Assessment - BSE Sensex 50 in Swiss Franc - 7/01/24 - RS = 45
⇐
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
8/21/23
prc diff
⇓ Δ45
⇓ ∅-RS
BSE Sensex
862.848
8/12/24
-0.07
860.977
0.22
690.217
170.760
24.74
15.94
ONGC
3.697
8/12/24
2.63
2.957
25.04
1.863
1.094
58.70
29.57
Hero Motocorp
57.544
8/12/24
2.01
60.699
-5.20
31.026
29.674
95.64
51.82
L
Axis Bank
12.613
8/12/24
1.89
13.670
-7.73
10.082
3.588
35.59
21.96
Infosys
19.471
8/12/24
1.51
17.233
12.99
14.874
2.359
15.86
9.50
L
JSW Steel
9.938
8/12/24
1.35
10.225
-2.81
8.411
1.814
21.57
16.92
L
Divi's Laboratories
52.985
8/12/24
1.26
49.855
6.28
38.791
11.064
28.52
24.94
L
Hindalco Industries
6.818
8/12/24
1.04
7.473
-8.77
4.756
2.717
57.12
33.81
Tata Motors
11.658
8/12/24
0.75
10.855
7.39
6.567
4.288
65.30
34.86
Cipla
17.184
8/12/24
0.73
16.023
7.24
13.058
2.965
22.71
17.32
L
HDFC Bank
17.984
8/12/24
0.60
18.473
-2.64
16.823
1.650
9.81
11.81
LTIMindtree
58.504
8/12/24
0.50
59.014
-0.86
54.479
4.534
8.32
5.73
L
Asian Paints
33.076
8/12/24
0.41
31.717
4.28
33.680
-1.963
-5.83
-3.78
Maruti Suzuki
132.957
8/12/24
0.40
131.175
1.36
99.896
31.279
31.31
13.79
Tech Mahindra
16.385
8/12/24
0.38
15.947
2.74
12.900
3.048
23.63
20.46
L
Kotak Mahindra Bank
19.202
8/12/24
0.16
19.587
-1.97
18.631
0.957
5.13
3.32
L
Tata Steel
1.647
8/12/24
0.16
1.886
-12.64
1.237
0.649
52.42
30.04
ICICI Bank
12.705
8/12/24
0.10
13.128
-3.22
10.109
3.019
29.86
21.42
IndusInd Bank
14.634
8/12/24
0.08
15.783
-7.28
14.794
0.989
6.69
0.12
L
Hindustan Unilever
29.777
8/12/24
0.05
27.138
9.72
27.123
0.015
0.06
3.11
L
UltraTech Cement
122.445
8/12/24
0.02
128.965
-5.06
86.989
41.976
48.25
31.61
HDFC Life
7.610
8/12/24
0.01
6.508
16.93
6.616
-0.108
-1.64
-1.68
Bharat Petroleum
3.612
8/12/24
3.299
9.47
1.863
1.436
77.10
36.85
L
Grasim Industries
27.853
8/12/24
-0.06
29.535
-5.70
19.139
10.396
54.32
35.02
Bajaj Finserv
16.889
8/12/24
-0.08
17.119
-1.34
15.646
1.473
9.41
0.33
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
8/21/23
prc diff
⇓ Δ45
⇓ ∅-RS
Sun Pharma
18.783
8/12/24
-0.08
16.467
14.06
12.038
4.430
36.80
20.17
L
Bajaj Finance
71.587
8/12/24
-0.15
78.830
-9.19
74.595
4.235
5.68
2.82
L
Bharat Electronics
3.265
8/12/24
-0.26
3.333
-2.03
1.368
1.965
143.64
87.29
ITC
5.358
8/12/24
-0.26
4.648
15.28
4.739
-0.091
-1.93
-1.23
HCL Technologies
17.173
8/12/24
-0.30
15.912
7.92
12.481
3.432
27.50
10.33
Titan
35.975
8/12/24
-0.33
37.173
-3.22
32.579
4.594
14.10
3.09
L
Bharti Airtel
15.801
8/12/24
-0.38
15.751
0.32
9.228
6.523
70.69
41.90
L
Eicher Motors
52.094
8/12/24
-0.45
50.218
3.74
35.619
14.598
40.98
23.72
Wipro
5.298
8/12/24
-0.46
5.713
-7.26
4.388
1.325
30.19
21.75
Bajaj Auto
105.199
8/12/24
-0.56
103.266
1.87
48.799
54.467
111.61
53.16
Larsen & Toubro
38.695
8/12/24
-0.56
38.204
1.29
28.176
10.028
35.59
13.22
Tata Consultancy
45.452
8/12/24
-0.78
43.096
5.47
36.002
7.095
19.71
10.00
Reliance Industries
31.646
8/12/24
-0.93
33.803
-6.38
26.671
7.132
26.74
19.92
Coal India
5.676
8/12/24
-1.10
5.144
10.35
2.435
2.708
111.21
43.00
Adani Enterprises
34.143
8/12/24
-1.12
34.491
-1.01
27.938
6.553
23.45
17.97
L
Mahindra & Mahindra
29.441
8/12/24
-1.15
31.154
-5.50
16.283
14.871
91.33
68.56
SBI Life
18.471
8/12/24
-1.17
16.270
13.53
13.532
2.738
20.24
9.51
Nestlé India
26.791
8/12/24
-1.26
27.821
-3.70
23.320
4.501
19.30
7.86
Tata Consumer
12.683
8/12/24
-1.29
11.857
6.97
8.980
2.877
32.04
12.25
Apollo Hospitals
70.441
8/12/24
-1.30
66.521
5.89
52.205
14.316
