Assessment - BSE Sensex 50 in Dollar - 24/08/20 - RS = 45
⇐
⇓ instrument
freshest
⇓ Δday
24/08/20
Δwk
14/10/19
prc diff
⇓ Δ45
⇓ ∅-RS
BSE Sensex
1,074.033
12/08/24
-0.07
523.190
536.476
-13.286
-2.48
6.06
Adani Enterprises
42.500
12/08/24
-1.12
3.354
2.065
1.289
62.40
46.61
Tata Motors
14.511
12/08/24
0.75
1.634
1.795
-0.160
-8.94
5.48
L
Bharat Electronics
4.064
12/08/24
-0.26
0.515
0.510
0.005
1.04
29.40
L
Mahindra & Mahindra
36.646
12/08/24
-1.15
8.117
7.983
0.134
1.68
24.14
Adani Ports & SEZ
20.246
12/08/24
-2.11
4.706
5.720
-1.014
-17.73
2.99
ONGC
4.602
12/08/24
2.63
1.096
1.899
-0.803
-42.30
-15.26
L
State Bank of India
10.958
12/08/24
-1.42
2.716
3.586
-0.870
-24.25
-14.00
Apollo Hospitals
87.682
12/08/24
-1.30
22.796
20.380
2.416
11.85
15.67
L
Grasim Industries
34.670
12/08/24
-0.06
9.056
9.808
-0.752
-7.67
4.05
NTPC
5.405
12/08/24
-2.39
1.421
1.653
-0.232
-14.02
1.76
Coal India
7.065
12/08/24
-1.10
1.885
2.669
-0.784
-29.36
-14.38
Larsen & Toubro
48.166
12/08/24
-0.56
13.368
19.990
-6.622
-33.13
-9.40
L
Tata Steel
2.050
12/08/24
0.16
0.579
0.484
0.095
19.63
21.48
L
Power Grid
4.600
12/08/24
-1.40
1.405
1.567
-0.162
-10.31
2.20
L
Hindalco Industries
8.487
12/08/24
1.04
2.607
2.649
-0.043
-1.60
22.40
Sun Pharma
23.380
12/08/24
-0.08
7.193
5.540
1.653
29.84
21.42
L
JSW Steel
12.370
12/08/24
1.35
3.853
3.109
0.744
23.94
33.10
Bajaj Auto
130.947
12/08/24
-0.56
40.984
41.527
-0.542
-1.31
7.05
ICICI Bank
15.815
12/08/24
0.10
5.129
6.020
-0.892
-14.81
-6.61
Titan
44.780
12/08/24
-0.33
15.192
17.533
-2.341
-13.35
3.65
L
Bharti Airtel
19.669
12/08/24
-0.38
7.105
5.525
1.580
28.60
12.58
L
UltraTech Cement
152.414
12/08/24
0.02
56.495
58.545
-2.050
-3.50
6.47
L
Axis Bank
15.700
12/08/24
1.89
6.011
9.595
-3.584
-37.35
-16.36
IndusInd Bank
18.216
12/08/24
0.08
7.135
17.557
-10.421
-59.36
-24.86
⇓ instrument
freshest
⇓ Δday
24/08/20
Δwk
14/10/19
prc diff
⇓ Δ45
⇓ ∅-RS
ITC
6.669
12/08/24
-0.26
2.652
3.427
-0.774
-22.60
-5.89
Bajaj Finserv
21.022
12/08/24
-0.08
8.631
11.346
-2.716
-23.93
-5.60
LTIMindtree
72.823
12/08/24
0.50
31.559
20.805
10.754
51.69
33.62
HCL Technologies
21.376
12/08/24
-0.30
9.516
7.629
1.888
24.74
26.81
L
Eicher Motors
64.845
12/08/24
-0.45
29.349
25.730
3.619
14.06
21.30
Tata Consumer
15.788
12/08/24
-1.29
7.357
3.871
3.485
90.04
63.48
Cipla
21.390
12/08/24
0.73
10.137
6.190
3.947
63.78
47.16
Tech Mahindra
20.395
12/08/24
0.38
9.743
10.118
-0.376
-3.71
9.74
SBI Life
22.991
12/08/24
-1.17
11.608
11.634
-0.026
-0.22
2.28
Infosys
24.237
12/08/24
1.51
12.775
11.036
1.740
15.76
28.01
L
Bajaj Finance
89.108
12/08/24
-0.15
47.089
54.516
-7.427
-13.62
9.11
Tata Consultancy
56.577
12/08/24
-0.78
30.315
28.372
1.943
6.85
8.06
Wipro
6.595
12/08/24
-0.46
3.677
3.418
0.260
7.59
18.81
Hero Motocorp
71.628
12/08/24
2.01
40.657
36.629
4.027
10.99
28.81
Maruti Suzuki
165.499
12/08/24
0.40
95.505
95.758
-0.254
-0.26
14.99
Bharat Petroleum
4.496
12/08/24
2.763
3.411
-0.648
-19.01
-0.26
L
Asian Paints
41.171
12/08/24
0.41
26.459
25.251
1.208
4.78
13.41
Dr. Reddy's Labs
92.862
12/08/24
-1.81
60.311
37.229
23.082
62.00
37.75
L
Divi's Laboratories
65.953
12/08/24
1.26
43.693
23.637
20.056
84.85
59.58
Nestlé India
33.349
12/08/24
-1.26
22.221
19.891
2.330
11.71
6.55
L
HDFC Bank
22.386
12/08/24
0.60
15.063
16.908
-1.845
-10.91
2.07
L
Britannia
76.131
12/08/24
-1.65
52.703
43.655
9.048
20.73
24.72
Reliance Industries
39.392
12/08/24
-0.93
28.260
19.064
9.196
48.24
44.73
L
Kotak Mahindra Bank
23.902
12/08/24
0.16
18.707
22.258
-3.552
-15.96
-4.34
L
Hindustan Unilever
37.065
12/08/24
0.05
29.591
28.277
1.313
4.64
4.52
⇓ instrument
freshest
⇓ Δday
24/08/20
Δwk
14/10/19
prc diff
⇓ Δ45
⇓ ∅-RS
HDFC Life
9.472
12/08/24
0.01
8.074
8.175
-0.101
-1.23
8.67
BSE Sensex 50 - 50 out of 50 instruments rated - 24/08/20 / 14/10/19 - 24 did rise, Market-Ratio(45) in USD = 48.00 %
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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