Sie sind auf Seite 1von 14

CAPITAL ASSET

PRICING MODEL BENCHMARK INDEX


Date HDFC Ltd Closing Price HDFC Ltd Daily Changes SENSEX Closing Price
4/1/2020 1583.50 28265.31
4/3/2020 1499.55 -0.05301544111 27590.95
4/7/2020 1555.15 0.03707777212 30067.21
4/8/2020 1558.80 0.00234705652 29893.96
4/9/2020 1703.10 0.09257115888 31159.62
4/13/2020 1655.20 -0.02812519856 30690.02
4/15/2020 1596.30 -0.03558476543 30379.81
4/16/2020 1625.75 0.01844888185 30602.61
4/17/2020 1680.60 0.03373825988 31588.72
4/20/2020 1727.70 0.02802569063 31648.00
4/21/2020 1669.70 -0.03357064400 30636.71
4/22/2020 1664.15 -0.00332390679 31379.55
4/23/2020 1663.45 -0.00042067902 31863.08
4/24/2020 1580.30 -0.04998641645 31327.22
4/27/2020 1591.45 0.00705556012 31743.08
4/28/2020 1715.80 0.07813635479 32114.52
4/29/2020 1836.75 0.07049186825 32720.16
4/30/2020 1916.00 0.04314686267 33717.62
5/4/2020 1724.35 -0.10002610856 31715.35
5/5/2020 1689.90 -0.01997851508 31453.51
5/6/2020 1732.15 0.02500147902 31685.75
5/7/2020 1703.90 -0.01630921087 31443.38
5/8/2020 1689.70 -0.00833386513 31642.70
5/11/2020 1658.45 -0.01849440783 31561.22
5/12/2020 1674.10 0.00943653741 31371.12
5/13/2020 1712.75 0.02308704651 32008.61
5/14/2020 1632.40 -0.04691284542 31122.89
5/15/2020 1633.80 0.00085764824 31097.73
5/18/2020 1512.05 -0.07451952280 30028.98
5/19/2020 1539.85 0.01838558652 30196.17
5/20/2020 1627.00 0.05659643820 30818.61
5/21/2020 1597.30 -0.01825442594 30932.90
5/22/2020 1516.15 -0.05080449666 30672.59
5/26/2020 1502.15 -0.00923391470 30609.30
5/27/2020 1570.40 0.04543487595 31605.22
5/28/2020 1623.70 0.03394035035 32200.59
5/29/2020 1658.90 0.02167892718 32424.10
6/1/2020 1737.70 0.04750131163 33303.52
6/2/2020 1813.55 0.04364970947 33825.53
6/3/2020 1835.65 0.01218602983 34109.54
6/4/2020 1764.30 -0.03886905133 33980.70
6/5/2020 1766.60 0.00130359176 34287.24
6/8/2020 1760.80 -0.00328310148 34370.58
6/9/2020 1772.10 0.00641749585 33956.69
6/10/2020 1809.30 0.02099208482 34247.05
6/11/2020 1787.45 -0.01207654751 33538.37
6/12/2020 1792.20 0.00265741706 33780.89
6/15/2020 1751.65 -0.02262578290 33228.80
6/16/2020 1821.90 0.04010504327 33605.22
6/17/2020 1794.65 -0.01495691292 33507.92
6/18/2020 1855.95 0.03415703685 34208.05
6/19/2020 1835.10 -0.01123412568 34731.73
6/22/2020 1819.40 -0.00855536603 34911.32
6/23/2020 1838.10 0.01027808715 35430.43
6/24/2020 1797.75 -0.02195200290 34868.98
6/25/2020 1777.80 -0.01109717758 34842.10
6/26/2020 1769.35 -0.00475310652 35171.27
6/29/2020 1741.15 -0.01593802944 34961.52
6/30/2020 1754.65 0.00775349615 34915.80
7/1/2020 1835.15 0.04587809472 35414.45
7/2/2020 1889.45 0.02958882178 35843.70
7/3/2020 1885.20 -0.00224933187 36021.42
7/6/2020 1868.70 -0.00875238724 36487.28
7/7/2020 1886.75 0.00965914779 36674.52
7/8/2020 1886.05 -0.00037098238 36329.01
7/9/2020 1941.85 0.02958560248 36737.69
