Assessment - BSE Sensex 50 in Renminbi yuán - 9/09/19 - RS = 45
⇐
⇓ instrument
freshest
⇓ Δday
9/09/19
Δwk
10/29/18
prc diff
⇓ Δ45
⇓ ∅-RS
BSE Sensex
7,903.361
8/12/24
-0.07
3,685.845
3,233.794
452.051
13.98
3.05
Adani Enterprises
312.740
8/12/24
-1.12
13.981
16.303
-2.322
-14.24
1.37
Tata Motors
106.784
8/12/24
0.75
12.096
16.645
-4.549
-27.33
-27.94
L
Bharat Electronics
29.907
8/12/24
-0.26
3.628
2.734
0.895
32.72
23.34
L
Mahindra & Mahindra
269.666
8/12/24
-1.15
52.844
71.145
-18.301
-25.72
-19.43
Tata Consumer
116.176
8/12/24
-1.29
26.176
20.883
5.293
25.35
21.57
Apollo Hospitals
645.217
8/12/24
-1.30
148.256
108.483
39.773
36.66
24.18
L
Tata Steel
15.089
8/12/24
0.16
3.511
5.446
-1.935
-35.53
-26.95
L
JSW Steel
91.026
8/12/24
1.35
21.780
32.274
-10.494
-32.51
-22.12
L
Bharti Airtel
144.733
8/12/24
-0.38
35.370
27.917
7.453
26.70
11.28
Adani Ports & SEZ
148.980
8/12/24
-2.11
36.670
30.983
5.687
18.35
3.84
Sun Pharma
172.046
8/12/24
-0.08
42.549
54.448
-11.899
-21.85
-3.65
L
Grasim Industries
255.124
8/12/24
-0.06
70.030
74.273
-4.243
-5.71
-13.56
Bajaj Auto
963.583
8/12/24
-0.56
279.603
241.969
37.634
15.55
4.02
Cipla
157.400
8/12/24
0.73
47.133
60.291
-13.158
-21.82
-11.13
L
Hindalco Industries
62.449
8/12/24
1.04
18.779
21.277
-2.498
-11.74
-6.18
LTIMindtree
535.873
8/12/24
0.50
166.266
160.919
5.347
3.32
1.50
NTPC
39.775
8/12/24
-2.39
12.537
15.088
-2.551
-16.91
-7.64
Titan
329.520
8/12/24
-0.33
107.994
78.763
29.232
37.11
11.04
L
Divi's Laboratories
485.322
8/12/24
1.26
161.458
136.704
24.754
18.11
8.39
L
Power Grid
33.851
8/12/24
-1.40
11.325
10.121
1.204
11.90
8.07
L
Eicher Motors
477.165
8/12/24
-0.45
160.816
203.724
-42.908
-21.06
-19.14
ICICI Bank
116.374
8/12/24
0.10
39.240
33.166
6.073
18.31
9.11
HCL Technologies
157.300
8/12/24
-0.30
53.801
46.781
7.021
15.01
6.77
L
State Bank of India
80.632
8/12/24
-1.42
27.585
25.430
2.155
8.48
-4.03
⇓ instrument
freshest
⇓ Δday
9/09/19
Δwk
10/29/18
prc diff
⇓ Δ45
⇓ ∅-RS
L
UltraTech Cement
1,121.549
8/12/24
0.02
387.543
326.698
60.845
18.62
-0.65
ONGC
33.866
8/12/24
2.63
12.840
14.704
-1.864
-12.67
-12.48
Larsen & Toubro
354.436
8/12/24
-0.56
134.652
119.727
14.925
12.47
2.18
Coal India
51.990
8/12/24
-1.10
19.781
27.281
-7.500
-27.49
-14.58
Dr. Reddy's Labs
683.335
8/12/24
-1.81
272.796
240.436
32.360
13.46
7.81
Reliance Industries
289.868
8/12/24
-0.93
121.276
103.258
18.018
17.45
2.88
Infosys
178.352
8/12/24
1.51
82.270
61.202
21.068
34.42
17.58
Bajaj Finserv
154.696
8/12/24
-0.08
72.674
51.352
21.322
