Sip Table- New

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