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India Index Services and Products Limited (IISL )

A Joint Venture of NSE and CRISIL

IISL MARKE T UPDATE JANUARY 2011


The benchmark index of the Indian capital market S&P CNX Nifty (Nifty 50) closed at 5505.90 points on January 31, 2011 representing
a decrease of 628.60 points (10.25 %), as compared to the closing value of 6134.50 points on December 31, 2010. During the month of
January 2011, S&P CNX Nifty touched a high of 6181.05 points on January 04, 2011. The free float market capitalization of S&P CNX
Nifty decreased from Rs. 1827097.32 crores on December 31, 2010 to Rs. 1640918.68 crores on January 31, 2011, i.e. a decrease of
186178.64 crores (10.19 %).

Market Statistics:
Index Closing value on
Indices
S&P CNX Nifty
CNX Nifty Junior
CNX 100
CNX Bank

31-Jan-11

31-Dec-10

31-Jan
Change (%)

High

Low

5505.90

6134.50

-10.25

6181.05

5416.65

10915.65

12232.05

-10.76

12352.40

10604.15

5411.55

6034.75

-10.33

6080.20

5316.35

10641.85

11791.45

-9.75

11912.15

10373.80

CNX IT

6971.25

7491.10

-6.94

7591.90

6884.90

CNX Midcap

7922.50

8857.20

-10.55

8978.45

7723.55

S&P CNX 500

4424.60

4940.95

-10.45

4988.25

4342.80

IISL Index News:

Guidelines for determining Investible Weight Factor (IWF) for all IISL indices using free float market capitalization method.
http://www.nseindia.com/content/indices/ind_pressreleases.htm

For all other IISL Press Releases please visit below mentioned link.
http://www.nseindia.com/content/indices/ind_pressreleases.htm

For more information on IISL Indices, please visit below mentioned link.
http://www.nseindia.com/content/indices/ind_introduction.htm

India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E), Mumbai 400
051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm

India Index Services and Products Limited (IISL )

A Joint Venture of NSE and CRISIL

Overall Indian Equity Market Performance:

Returns and Volatility of select Indices during January 2010

Indices
S&P CNX NIFTY
S&P CNX 500 Equity
Index
CNX NIFTY JUNIOR
CNX Midcap Index
CNX IT INDEX
CNX BANK INDEX
CNX 100

Average Daily
Return
-0.51

Volatility of
Daily Returns
1.12

-0.52
-0.53
-0.52
-0.33
-0.47
-0.51

1.09
1.15
1.09
1.45
1.84
1.10

India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E), Mumbai 400
051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm

India Index Services and Products Limited (IISL )

A Joint Venture of NSE and CRISIL

Top 10 Turnover Statistics on Cash Market Segment January 2011

Scrips

State Bank of India


ICICI Bank Ltd.
Reliance Industries Ltd.
Tata Steel Ltd.
Infosys Technologies Ltd.
Tata Motors Ltd.
Larsen & Toubro Ltd.
Axis Bank Ltd.
HDFC Bank Ltd.
Hindalco Industries Ltd.
Total - Top 10
Total - Universe

No. of
Trades

2547585
2060867
2452810
2128690
987204
1546681
1460513
1042180
793275
1190068
16209873
118209450

Traded Qty

Turnover
(Rs. in Mn.)

Avg. Daily
Turnover
(Rs. Mn.)

57972081
99452527
102274186
119192391
22841828
60772907
37524673
42493203
22167865
188326507
753018168
12969888354

152223.03
104097.10
102479.04
77811.47
75305.43
73107.60
65080.34
54797.41
47484.64
44182.51
796568.57
2662122.80

7611.15
5204.85
5123.95
3890.57
3765.27
3655.38
3254.02
2739.87
2374.23
2209.13
39828.43
134267.29

% in
Total
Turnover

5.72
3.91
3.85
2.92
2.83
2.75
2.44
2.06
1.78
1.66
29.92
100.00

FII Equity Investment:


FIIs were net sellers during the month of January 2011 with net outflow of Rs. 4.81 billion (USD 1053.55 million) as compared to net
inflow of Rs. 2.04 billion (USD 450.22 million) during the previous (December 2010) month.

