Beta, R2, 

 Volatility and Returns of SENSEX Scrips for One Year Period

(Dec 2009 - Nov 2010)

Avg. Weightage Free-float

Co-efficient of Returns
Scrip Beta Daily (%) in Adj.Factor
Company Determination (1 year)
code Values Volatility SENSEX as as on
(R2) (%)
(%) on 30/11/10 30/11/10
500410 ACC LTD. 0.66 0.18 1.57 23.96 0.66 0.55
BHARAT HEAVY ELECTRICALS
500103 0.79 0.41 1.27 -1.73 2.45 0.35
LTD.
532454 BHARTI AIRTEL LTD. 0.77 0.13 2.14 20.25 3.11 0.35
500087 CIPLA LTD. 0.44 0.08 1.56 7.36 1.16 0.65
532868 DLF Ltd. 1.56 0.49 2.27 -12.61 0.85 0.25
500180 HDFC BANK LTD 0.86 0.41 1.36 29.15 5.51 0.80
500182 HERO HONDA MOTORS LTD 0.50 0.11 1.57 14.67 1.28 0.50
500440 HINDALCO INDUSTRIES LTD 1.83 0.56 2.48 49.26 1.80 0.70
500696 HINDUSTAN UNILEVER LTD. 0.49 0.12 1.44 4.79 2.12 0.50
HOUSING DEVELOPMENT FIN.
500010 1.05 0.47 1.55 24.74 5.87 0.90
CORPN. LTD
532174 ICICI BANK LTD. 1.47 0.62 1.90 32.32 8.52 1.00
500209 INFOSYS TECHNOLOGIES LTD. 0.79 0.38 1.30 27.92 9.66 0.85
500875 ITC LTD. 0.66 0.23 1.40 32.66 5.98 0.70
532532 JAIPRAKASH ASSOCIATES LIMITED 1.58 0.48 2.32 -26.64 0.84 0.55
532286 JINDAL STEEL & POWERS LTD. 1.04 0.40 1.66 -7.26 1.74 0.45
500510 LARSEN & TOUBRO LTD. 0.96 0.44 1.47 20.80 6.93 0.90
500520 MAHINDRA & MAHINDRA LTD 1.18 0.37 1.98 49.05 2.23 0.75
532500 MARUTI SUZUKI INDIA LIMITED 0.69 0.18 1.67 -8.83 1.34 0.50
532555 NTPC LTD. 0.61 0.28 1.18 -12.16 1.97 0.20
500312 ONGC CORPN 0.63 0.20 1.44 4.10 3.47 0.20
532712 RELIANCE COMMUNICATIONS LTD. 1.11 0.24 2.31 -23.20 0.62 0.35
500325 RELIANCE INDUSTRIES LTD. 1.11 0.54 1.53 -7.15 11.53 0.55
500390 RELIANCE INFRASTRUCTURE LTD 1.12 0.36 1.91 -19.42 0.80 0.60
500112 STATE BANK OF INDIA 1.09 0.42 1.70 33.78 5.56 0.45
500900 STERLITE INDUSTRIES. 1.61 0.50 2.31 -24.58 1.76 0.50
TATA CONSULTANCY SERVICES
532540 0.82 0.27 1.59 56.68 4.10 0.30
LIMITED
500570 TATA MOTORS LTD. 1.52 0.43 2.36 87.18 2.69 0.65
500400 TATA POWER CO. LTD. 0.71 0.30 1.31 -4.35 1.39 0.70
500470 TATA STEEL LIMITED. 1.56 0.52 2.20 1.53 2.40 0.70
507685 WIPRO LTD. 0.94 0.33 1.67 11.36 1.67 0.25
               
SENSEX 1.00   1.01 15.33