Assessment - BSE Sensex 50 in Renminbi yuán - 21/06/21 - RS = 45
⇐
⇓ instrument
freshest
⇓ Δday
21/06/21
⇓ Δwk
10/08/20
prc diff
Δ45
⇓ ∅-RS
BSE Sensex
6,945.145
12/08/24
-0.07
4,584.338
3,547.597
1,036.742
29.22
15.87
Adani Enterprises
274.823
12/08/24
-1.12
134.283
18.183
116.100
638.51
288.37
L
JSW Steel
79.990
12/08/24
1.35
58.679
22.782
35.897
157.57
88.38
Tata Motors
93.837
12/08/24
0.75
29.150
11.507
17.643
153.32
80.77
L
Tata Steel
13.259
12/08/24
0.16
9.645
3.811
5.834
153.07
97.42
L
Grasim Industries
224.192
12/08/24
-0.06
130.503
58.911
71.592
121.53
59.56
Adani Ports & SEZ
130.918
12/08/24
-2.11
63.745
30.782
32.963
107.09
53.19
L
State Bank of India
70.856
12/08/24
-1.42
36.601
18.006
18.594
103.27
57.64
L
Hindalco Industries
54.877
12/08/24
1.04
32.054
16.594
15.459
93.16
54.64
IndusInd Bank
117.790
12/08/24
0.08
87.855
47.325
40.530
85.64
31.86
Wipro
42.644
12/08/24
-0.46
47.274
25.774
21.500
83.42
47.21
Bajaj Finserv
135.940
12/08/24
-0.08
106.000
59.490
46.510
78.18
49.79
Apollo Hospitals
566.990
12/08/24
-1.30
282.344
165.863
116.481
70.23
39.72
L
Bajaj Finance
576.211
12/08/24
-0.15
533.297
319.893
213.404
66.71
40.17
ICICI Bank
102.265
12/08/24
0.10
55.043
33.778
21.265
62.95
29.24
L
Asian Paints
266.230
12/08/24
0.41
267.568
165.603
101.966
61.57
32.79
L
Axis Bank
101.523
12/08/24
1.89
64.487
40.055
24.432
61.00
26.17
L
UltraTech Cement
985.570
12/08/24
0.02
590.803
368.710
222.094
60.24
30.85
LTIMindtree
470.903
12/08/24
0.50
355.663
234.075
121.589
51.94
26.05
Infosys
156.728
12/08/24
1.51
130.822
88.392
42.429
48.00
28.43
Titan
289.568
12/08/24
-0.33
151.971
102.905
49.066
47.68
28.74
Tech Mahindra
131.885
12/08/24
0.38
92.682
63.352
29.329
46.30
21.32
ONGC
29.760
12/08/24
2.63
10.546
7.345
3.202
43.59
32.02
Larsen & Toubro
311.463
12/08/24
-0.56
127.922
89.201
38.722
43.41
23.85
Tata Consultancy
365.848
12/08/24
-0.78
285.404
212.101
73.304
34.56
15.76
⇓ instrument
freshest
⇓ Δday
21/06/21
⇓ Δwk
10/08/20
prc diff
Δ45
⇓ ∅-RS
Tata Consumer
102.090
12/08/24
-1.29
64.748
48.342
16.406
33.94
31.10
HCL Technologies
138.229
12/08/24
-0.30
85.627
64.300
21.327
33.17
13.73
L
HDFC Bank
144.756
12/08/24
0.60
129.810
97.619
32.192
32.98
11.15
Bajaj Auto
846.757
12/08/24
-0.56
364.715
278.162
86.553
31.12
20.71
L
Bharat Electronics
26.281
12/08/24
-0.26
4.337
3.354
0.982
29.29
26.14
L
Divi's Laboratories
426.481
12/08/24
1.26
368.765
289.683
79.082
27.30
23.73
NTPC
34.953
12/08/24
-2.39
10.289
8.195
2.094
25.56
17.68
L
Power Grid
29.747
12/08/24
-1.40
