Assessment - BSE Sensex 50 in Pound sterling - 11/06/06 - RS = 45
⇐
⇓ instrument
freshest
⇓ Δday
11/06/06
⇓ Δwk
12/26/05
prc diff
⇓ Δ45
∅-RS
BSE Sensex
933.285
8/12/24
-0.07
154.517
116.120
38.398
33.07
20.09
Adani Enterprises
36.931
8/12/24
-1.12
0.131
0.059
0.072
123.66
66.33
L
Divi's Laboratories
57.310
8/12/24
1.26
1.661
0.930
0.731
78.64
64.78
L
Eicher Motors
56.347
8/12/24
-0.45
0.466
0.295
0.171
58.00
50.18
L
Grasim Industries
30.127
8/12/24
-0.06
5.262
2.662
2.600
97.66
47.24
L
UltraTech Cement
132.440
8/12/24
0.02
10.557
5.420
5.137
94.78
39.05
ICICI Bank
13.742
8/12/24
0.10
1.947
1.495
0.452
30.22
37.51
L
Mahindra & Mahindra
31.844
8/12/24
-1.15
2.430
1.636
0.794
48.53
36.46
Reliance Industries
34.230
8/12/24
-0.93
3.768
2.843
0.925
32.55
34.11
L
Bharti Airtel
17.091
8/12/24
-0.38
3.187
2.205
0.983
44.57
34.39
L
Kotak Mahindra Bank
20.770
8/12/24
0.16
1.069
0.720
0.349
48.54
32.22
L
Axis Bank
13.643
8/12/24
1.89
1.026
0.734
0.293
39.90
32.16
Infosys
21.061
8/12/24
1.51
3.133
2.394
0.739
30.89
31.57
L
JSW Steel
10.749
8/12/24
1.35
0.397
0.268
0.129
48.16
28.73
L
State Bank of India
9.522
8/12/24
-1.42
1.330
1.160
0.170
14.67
22.48
Dr. Reddy's Labs
80.693
8/12/24
-1.81
9.097
6.087
3.011
49.47
18.72
Larsen & Toubro
41.854
8/12/24
-0.56
3.482
2.619
0.863
32.95
16.49
Tata Consultancy
49.162
8/12/24
-0.78
3.131
2.720
0.411
15.11
13.68
Sun Pharma
20.316
8/12/24
-0.08
1.062
0.853
0.208
24.39
11.40
Maruti Suzuki
143.811
8/12/24
0.40
10.637
8.135
2.503
30.76
10.69
L
Asian Paints
35.776
8/12/24
0.41
0.820
0.709
0.111
15.68
10.88
L
Hindustan Unilever
32.208
8/12/24
0.05
2.962
2.521
0.441
17.51
7.94
L
Bajaj Finance
77.431
8/12/24
-0.15
0.494
0.483
0.011
2.23
8.30
Bajaj Finserv
18.268
8/12/24
-0.08
32.825
25.822
7.004
27.12
7.12
HCL Technologies
18.575
8/12/24
-0.30
0.895
0.831
0.064
7.72
6.63
⇓ instrument
freshest
⇓ Δday
11/06/06
⇓ Δwk
12/26/05
prc diff
⇓ Δ45
∅-RS
ITC
5.795
8/12/24
-0.26
0.726
0.605
0.122
20.09
6.21
Cipla
18.587
8/12/24
0.73
3.140
2.863
0.278
9.69
6.00
L
Tata Steel
1.782
8/12/24
0.16
0.589
0.486
0.103
21.16
4.26
Wipro
5.730
8/12/24
-0.46
3.143
2.961
0.181
6.13
4.62
NTPC
4.697
8/12/24
-2.39
1.530
1.433
0.097
6.77
4.64
Titan
38.912
8/12/24
-0.33
0.449
0.476
-0.027
-5.60
4.29
Tata Motors
12.610
8/12/24
0.75
1.913
1.630
0.283
17.35
3.53
L
Bharat Electronics
3.532
8/12/24
-0.26
0.134
0.120
0.013
10.95
0.23
Bharat Petroleum
3.907
8/12/24
0.394
0.442
-0.048
-10.90
-1.00
Apollo Hospitals
76.192
8/12/24
-1.30
2.636
2.874
-0.238
-8.29
-5.59
IndusInd Bank
15.829
8/12/24
0.08
0.489
0.716
-0.227
-31.73
-12.67
L
Britannia
66.154
8/12/24
-1.65
1.328
1.669
-0.340
-20.40
-18.03
ONGC
3.999
8/12/24
2.63
1.716
2.501
-0.785
-31.40
-26.23
Adani Ports & SEZ
17.593
8/12/24
-2.11
-na-
Bajaj Auto
113.787
8/12/24
-0.56
-na-
Coal India
6.139
8/12/24
-1.10
-na-
L
HDFC Bank
19.452
8/12/24
0.60
-na-
HDFC Life
8.231
8/12/24
0.01
-na-
Hero Motocorp
62.242
8/12/24
2.01
-na-
L
Hindalco Industries
7.374
8/12/24
1.04
-na-
LTIMindtree
63.280
8/12/24
0.50
-na-
Nestlé India
28.979
8/12/24
-1.26
-na-
L
Power Grid
3.997
8/12/24
-1.40
-na-
SBI Life
19.978
8/12/24
-1.17
-na-
Tata Consumer
13.719
8/12/24
-1.29
0.869
1.173
-0.304
-25.92
-12.69
⇓ instrument
freshest
⇓ Δday
11/06/06
⇓ Δwk
12/26/05
prc diff
⇓ Δ45
∅-RS
Tech Mahindra
17.723
8/12/24
0.38
2.924
-na-
BSE Sensex 50 - 38 out of 50 instruments rated - 11/06/06 / 12/26/05 - 31 did rise, Market-Ratio(45) in GBP = 81.58 %
Stock Exchange Currency: INR ₹ Indian rupee
Technical Chart
