Assessment - BSE Sensex 50 in Japanese yen - 8/10/12 - RS = 45
⇐
⇓ instrument
freshest
⇓ Δday
8/10/12
⇓ Δwk
28/11/11
prc diff
⇓ Δ45
∅-RS
BSE Sensex
120,930.529
12/08/24
-0.07
28,405.782
23,940.700
4,465.081
18.65
11.94
Bajaj Finserv
2,367.022
12/08/24
-0.08
130.763
66.385
64.378
96.98
50.05
L
Bajaj Finance
10,033.121
12/08/24
-0.15
173.470
92.829
80.641
86.87
48.23
L
UltraTech Cement
17,160.985
12/08/24
0.02
3,045.244
1,731.681
1,313.564
75.85
47.67
Tech Mahindra
2,296.421
12/08/24
0.38
356.818
212.869
143.948
67.62
43.30
L
Hindustan Unilever
4,173.338
12/08/24
0.05
862.543
584.853
277.690
47.48
36.86
Apollo Hospitals
9,872.562
12/08/24
-1.30
1,204.843
923.148
281.695
30.51
33.15
L
Divi's Laboratories
7,425.981
12/08/24
1.26
835.328
545.130
290.198
53.23
30.78
L
Grasim Industries
3,903.688
12/08/24
-0.06
801.393
548.582
252.811
46.08
29.24
Sun Pharma
2,632.496
12/08/24
-0.08
538.160
379.907
158.253
41.66
27.10
Larsen & Toubro
5,423.274
12/08/24
-0.56
1,099.044
862.661
236.383
27.40
27.20
ITC
750.949
12/08/24
-0.26
282.908
203.762
79.146
38.84
25.12
IndusInd Bank
2,050.989
12/08/24
0.08
560.023
387.829
172.194
44.40
25.35
ICICI Bank
1,780.656
12/08/24
0.10
323.139
233.793
89.346
38.22
25.00
L
Eicher Motors
7,301.177
12/08/24
-0.45
341.389
238.635
102.753
43.06
23.03
L
HDFC Bank
2,520.522
12/08/24
0.60
474.961
344.848
130.113
37.73
22.74
L
Mahindra & Mahindra
4,126.194
12/08/24
-1.15
658.712
553.867
104.845
18.93
22.82
Titan
5,042.030
12/08/24
-0.33
395.288
283.208
112.080
39.57
22.61
Maruti Suzuki
18,634.339
12/08/24
0.40
2,112.783
1,468.760
644.024
43.85
22.44
HCL Technologies
2,406.877
12/08/24
-0.30
212.088
144.473
67.614
46.80
20.81
L
Asian Paints
4,635.658
12/08/24
0.41
590.594
435.364
155.230
35.66
19.99
Tata Motors
1,633.913
12/08/24
0.75
413.432
268.030
145.402
54.25
20.40
L
Kotak Mahindra Bank
2,691.254
12/08/24
0.16
476.251
346.699
129.552
37.37
19.73
Cipla
2,408.395
12/08/24
0.73
564.047
488.970
75.077
15.35
16.24
L
State Bank of India
1,233.767
12/08/24
-1.42
346.202
279.358
66.843
23.93
16.45
⇓ instrument
freshest
⇓ Δday
8/10/12
⇓ Δwk
28/11/11
prc diff
⇓ Δ45
∅-RS
Bharat Petroleum
506.200
12/08/24
89.921
66.082
23.839
36.07
13.44
L
JSW Steel
1,392.808
12/08/24
1.35
111.633
90.560
21.073
23.27
13.25
L
Power Grid
517.966
12/08/24
-1.40
101.375
80.881
20.494
25.34
12.08
L
Axis Bank
1,767.751
12/08/24
1.89
342.877
292.819
50.058
17.10
10.40
Tata Consultancy
6,370.235
12/08/24
-0.78
983.210
870.357
112.853
12.97
9.84
Coal India
795.511
12/08/24
-1.10
542.335
477.197
65.138
13.65
8.63
Bajaj Auto
14,743.935
12/08/24
-0.56
2,649.956
2,535.919
114.038
4.50
8.64
Reliance Industries
4,435.319
12/08/24
-0.93
619.009
600.328
18.681
3.11
7.99
Nestlé India
3,754.895
12/08/24
-1.26
698.742
627.679
71.063
11.32
6.22
ONGC
518.194
12/08/24
2.63
284.275
265.068
19.207
7.25
5.52
Dr. Reddy's Labs
10,455.815
12/08/24
-1.81
2,577.989
2,296.913
281.076
12.24
5.46
NTPC
608.609
12/08/24
-2.39
258.034
254.999
3.036
1.19
5.10
L
Britannia
8,571.914
12/08/24