FII Investment

Jan-11

Dec-10

Change

Rs. Million

Rs. Million

Gross Purchases

572866

649267

-11.77%

Gross Sales

620995

628767

-1.24%

Net Investment

-48132

20496

-334.84%

-1053.55

450.22

-3.340078184

Net Investment
(US million $)

Source: SEBI website www.sebi.gov.in

Mutual Fund Equity Investment:


Mutual Funds were net buyers during the month of January 2011 with net inflow of Rs. 5.90 billion as compared to net inflow of Rs.
13.76 billion in the previous (December 2010) month.

Mutual Fund
Investment

Jan-11

Dec-10

Rs. Million

Rs. Million

Change (%)

Gross Purchases

123325

136414

-9.60%

Gross Sales

117416

122648

-4.27%

5908

13769

-57.09%

Net Investment

Source: SEBI website - www.sebi.gov.in

India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E), Mumbai 400
051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm

India Index Services and Products Limited (IISL )

A Joint Venture of NSE and CRISIL

Derivatives Index & Stock:


All Derivative products except Individual stock futures witnessed increase in turnover. Total turnover in the derivatives segment for the
month of December 2010 stood at Rs. 23571089.54million as against Rs. 28418338.87million in January 2011. Total F&O Turnover as
a percentage of Cash Market turnover stood at 1063.04%.

Turnover in millions
Derivative Segment

Change
(%)

Jan-11

Dec-10

S&P CNX Nifty Index Futures

3248347.44

2675730.34

21.400404

CNX IT Futures

2322.65

1954.77

18.819538

Bank Nifty futures

460511.10

439073.36

4.8824954

Individual Stock Futures

4111490.72

4326442.34

-4.9683228

S&P CNX Nifty Index options

19587195.70

15164650.93

29.163512

Bank Nifty Options

34138.85

24366.64

40.104851

Individual Stock Options

836848.04

823912.08

1.5700654

Total F & O Turnover

28418338.87

23571089.54

20.564384

Total F&O Turnover as % of Cash Market turnover

1063.04

797.17

33.351442

Exchange Traded Funds (ETFs):

Underlying
Index

Corpus Q4
Average(Rs.
Mn.)

Nifty BeES

Nifty

UTI Sunder
QNIFTY - Quantum
ETF

Last
Price
30-Dec10

Total No.
of Trades

No. of
Days
Traded

Turnover
(Rs. Mn.)

5108.78

35873

20

1292.71

619.5308

Nifty

7.53

206

16

0.91

650.2989

Nifty

14.25

155

20

0.88

618.3072

Junior BeES

Junior Nifty

1871.20

6417

20

197.44

122.2286

Bank BeES

CNX Bank

448.61

2900

20

74.07

1184.8703

CNX PSU Bank

81.52

904

20

11.21

453.9088

CNX Bank

145.50

465

20

1.90

1206.6168

Kotak PSU

CNX PSU Bank

735.74

730

20

6.30

468.8561

Shariah BeEs

S&P CNX Nifty


Shariah

9.71

92

17

0.52

138.3655

Nifty

174.75

405

20

9.65

617.6736

ETF

PSU Bank BeEs


RELBANK

Kotak Nifty ETF

Valuation of
units
1/10 of
underlying
1/10 of
underlying
1/10 of
underlying
1/100 of
underlying
1/10 of
underlying
1/10 of
underlying
1/10 of
underlying
1/10 of
underlying
1/10 of
underlying
1/10 of
underlying

India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E), Mumbai 400
051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm

India Index Services and Products Limited (IISL )

A Joint Venture of NSE and CRISIL

Funds launched on S&P CNX Nifty (Index Funds):