7/10/2020 1886.00 -0.02876122084 36594.33
7/13/2020 1845.55 -0.02144748197 36693.69
7/14/2020 1791.60 -0.02923251690 36033.06
7/15/2020 1789.90 -0.00094884574 36051.81
7/16/2020 1787.80 -0.00117323592 36471.68
7/17/2020 1805.85 0.01009616652 37020.14
7/20/2020 1806.05 0.00011079160 37418.99
7/21/2020 1883.65 0.04296668027 37930.33
7/22/2020 1881.05 -0.00138028560 37871.52
7/23/2020 1875.80 -0.00279099432 38140.47
7/24/2020 1841.30 -0.01839215220 38128.90
7/27/2020 1850.75 0.00513221678 37934.73
7/28/2020 1897.35 0.02517896853 38492.95
7/29/2020 1877.30 -0.01056733194 38071.13
7/30/2020 1810.65 -0.03550312857 37736.07
7/31/2020 1781.95 -0.01585070147 37606.89
8/3/2020 1739.80 -0.02365380800 36939.60
8/4/2020 1781.10 0.02373831810 37687.91
8/5/2020 1776.70 -0.00247039754 37663.33
8/6/2020 1783.75 0.00396805831 38025.45
8/7/2020 1777.70 -0.00339175837 38040.57
8/10/2020 1798.95 0.01195364830 38182.08
8/11/2020 1826.75 0.01545348662 38407.01
8/12/2020 1814.20 -0.00687015136 38369.63
8/13/2020 1804.85 -0.00515377315 38310.49
8/14/2020 1791.70 -0.00728593799 37877.34
8/17/2020 1800.55 0.00493949782 38050.78
8/18/2020 1820.70 0.01119097023 38528.32
8/19/2020 1827.95 0.00398198506 38614.79
8/20/2020 1785.15 -0.02341416786 38220.39
8/21/2020 1804.05 0.01058735946 38434.72
8/24/2020 1829.85 0.01430111488 38799.08
8/25/2020 1829.60 -0.00013662322 38843.88
8/26/2020 1816.00 -0.00743330574 39073.92
8/27/2020 1864.10 0.02648677093 39113.47
8/28/2020 1883.25 0.01027306703 39467.31
8/31/2020 1832.60 -0.02689500810 38628.29
9/1/2020 1851.20 0.01014950084 38900.80
9/2/2020 1827.20 -0.01296456387 39086.03
9/3/2020 1808.75 -0.01009739027 38990.94
9/4/2020 1769.70 -0.02158952260 38357.18
9/7/2020 1791.10 0.01209245951 38417.23
9/8/2020 1777.30 -0.00770472178 38365.35
9/9/2020 1760.75 -0.00931190488 38193.92
9/10/2020 1777.45 0.00948456680 38840.32
9/11/2020 1768.15 -0.00523217376 38854.55
9/14/2020 1738.00 -0.01705173407 38756.63
9/15/2020 1758.75 0.01193901036 39044.35
9/16/2020 1768.15 0.00534471869 39302.85
9/17/2020 1744.35 -0.01346042342 38979.85
9/18/2020 1724.00 -0.01166622311 38845.82
9/21/2020 1708.15 -0.00919372158 38034.14
9/22/2020 1674.85 -0.01949480288 37734.08
9/23/2020 1667.10 -0.00462728012 37668.42
9/24/2020 1636.85 -0.01814528249 36553.60
9/25/2020 1652.00 0.00925559717 37388.66
9/28/2020 1681.45 0.01782684685 37981.63
9/29/2020 1713.10 0.01882305506 37973.22
9/30/2020 1740.05 0.01573175727 38067.93
10/1/2020 1790.65 0.02907960896 38697.05
10/5/2020 1785.10 -0.00309945993 38973.70
10/6/2020 1934.40 0.08363679906 39574.57
10/7/2020 1948.75 0.00741830843 39878.95
10/8/2020 1949.25 0.00025657473 40182.67
10/9/2020 1957.65 0.00430936206 40509.49
10/12/2020 1965.40 0.00395882814 40593.80
10/13/2020 1943.40 -0.01119365001 40625.51
10/14/2020 1979.85 0.01875576389 40794.74