-1.65
373.728
346.588
27.140
7.83
1.00
Infosys
2,728.983
12/08/24
1.51
481.479
499.187
-17.709
-3.55
0.36
L
Tata Steel
230.872
12/08/24
0.16
62.516
62.024
0.491
0.79
0.16
Adani Ports & SEZ
2,279.568
12/08/24
-2.11
187.965
187.177
0.788
0.42
-1.43
L
Hindalco Industries
955.539
12/08/24
1.04
180.146
200.356
-20.210
-10.09
-3.03
Wipro
742.522
12/08/24
-0.46
278.873
291.982
-13.109
-4.49
-4.99
L
Bharat Electronics
457.614
12/08/24
-0.26
18.793
22.475
-3.682
-16.38
-9.98
Adani Enterprises
4,785.286
12/08/24
-1.12
52.908
72.076
-19.167
-26.59
-12.23
L
Bharti Airtel
2,214.585
12/08/24
-0.38
402.652
577.745
-175.093
-30.31
-15.30
HDFC Life
1,066.526
12/08/24
0.01
-na-
Hero Motocorp
8,064.955
12/08/24
2.01
2,714.028
-na-
LTIMindtree
8,199.476
12/08/24
0.50
-na-
SBI Life
2,588.693
12/08/24
-1.17
-na-
⇓ instrument
freshest
⇓ Δday
8/10/12
⇓ Δwk
28/11/11
prc diff
⇓ Δ45
∅-RS
Tata Consumer
1,777.620
12/08/24
-1.29
236.171
124.019
112.151
90.43
48.11
BSE Sensex 50 - 46 out of 50 instruments rated - 8/10/12 / 28/11/11 - 40 did rise, Market-Ratio(45) in JPY = 86.96 %
Stock Exchange Currency: INR ₹ Indian rupee
Technical Chart
Transactions BSE Sensex 50 in Japanese yen * 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
2/01/06
23/06/08
903
- cash -
short
23/06/08
11/05/09
322
Bajaj Finance
100
2,752
3.634
1.775
7.440
3.806
105
20,474
125
long
11/05/09
8/08/11
819
Aurobindo Pharma
100
3,440
5.951
13.716
7.765
130
47,187
45
short
8/08/11
3/10/11
56
Tata Motors
100
1,628
28.977
23.735
35.376
6.399
22
57,604
267
long
3/10/11
17/10/11
14
Eicher Motors
100
2,295
25.096
25.636
0.539
2
58,842
74
short
17/10/11
24/10/11
7
Aurobindo Pharma
100
5,979
9.841
9.287
10.428
0.587
6
62,349
1,947
long
24/10/11
7/12/15
1505
Eicher Motors
100
2,521
24.725
299.853
275.128
1,113
755,947
83
short
7/12/15
21/12/15
14
ONGC
100
27,413
27.576
28.108
27.044
-0.532
-2
741,367
-40
long
21/12/15
4/01/16
14
Bajaj Finance
100
6,903
107.391
108.579
1.188
1
749,570
33
short
4/01/16
7/03/16
63
Larsen & Toubro
100
4,992
150.137
134.596
167.473
17.336
12
836,109
88
long
7/03/16
10/12/18
1008
Bajaj Finance
100
7,804
107.134
373.878
266.744
249
2,917,781
57
short
10/12/18
17/12/18
7
Yes Bank
100
112,859
25.853
28.504
23.203
-2.651
-10
2,618,647
-100
long
17/12/18
29/07/19
224
Nestlé India
100
14,885
175.915
183.755
7.841
4
2,735,357
7
short
29/07/19
19/08/19
21
Yes Bank
100
182,561
14.983
11.433
19.637
4.653
31
3,584,881
10,905
long
19/08/19
2/03/20
196
Bajaj Finance
100
7,221
496.390
647.190
150.800
30
4,673,807
64
short
2/03/20
20/07/20
140
Yes Bank
100
998,161
4.682
2.790
7.859
3.176
68
7,844,250
286
long
20/07/20
3/08/20
14
Aurobindo Pharma
100
66,399
118.137
122.287
4.150
4
8,119,810
146
short
3/08/20
10/08/20
7
Yes Bank
100
4,796,272
1.693
2.092
1.294
-0.399
-24
6,206,856
-100
long
10/08/20
14/09/20
35
Aurobindo Pharma
100
46,283
134.105
114.496
-19.609
-15
5,299,297
-81
short
14/09/20
28/09/20
14
Yes Bank
100
2,498,219
2.121
1.937
2.323
0.201
9
5,802,115
963
long
28/09/20
20/06/22
630
