Assessment - BSE Sensex 50 - 6/29/20 - RS = 45
⇐
⇓ freshest
⇓ 6/29/20
⇓ 8/19/19
prc diff
⇓
∅-RS
L
BSE Sensex
35,843.700
10:10
1.21
34,961.500
2.52
37,402.500
-2,441.000
-6.53
-3.90
L
Aurobindo Pharma
779.850
09:59
0.53
789.400
-1.21
603.800
185.600
30.74
52.97
L
Dr. Reddy's Labs
3,920.550
09:59
0.23
3,973.850
-1.34
2,509.100
1,464.750
58.38
33.32
L
Cipla
646.200
10:00
3.05
644.900
0.20
475.850
169.050
35.53
32.58
L
Bharti Airtel
558.450
10:00
-0.30
567.100
-1.53
361.000
206.100
57.09
32.31
L
Reliance Industries
1,760.350
10:00
1.31
1,723.150
2.16
1,292.600
430.550
33.31
28.48
L
Lupin
895.000
09:59
-0.93
924.600
-3.20
732.000
192.600
26.31
23.57
Nestlé India
16,789.300
10:00
-0.06
16,724.800
0.39
12,066.600
4,658.200
38.60
16.34
L
Sun Pharma
473.000
10:00
1.04
482.000
-1.87
426.000
56.000
13.15
14.24
L
Godrej CP
696.900
09:59
0.30
687.650
1.35
626.100
61.550
9.83
10.38
L
Hero Motocorp
2,671.400
09:59
4.87
2,504.050
6.68
2,631.500
-127.450
-4.84
9.46
Hindustan Unilever
2,151.750
10:00
-0.86
2,182.950
-1.43
1,820.900
362.050
19.88
9.44
L
Mahindra & Mahindra
529.700
09:59
6.16
507.450
4.38
520.550
-13.100
-2.52
5.56
L
HCL Technologies
569.200
09:59
3.16
553.700
2.80
532.025
21.675
4.07
3.92
L
Eicher Motors
18,353.600
09:59
-0.26
18,113.500
1.33
16,337.700
1,775.800
10.87
3.83
L
Bajaj Auto
2,879.350
10:00
1.31
2,859.500
0.69
2,725.500
134.000
4.92
3.27
L
Tata Consultancy
2,157.150
10:00
3.11
2,101.650
2.64
2,163.000
-61.350
-2.84
2.39
Asian Paints
1,686.450
10:00
-0.09
1,691.950
-0.33
1,586.450
105.500
6.65
1.98
L
Infosys
756.600
10:00
3.37
731.750
3.40
777.650
-45.900
-5.90
1.71
L
Indiabulls HF
225.300
10:00
2.34
216.650
3.99
536.850
-320.200
-59.64
0.33
L
Adani Ports & SEZ
346.800
09:59
0.87
342.650
1.21
357.400
-14.750
-4.13
-0.28
L
Bharti Infratel
222.350
10:00
1.69
219.250
1.41
255.300
-36.050
-14.12
-1.69
L
HDFC Bank
1,089.400
10:00
0.44
1,076.050
1.24
1,103.430
-27.380
-2.48
-1.93
L
Ambuja Cements
193.700
09:59
0.78
187.550
3.28
212.000
-24.450
-11.53
-2.55
L
Power Grid
175.100
10:00
0.95
178.250
-1.77
207.050
-28.800
-13.91
-2.92
⇓ freshest
⇓ 6/29/20
⇓ 8/19/19
prc diff
⇓
∅-RS
L
Bharat Petroleum
383.500
10:00
0.88
383.350
0.04
347.000
36.350
10.48
-3.50
L
Wipro
224.200
09:59
2.35
219.700
2.05
252.100
-32.400
-12.85
-3.90
L
UltraTech Cement
3,914.950
10:00
0.42
3,807.000
2.84
4,158.150
-351.150
-8.44
-3.94
L
Maruti Suzuki
5,948.450
09:59
2.50
5,678.700
4.75
5,982.550
-303.850
-5.08
-6.52
L
GAIL (India)
103.500
10:00
0.53
103.600
-0.10
127.300
-23.700
-18.62
-6.81
L
Grasim Industries
617.950
09:59
