Constituents list of Nifty Midcap 50
RISK AND RETURN ANALYIS RESULT OF NIFTY MIDCAP
Company Name
Industry
Allahabad Bank Alstom Projects India Ltd. Andhra Bank Ashok Leyland Ltd. Aurobindo Pharma Ltd. BEML Ltd. Bajaj Hindusthan Ltd. Bombay Dyeing & Manufacturing Co. Ltd. CESC Ltd. Chennai Petroleum Corporation Ltd. Corporation Bank Divi's Laboratories Ltd. EDUCOMP SOLUTIONS GVK Power & Infrastructures Ltd. Great Eastern Shipping Co. Ltd. Hindustan Construction Co. Ltd. Hotel Leelaventure Ltd. IVRCL Infrastructures & Projects Ltd. India Cements Ltd. Indian Bank Indian Hotels Co. Ltd. Kesoram Industries Ltd. Lanco Infratech Ltd. Lupin Ltd. Mahanagar Telephone Nigam Ltd. Mahindra Lifespace Developers Ltd. Moser Baer India Ltd. MphasiS Ltd. Nagarjuna Construction Co. Ltd. Oracle Financial Services Software Ltd. Patel Engineering Ltd. Peninsula Land Ltd. Petronet LNG Ltd. Piramal Healthcare Ltd. Praj Industries Ltd. Punj Lloyd Ltd. Reliance Natural Resources Ltd. Rolta India Ltd. Shipping Corporation of India Ltd. Sintex Industries Ltd. Sterling Biotech Ltd
BANKS POWER BANKS AUTOMOBILES - 4 WHEELERS PHARMACEUTICALS ENGINEERING SUGAR TEXTILES - SYNTHETIC POWER REFINERIES BANKS PHARMACEUTICALS SOFTWARE POWER SHIPPING CONSTRUCTION HOTELS CONSTRUCTION CEMENT AND CEMENT PRODUCTS BANKS HOTELS CEMENT AND CEMENT PRODUCTS CONSTRUCTION PHARMACEUTICALS TELECOMMUNICATION - SERVICES CONSTRUCTION COMPUTERS - HARDWARE COMPUTERS - SOFTWARE CONSTRUCTION COMPUTERS - SOFTWARE CONSTRUCTION CONSTRUCTION GAS PHARMACEUTICALS ENGINEERING CONSTRUCTION GAS COMPUTERS - SOFTWARE SHIPPING PLASTIC AND PLASTIC PRODUCTS PHARMACEUTICALS
Syndicate Bank TVS Motor Company Ltd. Tata Chemicals Ltd. Tata Tea Ltd. Tata Teleservices (Maharashtra) Ltd. Titan Industries Ltd. UltraTech Cement Ltd. Vijaya Bank Voltas Ltd. Welspun Gujarat Stahl Rohren Ltd.
BANKS AUTOMOBILES - 2 AND 3 WHEELERS CHEMICALS - INORGANIC TEA AND COFFEE TELECOMMUNICATION - SERVICES GEMS JEWELLERY AND WATCHES CEMENT AND CEMENT PRODUCTS BANKS AIRCONDITIONERS STEEL AND STEEL PRODUCTS
160 140 120 100 80
RETURN RISK
60 40 20 0 -20 1
2
3
4
5
6
7
8 10 12 14 16 18 20 22 24 26 28 30 32 34 36 38 40 42 44 46 48 50 52 9 11 13 15 17 19 21 23 25 27 29 31 33 35 37 39 41 43 45 47 49 51
SULT OF NIFTY MIDCAP 50 SCRIPS Symbol
Series BETA VALUE
ALBK APIL ANDHRABANK ASHOKLEY AUROPHARMA BEML BAJAJHIND BOMDYEING CESC CHENNPETRO CORPBANK DIVISLAB EDUCOMP GVKPIL GESHIP HCC HOTELEELA IVRCLINFRA INDIACEM INDIANB INDHOTEL KESORAMIND LITL LUPIN MTNL MAHLIFE MOSERBAER MPHASIS NAGARCONST OFSS PATELENG PENINLAND PETRONET PIRHEALTH PRAJIND PUNJLLOYD RNRL ROLTA SCI SINTEX STERLINBIO
EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ
0.99 1.1 1 0.94 0.76 0.9 1.22 1.28 0.91 0.92 0.84 0.81 1.11 1.17 1.03 1.44 0.17 1.36 1.16 0.9 0.74 1.01 1.55 0.55 0.91 1.06 0.94 0.72 1.22 0.83 0.99 1.25 0.92 0.49 1.11 1.33 1.36 1.08 0.94 0.83 0.54
RISK