11.519
9.264
2.255
24.35
17.83
L
Kotak Mahindra Bank
154.561
12/08/24
0.16
154.517
126.380
28.138
22.26
6.01
L
Eicher Motors
419.313
12/08/24
-0.45
235.297
198.397
36.900
18.60
11.04
L
Mahindra & Mahindra
236.971
12/08/24
-1.15
67.739
58.433
9.306
15.93
8.47
Sun Pharma
151.187
12/08/24
-0.08
58.540
50.530
8.009
15.85
15.91
Cipla
138.316
12/08/24
0.73
83.722
73.921
9.801
13.26
18.13
HDFC Life
61.252
12/08/24
0.01
62.673
56.570
6.103
10.79
9.01
Bharat Petroleum
29.071
12/08/24
20.711
19.286
1.425
7.39
12.99
Coal India
45.687
12/08/24
-1.10
12.862
12.009
0.853
7.10
7.54
L
Hindustan Unilever
239.678
12/08/24
0.05
219.244
205.035
14.209
6.93
8.40
SBI Life
148.671
12/08/24
-1.17
85.588
80.439
5.149
6.40
9.32
Dr. Reddy's Labs
600.486
12/08/24
-1.81
460.575
435.844
24.731
5.67
7.86
Hero Motocorp
463.177
12/08/24
2.01
252.422
251.064
1.359
0.54
-6.44
Nestlé India
215.647
12/08/24
-1.26
153.896
154.846
-0.951
-0.61
0.91
Reliance Industries
254.724
12/08/24
-0.93
195.081
196.961
-1.879
-0.95
7.37
Maruti Suzuki
1,070.186
12/08/24
0.40
601.651
614.050
-12.399
-2.02
-3.24
ITC
43.128
12/08/24
-0.26
17.827
18.476
-0.648
-3.51
-0.06
L
Bharti Airtel
127.186
12/08/24
-0.38
47.051
51.924
-4.873
-9.38
0.83
⇓ instrument
freshest
⇓ Δday
21/06/21
⇓ Δwk
10/08/20
prc diff
Δ45
⇓ ∅-RS
L
Britannia
492.292
12/08/24
-1.65
318.169
366.336
-48.167
-13.15
-2.00
BSE Sensex 50 - 50 out of 50 instruments rated - 21/06/21 / 10/08/20 - 44 did rise, Market-Ratio(45) in CNY = 88.00 %
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
2/01/06
23/06/08
903
- cash -
short
23/06/08
11/05/09
322
Bajaj Finance
100
42,934
0.233
0.123
0.441
0.208
89
18,947
106
long
11/05/09
8/08/11
819
Aurobindo Pharma
100
45,968
0.412
1.126
0.714
173
51,782
57
short
8/08/11
3/10/11
56
Tata Motors
100
21,759
2.380
1.971
2.874
0.494
21
62,533
242
long
3/10/11
17/10/11
14
Eicher Motors
100
30,010
2.084
2.121
0.037
2
63,657
59
short
17/10/11
24/10/11
7
Aurobindo Pharma
100
78,178
0.814
0.778
0.853
0.038
5
66,655
1,001
long
24/10/11
7/12/15
1505
Eicher Motors
100
32,197
2.070
15.578
13.508
653
501,575
63
short
7/12/15
21/12/15
14
ONGC
100
350,100
1.433
1.503
1.363
-0.070
-5
477,012
-73
long
21/12/15
4/01/16
14
Bajaj Finance
100
83,074
5.742
5.941
0.199
3
493,532
143
short
4/01/16
7/03/16
63
Larsen & Toubro
100
60,079
8.215
7.737
8.722
0.507
6
524,019
42
long
7/03/16
10/12/18
1008
Bajaj Finance
100
85,093
6.158
22.826
16.668
271
1,942,322
61
short
10/12/18
17/12/18
7
Yes Bank
100
1,230,577
1.578
1.743
1.414
-0.164
-10
1,739,914
-100
long
