Assessment - BSE Sensex 50 - 12/28/09 - RS = 45
⇐
⇓ instrument
freshest
⇓ Δday
12/28/09
⇓ Δwk
2/16/09
prc diff
⇓ Δ45
∅-RS
BSE Sensex
79,648.900
8/12
-0.07
17,401.600
9,305.450
8,096.150
87.00
37.25
L
Bajaj Finance
6,608.150
8/12
-0.15
31.091
5.596
25.495
455.59
187.28
Tata Motors
1,076.150
8/12
0.75
155.990
27.220
128.770
473.07
183.74
L
JSW Steel
917.350
8/12
1.35
102.410
21.485
80.925
376.66
160.53
IndusInd Bank
1,350.850
8/12
0.08
140.150
33.300
106.850
320.87
143.03
Tech Mahindra
1,512.500
8/12
0.38
250.012
61.350
188.662
307.52
120.06
HCL Technologies
1,585.250
8/12
-0.30
93.325
27.613
65.713
237.98
117.23
L
Eicher Motors
4,808.800
8/12
-0.45
62.000
21.800
40.200
184.40
102.90
Tata Consultancy
4,195.650
8/12
-0.78
374.875
118.490
256.385
216.38
97.84
L
Mahindra & Mahindra
2,717.650
8/12
-1.15
270.200
70.310
199.890
284.30
96.95
L
Tata Steel
152.060
8/12
0.16
61.760
16.805
44.955
267.51
96.67
Wipro
489.050
8/12
-0.46
339.700
107.650
232.050
215.56
86.73
Dr. Reddy's Labs
6,886.550
8/12
-1.81
1,186.700
411.750
774.950
188.21
84.70
Adani Enterprises
3,151.750
8/12
-1.12
65.648
20.332
45.316
222.88
82.53
L
Kotak Mahindra Bank
1,772.550
8/12
0.16
200.913
66.725
134.188
201.11
70.75
L
Bharat Electronics
301.400
8/12
-0.26
18.986
9.036
9.950
110.11
64.25
L
Asian Paints
3,053.200
8/12
0.41
176.000
80.800
95.200
117.82
62.16
Maruti Suzuki
12,273.200
8/12
0.40
1,559.650
633.400
926.250
146.23
60.16
L
Axis Bank
1,164.300
8/12
1.89
197.430
83.750
113.680
135.74
58.66
Larsen & Toubro
3,571.950
8/12
-0.56
746.400
276.667
469.733
169.78
56.17
ICICI Bank
1,172.800
8/12
0.10
176.000
67.200
108.800
161.90
54.02
Infosys
1,797.400
8/12
1.51
325.656
147.306
178.350
121.07
53.74
L
UltraTech Cement
11,302.800
8/12
0.02
900.000
422.350
477.650
113.09
48.86
L
State Bank of India
812.600
8/12
-1.42
226.945
104.660
122.285
116.84
48.24
Apollo Hospitals
6,502.400
8/12
-1.30
332.575
212.000
120.575
56.88
40.27
⇓ instrument
freshest
⇓ Δday
12/28/09
⇓ Δwk
2/16/09
prc diff
⇓ Δ45
∅-RS
Bajaj Finserv
1,559.000
8/12
-0.08
32.431
13.794
18.637
135.11
38.81
Bharat Petroleum
333.400
8/12
51.167
33.096
18.071
54.60
38.06
Cipla
1,586.250
8/12
0.73
336.000
188.300
147.700
78.44
37.20
Titan
3,320.850
8/12
-0.33
71.000
41.938
29.063
69.30
37.19
L
HDFC Bank
1,660.100
8/12
0.60
170.040
86.695
83.345
96.14
35.20
Sun Pharma
1,733.850
8/12
-0.08
156.370
105.470
50.900
48.26
29.52
L
Divi's Laboratories
4,891.000
8/12
1.26
334.425
236.500
97.925
41.41
29.22
L
Grasim Industries
2,571.100
8/12
-0.06
387.680
216.344
171.336
79.20
26.65
ONGC
341.300
8/12
2.63
197.000
112.533
84.467
75.06
24.74
Reliance Industries
2,921.250
8/12
-0.93
544.700
313.390
231.310
73.81
23.80
Adani Ports & SEZ
1,501.400
8/12
-2.11
112.000
71.710
40.290
56.18
22.31
ITC
494.600
8/12
-0.26
83.620
60.080
23.540
39.18
21.41
NTPC
400.850
8/12
-2.39
235.700
177.800
57.900
32.56
18.54
L
Power Grid
341.150
8/12
-1.40
61.172