Transactions BSE Sensex 50 in Pound sterling * 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
583,725
0.017
0.012
0.025
0.008
45
14,476
52
long
5/11/09
8/08/11
819
Aurobindo Pharma
100
364,883
0.040
0.107
0.067
169
38,906
55
short
8/08/11
10/03/11
56
Tata Motors
100
172,722
0.225
0.198
0.257
0.031
14
44,321
134
long
10/03/11
10/17/11
14
Eicher Motors
100
212,011
0.209
0.210
0.001
0
44,504
11
short
10/17/11
10/24/11
7
Aurobindo Pharma
100
552,287
0.081
0.076
0.085
0.004
5
46,944
1,518
long
10/24/11
12/07/15
1505
Eicher Motors
100
230,859
0.203
1.615
1.411
694
372,729
65
short
12/07/15
12/21/15
14
ONGC
100
2,510,285
0.148
0.156
0.141
-0.007
-5
354,452
-73
long
12/21/15
1/04/16
14
Bajaj Finance
100
595,414
0.595
0.618
0.022
4
367,763
161
short
1/04/16
3/07/16
63
Larsen & Toubro
100
430,602
0.854
0.832
0.877
0.023
3
377,553
16
long
3/07/16
12/10/18
1008
Bajaj Finance
100
570,192
0.662
2.630
1.968
297
1,499,596
65
short
12/10/18
12/17/18
7
Yes Bank
100
8,245,842
0.182
0.200
0.163
-0.018
-10
1,347,371
-100
long
12/17/18
7/29/19
224
Nestlé India
100
1,089,627
1.237
1.382
0.145
12
1,505,688
20
short
7/29/19
8/19/19
21
Yes Bank
100
13,363,261
0.113
0.088
0.144
0.031
28
1,920,301
6,755
long
8/19/19
3/02/20
196
Bajaj Finance
100
500,561
3.836
4.692
0.856
22
2,348,546
45
short
3/02/20
7/20/20
140
Yes Bank
100
69,186,184
0.034
0.021
0.056
0.022
65
3,881,345
271
long
7/20/20
8/03/20
14
Aurobindo Pharma
100
4,459,222
0.870
0.882
0.012
1
3,934,932
43
short
8/03/20
8/10/20
7
Yes Bank
100
322,104,472
0.012
0.015
0.009
-0.003
-24
2,995,572
-100
long
8/10/20
9/14/20
35
Aurobindo Pharma
100
3,094,124
0.968
0.842
-0.126
-13
2,606,681
-77
short
9/14/20
9/28/20
14
Yes Bank
100
167,009,309
0.016
0.014
0.017
0.001
10
2,855,859
981
long
9/28/20
6/20/22
630
Dr. Reddy's Labs
100
528,272
5.406
4.345
-1.061
-20
2,295,220
-12
short
6/20/22
6/27/22
7
Indiabulls HF
100
23,357,664
0.098
0.108
0.088
-0.010
-10
2,062,482
-100
long
6/27/22
8/12/24
777
Mahindra & Mahindra
100
1,837,190
1.123
2.577
1.455
130
4,734,813
48
accum 6/23/08
8/12/24 6375
days out of 7278 invested (88%)
47,248
4,734,813
42
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 0.21 0.21 0.00 0.41
long 10/24/11 12/07/15 1505 0.20 1.61 1.41 693.98 697.27
Bajaj Finance short 6/23/08 5/11/09 322 0.02 0.01 0.02 0.01 44.76
long 12/21/15 1/04/16 14 0.60 0.62 0.02 3.76
long 3/07/16 12/10/18 1008 0.66 2.63 1.97 297.19
long 8/19/19 3/02/20 196 3.84 4.69 0.86 22.30 629.62
Aurobindo Pharma long 5/11/09 8/08/11 819 0.04 0.11 0.07 168.76
short 10/17/11 10/24/11 7 0.08 0.08 0.09 0.00 5.48
long 7/20/20 8/03/20 14 0.87 0.88 0.01 1.38
long 8/10/20 9/14/20 35 0.97 0.84 -0.13 -12.98 150.10
Mahindra & Mahindra long 6/27/22 8/12/24 777 1.12 2.58 1.45 129.57 129.57
Yes Bank short 12/10/18 12/17/18 7 0.18 0.20 0.16 -0.02 -10.15
short 7/29/19 8/19/19 21 0.11 0.09 0.14 0.03 27.54
short 3/02/20 7/20/20 140 0.03 0.02 0.06 0.02 65.27
short 8/03/20 8/10/20 7 0.01 0.02 0.01 -0.00 -23.87
short 9/14/20 9/28/20 14 0.02 0.01 0.02 0.00 9.56 57.95
Tata Motors short 8/08/11 10/03/11 56 0.23 0.20 0.26 0.03 13.92 13.92
Nestlé India long 12/17/18 7/29/19 224 1.24 1.38 0.15 11.75 11.75
Larsen & Toubro short 1/04/16 3/07/16 63 0.85 0.83 0.88 0.02 2.66 2.66
ONGC short 12/07/15 12/21/15 14 0.15 0.16 0.14 -0.01 -4.90 -4.90
Indiabulls HF short 6/20/22 6/27/22 7 0.10 0.11 0.09 -0.01 -10.14 -10.14
Dr. Reddy's Labs long 9/28/20 6/20/22 630 5.41 4.34 -1.06 -19.63 -19.63
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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