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  NIFTY Market Capitalisation, Weightage, Beta etc.

The S&P CNX Nifty closed at 3143.90 points on Aug 31, 2006 representing a rise of 0.70 points (0.02%), as compared to 3143.20 points on July 31, 2006. During the month of Aug 2006, S&P CNX Nifty touched a high of 3452.30 points on Aug 31, 2006 before closing at 3143.90 points on Aug 31, 2006.

The market capitalisation of S&P CNX Nifty increased from Rs.1503314 crores on July 31, 2006 to Rs.1633200 crores on Aug 31, 2006, i.e. increase of Rs.129886 crores (8.64%).

S.No Security Symbol Industry Equity Market Capitalisation as on 31-Aug-2006 (Rs.crores) Weightage % Beta R2 Volatility % Monthly Return
1 ABB Electrical Equipment 423,816,750 11,830 0.72% 0.87 0.4 1.38 15.06
2 ACC Cement & Cement Products 1,869,613,050 17,009 1.04% 0.99 0.44 1.01 7.82
3 BAJAJAUTO Automohiles - 2 and 3 wheelers 1,011,835,100 27,278 1.67% 1.02 0.52 1.82 9.49
4 BHARTIARTL Telecommunication - Services 18,952,415,650 77,904 4.77% 0.9 0.46 1.27 7.31
5 BHEL Electrical Equipment 2,447,600,000 55,340 3.39% 1.12 0.55 1.37 10.55
6 BPCL Refineries 3,000,000,000 10,847 0.66% 0.64 0.23 3.3 15.71
7 CIPLA Pharmaceuticals 1,554,582,714 19,514 1.19% 0.78 0.3 1.56 6.38
8 DABUR Personal Care 573,677,252 7,828 0.48% 1.08 0.35 1.17 3.49
9 DRREDDY Pharmaceuticals 767,578,020 11,089 0.68% 0.63 0.18 1.22 3.34
10 GAIL Gas 8,456,516,000 21,991 1.35% 0.91 0.43 2.01 7.55
11 GLAXO Pharmaceuticals 847,030,170 10,252 0.63% 0.97 0.42 2.31 21.08
12 GRASIM Cement & Cement Products 916,736,540 20,641 1.26% 1.19 0.52 0.89 8.23
13 GUJAMBCEM Cement & Cement Products 2,705,593,000 15,199 0.93% 0.94 0.4 1.42 7.51
14 HCLTECH Computers - Software 647,353,664 18,825 1.15% 0.91 0.39 1.64 11.88
15 HDFC Fianance - Housing 2,495,740,170 32,698 2.00% 0.96 0.41 1.59 11.27
16 HDFCBANK Banks 3,141,060,080 26,763 1.64% 0.7 0.33 1.43 7.18
17 HEROHONDA Automohiles - 2 and 3 wheelers 399,375,000 14,397 0.88% 0.86 0.42 1.58 2.14
18 HINDALCO Aluminium 1,159,684,963 19,964 1.22% 1.27 0.57 1.82 7.16
19 HINDLEVER Diversified 2,205,828,331 51,716 3.17% 1.04 0.54 1.39 0.75
20 HINDPETRO Refineries 3,393,300,000 9,421 0.58% 0.71 0.27 4.06 23.43
21 ICICIBANK Banks 8,923,361,390 53,313 3.26% 0.86 0.46 1.74 7.87
22 INFOSYSTCH Computers - Software 2,768,431,760 100,018 6.12% 0.87 0.55 0.79 9.11
23 IPCL Petrochemicals 2,482,256,220 7,204 0.44% 1.23 0.55 2.21 17.28
24 ITC Cigarettes 3,756,427,730 71,936 4.40% 1.07 0.58 1.54 14.4
25 JETAIRWAYS Travel and Transport 863,340,110 4,630 0.28% 0.81 0.28 2.11 5.72
26 LT Engineering 279,877,564 33,638 2.06% 1.05 0.46 1.43 8.79
27 MARUTI Automobile - 4 wheelers 1,444,550,300 24,885 1.52% 1.23 0.56 1.23 9.33
28 M&M Automobile - 4 wheelers 2,440,057,250 15,769 0.97% 0.91 0.44 1.64 9.52