10/15/2020 1947.20 -0.01649116115 39728.41
10/16/2020 1961.70 0.00744659016 39982.98
10/19/2020 2031.50 0.03558140936 40431.60
10/20/2020 2015.30 -0.00797437903 40544.37
10/21/2020 2048.75 0.01659800039 40707.31
10/22/2020 2042.55 -0.00302621159 40558.49
10/23/2020 2059.70 0.00839631911 40685.50
10/26/2020 2073.35 0.00662725024 40145.50
10/27/2020 2041.35 -0.01543401765 40522.10
10/28/2020 1968.90 -0.03549119595 39922.46
10/29/2020 1934.30 -0.01757325135 39749.85
10/30/2020 1923.55 -0.00555756590 39614.07
11/2/2020 2040.80 0.06095500352 39757.58
11/3/2020 2130.95 0.04417380431 40261.13
11/4/2020 2088.20 -0.02006147539 40616.14
11/5/2020 2100.70 0.00598601681 41340.16
11/6/2020 2138.45 0.01797020083 41893.06
11/9/2020 2152.10 0.00638319685 42597.43
11/10/2020 2272.10 0.05575948819 43277.65
11/11/2020 2324.30 0.02297431836 43593.67
11/12/2020 2332.10 0.00335587008 43357.19
11/13/2020 2306.75 -0.01087007287 43443.00
11/17/2020 2349.00 0.01831581229 43952.71
11/18/2020 2364.90 0.00676879608 44180.05
11/19/2020 2324.60 -0.01704080751 43599.96
11/20/2020 2334.80 0.00438783041 43882.25
11/23/2020 2250.80 -0.03597738489 44077.15
11/24/2020 2217.70 -0.01470592557 44523.02
11/25/2020 2191.35 -0.01188161319 43828.10
11/26/2020 2238.40 0.02147069245 44259.74
11/27/2020 2256.25 0.00797449016 44149.72
12/1/2020 2306.95 0.02247089241 44655.44
12/2/2020 2276.35 -0.01326420323 44618.04
12/3/2020 2253.95 -0.00984037869 44632.65
12/4/2020 2245.90 -0.00357152961 45079.55
12/7/2020 2303.80 0.02578037737 45426.97
12/8/2020 2309.75 0.00258266815 45608.51
12/9/2020 2306.70 -0.00132051044 46103.50
12/10/2020 2289.10 -0.00762988398 45959.88
12/11/2020 2295.90 0.00297051405 46099.01
12/14/2020 2302.65 0.00294002365 46253.46
12/15/2020 2350.35 0.02071534885 46263.17
12/16/2020 2424.65 0.03161222835 46666.46
12/17/2020 2494.60 0.02884960668 46890.34
12/18/2020 2479.40 -0.00609323956 46960.69
12/21/2020 2414.80 -0.02605463239 45553.96
12/22/2020 2403.65 -0.00461742040 46006.69
12/23/2020 2403.05 -0.00024955922 46444.18
12/24/2020 2455.15 0.02168071906 46973.54
12/28/2020 2476.45 0.00867566130 47353.75
12/29/2020 2518.95 0.01716166320 47613.08
12/30/2020 2518.05 -0.00035725283 47746.22
12/31/2020 2558.65 0.01612352900 47751.33
1/1/2021 2568.75 0.00394743259 47868.98
1/4/2021 2578.50 0.00379562044 48176.80
1/5/2021 2651.85 0.02844680939 48437.78
1/6/2021 2638.85 -0.00490223788 48174.06
1/7/2021 2661.35 0.00852644113 48093.32
1/8/2021 2657.50 -0.00144667100 48782.51
1/11/2021 2751.20 0.03525868335 49269.32
1/12/2021 2747.55 -0.00132665821 49517.11
1/13/2021 2670.90 -0.02789763449 49492.32
1/14/2021 2684.05 0.00492348927 49584.16
1/15/2021 2632.75 -0.01911292564 49034.67
1/18/2021 2566.50 -0.02516380211 48564.27
1/19/2021 2656.95 0.03524252913 49398.29
1/20/2021 2688.15 0.01174276956 49792.12
1/21/2021 2663.00 -0.00935584060 49624.76
