Constituents list of Nifty Midcap 50 RISK AND RETURN ANALYIS RESULT OF NIFTY MIDCAP 50 SCRIPS

Company Name Industry Symbol Series

Allahabad Bank BANKS ALBK EQ

Alstom Projects India Ltd. POWER APIL EQ
Andhra Bank BANKS ANDHRABANK EQ
Ashok Leyland Ltd. AUTOMOBILES - 4 WHEELERS ASHOKLEY EQ
Aurobindo Pharma Ltd. PHARMACEUTICALS AUROPHARMA EQ
BEML Ltd. ENGINEERING BEML EQ
Bajaj Hindusthan Ltd. SUGAR BAJAJHIND EQ
Bombay Dyeing & Manufacturing Co. Ltd. TEXTILES - SYNTHETIC BOMDYEING EQ
CESC Ltd. POWER CESC EQ
Chennai Petroleum Corporation Ltd. REFINERIES CHENNPETRO EQ
Corporation Bank BANKS CORPBANK EQ
Divi's Laboratories Ltd. PHARMACEUTICALS DIVISLAB EQ
EDUCOMP SOLUTIONS SOFTWARE EDUCOMP EQ
GVK Power & Infrastructures Ltd. POWER GVKPIL EQ
Great Eastern Shipping Co. Ltd. SHIPPING GESHIP EQ
Hindustan Construction Co. Ltd. CONSTRUCTION HCC EQ
Hotel Leelaventure Ltd. HOTELS HOTELEELA EQ
IVRCL Infrastructures & Projects Ltd. CONSTRUCTION IVRCLINFRA EQ
India Cements Ltd. CEMENT AND CEMENT PRODUCTS INDIACEM EQ
Indian Bank BANKS INDIANB EQ
Indian Hotels Co. Ltd. HOTELS INDHOTEL EQ
Kesoram Industries Ltd. CEMENT AND CEMENT PRODUCTS KESORAMIND EQ
Lanco Infratech Ltd. CONSTRUCTION LITL EQ
Lupin Ltd. PHARMACEUTICALS LUPIN EQ
Mahanagar Telephone Nigam Ltd. TELECOMMUNICATION - SERVICES MTNL EQ
Mahindra Lifespace Developers Ltd. CONSTRUCTION MAHLIFE EQ
Moser Baer India Ltd. COMPUTERS - HARDWARE MOSERBAER EQ
MphasiS Ltd. COMPUTERS - SOFTWARE MPHASIS EQ
Nagarjuna Construction Co. Ltd. CONSTRUCTION NAGARCONST EQ
Oracle Financial Services Software Ltd. COMPUTERS - SOFTWARE OFSS EQ
Patel Engineering Ltd. CONSTRUCTION PATELENG EQ
Peninsula Land Ltd. CONSTRUCTION PENINLAND EQ
Petronet LNG Ltd. GAS PETRONET EQ
Piramal Healthcare Ltd. PHARMACEUTICALS PIRHEALTH EQ
Praj Industries Ltd. ENGINEERING PRAJIND EQ
Punj Lloyd Ltd. CONSTRUCTION PUNJLLOYD EQ
Reliance Natural Resources Ltd. GAS RNRL EQ
Rolta India Ltd. COMPUTERS - SOFTWARE ROLTA EQ
Shipping Corporation of India Ltd. SHIPPING SCI EQ
Sintex Industries Ltd. PLASTIC AND PLASTIC PRODUCTS SINTEX EQ
Sterling Biotech Ltd PHARMACEUTICALS STERLINBIO EQ
Syndicate Bank BANKS SYNDIBANK EQ
TVS Motor Company Ltd. AUTOMOBILES - 2 AND 3 WHEELERS TVSMOTOR EQ
Tata Chemicals Ltd. CHEMICALS - INORGANIC TATACHEM EQ
Tata Tea Ltd. TEA AND COFFEE TATATEA EQ
Tata Teleservices (Maharashtra) Ltd. TELECOMMUNICATION - SERVICES TTML EQ
Titan Industries Ltd. GEMS JEWELLERY AND WATCHES TITAN EQ
UltraTech Cement Ltd. CEMENT AND CEMENT PRODUCTS ULTRACEMCO EQ
Vijaya Bank BANKS VIJAYABANK EQ
Voltas Ltd. AIRCONDITIONERS VOLTAS EQ
Welspun Gujarat Stahl Rohren Ltd. STEEL AND STEEL PRODUCTS WELGUJ EQ