29 MTNL Telecommunication - Services 6,300,000,000 9,891 0.61% 1.33 0.52 1.5 11.82
30 NATIONALUM Aluminium 6,443,096,280 13,041 0.80% 1.22 0.47 1.56 0.3
31 ONGC Oil Exploration 14,259,150,200 173,619 10.63% 0.97 0.56 1.3 3.79
32 ORIENTBANK Banks 2,505,397,000 4,858 0.30% 0.82 0.39 2.46 9.7
33 PNB Banks 3,153,025,000 14,865 0.91% 0.9 0.46 3.09 23.98
34 RANBAXY Pharmaceuticals 1,863,270,820 15,156 0.93% 0.83 0.28 1.59 8.87
35 REL Power 2,131,303,080 9,345 0.57% 1.01 0.52 1.51 -3.16
36 RELIANCE Refineries 13,935,080,410 155,704 9.53% 1.01 0.62 1.54 14.16
37 SAIL Steel & Steel Products 41,304,005,450 29,883 1.83% 1.63 0.54 2.19 2.99
38 SATYAMCOMP Computers - Software 653,509,638 26,413 1.62% 0.98 0.5 1.19 7.16
39 SBIN Banks 5,262,988,780 49,012 3.00% 0.79 0.48 1.58 14.93
40 SIEMENS Electrical Equipment 337,160,200 17,665 1.08% 1.18 0.42 1.92 18.25
41 SUNPHARMA Pharmaceuticals 930,339,025 16,916 1.04% 0.7 0.32 1.48 11.35
42 SUZLON Electrical Equipment 2,876,596,800 34,620 2.12% 1.21 0.38 2.01 11.07
43 TATAPOWER Power 1,978,978,640 10,445 0.64% 0.83 0.41 1.13 7.88
44 TATATEA Tea & Coffee 562,198,570 4,493 0.28% 0.94 0.47 1.6 -4.06
45 TATAMOTORS Automobile - 4 wheelers 3,851,576,670 32,579 1.99% 1.15 0.58 1.6 13.99
46 TCS Computers - Software 978,610,498 97,670 5.98% 0.92 0.61 0.88 6.61
47 TATASTEEL Steel & Steel Products 5,534,728,560 27,466 1.68% 1.52 0.68 1.6 0.01
48 VSNL Telecommunication - Services 2,850,000,000 11,903 0.73% 1.57 0.54 1.19 17.83
49 WIPRO Computers - Software 2,865,312,546 74,305 4.55% 1.15 0.62 1.26 5.67
50 ZEETELE Media & Entertainment 414,820,977 11,453 0.70% 0.8 0.2 1.71 4.92
1,633,200 100%


Beta & R2 are calculated for the period 01-Sep-2005 to 31-Aug-2006

Beta measures the degree to which any portfolio of stocks is affected as compared to the effect on the market as a whole.

The coefficient of determination (R2) measures the strength of relationship between two variables the return on a security versus that of the market.

Volatility is the Std. deviation of the daily returns for the period 01-Aug-2006 to 31-Aug-2006.

Last trading day of the month was 31-Aug- 2006.

Impact Cost for S&P CNX Nifty is for a portfolio of Rs. 50 lakhs.

Impact Cost for S&P CNX Nifty is the weightage average impact cost.


Other Statistics: Daily Index Values | Top 10 Holdings | Div Yield, Index P/E, P/B
Industry-wise market capitalisation of NIFTY stocks and their weightage
NIFTY securities - monthly impact cost | Monthly Index Returns
Details of past changes to S&P CNX NIFTY Constituents

Method of Computation, Base Date & Value, Criteria for Selection of Stocks | Index Maintenance
Hedging Effectiveness | Trading in Nifty | Total Returns Index

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