 0.2478875
0.217064 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 0.5711581
104.75 -0.618608
105.4 -2.205109
107.75 2.5377302
105.05 -0.380048
105.45 -4.677861
110.5 0.8178146
109.6 -1.179152
110.9 -3.194593
114.5 2.7447496
111.4 0
111.4 -4.003174
115.95 0.0431313
115.9 -3.933685
120.55

Variance 8.6487278
Covariance 2.9856471
Beta 1.1819773
Systematic Risk 3.5289672
Std. Deviation 2.9408719
Required Return 16.637796
Alpha -17.14138
Unsystematic Risk 5.1197606
HDFC BANK HCLTECH

Adj Close Return % Average Return Expected Return Adj Close

1885.4 -0.153695 -1.11678 -0.055839 382.55
1888.3 -0.35155 -0.57537 -0.1438425 375.25
1894.95 3.7064671 -0.450111 -0.1800444 370.35
1826 1.2592647 0.52616 0.157848 367.35
1803.15 -1.116775 0 354.2
1823.4 -0.07127 -0.2218779 370
1824.7 -1.449951 368.5
1851.35 -0.935466 360.85
1868.75 -1.679463 372.05
1900.4 -1.496326 396.05
1929.05 -1.24414 393.75
1953.2 -0.449531 403.4
1962 -0.330747 397.25
1968.5 1.0905066 392.4
1947.15 0.6828076 387.55
1933.9 4.5759444 398.75
1847.4 -2.781145 386.8
1899.5 -0.830968 398.6
1915.35 -1.330293 404.6
1941 -1.531236 398.35
1970.95 390.15

Variance 3.1983819 Variance

Covariance 2.0101132 Covariance
Beta 0.7957766 Beta
Systematic Risk 1.5996011 Systematic Risk
Std. Deviation 1.7884021 Std. Deviation
Required Return 13.16199 Required Return
Alpha -13.38387 Alpha
Unsystematic Risk 1.5987808 Unsystematic Risk
 GRASIM

Return % Average Return Expected Return Adj Close Return % Average Return
1.9266893 -4.36413 -0.2182065 1822.85 -1.316149 -3.04166
1.3143966 -0.63168 -0.15792 1847 -1.205482 -6.59867
0.8133432 -0.0934 -0.03736 1869.4 1.2975658 -0.22961
3.6453347 1.0503 0.31509 1845.3 -22.96147 -0.11751
-4.364128 0 2321.6 -3.041656
0.4062294 -0.0983965 2393.3 -1.932487
2.0978352 2440 -2.967816
-3.056589 2513.5 -2.483331
-6.251221 2576.7 -2.648286
0.5824276 2645.85 1.8673949
-2.421244 2596.9 -1.556994
1.536282 2637.65 0.2904523
1.2284078 2630 1.1472401
1.2436855 2600 -0.579089
-2.848978 2615.1 -1.993308
3.0426891 2667.75 4.312449
-3.005064 2555.15 -2.298107
-1.494052 2614.55 1.0844383
1.5567909 2586.35 0.1857622
2.0799735 2581.55 -3.778122
2680.95

7.2754206 Variance 28.61302

2.7780577 Covariance -0.7869
1.0997955 Beta -0.311523
3.0552953 Systematic Risk 0.2451372
2.6972988 Std. Deviation 5.3491139
15.898159 Required Return 3.1962939
-15.99656 Alpha -5.125141
4.2201253 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 2.3022921
442.25 2.3449745
432 -1.948486
440.5 1.7634718
432.8 1.1619931
427.8 -0.105134
428.25 -0.802377
431.7 1.458347
425.45 -0.504075
427.6 1.924385
419.45 -1.572973
426.1 1.5372184
419.6 -1.584145
426.3 -0.362934
427.85

Variance 2.1573389
Covariance 1.1326786
Beta 0.4484122
Systematic Risk 0.5079069
Std. Deviation 1.4687883
Required Return 10.035709
Alpha -9.742945
Unsystematic Risk 1.6494321
CIPLA BHARTI

Adj Close Return % Average Return Expected Return Adj Close

320.5 0.4691174 -1.0196 -0.05098 262.3
319 -0.062676 0.01947 0.0048675 260.9
319.2 1.9614675 0.73221 0.292884 260.6
313 0.2399042 -2.02373 -0.607119 264
312.25 -1.019604 0 264.15
315.45 -1.478945 -0.3603475 266.1
320.15 2.8835965 265.85
311.05 0.0160759 260.15
311 -1.56328 259.55
315.9 1.0821239 267.8
312.5 -0.685644 266.55
314.65 -0.586233 264.45
316.5 1.1120051 258.65
313 -1.710526 261.55
318.4 -6.798734 285.2
340.8 -1.514298 294.35
346 2.6355845 287.7
337 1.0440065 292.25
333.5 -1.207078 297.5
337.55 289.8
297.05

Variance 4.4920815 Variance

Covariance 0.5057434 Covariance
Beta 0.200217 Beta
Systematic Risk 0.1012584 Systematic Risk
Std. Deviation 2.1194531 Std. Deviation
Required Return 7.8019529 Required Return
Alpha -8.1623 Alpha
Unsystematic Risk 4.3908231 Unsystematic Risk
 RELINFRA

Return % Average Return Expected Return Adj Close Return % Average Return
0.5351695 -0.73551 -0.0367755 1065.25 -0.257823 -0.79006
0.1150527 -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 -0.790061
0.0939938 -0.62205575 1042 5.3062714
2.1673852 988.15 0.7465943
0.2309025 980.8 1.6499565
-3.129107 964.75 -3.293192
0.467859 997.05 0.4624286
0.7909646 992.45 -3.227126
2.2176401 1025 0
-1.114967 1025 2.8750836
-8.656522 995.95 -1.564088
-3.157885 1011.65 -4.857126
2.2851265 1062 8.4292939
-1.569133 976.15 -8.448124
-1.780462 1062.2 0.3017162
2.6223195 1059 -2.028391
-2.470944 1080.7 -2.142154
1104.1