Birla Sun Life Index Fund

17-Sep-02

Average AUM
during Dec 2010
Rs. Mn.
371.04

Canara Robeco Nifty Index

17-Sep-04

55.51

32.33

Franklin India Index Fund


Franklin India Index Tax Fund

13-Jul-00
26-Feb-01

1388.18
28.56

48.19
46.79

HDFC Index Fund

10-Jul-02

529.98

53.16

ICICI Prudential Index Fund

25-Feb-02

887.68

56.98

IDFC Nifty Fund


ING Nifty Plus Fund

12-Apr-10
06-Feb-04

66.62
95.28

11.68
30.57

JM Nifty Plus Fund

04-Mar-05

134.96

19.53

LICMF Index Fund-Nifty

28-Nov-02

686.17

33.85

Principal Index Fund


Reliance Quant Plus Fund

30-Jun-99
29-Jan-05

171.79
416.07

41.83
14.74

SBI Magnum Index Fund

16-Jan-02

208.85

52.25

Tata Index Fund Nifty

24-Feb-03

87.65

36.53

UTI - Nifty Index Fund

25-Feb-00

2142.53

38.21

Inception
Date

Average AUM
during Dec 2010
Rs. Mn.

NAV * as on
31 Dec 2010

17-Nov-08

1032.03

20.95

Name of the Fund

Inception
Date

NAV * as on
31 Dec 2010
60.95

* NAV for Growth option only.


Source: AMFI Website www.amfiindia.com

Funds launched on S&P CNX 500 (Index Funds):


Name of the Fund
Benchmark S&P CNX 500 Fund
* NAV for Growth option only.
Source: AMFI Website www.amfiindia.com

**Please note that upto September 2010, AUM was uploaded on AMFI Website on monthly basis. The AUM for each
quarter (90 days average) will be computed and uploaded on AMFI Website on the first working day of the following
month of every quarter, effective from quarter ending December 31, 2010.

India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E), Mumbai 400
051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm

India Index Services and Products Limited (IISL )

A Joint Venture of NSE and CRISIL

International Indices:

Major Indices
S&P CNX Nifty
NASDAQ
Composite
Dow Jones Indl
Average
S&P 500 US
FTSE 100
DAX
Hang Seng
Nikkei 225

Index Closing Values


Change
31-Jan-11
31-Dec-10
(%)

5,505.90

6,134.50

-10.25

2,700.08

2,652.87

1.78

11,891.93
1,286.12
5,862.90
7,077.48
23,447.34
10,237.92

11,577.51
1,257.64
5,899.90
6,914.19
23,035.45
10,228.92

2.72
2.26
-0.63
2.36
1.79
0.09

Overall Sectoral Performance:


Best performing S&P CNX Industry sectors (Top 5):

Index Name

GEMS, JEWELLERY AND


WATCHES
ELECTRONICS - INDUSTRIAL
MINING
PERSONAL CARE
MEDIA & ENTERTAINMENT

%
Change

-0.01
-1.90
-3.99
-4.63
-5.12

India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E), Mumbai 400
051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm

India Index Services and Products Limited (IISL )

A Joint Venture of NSE and CRISIL

Individual stock performance S&P CNX Nifty:


The benchmark index of the Indian capital market S&P CNX Nifty (Nifty 50) closed at 5505.90 points on January 31, 2011 repres enting
a decrease of 628.60 points (10.25 %), as compared to the closing value of 6134.50 points on December 31, 2010. During the month of
January 2011, S&P CNX Nifty touched a high of 6181.05 points on January 04, 2011. The free float market capitalization of S&P CNX
Nifty decreased from Rs. 1827097.32 crores on December 31, 2010 to Rs. 1640918.68 crores on January 31, 2011, i.e. a d ecrease of
186178.64 crores (10.19 %).

During the month of January 2011, HCL Technologies Ltd. was the biggest gainer in S&P CNX Nifty constituent list delivering a
positive return of 8.06 %, DLF Ltd. was the biggest loser, delivering negative returns of 24.26%, during the same month.

Sr. No

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38

Security Symbol

Equity
Capital (Rs.)