160

140

120

100

80 RETURN
RISK
60

40

20

0
1 4 7 10 13 1 6 19 22 25 2 8 31 34 3 7 40 43 4 6 4 9 52
-20
BETA VALUE RISK RETURN C.V rank

0.988 87.0049 29.02527 2.99

1.099 53.415 35.22 1.516 5
1.003 50.21658 11.10415 4.522324
0.943 81.3613 15.05 5.4
0.7583 68.746 5.447 12.62
0.9 136.695 53.176 2.5706
1.22 108.894 4.863 22.388
1.275 69.6569 27.7506 2.51009
0.91 50.2094 23.3519 2.1501 16
0.92 48.194 9.2713 5.1982
0.84 21.524 -3.8305 -5.619
0.81 47.9223 56.6828 0.8454 1
1.11 142.5044 132.8454 1.0727
1.17 22.535 5.721 3.938
1.03 58.7277 13.502 4.3493
1.436 106.988 45.909 2.3304
0.17 100.698 40.239 2.502
1.36 65.9914 11.021 5.9875
1.16 65.791 38.028 1.73 11
0.899 59.4517 35.6804 1.6662 10
0.7395 61.1916 21.1066 2.899
1.01 60.539 33.6737 1.7978
1.55 89.5904 40.5112 2.2114 18
0.5528 29.651 21.8701 1.3558 2
0.91 35.5209 3.1134 11.4088
1.055 70.0637 3.6064 19.4273
0.9406 36.2588 15.2435 2.3786
0.723 31.08644 7.9775 3.8967
1.22 121.7118 49.2502 2.4712
0.8299 31.0637 12.3232 2.5207
0.9854 81.228 50.9735 1.5934 8
1.2527 84.9164 38.3411 2.21477 19
0.918 67.6504 42.8888 1.5773 7
0.4942 32.2378 -3.0759 -10.4805
1.114 133.1714 59.4641 2.2393 20
1.3328 60.3918 12.654 4.7725
1.3616 132.4465 71.5103 1.8521 12
1.075 91.8053 56.2591 1.6318 9
0.9396 37.4121 9.7926 3.8204
0.8335 109.4362 50.7206 2.1576 17
0.5422 20.1241 2.5915 7.7653
0.9929 38.8466 20.34302 1.9095 14
0.9332 64.2414 8.8854 7.2299
0.8588 40.0662 19.3915 2.06617
0.6004 35.7356 18.2423 1.9589 15
0.965 23.9413 6.8805 3.4795
0.959 89.3087 59.1257 1.5104 4
0.7425 33.0767 22.9458 1.4415 3
0.9989 12.4425 -2.9564 -4.2085
0.9872 124.718 81.47 1.5308 6
1.143 109.50705 57.4958 1.9046 13
THE PORTFOLIO CONSTRUCTION OF TOP 20 COM
Company Name Industry
Divi's Laboratories Ltd. PHARMACEUTICALS
EDUCOMP SOLUTIONS SOFTWARE
Lupin Ltd. PHARMACEUTICALS
UltraTech Cement Ltd. CEMENT AND CEMENT PRODUCTS
Titan Industries Ltd. GEMS JEWELLERY AND WATCHES
Alstom Projects India Ltd. POWER
Voltas Ltd. AIRCONDITIONERS
Petronet LNG Ltd. GAS
Patel Engineering Ltd. CONSTRUCTION
Rolta India Ltd. COMPUTERS - SOFTWARE
Indian Bank BANKS
India Cements Ltd. CEMENT AND CEMENT PRODUCTS
Reliance Natural Resources Ltd. GAS
Welspun Gujarat Stahl Rohren Ltd. STEEL AND STEEL PRODUCTS
Syndicate Bank BANKS
Tata Tea Ltd. TEA AND COFFEE
CESC Ltd. POWER
Sintex Industries Ltd. PLASTIC AND PLASTIC PRODUCTS
Lanco Infratech Ltd. CONSTRUCTION
Peninsula Land Ltd. CONSTRUCTION

