Beta Values for S&P SENSEX Scrips
S&P BSE SENSEX
हिन्दी     मराठी     ગુજરાતી


Beta, R2, Volatility and Returns of S&P SENSEX
scrips for June-2014 to May-2015
Scrip code Company Beta Values Co-efficient of Determination (R2) Avg. Daily Volatility (%) Returns (1 year) (%) Weightage (%) in SENSEX as on 31/05/2012 Free-float Adj.Factor as on 31/05/2012
500010 HOUSING DEVE 0.93 0.56 1.57 -4.79 7.10 1.00
500087 CIPLA LTD. 0.42 0.14 1.42 -5.41 1.19 0.65
500103 BHEL 1.18 0.39 2.40 -45.70 1.33 0.35
500112 STATE BANK O 1.28 0.52 2.24 -11.76 4.05 0.40
500180 HDFC BANK LT 0.91 0.55 1.56 5.88 6.98 0.80
500182 HEROMOTOCO 0.57 0.14 1.89 -1.30 1.35 0.50
500209 INFOSYS LTD 0.99 0.40 1.97 -13.23 8.75 0.85
500312 ONG CORP LTD 0.56 0.19 1.64 -9.91 3.99 0.25
500325 RELIANCE 1.24 0.60 2.01 -25.43 9.34 0.55
500400 TATA POWER 0.97 0.32 2.18 -24.94 1.14 0.70
500440 HINDALCO IN 1.57 0.50 2.82 -40.85 1.15 0.70
500470 TATA STL 1.43 0.57 2.40 -30.81 2.01 0.70
500510 LARSEN & TOU 1.25 0.51 2.22 -30.32 4.75 0.90
500520 MAHINDRA & M 0.92 0.36 1.95 -3.54 2.20 0.75
500570 TATA MOTORS 1.54 0.48 2.81 8.02 3.23 0.70
500696 HIND UNI LT 0.31 0.08 1.37 37.67 3.39 0.50
500875 I T C LTD 0.52 0.22 1.37 18.75 9.26 0.70
500900 STERLITE IN 1.65 0.60 2.68 -45.73 1.05 0.45
507685 WIPRO LTD. 0.78 0.30 1.80 -8.60 1.85 0.25
524715 SUN PHARMACE 0.48 0.16 1.55 20.55 1.73 0.40
532155 GAIL INDIA 0.54 0.19 1.55 -28.72 1.20 0.40
532174 ICICI BANK L 1.52 0.70 2.29 -27.72 6.64 1.00
532286 JINDAL STEEL 1.42 0.49 2.55 -32.65 1.36 0.45
532454 BHARTI ARTL 0.84 0.28 2.02 -20.80 2.95 0.35
532500 MARUTISUZUK 0.65 0.17 2.00 -11.41 1.17 0.50
532540 TCS LTD. 0.94 0.34 2.03 6.00 5.37 0.30
532555 NTPC LTD 0.76 0.35 1.61 -15.94 1.78 0.20
532868 DLF LIMITED 1.53 0.44 2.92 -21.83 0.58 0.25
532977 BAJAJ AUTO 0.68 0.23 1.77 13.03 1.61 0.50
533278 COAL INDIA 0.65 0.17 1.99 -22.43 1.49 0.10
               
  SENSEX 1.00   1.26 -12.84%    
Scrip CodeCompanyBeta ValuesCo-efficient of Determination (R2)Avg. Daily Volatility (%)Returns (1 year) (%)Weightage (%) in S&P SENSEXFree-float Adj.Factor
500010HOUSING DEVELOPMENT FINANCE CORP.LTD.1.310.411.8128.787.921.00
500087CIPLA LTD.0.750.151.6958.671.390.63
500103BHARAT HEAVY ELECTRICALS LTD.1.540.252.6931.520.930.37
500112STATE BANK OF INDIA1.400.0114.7532.003.560.41
500124DR.REDDY'S LABORATORIES LTD.0.480.071.6420.851.820.75
500180HDFC BANK LTD.0.960.471.2337.998.330.78
500182HERO MOTOCORP LTD.0.830.201.656.151.200.60
500209INFOSYS LTD.0.670.014.8720.658.070.84
500295Vedanta Ltd1.340.222.5016.340.990.37
500312OIL AND NATURAL GAS CORPORATION LTD.1.280.272.16-7.442.360.21
500325RELIANCE INDUSTRIES LTD.1.190.441.58-7.056.130.51
500400TATA POWER CO.LTD.1.420.332.18-5.130.590.67
500440HINDALCO INDUSTRIES LTD.1.460.252.56-2.420.710.62
500470TATA STEEL LTD.1.310.312.06-7.741.040.69
500510LARSEN & TOUBRO LTD.1.420.471.8229.245.750.88
500520MAHINDRA & MAHINDRA LTD.0.850.181.788.392.270.74
500570TATA MOTORS LTD.1.380.421.8723.974.110.66
500696HINDUSTAN UNILEVER LTD.0.340.031.6251.062.610.33
500875ITC LTD.0.560.091.65-5.267.780.70
507685WIPRO LTD.0.490.081.512.081.550.27
524715SUN PHARMACEUTICAL INDUSTRIES LTD.0.470.051.8749.113.510.36
532155GAIL (INDIA) LTD.0.970.191.96-2.670.730.37
532174ICICI BANK LTD.1.130.0110.4032.318.271.00
532215AXIS BANK LTD.1.860.0210.5285.524.110.71
532454BHARTI AIRTEL LTD.0.600.091.8017.182.300.35
532500MARUTI SUZUKI INDIA LTD.0.890.281.4797.932.140.44
532540TATA CONSULTANCY SERVICES LTD.0.520.091.5211.675.410.26
532555NTPC LTD.1.020.231.8631.211.330.25
532977BAJAJ AUTO LTD.0.510.111.332.351.120.46
533278COAL INDIA LTD.1.040.212.0222.841.980.20


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