FF
MCAP^
Jan 31
2011 (Rs.
Crores)

ACC
AMBUJACEM
AXISBANK
BAJAJ-AUTO
BHEL
BPCL
BHARTIARTL
CAIRN
CIPLA
DLF
DRREDDY
GAIL
HCLTECH
HDFCBANK
HEROHONDA
HINDALCO
HINDUNILVR
HDFC
ITC
ICICIBANK
INFOSYSTCH
IDFC
JPASSOCIAT
JINDALSTEL
KOTAKBANK
LT
M&M
MARUTI
NTPC
ONGC
POWERGRID
PNB
RANBAXY
RELCAPITAL
RCOM
RELIANCE
RELINFRA
RPOWER

187745266
1528678886
409900520
289367020
489520000
361542124
3797530096
1900352248
802921357
1697492340
169227307
1268477400
683673884
463773053
199687500
1914344315
2182119802
1464363840
7705947280
1151062260
574129693
1460765398
2126433182
933943010
735269814
607805009
596587075
288910060
8245464400
2138872530
4629725353
315302500
421040693
245632800
2064026881
3288935102
244870262
2805082606

10017
10342
31820
16851
35055
7921
38923
14175
16854
8120
20425
21154
11677
72650
15584
29861
28390
81498
85916
117593
150282
15644
9560
25753
13528
87479
31566
16574
24163
39721
13669
14696
8290
5915
8172
155660
9921
7419

Weightage
(%)

0.61
0.63
1.94
1.03
2.14
0.48
2.37
0.86
1.03
0.49
1.24
1.29
0.71
4.43
0.95
1.82
1.73
4.97
5.24
7.17
9.16
0.95
0.58
1.57
0.82
5.33
1.92
1.01
1.47
2.42
0.83
0.90
0.51
0.36
0.50
9.49
0.60
0.45

Beta

0.43
0.80
1.59
0.52
1.05
0.52
0.58
0.96
0.69
1.33
0.57
0.77
0.67
1.67
0.92
1.57
0.41
1.52
0.66
1.40
0.94
1.15
1.17
1.12
1.48
0.64
1.50
0.84
0.77
0.49
0.49
1.14
0.97
1.31
0.60
0.74
0.39
0.61

R2

0.26
0.38
0.75
0.27
0.63
0.29
0.39
0.72
0.51
0.59
0.40
0.43
0.43
0.85
0.57
0.65
0.28
0.76
0.48
0.68
0.59
0.73
0.57
0.75
0.80
0.54
0.76
0.60
0.67
0.31
0.63
0.77
0.63
0.64
0.34
0.58
0.17
0.36

Volatility
(%)

Monthly
Return

Avg.
Impact
Cost Jan
2011

1.87
2.37
2.42
2.20
1.89
2.04
1.69
1.52
1.54
2.59
1.61
2.04
1.80
2.24
1.84
2.75
1.68
2.26
1.56
2.34
1.80
1.79
2.33
1.70
2.11
1.35
2.24
1.60
1.30
1.83
0.89
1.67
1.75
2.33
2.00
1.46
2.69
1.96

-7.70
-11.75
-9.17
-15.61
-5.34
-7.11
-11.23
-2.20
-10.83
-24.26
-2.77
-8.56
8.06
-14.36
-17.79
-6.68
-13.41
-13.71
-6.98
-10.77
-9.85
-19.14
-23.40
-7.68
-15.72
-17.14
-9.42
-12.15
-4.74
-8.90
-1.78
-9.67
-9.40
-23.27
-17.27
-12.91
-17.97
-15.03

0.08
0.10
0.08
0.07
0.05
0.08
0.08
0.07
0.09
0.08
0.07
0.08
0.08
0.08
0.07
0.08
0.08
0.09
0.08
0.09
0.07
0.09
0.08
0.09
0.11
0.06
0.08
0.07
0.07
0.06
0.05
0.10
0.08
0.08
0.09
0.07
0.08
0.08

India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E), Mumbai 400
051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm

India Index Services and Products Limited (IISL )

A Joint Venture of NSE and CRISIL

39
40
41
42
43
44
45
46
47
48
49
50

SESAGOA
SIEMENS
SBIN
SAIL
STER
SUNPHARMA
SUZLON
TCS
TATAMOTORS
TATAPOWER
TATASTEEL
WIPRO

859702559
337160200
634998115
4130400545
3361567444
1035581955
1777365647
1957220996
536824244
237307236
902389017
2453568274
Total