300

250

200

150
RETURN
100 RISK

50

0
1 2 3
4 5 6
7 8 9
10 11 12
13 14 15
16 17 18
19 20
F TOP 20 COMPANIES
Symbol Series BETA VALUE RISK RETURN C.V RANK
DIVISLAB EQ 0.81 47.9223 56.6828 0.8454 1
EDUCOMP EQ 1.11 142.5044 132.8454 1.0727 2
LUPIN EQ 0.5528 29.651 21.8701 1.3558 3
ULTRACEMCO EQ 0.7425 33.0767 22.9458 1.4415 4
TITAN EQ 0.959 89.3087 59.1257 1.5104 5
APIL EQ 1.099 53.415 35.22 1.516 6
VOLTAS EQ 0.9872 124.718 81.47 1.5308 7
PETRONET EQ 0.918 67.6504 42.8888 1.5773 8
PATELENG EQ 0.9854 81.228 50.9735 1.5934 9
ROLTA EQ 1.075 91.8053 56.2591 1.6318 10
INDIANB EQ 0.899 59.4517 35.6804 1.6662 11
INDIACEM EQ 1.16 65.791 38.028 1.73 12
RNRL EQ 1.3616 132.4465 71.5103 1.8521 13
WELGUJ EQ 1.143 109.50705 57.4958 1.9046 14
SYNDIBANK EQ 0.9929 38.8466 20.34302 1.9095 15
TATATEA EQ 0.6004 35.7356 18.2423 1.9589 16
CESC EQ 0.91 50.2094 23.3519 2.1501 17
SINTEX EQ 0.8335 109.4362 50.7206 2.1576 18
LITL EQ 1.55 89.5904 40.5112 2.2114 19
PENINLAND EQ 1.2527 84.9164 38.3411 2.21477 20

76.860533 47.72529 1.691514

C.V 1.610478
portfolio construction on 11TH may 2009

Company Name INDUSTRY Amount entry price No. of Shares

Divi's Laboratories Ltd. PHARMACEUTICALS 500000 926.85 539
EDUCOMP SOLUTIONS SOFTWARE 500000 2403.1 208
Lupin Ltd. PHARMACEUTICALS 500000 775.75 644
UltraTech Cement Ltd. CEMENT AND CEMENT PRODUCTS 500000 558.85 894
Titan Industries Ltd. GEMS JEWELLERY AND WATCHES 500000 839.4 595
Alstom Projects India Ltd. POWER 500000 339.4 1473
Voltas Ltd. AIRCONDITIONERS 500000 64.5 7751
Petronet LNG Ltd. GAS 500000 55.5 9009
Patel Engineering Ltd. CONSTRUCTION 500000 179.7 2782
Rolta India Ltd. COMPUTERS - SOFTWARE 500000 81.5 6134
Indian Bank BANKS 500000 96.9 5159
India Cements Ltd. CEMENT AND CEMENT PRODUCTS 500000 110.45 4526
Reliance Natural Resources Ltd. GAS 500000 57.6 8680
Welspun Gujarat Stahl Rohren Ltd. STEEL AND STEEL PRODUCTS 500000 108.75 4597
Syndicate Bank BANKS 500000 56.65 8826
Tata Tea Ltd. TEA AND COFFEE 500000 711 703
CESC Ltd. POWER 500000 250.9 1992
Sintex Industries Ltd. PLASTIC AND PLASTIC PRODUCTS 500000 155.05 3224
Lanco Infratech Ltd. CONSTRUCTION 500000 219.1 2282
Peninsula Land Ltd. CONSTRUCTION 500000 42.2 11848
Portfolio Beta