1/22/2021 2589.45 -0.02761924484 48878.54
1/25/2021 2551.40 -0.01469425929 48347.59
1/27/2021 2467.00 -0.03307984057 47409.93
1/28/2021 2425.75 -0.01672071342 46874.36
1/29/2021 2377.80 -0.01976706215 46285.77
2/1/2021 2579.25 0.08472114848 48600.61
2/2/2021 2659.00 0.03091984104 49797.72
2/3/2021 2703.55 0.01675443738 50255.75
2/4/2021 2707.75 0.00155349482 50614.29
2/5/2021 2721.50 0.00507801680 50731.63
2/8/2021 2733.35 0.00435425243 51348.77
2/9/2021 2747.05 0.00501214645 51329.08
2/10/2021 2767.10 0.00729875635 51309.39
2/11/2021 2760.60 -0.00234902959 51531.52
2/12/2021 2791.50 0.01119318297 51544.30
2/15/2021 2860.45 0.02469996454 52154.13
2/16/2021 2858.65 -0.00062928876 52104.17
2/17/2021 2805.35 -0.01864509675 51703.83
2/18/2021 2745.15 -0.02145906710 51324.69
2/19/2021 2741.30 -0.00140241995 50889.76
2/22/2021 2651.95 -0.03259405990 49744.32
2/23/2021 2628.60 -0.00880478645 49751.41
2/24/2021 2707.75 0.03011104734 50781.69
2/25/2021 2684.70 -0.00851262081 51039.31
2/26/2021 2539.40 -0.05412152257 49099.99
3/1/2021 2606.00 0.02622670732 49849.84
3/2/2021 2564.00 -0.01611665388 50296.89
3/3/2021 2654.90 0.03545237988 51444.65
3/4/2021 2582.95 -0.02710081497 50846.08
3/5/2021 2543.90 -0.01511839166 50405.32
3/8/2021 2510.25 -0.01322768320 50441.07
3/9/2021 2577.30 0.02671050652 51025.48
3/10/2021 2599.80 0.00873006618 51279.51
3/12/2021 2568.00 -0.01223172875 50792.08
3/15/2021 2535.50 -0.01265576324 50395.08
3/16/2021 2510.40 -0.00989946677 50363.96
3/17/2021 2515.55 0.00205152454 49801.62
3/18/2021 2514.60 -0.00037763152 49216.52
3/19/2021 2531.65 0.00678032424 49858.24
3/22/2021 2531.85 0.00007907728 49771.29
3/23/2021 2509.90 -0.00866962701 50051.44
3/24/2021 2465.75 -0.01759030389 49180.31
3/25/2021 2470.75 0.00202778059 48440.12
3/26/2021 2532.75 0.02509359506 49008.50
3/30/2021 2605.65 0.02878290475 50136.58
3/31/2021 2498.10 -0.04127561570 49509.15
RBI Website Referred
SENSEX Daily Changes Beta Value of HDFC Ltd Risk Free Rate/ Return Market Return
1.30653960697744 3.84% 75.16%
-0.0238582206 Beta Value> 1 More Risky
0.0897489938
-0.0057620910
0.0423383185
-0.0150707871
-0.0101078461
0.0073338181
0.0322230686
0.15
0.0018766192
-0.0319543099
0.0242467288
0.0154090801 0.1
-0.0168175832
0.0132747176
0.0117014480 0.05
0.0188587592
0.0304845698
-0.0593834915
0
-0.0082559392 4/1/2020 5/1/2020 6/1/2020 7/1/2020 8/1/2020 9/1/2020 10/1/2020 11/1/20
0.0073835957
-0.0076491798
0.0063390132 -0.05
-0.0025750015
-0.0060232146
0.0203209194 -0.1
-0.0276713047
-0.0008084082
-0.0343674603
-0.15
0.0055676217
0.0206132102
0.0037084735
-0.0084153119
-0.0020634058
0.0325365167
0.0188377110
0.0069411772
0.0271224182
0.0156743191
0.0083963208
-0.0037772424
0.0090210031
0.0024306418
-0.0120419847
0.0085508923
-0.0206931692
0.0072311207
-0.0163432639
0.0113281250
-0.0028953835
