Co-efficient of Avg.

Daily Return
Scrip code Company Beta Values
Determination (R2) Volatility (%) year)
500325 RELIANCE 1.00 0.51 1.55 -
500209 INFOSYS TECH 0.79 0.42 1.36 2
532174 ICICI BANK L 1.47 0.61 2.09 1
500875 I T C LTD 0.73 0.30 1.49 3
500510 LARSEN & TOU 1.07 0.50 1.69
500010 HOUSING DEVE 1.11 0.50 1.73 2
500180 HDFC BANK LT 0.98 0.51 1.52 2
500112 STATE BANK O 1.15 0.45 1.91 3
532540 TCS LTD. 0.86 0.33 1.66 5
500312 ONG CORP LTD 0.66 0.21 1.58
532454 BHARTI ARTL 0.77 0.18 2.02 1
500470 TATA STL 1.30 0.51 2.03 -
500570 TATA MOTORS 1.47 0.47 2.39 6
500103 BHEL 0.82 0.41 1.43 -1
532555 NTPC LTD 0.66 0.33 1.27 -
500520 MAHINDRA & M 1.12 0.38 2.01 2
500440 HINDALCO IN 1.58 0.53 2.41 1
500696 HIND UNI LT 0.51 0.17 1.38 1
500900 STERLITE IN 1.49 0.47 2.43 -1
532286 JINDAL STEEL 1.03 0.46 1.68 -
507685 WIPRO LTD. 0.80 0.30 1.62 1
500400 TATA POWER 0.62 0.28 1.30 -
532977 BAJAJ AUTO 0.64 0.02 4.73 -2
532500 MARUTISUZUK 0.79 0.25 1.76 -1
500087 CIPLA LTD. 0.47 0.12 1.51 -
500182 HEROHONDA M 0.51 0.07 2.10 -1
500390 REL INFRA 1.24 0.24 2.79 -3
532532 JAIPRAK ASSO 1.66 0.48 2.66 -3
532868 DLF LIMITED 1.50 0.51 2.34 -1
532712 REL COM LTD 1.21 0.22 2.83 -3
         
  SENSEX 1.00   1.11 1

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