Assessment - BSE Sensex 50 in Dollar - 19/08/19 - RS = 45
⇐
⇓ instrument
freshest
⇓ Δday
19/08/19
Δwk
8/10/18
prc diff
⇓ Δ45
⇓ ∅-RS
BSE Sensex
1,114.534
12/08/24
-0.07
523.377
466.181
57.195
12.27
0.11
Adani Enterprises
44.103
12/08/24
-1.12
1.896
1.801
0.096
5.31
-5.87
L
Bharat Electronics
4.218
12/08/24
-0.26
0.456
0.348
0.109
31.24
5.52
Tata Motors
15.059
12/08/24
0.75
1.690
2.872
-1.181
-41.13
-34.25
L
Mahindra & Mahindra
38.028
12/08/24
-1.15
7.284
10.478
-3.194
-30.48
-26.40
Apollo Hospitals
90.989
12/08/24
-1.30
20.765
14.630
6.135
41.93
20.51
Tata Consumer
16.383
12/08/24
-1.29
3.753
2.909
0.844
28.99
20.00
L
Tata Steel
2.128
12/08/24
0.16
0.503
0.757
-0.254
-33.54
-30.67
Adani Ports & SEZ
21.009
12/08/24
-2.11
5.001
4.116
0.886
21.52
-3.23
Sun Pharma
24.262
12/08/24
-0.08
5.961
8.171
-2.210
-27.05
-9.33
L
JSW Steel
12.837
12/08/24
1.35
3.165
5.088
-1.923
-37.79
-24.83
L
Bharti Airtel
20.410
12/08/24
-0.38
5.052
3.992
1.060
26.55
8.53
Bajaj Auto
135.885
12/08/24
-0.56
38.138
34.944
3.195
9.14
-2.73
L
Grasim Industries
35.978
12/08/24
-0.06
10.248
12.455
-2.207
-17.72
-15.15
L
Hindalco Industries
8.807
12/08/24
1.04
2.535
3.009
-0.475
-15.77
-14.47
LTIMindtree
75.569
12/08/24
0.50
22.299
24.011
-1.712
-7.13
-7.44
NTPC
5.609
12/08/24
-2.39
1.664
2.210
-0.546
-24.72
-17.54
Cipla
22.197
12/08/24
0.73
6.659
8.638
-1.980
-22.92
-15.56
L
Divi's Laboratories
68.440
12/08/24
1.26
21.243
17.274
3.969
22.97
-0.92
Titan
46.469
12/08/24
-0.33
15.238
11.001
4.237
38.51
8.56
HCL Technologies
22.183
12/08/24
-0.30
7.445
7.249
0.196
2.70
1.56
L
Eicher Motors
67.290
12/08/24
-0.45
22.861
29.932
-7.070
-23.62
-23.77
L
Power Grid
4.774
12/08/24
-1.40
1.630
1.420
0.210
14.79
6.84
L
State Bank of India
11.371
12/08/24
-1.42
4.014
3.594
0.420
11.70
-4.85
ICICI Bank
16.411
12/08/24
0.10
5.925
4.203
1.721
40.95
14.18
⇓ instrument
freshest
⇓ Δday
19/08/19
Δwk
8/10/18
prc diff
⇓ Δ45
⇓ ∅-RS
Dr. Reddy's Labs
96.364
12/08/24
-1.81
35.110
31.644
3.466
10.95
-4.73
L
UltraTech Cement
158.161
12/08/24
0.02
58.185
50.830
7.356
14.47
1.82
ONGC
4.776
12/08/24
2.63
1.767
2.026
-0.258
-12.75
-19.12
Larsen & Toubro
49.983
12/08/24
-0.56
18.921
16.435
2.487
15.13
-1.68
Coal India
7.332
12/08/24
-1.10
2.784
3.623
-0.839
-23.15
-19.64
Infosys
25.151
12/08/24
1.51
10.882
9.661
1.221
12.63
7.28
L
Britannia
79.001
12/08/24
-1.65
34.680
37.481
-2.801
-7.47
-16.72
Reliance Industries
40.877
12/08/24
-0.93
18.087
15.002
3.086
20.57
5.26
Tech Mahindra
21.165
12/08/24
0.38
9.380
9.397