12411
12905
68119
9424
26016
16565
3675
58979
38780
20116
38977
22113
1640919

0.76
0.79
4.15
0.57
1.59
1.01
0.22
3.59
2.36
1.23
2.38
1.35

0.89
0.81
1.27
1.11
1.84
1.12
2.25
1.03
1.29
0.14
1.03
0.43

0.44
0.22
0.69
0.51
0.68
0.70
0.70
0.58
0.63
0.15
0.69
0.28

2.29
4.11
2.10
2.47
3.07
1.82
3.63
2.01
2.34
1.03
1.70
1.73

-4.12
2.92
-6.37
-14.39
-14.72
-9.53
-8.86
0.13
-12.34
-9.58
-9.14
-9.31

* Beta & R2 are calculated for the period 03-Jan-2011 to 31-Jan-2011


* 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 03-Jan-2011 to 31-Jan-2011
* Last day of trading was 31-Jan-2011
* 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

India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E), Mumbai 400
051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm

0.07
0.08
0.05
0.07
0.09
0.10
0.09
0.08
0.07
0.09
0.05
0.07
0.07

India Index Services and Products Limited (IISL )

A Joint Venture of NSE and CRISIL

Individual stock performance CNX Nifty Junior


The CNX Nifty Junior closed at 10915.65 points on January 31, 2011 representing a decrease of 1316.40 points (10.76 %) as compared
to 12232.05 points on December 31, 2010. During the month of January 31, 2011, the CNX Nifty Junior touched a high of 12352.40
points as on January 03, 2011. The free float market capitalization of CNX Nifty Junior decreased from to Rs. 337572.89 crores on
December 31, 2010 to Rs. 301628.20 crores on January 31, 2011 i.e. a decrease of Rs. 35944.89 crores (10.65%)

During the month of January 2011, Mphasis Ltd..was the biggest gainer in CNX Nifty Junior constituent list delivering positive returns
of 0.27%, Housing Development and Infrastructure Ltd. was the biggest loser, delivering negative returns of 32.73%, during the same
month

Sr.
No

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6
7
8
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11
12
13
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15
16
17
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19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38

Security Symbol

ADANIENT
ABIRLANUVO
ANDHRABANK
ASHOKLEY
ASIANPAINT
BANKBARODA
BANKINDIA
BEL
BHARATFORG
BIOCON
CANBK
COLPAL
CONCOR
CORPBANK
CROMPGREAV
CUMMINSIND
EXIDEIND
FEDERALBNK
GMRINFRA
GLAXO
GLENMARK
GRASIM
HINDPETRO
HDIL
IDBI
IFCI
IBREALEST
INDHOTEL
IOB
JSWSTEEL
LICHSGFIN
LUPIN
MRPL
MPHASIS
MUNDRAPORT
OFSS
PATNI
PFC

Equity Capital
(Rs.)

FF
MCAP^
Jan 31
2011 (Rs.
Crores)

Weightage
(%)

1155415465
1135096630
4850000000
1330338317
959197790
3642664000
5251755000
800000000
465588632
1000000000
4100000000
135992817
1299827940
1434400000
1282983072
396000000
850000000
1712115340
3892434782
847030170
270172103
916950160
3386272500
4150039860
9844328930
7378373310
803581478
723472787
5448000000
2231172000
949326000
891804100
17525987770
2099109450
4006788200
419466385
262777662
11477667000

14135
4169
3282
3844
11864
14631
8193
3382
4621
2428
6632
5491
5784
1510
10556
7108
5894
6236
4507
9547
4287
15584
5945
3061
4864
3589
3719
4535
2748
11115
5417
9963
1349
4938
6337
3756
2253
2877

4.69
1.38
1.09
1.27
3.93
4.85
2.72
1.12
1.53
0.81
2.20
1.82
1.92
0.50
3.50
2.36
1.95
2.07
1.49
3.16
1.42
5.17
1.97
1.01
1.61
1.19
1.23
1.50
0.91
3.69
1.80
3.30
0.45
1.64
2.10
1.25
0.75
0.95