50.316
10.856
21.58
7.79
L
Britannia
5,645.750
8/12
-1.65
164.470
137.135
27.335
19.93
7.05
L
Hindustan Unilever
2,748.700
8/12
0.05
264.750
249.200
15.550
6.24
3.22
L
Bharti Airtel
1,458.600
8/12
-0.38
328.800
321.230
7.570
2.36
-6.50
Bajaj Auto
9,710.850
8/12
-0.56
-na-
Coal India
523.950
8/12
-1.10
-na-
HDFC Life
702.450
8/12
0.01
-na-
Hero Motocorp
5,311.850
8/12
2.01
-na-
L
Hindalco Industries
629.350
8/12
1.04
-na-
LTIMindtree
5,400.450
8/12
0.50
-na-
Nestlé India
2,473.100
8/12
-1.26
-na-
SBI Life
1,705.000
8/12
-1.17
-na-
⇓ instrument
freshest
⇓ Δday
12/28/09
⇓ Δwk
2/16/09
prc diff
⇓ Δ45
∅-RS
Tata Consumer
1,170.800
8/12
-1.29
95.720
54.690
41.030
75.02
-na-
BSE Sensex 50 - 42 out of 50 instruments rated - 12/28/09 / 2/16/09 - 42 did rise, Market-Ratio(45) = 100.00 %
Stock Exchange Currency: INR ₹ Indian rupee
Technical Chart
Transactions BSE Sensex 50 * A45 - 36/35 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
1/02/06
6/23/08
903
- cash -
short
6/23/08
5/11/09
322
Bajaj Finance
100
6,877
1.454
0.887
2.385
0.931
64
16,399
75
long
5/11/09
8/08/11
819
Aurobindo Pharma
100
5,515
2.973
7.873
4.900
165
43,420
54
short
8/08/11
10/03/11
56
Tata Motors
100
2,610
16.631
15.395
17.966
1.335
8
46,905
65
long
10/03/11
10/17/11
14
Eicher Motors
100
2,881
16.278
16.438
0.159
1
47,364
29
short
10/17/11
10/24/11
7
Aurobindo Pharma
100
7,506
6.310
6.143
6.482
0.172
3
48,656
307
long
10/24/11
12/07/15
1505
Eicher Motors
100
2,975
16.353
162.308
145.956
893
482,874
74
short
12/07/15
12/21/15
14
ONGC
100
32,349
14.927
15.363
14.490
-0.437
-3
468,750
-54
long
12/21/15
1/04/16
14
Bajaj Finance
100
7,985
58.698
60.525
1.827
3
483,335
122
short
1/04/16
3/07/16
63
Larsen & Toubro
100
5,775
83.690
79.583
88.009
4.319
5
508,275
34
long
3/07/16
12/10/18
1008
Bajaj Finance
100
8,023
63.346
239.555
176.210
278
1,922,003
62
short
12/10/18
12/17/18
7
Yes Bank
100
116,027
16.565
18.100
15.030
-1.535
-9
1,743,902
-99
long
12/17/18
7/29/19
224
Nestlé India
100
15,611
111.706
116.202
4.496
4
1,814,089
7
short
7/29/19
8/19/19
21
Yes Bank
100
191,460
9.475
7.665
11.712
2.237
24
2,242,462
3,883
long
8/19/19
3/02/20
196
Bajaj Finance
100
6,738
332.805
436.075
103.270
31
2,938,295
65
short
3/02/20
7/20/20
140
Yes Bank
100
931,313
3.155
1.945
5.118
1.963
62
4,766,276
253
long
7/20/20
8/03/20
14
Aurobindo Pharma
100
57,871
82.360
86.680
4.320
5
5,016,279
279
short
8/03/20
8/10/20
7
Yes Bank
100
4,180,232
1.200
1.480
0.920
-0.280
-23
3,845,814
-100
long
8/10/20
9/14/20
35
Aurobindo Pharma
100
40,531
94.885
79.615
-15.270
-16
3,226,905
-84
short
9/14/20
9/28/20
14
Yes Bank
100
2,187,732
1.475
1.355
1.606
0.131
9
3,512,623
813
long
9/28/20
6/20/22
630
Dr. Reddy's Labs
100
6,847
512.985
415.180
-97.805
-19
2,842,952
-12
short
6/20/22
6/27/22
7
Indiabulls HF
100
302,763
9.390
10.440
8.340
-1.050
-11
2,525,051
-100
long
6/27/22
8/12/24
777
Mahindra & Mahindra
100
23,321
108.270