41.52
13.12
Tech Mahindra
150.082
8/12/24
0.38
70.739
63.053
7.686
12.19
-0.36
SBI Life
169.183
8/12/24
-1.17
80.057
54.951
25.106
45.69
30.86
L
Britannia
560.214
8/12/24
-1.65
266.198
256.210
9.988
3.90
-5.31
ITC
49.078
8/12/24
-0.26
24.360
26.911
-2.550
-9.48
-10.47
L
Asian Paints
302.961
8/12/24
0.41
152.870
113.533
39.337
34.65
14.58
Hero Motocorp
527.082
8/12/24
2.01
267.081
261.025
6.056
2.32
0.68
Maruti Suzuki
1,217.839
8/12/24
0.40
628.656
645.356
-16.700
-2.59
-5.64
Nestlé India
245.400
8/12/24
-1.26
127.371
91.916
35.456
38.57
21.56
L
Bajaj Finance
655.710
8/12/24
-0.15
341.080
225.960
115.119
50.95
27.95
Tata Consultancy
416.324
8/12/24
-0.78
216.599
177.602
38.997
21.96
8.81
Wipro
48.527
8/12/24
-0.46
25.363
31.277
-5.915
-18.91
-14.36
Bharat Petroleum
33.082
8/12/24
18.952
13.164
5.789
43.98
13.75
L
Axis Bank
115.531
8/12/24
1.89
66.636
53.793
12.843
23.88
1.42
L
Hindustan Unilever
272.747
8/12/24
0.05
181.988
147.407
34.582
23.46
8.95
L
HDFC Bank
164.728
8/12/24
0.60
111.611
91.425
20.186
22.08
6.49
HDFC Life
69.702
8/12/24
0.01
52.680
34.761
17.919
51.55
33.73
L
Kotak Mahindra Bank
175.886
8/12/24
0.16
145.993
108.032
37.961
35.14
15.81
⇓ instrument
freshest
⇓ Δday
9/09/19
Δwk
10/29/18
prc diff
⇓ Δ45
⇓ ∅-RS
IndusInd Bank
134.041
8/12/24
0.08
132.469
134.108
-1.639
-1.22
-11.04
BSE Sensex 50 - 50 out of 50 instruments rated - 9/09/19 / 10/29/18 - 33 did rise, Market-Ratio(45) in CNY = 66.00 %
Stock Exchange Currency: INR ₹ Indian rupee
Technical Chart
Transactions BSE Sensex 50 in Renminbi yuán * 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
42,934
0.233
0.123
0.441
0.208
89
18,947
106
long
5/11/09
8/08/11
819
Aurobindo Pharma
100
45,968
0.412
1.126
0.714
173
51,782
57
short
8/08/11
10/03/11
56
Tata Motors
100
21,759
2.380
1.971
2.874
0.494
21
62,533
242
long
10/03/11
10/17/11
14
Eicher Motors
100
30,010
2.084
2.121
0.037
2
63,657
59
short
10/17/11
10/24/11
7
Aurobindo Pharma
100
78,178
0.814
0.778
0.853
0.038
5
66,655
1,001
long
10/24/11
12/07/15
1505
Eicher Motors
100
32,197
2.070
15.578
13.508
653
501,575
63
short
12/07/15
12/21/15
14
ONGC
100
350,100
1.433
1.503
1.363
-0.070
-5
477,012
-73
long
12/21/15
1/04/16
14
Bajaj Finance
100
83,074
5.742
5.941
0.199
3
493,532
143
short
1/04/16
3/07/16
63
Larsen & Toubro
100
60,079
8.215
7.737
8.722
0.507
6
524,019
42
long
3/07/16
12/10/18
1008
Bajaj Finance
100
85,093
6.158
22.826
16.668
271
1,942,322
61
short
12/10/18
12/17/18
7
Yes Bank
100
1,230,577
1.578
1.743
1.414
-0.164
-10
1,739,914
