| •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 |
|
| COMPARISON WITH MARKET INDEX |
| ~ |
* Skindia GDR Index |
Market Index |
| Number of
securities |
21 |
63 |
| % of GDR Market
Represented |
88.34% |
100% |
| Volatility |
2.30% |
2.40% |
| R-square w.r.t.
market index |
70.39% |
- |
| *Market
index is an index consisting of all the GDRs. |
| COMPARISON
WITH BSE SENSEX & NIFTY |
| ~ |
Skindia GDR Index |
BSE
Sensex |
Nifty |
| Number of
securities |
20 |
30 |
50 |
| % of BSE
represented # |
22.32% |
36.58% |
40.79% |
| Volatility |
1.85% |
1.47% |
1.66% |
| R-square
w.r.t. GDR index |
- |
27.83% |
23.34% |
# As on
June 30, 1997
| SKINDIA
GDR INDEX Vs. BSE SENSEX & NIFTY |
|
 *BSE Sensex
normalised to 1000 on Jan 02, 1995.
|
|
|
