Stenil 2411330 ICF-2
Stenil 2411330 ICF-2
Stenil A Jacob
2411330
Section C
AVG 7.348542
0.073485
Outstanding shares Price Total equity
GMDC IN Equity 318 345.300 109,805.40
HCP IN Equity 967.02402 276.000 266,898.63
HNDL IN Equity 2247.762772 656.200 1,474,981.93
HZ IN Equity 4230 504.600 2,134,458.00
JSP IN Equity 1002.42767 906.450 908,650.56
JSTL IN Equity 2436.502319 966.000 2,353,661.24
KIOCL 607.75 116.950 71,076.36
NACL IN Equity 1836.63 242.140 444,721.59
SAIL IN Equity 4130.52 117.110 483,725.20
TATA IN Equity 12,477.65 144.500 1,803,020.43
VEDL IN Equity 3720 453.500 1,687,020.00
0.247109
Column1 Column2
0.0447
Rm Final
10 yr Bond price
Price Return
6.661
0.989 6.782 0.018 1.018
1.014 6.598 -0.027 0.973
1.015 6.500 -0.015 0.985
0.998 6.510 0.002 1.002
0.998 6.585 0.012 1.012
1.002 6.622 0.006 1.006
1.008 6.578 -0.007 0.993
0.992 6.599 0.003 1.003
0.952 6.439 -0.024 0.976
1.037 6.369 -0.011 0.989
1.001 6.422 0.008 1.008
0.997 6.371 -0.008 0.992
0.927 6.185 -0.029 0.971
0.981 6.322 0.022 1.022
0.906 6.259 -0.010 0.990
0.878 6.144 -0.018 0.982
0.990 6.306 0.026 1.026
0.933 6.490 0.029 1.029
1.127 6.347 -0.022 0.978
1.017 6.167 -0.028 0.972
0.988 6.110 -0.009 0.991
1.077 5.967 -0.023 0.977
0.938 6.081 0.019 1.019
0.988 5.961 -0.020 0.980
0.989 6.013 0.009 1.009
1.060 5.821 -0.032 0.968
1.059 5.796 -0.004 0.996
0.983 5.849 0.009 1.009
1.027 5.913 0.011 1.011
1.014 5.845 -0.012 0.988
1.022 5.760 -0.015 0.985
1.015 5.805 0.008 1.008
1.012 5.817 0.002 1.002
1.027 5.837 0.003 1.003
0.989 5.886 0.008 1.008
1.013 5.965 0.013 1.013
0.997 6.140 0.029 1.029
1.017 6.097 -0.007 0.993
1.024 5.930 -0.027 0.973
0.973 6.041 0.019 1.019
1.012 6.014 -0.004 0.996
1.004 6.038 0.004 1.004
0.960 5.996 -0.007 0.993
1.033 5.937 -0.010 0.990
1.044 5.935 0.000 1.000
0.987 5.844 -0.015 0.985
1.014 5.881 0.006 1.006
0.976 5.871 -0.002 0.998
1.053 5.878 0.001 1.001
1.042 5.877 0.000 1.000
1.006 5.911 0.006 1.006
1.009 5.897 -0.002 0.998
1.022 5.956 0.010 1.010
1.019 5.959 0.001 1.001
1.018 5.929 -0.005 0.995
0.999 5.898 -0.005 0.995
1.020 5.892 -0.001 0.999
1.023 5.988 0.016 1.016
1.006 5.939 -0.008 0.992
0.996 5.949 0.002 1.002
0.949 6.071 0.021 1.021
1.095 5.990 -0.013 0.987
1.016 6.132 0.024 1.024
0.988 6.229 0.016 1.016
0.970 6.232 0.000 1.000
1.028 6.232 0.000 1.000
1.006 6.193 -0.006 0.994
0.981 6.123 -0.011 0.989
0.984 6.177 0.009 1.009
1.025 6.017 -0.026 0.974
0.998 6.088 0.012 1.012
0.985 6.035 -0.009 0.991
0.981 6.030 -0.001 0.999
1.020 6.015 -0.002 0.998
1.013 5.986 -0.005 0.995
0.990 5.977 -0.002 0.998
1.034 6.003 0.004 1.004
1.017 6.028 0.004 1.004
1.015 6.006 -0.004 0.996
1.008 6.006 0.000 1.000
0.993 6.028 0.004 1.004
1.011 6.065 0.006 1.006
0.991 6.186 0.020 1.020
0.998 6.130 -0.009 0.991
1.015 6.165 0.006 1.006
0.996 6.204 0.006 1.006
0.994 6.234 0.005 1.005
1.030 6.241 0.001 1.001
1.018 6.234 -0.001 0.999
0.995 6.254 0.003 1.003
1.015 6.156 -0.016 0.984
1.037 6.178 0.004 1.004
1.003 6.167 -0.002 0.998
1.012 6.181 0.002 1.002
1.015 6.244 0.010 1.010
0.982 6.318 0.012 1.012
1.021 6.328 0.002 1.002
1.025 6.364 0.006 1.006
0.988 6.388 0.004 1.004
0.976 6.357 -0.005 0.995
1.014 6.368 0.002 1.002
1.010 6.345 -0.004 0.996
0.981 6.330 -0.002 0.998
0.958 6.369 0.006 1.006
1.010 6.370 0.000 1.000
1.018 6.411 0.006 1.006
0.970 6.462 0.008 1.008
1.001 6.454 -0.001 0.999
1.021 6.542 0.014 1.014
1.026 6.582 0.006 1.006
1.025 6.620 0.006 1.006