RETURN 87 53.42 50.22 81.36 68.75 136.7 108.89 69.66 50.21 48.19 21.52 47.92 142.5 22.54 58.73 106.99 100.7 65.99 65.79 59.45 61.19 60.54 89.59 29.65 35.52 70.06 36.26 31.09 121.71 31.06 81.23 84.92 67.65 32.24 133.17 60.39 132.45 91.81 37.41 109.44 20.12
29.03 35.22 11.1 15.05 5.45 53.18 4.86 27.75 23.35 9.27 -3.83 56.68 132.85 5.72 13.5 45.91 40.24 11.02 38.03 35.68 21.11 33.67 40.51 21.87 3.11 3.61 15.24 7.98 49.25 12.32 50.97 38.34 42.89 -3.08 59.46 12.65 71.51 56.26 9.79 50.72 2.59
C.V
rank 2.99 1.52 4.52 5.4 12.62 2.57 22.39 2.51 2.15 5.2 -5.62 0.85 1.07 3.94 4.35 2.33 2.5 5.99 1.73 1.67 2.9 1.8 2.21 1.36 11.41 19.43 2.38 3.9 2.47 2.52 1.59 2.21 1.58 -10.48 2.24 4.77 1.85 1.63 3.82 2.16 7.77
5
16
1
11 10
18 2
8 19 7 20 12 9 17
RETURN RISK
48 50 52 49 51
SYNDIBANK TVSMOTOR TATACHEM TATATEA TTML TITAN ULTRACEMCO VIJAYABANK VOLTAS WELGUJ
EQ EQ EQ EQ EQ EQ EQ EQ EQ EQ
0.99 0.93 0.86 0.6 0.97 0.96 0.74 1 0.99 1.14
38.85 64.24 40.07 35.74 23.94 89.31 33.08 12.44 124.72 109.51
20.34 8.89 19.39 18.24 6.88 59.13 22.95 -2.96 81.47 57.5
1.91 7.23 2.07 1.96 3.48 1.51 1.44 -4.21 1.53 1.9
14
15 4 3 6 13
THE PORTFOLIO CONSTRUCTION OF TOP Company Name Divi's Laboratories Ltd. EDUCOMP SOLUTIONS Lupin Ltd. UltraTech Cement Ltd. Titan Industries Ltd. Alstom Projects India Ltd. Voltas Ltd. Petronet LNG Ltd. Patel Engineering Ltd. Rolta India Ltd. Indian Bank India Cements Ltd. Reliance Natural Resources Ltd. Welspun Gujarat Stahl Rohren Ltd. Syndicate Bank Tata Tea Ltd. CESC Ltd. Sintex Industries Ltd. Lanco Infratech Ltd. Peninsula Land Ltd.
300 250 200 150 RETURN RISK
100 50 0 1
2
3
4
5
6
7
8
9
10 11 12 13 14 15 16 17 18 19 20
STRUCTION OF TOP 20 COMPANIES Industry PHARMACEUTICALS SOFTWARE PHARMACEUTICALS CEMENT AND CEMENT PRODUCTS GEMS JEWELLERY AND WATCHES POWER AIRCONDITIONERS GAS CONSTRUCTION COMPUTERS - SOFTWARE BANKS CEMENT AND CEMENT PRODUCTS GAS STEEL AND STEEL PRODUCTS BANKS TEA AND COFFEE POWER PLASTIC AND PLASTIC PRODUCTS CONSTRUCTION CONSTRUCTION
RETURN RISK
3 14 15 16 17 18 19 20
Symbol DIVISLAB EDUCOMP LUPIN ULTRACEMCO TITAN APIL VOLTAS PETRONET PATELENG ROLTA INDIANB INDIACEM RNRL WELGUJ SYNDIBANK TATATEA CESC SINTEX LITL PENINLAND
Series BETA VALUE EQ 0.81 EQ 1.11 EQ 0.55 EQ 0.74 EQ 0.96 EQ 1.1 EQ 0.99 EQ 0.92 EQ 0.99 EQ 1.08 EQ 0.9 EQ 1.16 EQ 1.36 EQ 1.14 EQ 0.99 EQ 0.6 EQ 0.91 EQ 0.83 EQ 1.55 EQ 1.25
IES RISK 47.92 142.5 29.65 33.08 89.31 53.42 124.72 67.65 81.23 91.81 59.45 65.79 132.45 109.51 38.85 35.74 50.21 109.44 89.59 84.92 76.86 C.V
RETURN C.V 56.68 132.85 21.87 22.95 59.13 35.22 81.47 42.89 50.97 56.26 35.68 38.03 71.51 57.5 20.34 18.24 23.35 50.72 40.51 38.34
0.85 1.07 1.36 1.44 1.51 1.52 1.53 1.58 1.59 1.63 1.67 1.73 1.85 1.9 1.91 1.96 2.15 2.16 2.21 2.21
47.73
1.69
1.61
RANK 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
portfolio construction on 11TH may 2009 Company Name
INDUSTRY
Amount
Divi's Laboratories Ltd.