271.765
163.495
151
6,337,918
54
accum 6/23/08
8/12/24 5998
days out of 6901 invested (87%)
63,279
6,337,918
48
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Eicher Motors long 10/03/11 10/17/11 14 16.28 16.44 0.16 0.98
long 10/24/11 12/07/15 1505 16.35 162.31 145.96 892.56 902.28
Bajaj Finance short 6/23/08 5/11/09 322 1.45 0.89 2.38 0.93 64.00
long 12/21/15 1/04/16 14 58.70 60.52 1.83 3.11
long 3/07/16 12/10/18 1008 63.35 239.56 176.21 278.17
long 8/19/19 3/02/20 196 332.81 436.08 103.27 31.03 737.92
Mahindra & Mahindra long 6/27/22 8/12/24 777 108.27 271.77 163.50 151.01 151.01
Aurobindo Pharma long 5/11/09 8/08/11 819 2.97 7.87 4.90 164.80
short 10/17/11 10/24/11 7 6.31 6.14 6.48 0.17 2.73
long 7/20/20 8/03/20 14 82.36 86.68 4.32 5.25
long 8/10/20 9/14/20 35 94.89 79.62 -15.27 -16.09 140.22
Yes Bank short 12/10/18 12/17/18 7 16.57 18.10 15.03 -1.54 -9.27
short 7/29/19 8/19/19 21 9.48 7.67 11.71 2.24 23.61
short 3/02/20 7/20/20 140 3.16 1.95 5.12 1.96 62.21
short 8/03/20 8/10/20 7 1.20 1.48 0.92 -0.28 -23.33
short 9/14/20 9/28/20 14 1.48 1.36 1.61 0.13 8.85 51.83
Tata Motors short 8/08/11 10/03/11 56 16.63 15.40 17.97 1.34 8.03 8.03
Larsen & Toubro short 1/04/16 3/07/16 63 83.69 79.58 88.01 4.32 5.16 5.16
Nestlé India long 12/17/18 7/29/19 224 111.71 116.20 4.50 4.02 4.02
ONGC short 12/07/15 12/21/15 14 14.93 15.36 14.49 -0.44 -2.92 -2.92
Indiabulls HF short 6/20/22 6/27/22 7 9.39 10.44 8.34 -1.05 -11.18 -11.18
Dr. Reddy's Labs long 9/28/20 6/20/22 630 512.99 415.18 -97.81 -19.07 -19.07
Annotations
3/04/24 BSE Sensex 50 Component update: Apollo Hospitals, Bharat Electronics and LTIMindtree replace Dabur, HDFC and UPL
1/05/24 Nestlé India stock split 1:10 (ten for one)
9/18/23 Power Grid stock split 3:4 (four for three)
7/28/22 Tata Steel stock split 1:10 (ten for one)
7/29/21 Power Grid stock split 3:4 (four for three)
12/05/19 HCL Technologies splits 1:2 (two for one)
9/04/18 Infosys stock split 1:2 (teo for one)
5/31/18 Tata Consultancy stock split 1:2 (two for one)
12/21/17 Mahindra & Mahindra stock split 1:2 (two for one)
9/07/17 Reliance Industries stock split 1:2 (two for one)
7/25/17 Grasim Industries due to lack of kowledge about an exact split ratio we have adapted history with a factor of 0.8
7/19/17 Grasim Industries demerger of Aditya Birla FS (7 new Aditya Birla for 5 old Grasim shares)
7/17/17 Bharat Petroleum stock split 2:3 (three for two)
7/13/17 Larsen & Toubro stock split 2:3 (three for two)
6/13/17 Wipro stock split 1:2 (two for one)
4/10/17 BSE Sensex 50 machine learning processed for all techniques
BSE Sensex 50 implementation: this market contains the components of the BSE Sensex 50 Index which was launched on
2016-12-06 by BSE - except the Tata Motorrs DVR instrument
12/15/16 ONGC stock split 2:3 (three for two)
7/01/16 ITC stock split 2:3 (three for two)
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