BSEIndia

Beta, R2,Volatility and Returns of SENSEX scrips for one year
(Oct 2008 - Sept 2009)

Scrip Code Company Beta Values Co-efficient of Determination (R²) Average Daily Volatility (%) Returns (1 year) (%) Weightage (%) in SENSEX as on 31/07/09 Free-float Adj.Factor as on 31/07/09

500410 ACC LTD. 0.72 0.41 3.25 33.95 0.67 0.55

500103 BHARAT HEAVY ELECTRICALS LTD. 0.94 0.65 3.39 46.60 3.15 0.35

532454 BHARTI AIRTEL LTD. 0.86 0.57 3.33 6.63 4.40 0.35

532868 DLF Ltd. 1.49 0.52 5.97 24.29 1.47 0.25

500300 GRASIM INDUSTRIES LTD 0.70 0.36 3.39 64.04 1.51 0.75

500180 HDFC BANK LTD 0.84 0.63 3.06 33.62 4.71 0.85

500182 HERO HONDA MOTORS LTD 0.41 0.24 2.45 92.16 1.32 0.50

500440 HINDALCO INDUSTRIES LTD 1.23 0.57 4.76 31.88 1.13 0.65

500696 HINDUSTAN UNILEVER LTD. 0.41 0.26 2.36 4.49 2.27 0.50

500010 HOUSING DEVELOPMENT FIN. CORPN. LTD 1.14 0.67 4.06 29.69 5.63 0.90

532174 ICICI BANK LTD. 1.53 0.77 5.08 69.17 7.97 1.00

500209 INFOSYS TECHNOLOGIES LTD. 0.65 0.45 2.81 65.17 8.89 0.85

500875 ITC LTD. 0.49 0.34 2.46 23.35 4.85 0.70

532532 JAIPRAKASH ASSOCIATES LIMITED 1.75 0.65 6.27 113.55 1.32 0.50

500510 LARSEN & TOUBRO LTD. 1.16 0.73 3.97 37.81 7.04 0.90

500520 MAHINDRA & MAHINDRA LTD 1.04 0.43 4.57 73.04 1.46 0.75

532500 MARUTI SUZUKI INDIA LIMITED 0.66 0.39 3.10 147.24 1.94 0.50

532555 NTPC LTD. 0.66 0.48 2.76 24.43 2.09 0.15

500312 ONGC CORPN 0.80 0.52 3.21 13.11 3.96 0.20

532712 RELIANCE COMMUNICATIONS LTD. 1.50 0.64 5.44 -7.76 1.76 0.35

500325 RELIANCE INDUSTRIES LTD. 1.22 0.76 4.05 13.09 13.70 0.50

500390 RELIANCE INFRASTRUCTURE LTD 1.60 0.70 5.57 54.57 1.41 0.65

500112 STATE BANK OF INDIA 1.05 0.66 3.73 49.81 4.96 0.45

500900 STERLITE INDUSTRIES. 1.44 0.65 5.19 80.97 2.30 0.45

524715 SUN PHARMACEUTICAL INDS LTD. 0.27 0.08 2.79 -4.67 0.92 0.40

532540 TATA CONSULTANCY SERVICES LIMITED 0.85 0.46 3.62 86.90 2.40 0.25

500570 TATA MOTORS LTD. 1.22 0.46 5.18 71.80 1.16 0.55

500400 TATA POWER CO. LTD. 0.90 0.56 3.51 45.63 1.73 0.70

500470 TATA STEEL LIMITED. 1.49 0.63 5.45 19.91 2.51 0.70

507685 WIPRO LTD. 0.91 0.52 3.66 77.17 1.40 0.20

SENSEX 1.00 2.89 33.17

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

Scrip Code	Company	Beta Values	Co-efficient of Determination (R²)	Average Daily Volatility (%)	Returns (1 year) (%)	Weightage (%) in SENSEX as on 31/07/09	Free-float Adj.Factor as on 31/07/09
500410	ACC LTD.	0.72	0.41	3.25	33.95	0.67	0.55
500103	BHARAT HEAVY ELECTRICALS LTD.	0.94	0.65	3.39	46.60	3.15	0.35
532454	BHARTI AIRTEL LTD.	0.86	0.57	3.33	6.63	4.40	0.35
532868	DLF Ltd.	1.49	0.52	5.97	24.29	1.47	0.25
500300	GRASIM INDUSTRIES LTD	0.70	0.36	3.39	64.04	1.51	0.75
500180	HDFC BANK LTD	0.84	0.63	3.06	33.62	4.71	0.85
500182	HERO HONDA MOTORS LTD	0.41	0.24	2.45	92.16	1.32	0.50
500440	HINDALCO INDUSTRIES LTD	1.23	0.57	4.76	31.88	1.13	0.65
500696	HINDUSTAN UNILEVER LTD.	0.41	0.26	2.36	4.49	2.27	0.50
500010	HOUSING DEVELOPMENT FIN. CORPN. LTD	1.14	0.67	4.06	29.69	5.63	0.90
532174	ICICI BANK LTD.	1.53	0.77	5.08	69.17	7.97	1.00
500209	INFOSYS TECHNOLOGIES LTD.	0.65	0.45	2.81	65.17	8.89	0.85
500875	ITC LTD.	0.49	0.34	2.46	23.35	4.85	0.70
532532	JAIPRAKASH ASSOCIATES LIMITED	1.75	0.65	6.27	113.55	1.32	0.50
500510	LARSEN & TOUBRO LTD.	1.16	0.73	3.97	37.81	7.04	0.90
500520	MAHINDRA & MAHINDRA LTD	1.04	0.43	4.57	73.04	1.46	0.75
532500	MARUTI SUZUKI INDIA LIMITED	0.66	0.39	3.10	147.24	1.94	0.50
532555	NTPC LTD.	0.66	0.48	2.76	24.43	2.09	0.15
500312	ONGC CORPN	0.80	0.52	3.21	13.11	3.96	0.20
532712	RELIANCE COMMUNICATIONS LTD.	1.50	0.64	5.44	-7.76	1.76	0.35
500325	RELIANCE INDUSTRIES LTD.	1.22	0.76	4.05	13.09	13.70	0.50
500390	RELIANCE INFRASTRUCTURE LTD	1.60	0.70	5.57	54.57	1.41	0.65
500112	STATE BANK OF INDIA	1.05	0.66	3.73	49.81	4.96	0.45
500900	STERLITE INDUSTRIES.	1.44	0.65	5.19	80.97	2.30	0.45
524715	SUN PHARMACEUTICAL INDS LTD.	0.27	0.08	2.79	-4.67	0.92	0.40
532540	TATA CONSULTANCY SERVICES LIMITED	0.85	0.46	3.62	86.90	2.40	0.25
500570	TATA MOTORS LTD.	1.22	0.46	5.18	71.80	1.16	0.55
500400	TATA POWER CO. LTD.	0.90	0.56	3.51	45.63	1.73	0.70
500470	TATA STEEL LIMITED.	1.49	0.63	5.45	19.91	2.51	0.70
507685	WIPRO LTD.	0.91	0.52	3.66	77.17	1.40	0.20

SENSEX		1.00		2.89	33.17