PHARMACEUTICALS
500000
EDUCOMP SOLUTIONS
SOFTWARE
500000
Lupin Ltd.
PHARMACEUTICALS
500000
UltraTech Cement Ltd.
CEMENT AND CEMENT PRODUCTS
500000
Titan Industries Ltd.
GEMS JEWELLERY AND WATCHES
500000
Alstom Projects India Ltd.
POWER
500000
Voltas Ltd.
AIRCONDITIONERS
500000
Petronet LNG Ltd.
GAS
500000
Patel Engineering Ltd.
CONSTRUCTION
500000
Rolta India Ltd.
COMPUTERS - SOFTWARE
500000
Indian Bank
BANKS
500000
India Cements Ltd.
CEMENT AND CEMENT PRODUCTS
500000
Reliance Natural Resources Ltd.
GAS
500000
Welspun Gujarat Stahl Rohren Ltd.
STEEL AND STEEL PRODUCTS
500000
Syndicate Bank
BANKS
500000
Tata Tea Ltd.
TEA AND COFFEE
500000
CESC Ltd.
POWER
500000
Sintex Industries Ltd.
PLASTIC AND PLASTIC PRODUCTS
500000
Lanco Infratech Ltd.
CONSTRUCTION
500000
Peninsula Land Ltd.
CONSTRUCTION
500000
1 CRORE
entry price
No. of Shares
Portfolio Beta
Expected return
Beta
return
WEIGHT b x w
w x return
926.85
539
0.81
0.05
0.04
56.68
2.83
2403.1
208
1.11
0.05
0.06
132.85
6.64
775.75
644
0.55
0.05
0.03
21.87
1.09
558.85
894
0.74
0.05
0.04
22.95
1.15
839.4
595
0.96
0.05
0.05
59.13
2.96
339.4
1473
1.1
0.05
0.05
35.22
1.76
64.5
7751
0.99
0.05
0.05
81.47
4.07
55.5
9009
0.92
0.05
0.05
42.89
2.14
179.7
2782
0.99
0.05
0.05
50.97
2.55
81.5
6134
1.08
0.05
0.05
56.26
2.81
96.9
5159
0.9
0.05
0.04
35.68
1.78
110.45
4526
1.16
0.05
0.06
38.03
1.9
57.6
8680
1.36
0.05
0.07
71.51
3.58
108.75
4597
1.14
0.05
0.06
57.5
2.87
56.65
8826
0.99
0.05
0.05
20.34
1.02
711
703
0.6
0.05
0.03
18.24
0.91
250.9
1992
0.91
0.05
0.05
23.35
1.17
155.05
3224
0.83
0.05
0.04
50.72
2.54
219.1
2282
1.55
0.05
0.08
40.51
2.03
42.2
11848
1.25
0.05
0.06
38.34
1.92
Portfolio Beta
1 expected return
BETA VALUE OF PORTFOLIO
47.73
1
STANDARD DEVIATION
6.91
ON 10TH JULY Company Name Divi's Laboratories Ltd. EDUCOMP SOLUTIONS Lupin Ltd. UltraTech Cement Ltd. Titan Industries Ltd. Alstom Projects India Ltd. Voltas Ltd. Petronet LNG Ltd. Patel Engineering Ltd. Rolta India Ltd. Indian Bank India Cements Ltd. Reliance Natural Resources Ltd. Welspun Gujarat Stahl Rohren Ltd. Syndicate Bank Tata Tea Ltd. CESC Ltd. Sintex Industries Ltd. Lanco Infratech Ltd. Peninsula Land Ltd.