6.5834391 Variance 12.757068

0.8047698 Covariance 3.6183459
0.3185975 Beta 1.4324542
0.2563977 Systematic Risk 5.1831149
2.5658213 Std. Deviation 3.5717037
8.8673776 Required Return 18.892088
-9.489433 Alpha -19.07119
6.3270414 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 -0.46316
0.035631 58.75 1.2848142 -0.51335 -0.154005
0 58 -0.858374 0
-0.179106 58.5 -0.51151 -1.0451235
58.8 -0.677969
59.2 -0.924765
59.75 -6.871389
64 -1.242252
64.8 -0.461895
65.1 -2.577853
66.8 -0.074822
66.85 -1.558473
67.9 -3.045921
70 3.4887259
67.6 -5.468989
71.4 4.6586711
68.15 -0.073341
68.2 -1.81625
69.45

Variance 10.600967
Covariance 2.5069444
Beta 0.9924654
Systematic Risk 2.4880556
Std. Deviation 3.2559126
Required Return 14.932189
Alpha -15.97731
Unsystematic Risk 8.112911
DLF TATAMOTOR

Adj Close Return % Average Return Expected Return Adj Close

278.15 -0.11 -1.76071 -0.09 758
278.45 2.42 -1.47109 -0.37 749
271.8 3.10 -0.82945 -0.33 749.95
263.5 2.83 0.96694 0.29 709.55
256.15 -1.76 673.15
260.7 -3.32 -0.50 702
269.5 -0.87 712.95
271.85 -2.42 713.5
278.5 -3.58 709.45
288.65 0.68 775.5
286.7 -3.66 788
297.4 -3.18 812.6
307 3.68 832.3
295.9 0.44 801.95
294.6 -3.63 800.2
305.5 6.77 816.65
285.5 -3.95 763
297 -1.93 813
302.8 0.68 841.6
300.75 -2.14 840
307.25 857.55

Variance 9.1158739 Variance

Covariance 3.6804553 Covariance
Beta 1.4570425 Beta
Systematic Risk 5.3625799 Systematic Risk
Std. Deviation 3.0192506 Std. Deviation
Required Return 19.113383 Required Return
Alpha -19.61089 Alpha
Unsystematic Risk 3.753294 Unsystematic Risk
 NIFTY

Return % Average Return Expected Return Adj Close Return % Maximum

1.19 -4.19652 -0.21 5086.3 0.39 5222.75
-0.13 -0.93824 -0.23 5066.55 1.26
5.54 -1.28349 -0.51 5003.1 1.73
5.27 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 -0.33
0.57 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 -1.66
3.71 5178.9 0.43
0.22 5156.65 0.40
-2.03 5136.15 -1.11
6.80 5193.6 3.44
-6.35 5018.05 -1.44
-3.46 5090.85 -0.67
0.19 5124.9 -0.46
-2.07 5148.5 -1.43
5222.75

15.277224 Variance 2.52598

5.2783394 Rf 6
2.0896233 Rm 15
11.029741
3.9086089
24.806609
-25.42
4.2474828
Minimum Interval Frequency Probability Average Return Expected Return
4806.75 4800-4900 1 0.05 -2.814342676533 -0.1407171338267
4900-5000 5 0.25 -0.03335 -0.0083375
5000-5100 8 0.4 -0.11625 -0.0465
5100-5200 6 0.3 0.21064 0.063192
5200-5300 0 0 0
20 -0.1323626338267
Company Systematic Unsystematic Risk
WIPRO 3.16536 2.26570
UNITECH 9.90945 3.34901 30
TCS 2.57832 1.64853
TATA STEEL 0.07517 10.17379
TATA POWER 1.80143 1.79277 25
SAIL 5.3874001 2.5326754588185
STER 9.17658 2.83353
SBIN 2.88231 2.75326 20
RPOWER 6.68694 9.52013
RELIANCE 2.13587 2.18783
ABB 0.25805 25.05697 15
ACC 0.77896 2.49938 Systematic Risk
Unsystematic Risk
AXIS BANK 3.09070 2.59906
BHEL 0.83915 0.75366 10
BPCL 0.00835 2.78193
CAIRN 4.46504 1.88125
HDFC 1.36721 0.97515 5
HERO HONDA 0.07794 0.72447
ICICI BANK 5.17788 1.85204
INFOSYS 1.16227 0.76885 0
RANBAXY 1.68061 2.86782
POWERGRID 0.82343 0.99116
PNB 1.12384 2.24017
ONGC 0.82823 5.60345
NTPC 1.14076 1.43684
MARUTI 0.42105 1.59486
MAHINDRA & 3.04140 4.91795
LARSEN & TUR 1.63670 3.18076
JPASSOCIATES 4.42138 4.31820
ITC 1.64501 1.84359
IDFC 4.45404 3.37041
IDEA 0.09469 10.52314
AMBUJACEM 3.52897 5.11976
HDFC BANK 1.59960 1.59878
HCLTECH 3.05530 4.22013
GRASIM 0.24514 28.36788
GAIL 0.50791 1.64943
CIPLA 0.10126 4.39082
BHARTI 0.25640 6.32704
RELINFRA 5.18311 7.57395
SUZLON 2.48806 8.11291
DLF 5.3625799 3.75329
Systematic Risk
Unsystematic Risk