Beta

1.59
0.66
0.98
2.00
0.47
0.74
0.82
0.39
0.96
0.92
1.92
0.19
0.41
0.46
0.86
0.40
0.57
1.12
0.93
-0.18
0.98
0.66
0.52
1.78
1.43
1.66
1.43
0.79
1.21
2.44
2.15
1.28
0.96
0.80
0.88
0.58
0.25
0.81

R2

0.66
0.51
0.45
0.80
0.44
0.41
0.37
0.34
0.66
0.71
0.66
0.19
0.41
0.27
0.44
0.38
0.23
0.64
0.56
-0.18
0.42
0.51
0.29
0.62
0.72
0.80
0.77
0.45
0.65
0.83
0.59
0.68
0.63
0.57
0.44
0.44
0.23
0.48

Volatility
(%)

Monthly
Return

Avg.
Impact
Cost Jan.
2011

2.82
1.53
2.57
2.92
1.23
2.11
2.61
1.36
1.72
1.52
3.43
1.17
1.16
2.05
2.29
1.22
2.96
2.04
1.96
1.11
2.78
1.52
2.08
3.38
2.33
2.44
2.18
2.08
2.19
3.45
4.29
2.20
1.78
1.64
2.37
1.52
1.25
1.97

-13.19
-10.84
-7.18
-7.89
-10.46
-3.03
-2.77
-1.09
-9.64
-16.95
-8.69
-5.27
-4.86
-9.56
-10.13
-6.78
-23.07
-8.32
-14.16
-2.26
-15.18
-2.62
-8.31
-32.73
-14.12
-21.10
-13.64
-6.94
-11.26
-23.07
-7.96
-12.55
-8.11
0.27
-2.43
-2.12
-1.73
-20.98

0.13
0.12
0.10
0.11
0.12
0.11
0.10
0.13
0.12
0.09
0.10
0.13
0.24
0.15
0.12
0.13
0.13
0.13
0.11
0.18
0.12
0.11
0.10
0.11
0.09
0.09
0.10
0.10
0.12
0.09
0.09
0.09
0.12
0.10
0.12
0.12
0.07
0.10

India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E), Mumbai 400
051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm

India Index Services and Products Limited (IISL )

A Joint Venture of NSE and CRISIL

39
40
41
42
43
44
45
46
47
48
49
50

PUNJLLOYD
RECLTD
SRTRANSFIN
SYNDIBANK
TATACHEM
TECHM
TORNTPOWER
ULTRACEMCO
UNIONBANK
UNIPHOS
MCDOWELL-N
YESBANK

664191490
9874590000
2261606680
5219682820
2547562780
1257789660
4724483080
2740330480
5051179000
923608548
1255943290
3466231550
Total

1971
7988
9102
1865
6133
2225
3809
9868
7431
4538
10307
6242
301628

0.65
2.65
3.02
0.62
2.03
0.74
1.26
3.27
2.46
1.50
3.42
2.07

1.64
1.13
0.51
1.55
1.06
0.90
0.49
0.56
1.34
1.10
1.15
2.00

0.84
0.49
0.32
0.65
0.65
0.57
0.47
0.36
0.70
0.64
0.61
0.76

2.29
2.68
1.89
2.80
1.91
1.87
1.21
1.82
2.24
2.00
2.21
3.08

-15.60
-18.54
-12.07
-16.78
-10.93
-7.32
-18.54
-7.51
-4.90
-21.31
-15.16
-15.89

* Beta & R2 are calculated for the period 01-Jan-2011 to 31-Jan-2011


* 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-Jan-2011 to 31-Jan-2011
* Last day of trading was 31Jan-2011
* Impact Cost for CNX Nifty Junior is for a portfolio of Rs. 25 Lakhs
* Impact Cost for CNX Nifty Junior is the weightage average impact cost

India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E), Mumbai 400
051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm

0.10
0.09
0.11
0.11
0.11
0.11
0.16
0.17
0.10
0.10
0.11
0.09
0.11

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