-100
long
12/17/18
7/29/19
224
Nestlé India
100
161,759
10.756
11.644
0.888
8
1,883,508
14
short
7/29/19
8/19/19
21
Yes Bank
100
1,983,831
0.949
0.756
1.192
0.243
26
2,365,521
5,148
long
8/19/19
3/02/20
196
Bajaj Finance
100
72,070
32.822
41.725
8.903
27
3,007,135
56
short
3/02/20
7/20/20
140
Yes Bank
100
9,961,408
0.302
0.182
0.502
0.200
66
4,998,635
276
long
7/20/20
8/03/20
14
Aurobindo Pharma
100
650,032
7.690
8.044
0.354
5
5,228,955
224
short
8/03/20
8/10/20
7
Yes Bank
100
46,953,979
0.111
0.138
0.085
-0.026
-23
4,000,479
-100
long
8/10/20
9/14/20
35
Aurobindo Pharma
100
453,774
8.816
7.379
-1.437
-16
3,348,519
-84
short
9/14/20
9/28/20
14
Yes Bank
100
24,493,053
0.137
0.125
0.150
0.013
9
3,661,712
929
long
9/28/20
6/20/22
630
Dr. Reddy's Labs
100
77,377
47.322
35.618
-11.705
-25
2,756,043
-15
short
6/20/22
6/27/22
7
Indiabulls HF
100
3,421,287
0.806
0.890
0.721
-0.084
-10
2,467,091
-100
long
6/27/22
8/12/24
777
Mahindra & Mahindra
100
267,295
9.230
23.727
14.497
157
6,342,092
56
accum 6/23/08
8/12/24 6555
days out of 7458 invested (88%)
63,321
6,342,092
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 6/23/08 5/11/09 322 0.23 0.12 0.44 0.21 89.47
long 12/21/15 1/04/16 14 5.74 5.94 0.20 3.46
long 3/07/16 12/10/18 1008 6.16 22.83 16.67 270.66
long 8/19/19 3/02/20 196 32.82 41.72 8.90 27.12 823.70
Eicher Motors long 10/03/11 10/17/11 14 2.08 2.12 0.04 1.80
long 10/24/11 12/07/15 1505 2.07 15.58 13.51 652.51 666.05
Mahindra & Mahindra long 6/27/22 8/12/24 777 9.23 23.73 14.50 157.07 157.07
Aurobindo Pharma long 5/11/09 8/08/11 819 0.41 1.13 0.71 173.31
short 10/17/11 10/24/11 7 0.81 0.78 0.85 0.04 4.71
long 7/20/20 8/03/20 14 7.69 8.04 0.35 4.61
long 8/10/20 9/14/20 35 8.82 7.38 -1.44 -16.30 150.57
Yes Bank short 12/10/18 12/17/18 7 1.58 1.74 1.41 -0.16 -10.42
short 7/29/19 8/19/19 21 0.95 0.76 1.19 0.24 25.59
short 3/02/20 7/20/20 140 0.30 0.18 0.50 0.20 66.23
short 8/03/20 8/10/20 7 0.11 0.14 0.09 -0.03 -23.49
short 9/14/20 9/28/20 14 0.14 0.12 0.15 0.01 9.35 56.46
Tata Motors short 8/08/11 10/03/11 56 2.38 1.97 2.87 0.49 20.76 20.76
Nestlé India long 12/17/18 7/29/19 224 10.76 11.64 0.89 8.25 8.25
Larsen & Toubro short 1/04/16 3/07/16 63 8.21 7.74 8.72 0.51 6.18 6.18
ONGC short 12/07/15 12/21/15 14 1.43 1.50 1.36 -0.07 -4.90 -4.90
Indiabulls HF short 6/20/22 6/27/22 7 0.81 0.89 0.72 -0.08 -10.48 -10.48
Dr. Reddy's Labs long 9/28/20 6/20/22 630 47.32 35.62 -11.70 -24.73 -24.73
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)
write an annotation