-0.017
-0.18
-9.70
Bajaj Finserv
21.815
12/08/24
-0.08
10.322
7.296
3.026
41.47
10.34
Maruti Suzuki
171.740
12/08/24
0.40
83.714
93.167
-9.453
-10.15
-15.69
Nestlé India
34.606
12/08/24
-1.26
16.885
12.685
4.200
33.11
11.03
Hero Motocorp
74.329
12/08/24
2.01
36.823
38.851
-2.028
-5.22
-6.07
SBI Life
23.858
12/08/24
-1.17
11.893
7.430
4.463
60.06
34.53
L
Bajaj Finance
92.468
12/08/24
-0.15
46.570
26.705
19.865
74.39
20.67
ITC
6.921
12/08/24
-0.26
3.520
3.694
-0.174
-4.72
-12.57
Wipro
6.843
12/08/24
-0.46
3.528
4.293
-0.766
-17.84
-19.20
Tata Consultancy
58.710
12/08/24
-0.78
30.267
28.094
2.173
7.74
4.67
L
Asian Paints
42.724
12/08/24
0.41
22.199
16.873
5.326
31.56
14.86
Bharat Petroleum
4.665
12/08/24
2.428
1.791
0.637
35.55
-0.45
L
Axis Bank
16.292
12/08/24
1.89
9.585
7.526
2.059
27.36
0.38
L
Hindustan Unilever
38.463
12/08/24
0.05
25.480
21.086
4.394
20.84
4.84
L
HDFC Bank
23.230
12/08/24
0.60
15.440
13.151
2.290
17.41
1.33
HDFC Life
9.829
12/08/24
0.01
7.340
4.992
2.348
47.04
28.38
L
Kotak Mahindra Bank
24.803
12/08/24
0.16
20.939
14.933
6.006
40.22
14.71
⇓ instrument
freshest
⇓ Δday
19/08/19
Δwk
8/10/18
prc diff
⇓ Δ45
⇓ ∅-RS
IndusInd Bank
18.903
12/08/24
0.08
20.185
21.636
-1.451
-6.71
-8.76
BSE Sensex 50 - 50 out of 50 instruments rated - 19/08/19 / 8/10/18 - 30 did rise, Market-Ratio(45) in USD = 60.00 %
Stock Exchange Currency: INR ₹ Indian rupee
Technical Chart
Transactions BSE Sensex 50 in Dollar * 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
295,397
0.034
0.018
0.064
0.030
88
18,787
104
long
11/05/09
8/08/11
819
Aurobindo Pharma
100
310,901
0.060
0.175
0.115
190
54,421
61
short
8/08/11
3/10/11
56
Tata Motors
100
147,169
0.370
0.308
0.444
0.074
20
65,328
229
long
3/10/11
17/10/11
14
Eicher Motors
100
200,567
0.326
0.332
0.006
2
66,610
66
short
17/10/11
24/10/11
7
Aurobindo Pharma
100
522,475
0.127
0.122
0.133
0.006
5
69,698
962
long
24/10/11
7/12/15
1505
Eicher Motors
100
214,898
0.324
2.431
2.106
649
522,342
63
short
7/12/15
21/12/15
14
ONGC
100
2,336,730
0.224
0.232
0.215
-0.008
-4
502,864
-63
long
21/12/15
4/01/16
14
Bajaj Finance
100
567,557
0.886
0.909
0.023
3
515,951
95
short
4/01/16
7/03/16
63
Larsen & Toubro
100
410,457
1.257
1.187
1.331
0.074
6
546,400
39
long
7/03/16
10/12/18
1008
Bajaj Finance
100
578,353
0.945
3.304
2.359
250
1,910,729
57
short
10/12/18
17/12/18
7
Yes Bank
100
8,363,864
0.228
0.253
0.204
-0.024
-11
1,707,065
-100
long
17/12/18
29/07/19
224
Nestlé India
100
1,094,192
1.560
1.690
0.130
8
1,849,240
14
short