Industry PHARMACEUTICALS SOFTWARE PHARMACEUTICALS CEMENT AND CEMENT PRODUCTS GEMS JEWELLERY AND WATCHES POWER AIRCONDITIONERS GAS CONSTRUCTION COMPUTERS - SOFTWARE BANKS CEMENT AND CEMENT PRODUCTS GAS STEEL AND STEEL PRODUCTS BANKS TEA AND COFFEE POWER PLASTIC AND PLASTIC PRODUCTS CONSTRUCTION CONSTRUCTION
Symbol DIVISLAB EDUCOMP LUPIN ULTRACEMCO TITAN APIL VOLTAS PETRONET PATELENG ROLTA INDIANB INDIACEM RNRL WELGUJ SYNDIBANK TATATEA CESC SINTEX LITL PENINLAND
PRICE ON 10TH JULY
TOTAL VALUE
No. of Shares RETURN 999.25 539 538595.75 3749.45 208 779885.6 793.75 644 511175 732.25 894 654631.5 1163.5 595 692282.5 474.95 1473 699601.35 119.65 7751 927407.15 60.65 9009 546395.85 422.41 2782 ### 108.85 6134 667685.9 121.7 5159 627850.3 134.5 4526 608747 72.65 8680 630602 183.7 4597 844468.9 66.5 8826 586929 728.05 703 511819.15 267.05 1992 531963.6 201.7 3224 650280.8 342.5 2282 781585 59.3 11848 702586.4
###
portfolio of average return Company Name Titan Industries Ltd. UltraTech Cement Ltd. Rolta India Ltd. Sintex Industries Ltd. Reliance Natural Resources Ltd. India Cements Ltd. Indian Bank
Industry GEMS JEWELLERY AND WATCHES CEMENT AND CEMENT PRODUCTS COMPUTERS - SOFTWARE PLASTIC AND PLASTIC PRODUCTS GAS CEMENT AND CEMENT PRODUCTS BANKS
Symbol TITAN ULTRACEMCO ROLTA SINTEX RNRL INDIACEM INDIANB
amount 500000 500000 500000 500000 500000 500000 500000
PRICE ON 10TH JULY 1163.5 732.25 108.85 201.7 72.65 134.5 121.7
3500000 return %
No. of Shares RETURN 595 692282.5 894 654631.5 6134 667685.9 3224 650280.8 8680 630602 4526 608747 5159 627850.3 4532080 29.49
portfolio of high return Company Name Patel Engineering Ltd. Voltas Ltd. Welspun Gujarat Stahl Rohren Ltd. EDUCOMP SOLUTIONS Lanco Infratech Ltd. Peninsula Land Ltd. Alstom Projects India Ltd.
Industry CONSTRUCTION AIRCONDITIONERS STEEL AND STEEL PRODUCTS SOFTWARE CONSTRUCTION CONSTRUCTION POWER
Symbol amount invested PRICE ON 10TH JULY No. of Shares RETURN PATELENG 500000 422.41 2782 ### VOLTAS 500000 119.65 7751 927407.15 WELGUJ 500000 183.7 4597 844468.9 EDUCOMP 500000 3749.45 208 779885.6 LITL 500000 342.5 2282 781585 PENINLAND 500000 59.3 11848 702586.4 APIL 500000 474.95 1473 699601.35 3500000
###
return return %
2410679.02 68.88
PORTFOLIO OF LOW RETURNS Company Name Petronet LNG Ltd. CESC Ltd. Lupin Ltd. Tata Tea Ltd. Divi's Laboratories Ltd. Syndicate Bank
Industry GAS POWER PHARMACEUTICALS TEA AND COFFEE PHARMACEUTICALS BANKS
Symbol PETRONET CESC LUPIN TATATEA DIVISLAB SYNDIBANK
amount invested PRICE ON 10TH JULY No. of Shares RETURN 500000 60.65 9009 546395.85 500000 267.05 1992 531963.6 500000 793.75 644 511175 500000 728.05 703 511819.15 500000 999.25 539 538595.75 500000 66.5 8826 586929 3000000
### return
7.56
PORTFOLIO OF HIGH RETURN Company Name Patel Engineering Ltd. Voltas Ltd. Welspun Gujarat Stahl Rohren Ltd. EDUCOMP SOLUTIONS Lanco Infratech Ltd.
Industry CONSTRUCTION AIRCONDITIONERS STEEL AND STEEL PRODUCTS SOFTWARE CONSTRUCTION
COMPANY NAME Patel Engineering Ltd. Voltas Ltd. Welspun Gujarat Stahl Rohren Ltd. EDUCOMP SOLUTIONS Lanco Infratech Ltd.
EXPECTED RETURN 50% 81% 57% 132% 40%
Symbol PATELENG VOLTAS WELGUJ EDUCOMP LITL
PRICE AFTER 1 YEAR 633.2 216.5 297.05 4948 479.5
amount invested 300000 100000 50000 30000 20000 500000
PRICE ON 11TH MAY 179.6 64.5 108.75 2403.1 219.1
PRICE AFTER 2 YEARS PRICE AFTER 3 YEARS 949.7 1423.5 391.8 709.1 466.3 732.09 6532 8622 671.3 939.8
PRICE ON 10TH JULY 422.41 119.65 183.7 3749.45 342.5
No. of Shares 1670 1550 459 12 91
RETURN 705424.7 185457.5 84318.3 44993.4 31167.5
AMOUNT INVESTED 50000 150000 60000 200000 40000
NO. OF SHARES 118 1253 327 53 116
RETURN AFTER 1 YEAR 74717.6 271274.5 97135.35 262244 55622 760993.45
RETURN IN 1 YEAR RETURN IN 2 YEARS RETURN IN 3 YEARS
760993 1179536 1861851
1051361.4 RETURN AFTER 2 YEAR 112064.6 490925.4 152480.1 346196 77870.8 1179536.9
RETURN AFTER 3 YEARS 167973 888502.3 239393.43 456966 109016.8 1861851.53