27.42
11.59
L
Power Grid
3.696
8/12/24
-1.40
3.571
3.50
1.962
1.608
81.97
44.29
L
State Bank of India
8.803
8/12/24
-1.42
9.121
-3.49
6.051
3.070
50.74
31.05
L
Britannia
61.161
8/12/24
-1.65
59.328
3.09
47.737
11.591
24.28
14.08
Dr. Reddy's Labs
74.603
8/12/24
-1.81
68.831
8.39
62.558
6.273
10.03
11.77
Adani Ports & SEZ
16.265
8/12/24
-2.11
15.973
1.82
9.082
6.891
75.88
50.90
⇓ instrument
freshest
Δday
7/01/24
⇓ Δwk
8/21/23
prc diff
⇓ Δ45
⇓ ∅-RS
NTPC
4.342
8/12/24
-2.39
4.006
8.41
2.316
1.690
72.98
37.06
BSE Sensex 50 - 50 out of 50 instruments rated - 7/01/24 / 8/21/23 - 47 did rise, Market-Ratio(45) in CHF = 94.00 %
Stock Exchange Currency: INR ₹ Indian rupee
Technical Chart
Transactions BSE Sensex 50 in Swiss Franc * S45 - 40/43 (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
5/19/08
868
- cash -
short
5/19/08
6/02/08
14
Aurobindo Pharma
100
117,448
0.085
0.072
0.101
0.016
18
11,827
7,843
6/02/08
6/09/08
7
- cash -
6/09/08
5/18/09
343
Bajaj Finance
100
266,377
0.044
0.020
0.097
0.052
118
25,732
129
5/18/09
8/01/11
805
- cash -
8/01/11
10/24/11
84
Reliance Industries
100
36,672
0.702
0.786
0.617
-0.084
-12
22,638
-43
10/24/11
11/14/11
21
- cash -
11/14/11
11/28/11
14
Aurobindo Pharma
100
241,111
0.094
0.080
0.110
0.016
17
26,402
5,413
11/28/11
12/07/15
1470
- cash -
12/07/15
3/21/16
105
ONGC
100
118,098
0.224
0.211
0.237
0.014
6
28,001
23
3/21/16
3/28/16
7
- cash -
3/28/16
4/18/16
21
State Bank of India
100
101,690
0.275
0.271
0.280
0.005
2
28,463
33
4/18/16
12/10/18
966
- cash -
12/10/18
12/24/18
14
Yes Bank
100
125,908
0.226
0.258
0.195
-0.032
-14
24,489
-98
12/24/18
3/11/19
77
- cash -
3/11/19
3/25/19
14
Indiabulls HF
100
25,864
0.947
1.027
0.867
-0.080
-8
22,416
-90
3/25/19
7/08/19
105
- cash -
7/08/19
8/19/19
42
Yes Bank
100
166,198
0.135
0.105
0.173
0.038
28
28,736
766
8/19/19
2/24/20
189
- cash -
2/24/20
7/20/20
147
Yes Bank
100
606,318
0.047
0.024
0.092
0.045
94
55,721
418
7/20/20
8/03/20
14
- cash -
8/03/20
8/17/20
14
Yes Bank
100
3,799,349
0.015
0.017
0.012
-0.003
-19
45,212
-100
8/17/20
9/14/20
28
- cash -
9/14/20
10/19/20
35
Yes Bank
100
2,480,818
0.018
0.016
0.021
0.003
14
51,601
297
10/19/20
6/20/22
609
- cash -
6/20/22
6/27/22
7
Indiabulls HF
100
443,031
0.116
0.127
0.106
-0.011
-9
46,917
-99
6/27/22
8/29/22
63
- cash -
8/29/22
9/05/22
7
Indian Oil
100
545,114
0.086
0.087
0.085
-0.001
-1
46,335
-48
9/05/22
2/02/26
1246
- cash -
accum 5/19/08
9/05/22 861
days out of 7336 invested (12%)
363
46,335
92
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Bajaj Finance short 6/09/08 5/18/09 343 0.04 0.02 0.10 0.05 117.57 117.57
Yes Bank 12/10/18 12/24/18 14 0.23 0.26 0.19 -0.03 -13.96
7/08/19 8/19/19 42 0.13 0.11 0.17 0.04 28.19
2/24/20 7/20/20 147 0.05 0.02 0.09 0.04 93.91
8/03/20 8/17/20 14 0.01 0.02 0.01 -0.00 -18.86
9/14/20 10/19/20 35 0.02 0.02 0.02 0.00 14.13 98.05
Aurobindo Pharma 5/19/08 6/02/08 14 0.09 0.07 0.10 0.02 18.27
11/14/11 11/28/11 14 0.09 0.08 0.11 0.02 16.63 37.93
ONGC 12/07/15 3/21/16 105 0.22 0.21 0.24 0.01 6.06 6.06
State Bank of India 3/28/16 4/18/16 21 0.28 0.27 0.28 0.00 1.65 1.65
Indian Oil 8/29/22 9/05/22 7 0.09 0.09 0.09 -0.00 -1.24 -1.24
Reliance Industries 8/01/11 10/24/11 84 0.70 0.79 0.62 -0.08 -12.02 -12.02
Indiabulls HF 3/11/19 3/25/19 14 0.95 1.03 0.87 -0.08 -8.46
6/20/22 6/27/22 7 0.12 0.13 0.11 -0.01 -9.08 -16.77
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)
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