0.59
619.250
-0.21
732.350
-113.100
-15.44
-7.22
Kotak Mahindra Bank
1,352.000
09:59
-0.35
1,355.650
-0.27
1,496.350
-140.700
-9.40
-7.24
L
ITC
205.850
10:00
1.45
197.250
4.36
251.550
-54.300
-21.59
-8.86
Bajaj Finance
2,964.250
10:00
0.35
2,857.950
3.72
3,328.050
-470.100
-14.13
-10.71
L
Tata Steel
334.900
09:59
3.46
320.850
4.38
359.550
-38.700
-10.76
-10.76
Titan
986.400
10:00
4.03
957.450
3.02
1,088.950
-131.500
-12.08
-12.23
L
NTPC
93.400
09:59
-0.21
94.900
-1.58
118.900
-24.000
-20.19
-12.27
HDFC
1,889.450
10:00
2.96
1,741.150
8.52
2,114.050
-372.900
-17.64
-13.57
L
Bosch
11,914.700
09:59
5.54
10,954.500
8.77
13,633.100
-2,678.600
-19.65
-14.80
L
Tata Motors
101.550
10:00
0.79
99.450
2.11
120.800
-21.350
-17.67
-16.14
ICICI Bank
362.850
10:00
-0.33
343.100
5.76
423.400
-80.300
-18.97
-17.41
Tech Mahindra
560.850
09:59
2.74
541.550
3.56
670.350
-128.800
-19.21
-17.84
L
Larsen & Toubro
941.300
10:00
1.84
936.600
0.50
1,352.200
-415.600
-30.74
-19.03
L
ONGC
81.850
10:00
1.74
82.400
-0.67
126.300
-43.900
-34.76
-20.52
L
Indian Oil
88.350
10:00
3.15
87.100
1.44
125.800
-38.700
-30.76
-21.08
L
Coal India
133.600
10:00
-0.19
134.850
-0.93
198.950
-64.100
-32.22
-22.93
L
Zee Entertainment
174.400
10:00
-0.57
172.050
1.37
348.050
-176.000
-50.57
-24.46
State Bank of India
185.450
10:00
0.35
179.250
3.46
286.850
-107.600
-37.51
-29.28
Axis Bank
423.200
10:00
-2.32
404.800
4.55
685.000
-280.200
-40.91
-29.66
L
Yes Bank
26.250
10:00
-2.42
26.100
0.57
76.650
-50.550
-65.95
-37.34
⇓ freshest
⇓ 6/29/20
⇓ 8/19/19
prc diff
⇓
∅-RS
L
IndusInd Bank
494.800
10:00
0.48
480.000
3.08
1,442.500
-962.500
-66.72
-41.40
BSE Sensex 50 - 50 out of 50 instruments rated - 6/29/20 / 8/19/19 - 15 did rise, Market-Ratio(45) = 30.00 % Stock Exchange Currency: INR ₹ Indian rupee
Technical Chart
Transactions BSE Sensex 50 * 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
6,877
1.454
0.887
2.385
0.931
64
16,399
75
long
5/11/09
8/08/11
819
Aurobindo Pharma
100
5,515
2.973
7.873
4.900
165
43,420
54
short
8/08/11
10/03/11
56
Tata Motors
100
2,610
16.631
15.395
17.966
1.335
8
46,905
65
long
10/03/11
10/17/11
14
Eicher Motors
100
288
162.780
164.375
1.595
1
47,364
29
short
10/17/11
10/24/11
7
Aurobindo Pharma
100
7,506
6.310
6.143
6.482
0.172
3
48,656
307
long
10/24/11
12/07/15
1505
Eicher Motors
100
297
163.525
1,623.080
1,459.555
893
482,144
74
short
12/07/15
12/21/15
14
ONGC
100
32,300
14.927
15.363
14.490
-0.437
-3
468,041
-54
long
12/21/15
1/04/16
14
Bajaj Finance
100
7,973
58.698
60.525
1.827
3
482,604
122
short
1/04/16
3/07/16