1 CRORE

BETA VALUE OF PORTFOLIO

 Portfolio Beta Expected return
Beta WEIGHT b x w return w x return
0.81 0.05 0.0405 56.6828 2.83414
1.11 0.05 0.0555 132.845 6.64225
0.5528 0.05 0.02764 21.8701 1.093505
0.7425 0.05 0.037125 22.9458 1.14729
0.959 0.05 0.04795 59.1257 2.956285
1.099 0.05 0.05495 35.22 1.761
0.9872 0.05 0.04936 81.47 4.0735
0.918 0.05 0.0459 42.8888 2.14444
0.9854 0.05 0.04927 50.9735 2.548675
1.075 0.05 0.05375 56.2591 2.812955
0.899 0.05 0.04495 35.6804 1.78402
1.16 0.05 0.058 38.028 1.9014
1.3616 0.05 0.06808 71.5103 3.575515
1.143 0.05 0.05715 57.4958 2.87479
0.9929 0.05 0.049645 20.34302 1.017151
0.6004 0.05 0.03002 18.2423 0.912115
0.91 0.05 0.0455 23.3519 1.167595
0.8335 0.05 0.041675 50.7206 2.53603
1.55 0.05 0.0775 40.5112 2.02556
1.2527 0.05 0.062635 38.3411 1.917055
0.9971
expected r 47.725271

TA VALUE OF PORTFOLIO 0.9971

STANDARD DEVIATI 6.908348

ON 10TH JULY
Company Name Industry Symbol
Divi's Laboratories Ltd. PHARMACEUTICALS DIVISLAB
EDUCOMP SOLUTIONS SOFTWARE EDUCOMP
Lupin Ltd. PHARMACEUTICALS LUPIN
UltraTech Cement Ltd. CEMENT AND CEMENT PRODUCTS ULTRACEMCO
Titan Industries Ltd. GEMS JEWELLERY AND WATCHES TITAN
Alstom Projects India Ltd. POWER APIL
Voltas Ltd. AIRCONDITIONERS VOLTAS
Petronet LNG Ltd. GAS PETRONET
Patel Engineering Ltd. CONSTRUCTION PATELENG
Rolta India Ltd. COMPUTERS - SOFTWARE ROLTA
Indian Bank BANKS INDIANB
India Cements Ltd. CEMENT AND CEMENT PRODUCTS INDIACEM
Reliance Natural Resources Ltd. GAS RNRL
Welspun Gujarat Stahl Rohren Ltd. STEEL AND STEEL PRODUCTS WELGUJ
Syndicate Bank BANKS SYNDIBANK
Tata Tea Ltd. TEA AND COFFEE TATATEA
CESC Ltd. POWER CESC
Sintex Industries Ltd. PLASTIC AND PLASTIC PRODUCTS SINTEX
Lanco Infratech Ltd. CONSTRUCTION LITL
Peninsula Land Ltd. CONSTRUCTION PENINLAND
PRICE ON 10TH JULY No. of Shares RETURN
999.25 539 538595.8
3749.45 208 779885.6
793.75 644 511175
732.25 894 654631.5
1163.5 595 692282.5
474.95 1473 699601.4
119.65 7751 927407.2
60.65 9009 546395.9
422.41 2782 1175145
108.85 6134 667685.9
121.7 5159 627850.3
134.5 4526 608747
72.65 8680 630602
183.7 4597 844468.9
66.5 8826 586929
728.05 703 511819.2
267.05 1992 531963.6
201.7 3224 650280.8
342.5 2282 781585
59.3 11848 702586.4

TOTAL VALUE 13669637

portfolio of average return
Company Name
Titan Industries Ltd.
UltraTech Cement Ltd.
Rolta India Ltd.
Sintex Industries Ltd.
Reliance Natural Resources Ltd.
India Cements Ltd.
Indian Bank
Industry
GEMS JEWELLERY AND WATCHES
CEMENT AND CEMENT PRODUCTS
COMPUTERS - SOFTWARE
PLASTIC AND PLASTIC PRODUCTS
GAS
CEMENT AND CEMENT PRODUCTS
BANKS
amount Symbol PRICE ON 10TH JULY No. of Shares RETURN
500000 TITAN 1163.5 595 692283
500000 ULTRACEMCO 732.25 894 654632
500000 ROLTA 108.85 6134 667686
500000 SINTEX 201.7 3224 650281
500000 RNRL 72.65 8680 630602
500000 INDIACEM 134.5 4526 608747
500000 INDIANB 121.7 5159 627850

