Annexure II- S&P CNX Nifty Index : January 2012,,,,,,,,,,, ,,,,,,,,,,, Sr. No,Security Symbol,Security Name,Industry,Equity Capital,Free Float Market Capitalisation for Jan 2012,Weightage,Beta,R2,Volatility,Monthly Return,Avg. Impact Cost Jan. 2012 ,,,,(In Rs.),(Rs. Crores),%,,,%,,% 1,ACC,ACC Ltd.,CEMENT AND CEMENT PRODUCTS,1877452660,11134,0.7,0.673005893,0.338548416,1.31,4.95,0.08 2,AMBUJACEM,Ambuja Cements Ltd.,CEMENT AND CEMENT PRODUCTS,3067144022,12115,0.77,0.782454104,0.23658034,1.37,3.6,0.09 3,AXISBANK,Axis Bank Ltd.,BANKS,4125748000,27848,1.76,1.392090904,0.578058193,2.77,33.03,0.08 4,BAJAJ-AUTO,Bajaj Auto Ltd.,AUTOMOBILES - 2 AND 3 WHEELERS,2893670200,21489,1.36,0.731892922,0.276622747,2.79,0.62,0.09 5,BHARTIARTL,Bharti Airtel Ltd.,TELECOMMUNICATION - SERVICES,18987650480,43979,2.78,0.78393428,0.287147957,2.46,6.46,0.08 6,BHEL,Bharat Heavy Electricals Ltd.,ELECTRICAL EQUIPMENT,4895200000,19799,1.25,0.964329535,0.344616266,3.28,4.92,0.09 7,BPCL,Bharat Petroleum Corporation Ltd.,REFINERIES,3615421240,7393,0.47,0.628443764,0.178583624,2.25,19.75,0.09 8,CAIRN,Cairn India Ltd.,OIL EXPLORATION/PRODUCTION,19029326600,12361,0.78,0.808456427,0.299250642,1.8,7.96,0.08 9,CIPLA,Cipla Ltd.,PHARMACEUTICALS,1605842714,17773,1.12,0.458910453,0.176685039,1.33,9.49,0.07 10,COALINDIA,Coal India Ltd.,MINING,63163644000,20667,1.31,0.601445298,0.128063814,2.58,8.83,0.08 11,DLF,DLF Ltd.,CONSTRUCTION,3396321978,7850,0.5,1.446148362,0.438176365,2.95,18,0.08 12,DRREDDY,Dr. Reddy's Laboratories Ltd.,PHARMACEUTICALS,847720255,21311,1.35,0.570517495,0.251054232,1.25,7.09,0.07 13,GAIL,GAIL (India) Ltd.,GAS,12684774000,16768,1.06,0.533274237,0.20228092,1.3,-2.7,0.07 14,GRASIM,Grasim Industries Ltd.,CEMENT AND CEMENT PRODUCTS,917073320,16583,1.05,0.651239247,0.293569119,1.63,4.97,0.09 15,HCLTECH,HCL Technologies Ltd.,COMPUTERS - SOFTWARE,1381537768,10801,0.68,1.124947837,0.436851344,1.83,12.81,0.07 16,HDFC,Housing Development Finance Corporation Ltd.,FINANCE - HOUSING,2948343820,92725,5.87,1.024946519,0.549915875,1.2,7.02,0.07 17,HDFCBANK,HDFC Bank Ltd.,BANKS,4680929610,88418,5.6,0.955028799,0.580173751,1.31,15.29,0.08 18,HEROMOTOCO,Hero MotoCorp Ltd.,AUTOMOBILES - 2 AND 3 WHEELERS,399375000,17773,1.12,0.487889239,0.097271044,2.16,-2.24,0.06 19,HINDALCO,Hindalco Industries Ltd.,ALUMINIUM,1914530981,18855,1.19,1.480745941,0.501207019,3.23,26.54,0.09 20,HINDUNILVR,Hindustan Unilever Ltd.,DIVERSIFIED,2161044625,38886,2.46,0.360711706,0.100186191,1.22,-6.98,0.06 21,ICICIBANK,ICICI Bank Ltd.,BANKS,11523228500,103957,6.58,1.464167081,0.708087507,2.37,31.77,0.08 22,IDFC,Infrastructure Development Finance Co. Ltd.,FINANCIAL INSTITUTION,14635373360,15734,1,1.430382268,0.514550902,2.55,45.23,0.09 23,INFY,Infosys Ltd.,COMPUTERS - SOFTWARE,2871095585,132393,8.38,0.959796238,0.44750618,2.13,-0.78,0.06 24,ITC,I T C Ltd.,CIGARETTES,7796159710,109642,6.94,0.632717013,0.314259047,1.26,1.32,0.06 25,JINDALSTEL,Jindal Steel & Power Ltd.,STEEL AND STEEL PRODUCTS,934833818,20967,1.33,1.228799354,0.512404732,2.24,19.55,0.09 26,JPASSOCIAT,Jaiprakash Associates