29/07/19
19/08/19
21
Yes Bank
100
13,419,249
0.138
0.107
0.177
0.039
29
2,376,549
7,729
long
19/08/19
2/03/20
196
Bajaj Finance
100
510,320
4.657
5.997
1.340
29
3,060,573
60
short
2/03/20
20/07/20
140
Yes Bank
100
70,535,049
0.043
0.026
0.072
0.029
67
5,106,738
280
long
20/07/20
3/08/20
14
Aurobindo Pharma
100
4,635,558
1.102
1.153
0.052
5
5,345,664
229
short
3/08/20
10/08/20
7
Yes Bank
100
334,841,828
0.016
0.020
0.012
-0.004
-24
4,085,070
-100
long
10/08/20
14/09/20
35
Aurobindo Pharma
100
3,223,917
1.267
1.084
-0.183
-14
3,496,141
-80
short
14/09/20
28/09/20
14
Yes Bank
100
174,015,022
0.020
0.018
0.022
0.002
10
3,828,331
966
long
28/09/20
20/06/22
630
Dr. Reddy's Labs
100
550,717
6.952
5.327
-1.625
-23
2,933,457
-14
short
20/06/22
27/06/22
7
Indiabulls HF
100
24,350,064
0.120
0.133
0.108
-0.013
-10
2,627,372
-100
long
27/06/22
12/08/24
777
Mahindra & Mahindra
100
1,903,741
1.380
3.258
1.878
136
6,202,489
50
accum 23/06/08
12/08/24 6622
days out of 7525 invested (88%)
61,925
6,202,489
43
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Bajaj Finance short 23/06/08 11/05/09 322 0.03 0.02 0.06 0.03 87.87
long 21/12/15 4/01/16 14 0.89 0.91 0.02 2.60
long 7/03/16 10/12/18 1008 0.94 3.30 2.36 249.69
long 19/08/19 2/03/20 196 4.66 6.00 1.34 28.78 768.09
Eicher Motors long 3/10/11 17/10/11 14 0.33 0.33 0.01 1.96
long 24/10/11 7/12/15 1505 0.32 2.43 2.11 649.43 664.14
Aurobindo Pharma long 11/05/09 8/08/11 819 0.06 0.18 0.11 189.67
short 17/10/11 24/10/11 7 0.13 0.12 0.13 0.01 4.64
long 20/07/20 3/08/20 14 1.10 1.15 0.05 4.68
long 10/08/20 14/09/20 35 1.27 1.08 -0.18 -14.42 171.54
Mahindra & Mahindra long 27/06/22 12/08/24 777 1.38 3.26 1.88 136.07 136.07
Yes Bank short 10/12/18 17/12/18 7 0.23 0.25 0.20 -0.02 -10.66
short 29/07/19 19/08/19 21 0.14 0.11 0.18 0.04 28.51
short 2/03/20 20/07/20 140 0.04 0.03 0.07 0.03 66.86
short 3/08/20 10/08/20 7 0.02 0.02 0.01 -0.00 -23.58
short 14/09/20 28/09/20 14 0.02 0.02 0.02 0.00 9.50 60.31
Tata Motors short 8/08/11 3/10/11 56 0.37 0.31 0.44 0.07 20.04 20.04
Nestlé India long 17/12/18 29/07/19 224 1.56 1.69 0.13 8.33 8.33
Larsen & Toubro short 4/01/16 7/03/16 63 1.26 1.19 1.33 0.07 5.90 5.90
ONGC short 7/12/15 21/12/15 14 0.22 0.23 0.22 -0.01 -3.73 -3.73
Indiabulls HF short 20/06/22 27/06/22 7 0.12 0.13 0.11 -0.01 -10.43 -10.43
Dr. Reddy's Labs long 28/09/20 20/06/22 630 6.95 5.33 -1.62 -23.38 -23.38
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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