3500000 4532080

return % 29.488
portfolio of high return
Company Name Industry Symbol
Patel Engineering Ltd. CONSTRUCTION PATELENG
Voltas Ltd. AIRCONDITIONERS VOLTAS
Welspun Gujarat Stahl Rohren Ltd. STEEL AND STEEL PRODUCTS WELGUJ
EDUCOMP SOLUTIONS SOFTWARE EDUCOMP
Lanco Infratech Ltd. CONSTRUCTION LITL
Peninsula Land Ltd. CONSTRUCTION PENINLAND
Alstom Projects India Ltd. POWER APIL
amount invested PRICE ON 10TH JULY No. of Shares RETURN
500000 422.41 2782 1175145
500000 119.65 7751 927407.2
500000 183.7 4597 844468.9
500000 3749.45 208 779885.6
500000 342.5 2282 781585
500000 59.3 11848 702586.4
500000 474.95 1473 699601.4

3500000 5910679

return 2410679.02
return % 68.876543429
PORTFOLIO OF LOW RETURNS

Company Name Industry Symbol amount invested PRICE ON 10TH JULY

Petronet LNG Ltd. GAS PETRONET 500000 60.65
CESC Ltd. POWER CESC 500000 267.05
Lupin Ltd. PHARMACEUTICALS LUPIN 500000 793.75
Tata Tea Ltd. TEA AND COFFEE TATATEA 500000 728.05
Divi's Laboratories Ltd. PHARMACEUTICALS DIVISLAB 500000 999.25
Syndicate Bank BANKS SYNDIBANK 500000 66.5

3000000
No. of Shares RETURN
9009 546395.9
1992 531963.6
644 511175
703 511819.2
539 538595.8
8826 586929

3226878

return 7.562612
PORTFOLIO OF HIGH RETURN
Company Name Industry Symbol
Patel Engineering Ltd. CONSTRUCTION PATELENG
Voltas Ltd. AIRCONDITIONERS VOLTAS
Welspun Gujarat Stahl Rohren Ltd. STEEL AND STEEL PRODUCTS WELGUJ
EDUCOMP SOLUTIONS SOFTWARE EDUCOMP
Lanco Infratech Ltd. CONSTRUCTION LITL

COMPANY NAME EXPECTED RETURN PRICE AFTER 1 YEAR

Patel Engineering Ltd. 50% 633.2
Voltas Ltd. 81% 216.5
Welspun Gujarat Stahl Rohren Ltd. 57% 297.05
EDUCOMP SOLUTIONS 132% 4948
Lanco Infratech Ltd. 40% 479.5
 amount invested PRICE ON 11TH MAY PRICE ON 10TH JULY No. of Shares
300000 179.6 422.41 1670
100000 64.5 119.65 1550
50000 108.75 183.7 459
30000 2403.1 3749.45 12
20000 219.1 342.5 91
500000

PRICE AFTER 2 YEARS PRICE AFTER 3 YEARS AMOUNT INVESTED NO. OF SHARES
949.7 1423.5 50000 118
391.8 709.1 150000 1253
466.3 732.09 60000 327
6532 8622 200000 53
671.3 939.8 40000 116

RETURN IN 1 YEAR
RETURN IN 2 YEARS
RETURN IN 3 YEARS
 RETURN
705424.7
185457.5
84318.3
44993.4
31167.5

1051361.4
RETURN AFTER 1 YEAR RETURN AFTER 2 YEAR RETURN AFTER 3 YEARS
74717.6 112064.6 167973
271274.5 490925.4 888502.3
97135.35 152480.1 239393.43
262244 346196 456966
55622 77870.8 109016.8
760993.45 1179536.9 1861851.53

760993
1179536
1861851