0.0208944632
0.0153086773
0.0051707761
0.0148693891
-0.0158465477
-0.0007708858
0.0094474788
-0.0059636743
-0.0013077235
0.0142815001
0.0121207586
0.0049581935
0.0129328605
0.0051316514
-0.0094209822
0.0112494120
-0.0039022595
0.0027151747
-0.0180039129
0.0005203555
0.0116462946
0.0150379692
0.0107738653
0.0136652539
-0.0015504743
0.0071016426
-0.0003033523
-0.0050924627
0.0147152754
-0.0109583703
-0.0088008945
-0.0034232500
-0.0177438230
0.0202576639
-0.0006521985
0.0096146570
0.0003976284
0.0037199758
0.0058909834
-0.0009732598
-0.0015413232
-0.0113063028
0.0045789910
0.0125500712
0.0022443231
-0.0102137031
0.0056077397
0.0094799702
0.0011546666
0.0059221684
0.0010121841
0.0090464998
-0.0212586062
0.0070546742
0.0047615987
-0.0024328385
-0.0162540323
0.0015655478
-0.0013504357
-0.0044683549
0.0169241597
0.0003663719
-0.0025201682
0.0074237621
0.0066206762
-0.0082182335
-0.0034384432
-0.0208949122
-0.0078892279
-0.0017400716
-0.0295956135
0.0228448087
0.0158596216
-0.0002214228
0.0024941261
0.0165262466
0.0071491238
0.0154173199
0.0076913028
0.0076160481
0.0081333570
0.0020812407
0.0007811538
0.0041656092
-0.0261389091
0.0064077571
0.0112202742
0.0027891550
0.0040188071
-0.0036558544
0.0031315268
-0.0132725418
0.0093808771
-0.0147978510
-0.0043236314
-0.0034158619
0.0036227027
0.0126655093
0.0088176859
0.0178259185
0.0133744040
0.0168135247
0.0159685690
0.0073021525
-0.0054246408
0.0019791412
0.0117328453
0.0051723773
-0.0131301345
0.0064745472
0.0044414313
0.0101156722
-0.0156081056
0.0098484762
-0.0024857805
0.0114546593
-0.0008375239
0.0003274460
0.0100128493
0.0077068205
0.0039963044
0.0108530184
-0.0031151648
0.0030272055
0.0033503973
0.0002099302
0.0087173015
0.0047974498
0.0015003090
-0.0299554798
0.0099383237
0.0095092692
0.0113977682
0.0080941313
0.0054764406
0.0027962904
0.0001070242
0.0024638057
0.0064304692
0.0054171302
-0.0054445105
-0.0016760057
0.0143302646
0.0099791913
0.0050292961
-0.0005006350
0.0018556414
-0.0110819665
-0.0095932123
0.0171735311
0.0079725432
-0.0033611744
-0.0150372516
-0.0108626403
-0.0193941415
-0.0112965786
-0.0125567581
0.0500119151
0.0246315838
0.0091978107
0.0071343080
0.0023183176
0.0121647974
-0.0003834561
-0.0003836032
0.0043292271
0.0002480036
0.0118311821
-0.0009579299
-0.0076834541
-0.0073329191
-0.0084740892
-0.0225082610
0.0001425288
0.0207085588
0.0050730884
-0.0379965952
0.0152718972
0.0089679325
0.0228197012
-0.0116352235
-0.0086685149
0.0007092505
0.0115859953
0.0049784931
-0.0095053560
-0.0078161792
-0.0006175206
-0.0111655239
-0.0117486138
0.0130387114
-0.0017439444
0.0056287470
-0.0174046941
-0.0150505355
0.0117336621
0.0230180479
-0.0125144156
CAPM
97.02% Cost Of Equity(Ke)

HDFC Ltd Daily Changes


SENSEX Daily Changes
020 9/1/2020 10/1/2020 11/1/2020 12/1/2020 1/1/2021 2/1/2021 3/1/2021
Daily Changes
Daily Changes