Dr. Reddy's Labs
100
7,910
733.486
719.162
-14.324
-2
5,688,812
-1
short
20/06/22
27/06/22
7
Indiabulls HF
100
349,756
16.265
18.008
14.522
-1.743
-11
5,079,231
-100
long
27/06/22
12/08/24
777
Mahindra & Mahindra
100
27,197
186.755
526.418
339.663
182
14,317,051
63
accum 23/06/08
12/08/24 6648
days out of 7551 invested (88%)
143,071
14,317,051
49
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Eicher Motors long 3/10/11 17/10/11 14 25.10 25.64 0.54 2.15
long 24/10/11 7/12/15 1505 24.72 299.85 275.13 1,112.76 1,138.82
Bajaj Finance short 23/06/08 11/05/09 322 3.63 1.77 7.44 3.81 104.74
long 21/12/15 4/01/16 14 107.39 108.58 1.19 1.11
long 7/03/16 10/12/18 1008 107.13 373.88 266.74 248.98
long 19/08/19 2/03/20 196 496.39 647.19 150.80 30.38 841.89
Mahindra & Mahindra long 27/06/22 12/08/24 777 186.75 526.42 339.66 181.88 181.88
Aurobindo Pharma long 11/05/09 8/08/11 819 5.95 13.72 7.77 130.49
short 17/10/11 24/10/11 7 9.84 9.29 10.43 0.59 5.96
long 20/07/20 3/08/20 14 118.14 122.29 4.15 3.51
long 10/08/20 14/09/20 35 134.10 114.50 -19.61 -14.62 115.84
Yes Bank short 10/12/18 17/12/18 7 25.85 28.50 23.20 -2.65 -10.25
short 29/07/19 19/08/19 21 14.98 11.43 19.64 4.65 31.06
short 2/03/20 20/07/20 140 4.68 2.79 7.86 3.18 67.83
short 3/08/20 10/08/20 7 1.69 2.09 1.29 -0.40 -23.56
short 14/09/20 28/09/20 14 2.12 1.94 2.32 0.20 9.49 65.22
Tata Motors short 8/08/11 3/10/11 56 28.98 23.74 35.38 6.40 22.08 22.08
Larsen & Toubro short 4/01/16 7/03/16 63 150.14 134.60 167.47 17.34 11.55 11.55
Nestlé India long 17/12/18 29/07/19 224 175.91 183.76 7.84 4.46 4.46
ONGC short 7/12/15 21/12/15 14 27.58 28.11 27.04 -0.53 -1.93 -1.93
Dr. Reddy's Labs long 28/09/20 20/06/22 630 733.49 719.16 -14.32 -1.95 -1.95
Indiabulls HF short 20/06/22 27/06/22 7 16.27 18.01 14.52 -1.74 -10.72 -10.72
Annotations
4/03/24 BSE Sensex 50 Component update: Apollo Hospitals, Bharat Electronics and LTIMindtree replace Dabur, HDFC and UPL
5/01/24 Nestlé India stock split 1:10 (ten for one)
18/09/23 Power Grid stock split 3:4 (four for three)
28/07/22 Tata Steel stock split 1:10 (ten for one)
29/07/21 Power Grid stock split 3:4 (four for three)
5/12/19 HCL Technologies splits 1:2 (two for one)
4/09/18 Infosys stock split 1:2 (teo for one)
31/05/18 Tata Consultancy stock split 1:2 (two for one)
21/12/17 Mahindra & Mahindra stock split 1:2 (two for one)
7/09/17 Reliance Industries stock split 1:2 (two for one)
25/07/17 Grasim Industries due to lack of kowledge about an exact split ratio we have adapted history with a factor of 0.8
19/07/17 Grasim Industries demerger of Aditya Birla FS (7 new Aditya Birla for 5 old Grasim shares)
17/07/17 Bharat Petroleum stock split 2:3 (three for two)
13/07/17 Larsen & Toubro stock split 2:3 (three for two)
13/06/17 Wipro stock split 1:2 (two for one)
10/04/17 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
15/12/16 ONGC stock split 2:3 (three for two)
1/07/16 ITC stock split 2:3 (three for two)
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