63
Larsen & Toubro
100
5,766
83.690
79.583
88.009
4.319
5
507,505
34
long
3/07/16
12/10/18
1008
Bajaj Finance
100
8,011
63.346
239.555
176.210
278
1,919,119
62
short
12/10/18
12/17/18
7
Yes Bank
100
115,853
16.565
18.100
15.030
-1.535
-9
1,741,285
-99
long
12/17/18
7/29/19
224
Nestlé India
100
1,558
1,117.060
1,162.020
44.960
4
1,811,333
7
short
7/29/19
8/19/19
21
Yes Bank
100
191,169
9.475
7.665
11.712
2.237
24
2,239,054
3,883
long
8/19/19
3/02/20
196
Bajaj Finance
100
6,727
332.805
436.075
103.270
31
2,933,752
65
short
3/02/20
7/02/20
122
Yes Bank
100
929,873
3.155
2.625
3.792
0.637
20
3,526,081
73
accum 6/23/08
7/02/20 4392
days out of 5295 invested (83%)
35,161
3,526,081
63
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total Eicher Motors long 10/03/11 10/17/11 14 162.78 164.38 1.60 0.98 long 10/24/11 12/07/15 1505 163.53 1,623.08 1,459.56 892.56 902.28 Bajaj Finance short 6/23/08 5/11/09 322 1.45 0.89 2.38 0.93 64.00 long 12/21/15 1/04/16 14 58.70 60.52 1.83 3.11 long 3/07/16 12/10/18 1008 63.35 239.56 176.21 278.17 long 8/19/19 3/02/20 196 332.81 436.08 103.27 31.03 737.92 Aurobindo Pharma long 5/11/09 8/08/11 819 2.97 7.87 4.90 164.80 short 10/17/11 10/24/11 7 6.31 6.14 6.48 0.17 2.73 172.02 Yes Bank short 12/10/18 12/17/18 7 16.57 18.10 15.03 -1.54 -9.27 short 7/29/19 8/19/19 21 9.48 7.67 11.71 2.24 23.61 short 3/02/20 7/02/20 122 3.16 2.63 3.79 0.64 20.19 34.80 Tata Motors short 8/08/11 10/03/11 56 16.63 15.40 17.97 1.34 8.03 8.03 Larsen & Toubro short 1/04/16 3/07/16 63 83.69 79.58 88.01 4.32 5.16 5.16 Nestlé India long 12/17/18 7/29/19 224 1,117.06 1,162.02 44.96 4.02 4.02 ONGC short 12/07/15 12/21/15 14 14.93 15.36 14.49 -0.44 -2.92 -2.92
Annotations
12/05/19 HCL Technologies splits 1:2 (two for one) 7/09/19 GAIL (India) splits 1:2 (two for one) 9/17/18 Godrej CP stock split 2:3 (three for two) by allotment of one bonus share for two held 9/04/18 Infosys stock split 1:2 (teo for one) 5/31/18 Tata Consultancy stock split 1:2 (two for one) 3/27/18 GAIL (India) stock split 3:4 (four for three) 3/15/18 Indian Oil stock split 1:2 (two for one) 12/21/17 Mahindra & Mahindra stock split 1:2 (two for one) 9/21/17 Yes Bank stock split 1:5 (five 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) 6/22/17 Godrej CP stock split 1:2 (two for one) 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 3/09/17 GAIL (India) split 3:4 (four for three) 12/15/16 ONGC stock split 2:3 (three for two) 7/01/16 ITC stock split 2:3 (three for two)
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