| • Introduction • DAILY
GDR
INDEX UPDATE
• Creation
of
GDR
Index
• Selection
of
Index
Set
• Securities in
GDR Index
• Comparison
with
Market
Index,
BSE
Sensex,
NIFTY
• Index
Premium,
Industry
Segration,
Impact
Cost
• Skindia
GDR
Automobile
Index
• Complete
GDR
Listing |
|
| SECURITIES IN THE SKINDIA GDR INDEX |
| Sr. No. |
Name of Company |
Market
Capitalisation on
30-Sep-99
(Rs. crores) |
Weightage |
R-
square |
Beta
factor |
Volatility |
1 |
Bajaj Auto |
5,402.43
|
3.23% |
41.17% |
0.942 |
3.38% |
2 |
BSES Ltd |
2,527.26
|
1.51% |
49.02% |
0.953 |
3.28% |
3 |
E.I. Hotels |
1,210.28
|
0.72% |
20.09% |
0.856 |
4.39% |
4 |
Finolex Cables |
964.704 |
0.58% |
19.52% |
0.620 |
3.23% |
5 |
Grasim (1st) |
3,630.12
|
2.17% |
36.20% |
0.738 |
2.82% |
6 |
Guj Ambuja |
3,626.03
|
2.17% |
21.35% |
0.855 |
4.25% |
7 |
Hindalco (1st) |
6,639.18
|
3.97% |
48.22% |
0.883 |
2.92% |
8 |
ICICI (ADR) |
5,432.24
|
3.24% |
3.11% |
-0.788 |
5.40% |
9 |
Indian Hotels |
1,917.37
|
1.15% |
44.33% |
0.811 |
2.82% |
| 10 |
Infosys |
23,608.24
|
14.10% |
0.69% |
0.138 |
4.56% |
11 |
IPCL |
3,301.34
|
1.97% |
29.84% |
0.785 |
3.30% |
12 |
ITC |
20,173.11
|
12.05% |
59.42% |
1.179 |
3.51% |
13 |
L & T (1st) |
9,111.78
|
5.44% |
55.57% |
1.030 |
3.18% |
14 |
Mah & Mah |
3,607.68
|
2.15% |
37.78% |
0.890 |
3.33% |
15 |
MTNL |
11,484.90
|
6.86% |
62.31% |
1.113 |
3.77% |
| 16 |
Pentafour
Software |
2,396.34
|
1.43% |
0.12% |
0.076 |
5.52% |
17 |
Ranbaxy Labs |
12,424.55
|
7.42% |
31.71% |
0.822 |
3.36% |
18 |
Reliance |
22,083.17
|
13.19% |
53.34% |
1.039 |
3.27% |
19 |
State Bank of India |
11,486.20
|
6.86% |
66.57% |
1.186 |
3.62% |
20 |
Telco (1st) |
6,908.12
|
4.13% |
48.00% |
1.071 |
3.55% |
21 |
VSNL |
9,500.00
|
5.67% |
42.04% |
0.733 |
2.87% |
Total Market Cap. |
167,434.38 |
100.00% |
|
0.759 |
|
|
|