17/12/18
29/07/19
224
Nestlé India
100
161,759
10.756
11.644
0.888
8
1,883,508
14
short
29/07/19
19/08/19
21
Yes Bank
100
1,983,831
0.949
0.756
1.192
0.243
26
2,365,521
5,148
long
19/08/19
2/03/20
196
Bajaj Finance
100
72,070
32.822
41.725
8.903
27
3,007,135
56
short
2/03/20
20/07/20
140
Yes Bank
100
9,961,408
0.302
0.182
0.502
0.200
66
4,998,635
276
long
20/07/20
3/08/20
14
Aurobindo Pharma
100
650,032
7.690
8.044
0.354
5
5,228,955
224
short
3/08/20
10/08/20
7
Yes Bank
100
46,953,979
0.111
0.138
0.085
-0.026
-23
4,000,479
-100
long
10/08/20
14/09/20
35
Aurobindo Pharma
100
453,774
8.816
7.379
-1.437
-16
3,348,519
-84
short
14/09/20
28/09/20
14
Yes Bank
100
24,493,053
0.137
0.125
0.150
0.013
9
3,661,712
929
long
28/09/20
20/06/22
630
Dr. Reddy's Labs
100
77,377
47.322
35.618
-11.705
-25
2,756,043
-15
short
20/06/22
27/06/22
7
Indiabulls HF
100
3,421,287
0.806
0.890
0.721
-0.084
-10
2,467,091
-100
long
27/06/22
12/08/24
777
Mahindra & Mahindra
100
267,295
9.230
23.727
14.497
157
6,342,092
56
accum 23/06/08
12/08/24 6375
days out of 7278 invested (88%)
63,321
6,342,092
45
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 0.23 0.12 0.44 0.21 89.47
long 21/12/15 4/01/16 14 5.74 5.94 0.20 3.46
long 7/03/16 10/12/18 1008 6.16 22.83 16.67 270.66
long 19/08/19 2/03/20 196 32.82 41.72 8.90 27.12 823.70
Eicher Motors long 3/10/11 17/10/11 14 2.08 2.12 0.04 1.80
long 24/10/11 7/12/15 1505 2.07 15.58 13.51 652.51 666.05
Mahindra & Mahindra long 27/06/22 12/08/24 777 9.23 23.73 14.50 157.07 157.07
Aurobindo Pharma long 11/05/09 8/08/11 819 0.41 1.13 0.71 173.31
short 17/10/11 24/10/11 7 0.81 0.78 0.85 0.04 4.71
long 20/07/20 3/08/20 14 7.69 8.04 0.35 4.61
long 10/08/20 14/09/20 35 8.82 7.38 -1.44 -16.30 150.57
Yes Bank short 10/12/18 17/12/18 7 1.58 1.74 1.41 -0.16 -10.42
short 29/07/19 19/08/19 21 0.95 0.76 1.19 0.24 25.59
short 2/03/20 20/07/20 140 0.30 0.18 0.50 0.20 66.23
short 3/08/20 10/08/20 7 0.11 0.14 0.09 -0.03 -23.49
short 14/09/20 28/09/20 14 0.14 0.12 0.15 0.01 9.35 56.46
Tata Motors short 8/08/11 3/10/11 56 2.38 1.97 2.87 0.49 20.76 20.76
Nestlé India long 17/12/18 29/07/19 224 10.76 11.64 0.89 8.25 8.25
Larsen & Toubro short 4/01/16 7/03/16 63 8.21 7.74 8.72 0.51 6.18 6.18
ONGC short 7/12/15 21/12/15 14 1.43 1.50 1.36 -0.07 -4.90 -4.90
Indiabulls HF short 20/06/22 27/06/22 7 0.81 0.89 0.72 -0.08 -10.48 -10.48
Dr. Reddy's Labs long 28/09/20 20/06/22 630 47.32 35.62 -11.70 -24.73 -24.73
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)
write an annotation