Ltd.,CONSTRUCTION,4252866364,7890,0.5,1.877033991,0.548600508,3.3,33.3,0.1 27,KOTAKBANK,Kotak Mahindra Bank Ltd.,BANKS,3695845895,18455,1.17,1.164872038,0.522492088,2.72,15.75,0.09 28,LT,Larsen & Toubro Ltd.,ENGINEERING,1223689254,70437,4.46,1.235230271,0.527043982,2.7,31.79,0.09 29,M&M,Mahindra & Mahindra Ltd.,AUTOMOBILES - 4 WHEELERS,3069874195,30953,1.96,1.064526957,0.404960825,2.38,-1.17,0.07 30,MARUTI,Maruti Suzuki India Ltd.,AUTOMOBILES - 4 WHEELERS,1444550300,15699,0.99,0.751111357,0.251875795,2.62,29.23,0.08 31,NTPC,NTPC Ltd.,POWER,82454644000,22009,1.39,0.810082262,0.379982142,1.7,7.06,0.07 32,ONGC,Oil & Natural Gas Corporation Ltd.,OIL EXPLORATION/PRODUCTION,42777450600,37239,2.36,0.572069043,0.180498634,1.32,7.58,0.09 33,PNB,Punjab National Bank,BANKS,3168121570,12523,0.79,0.818082877,0.325501052,2.38,20.54,0.08 34,POWERGRID,Power Grid Corporation of India Ltd.,POWER,46297253530,14737,0.93,0.568226495,0.309511606,1.26,4,0.08 35,RANBAXY,Ranbaxy Laboratories Ltd.,PHARMACEUTICALS,2109998620,6877,0.44,0.625630028,0.161398295,2.01,11.03,0.07 36,RCOM,Reliance Communications Ltd.,TELECOMMUNICATION - SERVICES,10320134405,6583,0.42,1.553021363,0.372977512,2.53,41.68,0.11 37,RELIANCE,Reliance Industries Ltd.,REFINERIES,32746231880,137858,8.73,1.196123179,0.599700146,2.41,17.92,0.07 38,RELINFRA,Reliance Infrastructure Ltd.,POWER,2631702620,7276,0.46,1.38263445,0.3216222,3.13,57.23,0.09 39,RPOWER,Reliance Power Ltd.,POWER,28051264660,5555,0.35,1.198592248,0.41639012,2.6,42.57,0.1 40,SAIL,Steel Authority of India Ltd.,STEEL AND STEEL PRODUCTS,41305252890,5955,0.38,1.268115037,0.462529046,2.47,24.72,0.08 41,SBIN,State Bank of India,BANKS,6349995950,53146,3.36,1.185147885,0.532215316,2.03,27.33,0.06 42,SESAGOA,Sesa Goa Ltd.,MINING,869101423,8500,0.54,1.174152555,0.334951145,3.28,33.38,0.09 43,SIEMENS,Siemens Ltd.,ELECTRICAL EQUIPMENT,680589800,6221,0.39,0.676109267,0.325168708,1.74,13.9,0.09 44,STER,Sterlite Industries (India) Ltd.,METALS,3361568684,16237,1.03,1.460696736,0.5838002,3.14,28.93,0.1 45,SUNPHARMA,Sun Pharmaceutical Industries Ltd.,PHARMACEUTICALS,1035581955,20610,1.3,0.573135411,0.201453236,1.2,10.22,0.07 46,TATAMOTORS,Tata Motors Ltd.,AUTOMOBILES - 4 WHEELERS,5383226910,42610,2.7,1.621942617,0.547042173,2.01,36.4,0.07 47,TATAPOWER,Tata Power Co. Ltd.,POWER,2373072360,16814,1.06,0.813075421,0.294504649,2.02,19.08,0.1 48,TATASTEEL,Tata Steel Ltd.,STEEL AND STEEL PRODUCTS,9592144500,29960,1.9,1.319088573,0.586925764,2.67,34.43,0.06 49,TCS,Tata Consultancy Services Ltd.,COMPUTERS - SOFTWARE,1957220996,57453,3.64,0.97263717,0.437960415,1.52,-2.43,0.06 50,WIPRO,Wipro Ltd.,COMPUTERS - SOFTWARE,4916223984,21174,1.34,0.871311981,0.416972979,1.7,3.81,0.07 ,,,,,1579993,100,,,,,0.07 ,,,,,,,,,,, * Beta & R2 are calculated for the period 01-Feb-2011 to 31-Jan-2012,,,,,,,,,,, ,,,,,,,,,,, * 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 02-Jan-2012 to 31-Jan-2012,,,,,,,,,,, ,,,,,,,,,,, * Last day of trading was 31-Jan-2012,,,,,,,,,,, ,,,,,,,,,,, * 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,,,,,,,,,,,