0.965 6.768 0.022 1.022
0.971 6.879 0.016 1.016
1.024 6.698 -0.026 0.974
0.992 6.663 -0.005 0.995
0.994 6.749 0.013 1.013
0.964 6.813 0.009 1.009
0.975 6.855 0.006 1.006
1.024 6.778 -0.011 0.989
1.039 6.811 0.005 1.005
0.992 6.843 0.005 1.005
1.030 7.119 0.040 1.040
1.006 7.215 0.013 1.013
0.983 7.167 -0.007 0.993
0.983 7.139 -0.004 0.996
0.996 7.451 0.044 1.044
0.960 7.318 -0.018 0.982
0.962 7.359 0.006 1.006
1.031 7.350 -0.001 0.999
1.005 7.456 0.014 1.014
1.014 7.519 0.008 1.008
0.977 7.546 0.004 1.004
0.944 7.444 -0.014 0.986
1.027 7.424 -0.003 0.997
1.003 7.415 -0.001 0.999
1.030 7.438 0.003 1.003
0.989 7.414 -0.003 0.997
1.042 7.320 -0.013 0.987
1.026 7.300 -0.003 0.997
1.014 7.289 -0.002 0.998
1.017 7.264 -0.003 0.997
1.003 7.217 -0.006 0.994
0.989 7.232 0.002 1.002
0.999 7.167 -0.009 0.991
1.017 7.266 0.014 1.014
0.983 7.393 0.017 1.017
0.988 7.398 0.001 1.001
0.987 7.460 0.008 1.008
1.013 7.470 0.001 1.001
0.993 7.511 0.005 1.005
1.023 7.416 -0.013 0.987
1.012 7.469 0.007 1.007
1.019 7.307 -0.022 0.978
1.013 7.307 0.000 1.000
0.998 7.301 -0.001 0.999
1.011 7.221 -0.011 0.989
1.010 7.299 0.011 1.011
0.989 7.281 -0.002 0.998
0.988 7.318 0.005 1.005
0.975 7.327 0.001 1.001
1.017 7.373 0.006 1.006
0.986 7.299 -0.010 0.990
1.005 7.347 0.007 1.007
1.004 7.387 0.005 1.005
0.977 7.277 -0.015 0.985
1.014 7.363 0.012 1.012
1.000 7.388 0.003 1.003
1.005 7.419 0.004 1.004
0.973 7.416 0.000 1.000
1.007 7.429 0.002 1.002
0.990 7.354 -0.010 0.990
0.982 7.318 -0.005 0.995
0.991 7.315 0.000 1.000
1.024 7.219 -0.013 0.987
1.014 7.229 0.001 1.001
1.013 7.185 -0.006 0.994
0.989 7.116 -0.010 0.990
1.025 7.014 -0.014 0.986
1.000 6.995 -0.003 0.997
1.014 7.004 0.001 1.001
0.994 7.003 0.000 1.000
1.016 6.984 -0.003 0.997
1.002 7.039 0.008 1.008
1.002 7.034 -0.001 0.999
1.014 7.074 0.006 1.006
0.991 7.110 0.005 1.005
1.028 7.159 0.007 1.007
1.007 7.089 -0.010 0.990
1.012 7.087 0.000 1.000
1.009 7.161 0.010 1.010
0.995 7.193 0.004 1.004
0.993 7.198 0.001 1.001
0.995 7.214 0.002 1.002
0.994 7.206 -0.001 0.999
0.998 7.175 -0.004 0.996
1.009 7.199 0.003 1.003
1.020 7.158 -0.006 0.994
1.019 7.150 -0.001 0.999
0.974 7.210 0.008 1.008
0.998 7.339 0.018 1.018
1.001 7.320 -0.003 0.997
1.005 7.365 0.006 1.006
0.989 7.351 -0.002 0.998
0.975 7.317 -0.005 0.995
1.010 7.300 -0.002 0.998
1.015 7.212 -0.012 0.988
1.011 7.272 0.008 1.008
1.003 7.290 0.002 1.002
1.024 7.266 -0.003 0.997
1.035 7.163 -0.014 0.986
1.023 7.188 0.003 1.003
0.995 7.176 -0.002 0.998
1.018 7.235 0.008 1.008
0.999 7.178 -0.008 0.992
1.008 7.184 0.001 1.001
0.985 7.171 -0.002 0.998
0.990 7.050 -0.017 0.983
1.023 7.114 0.009 1.009
0.997 7.099 -0.002 0.998
1.012 7.077 -0.003 0.997
1.008 7.060 -0.002 0.998
1.007 7.031 -0.004 0.996
1.005 7.062 0.004 1.004
0.979 7.087 0.004 1.004
1.003 7.052 -0.005 0.995
1.010 7.117 0.009 1.009
1.008 7.179 0.009 1.009
1.000 7.225 0.006 1.006
0.983 7.199 -0.004 0.996
1.012 7.149 -0.007 0.993
1.002 7.127 -0.003 0.997
0.981 7.095 -0.004 0.996
1.020 6.998 -0.014 0.986
1.020 6.986 -0.002 0.998
0.981 7.018 0.005 1.005
1.034 6.984 -0.005 0.995
1.008 6.973 -0.002 0.998
1.002 7.008 0.005 1.005
1.022 6.993 -0.002 0.998
1.013 6.986 -0.001 0.999
1.007 6.965 -0.003 0.997
1.001 6.940 -0.004 0.996
1.012 6.900 -0.006 0.994
0.995 6.880 -0.003 0.997
0.986 6.867 -0.002 0.998
1.007 6.859 -0.001 0.999
1.011 6.863 0.001 1.001
1.017 6.854 -0.001 0.999
0.985 6.792 -0.009 0.991
1.020 6.761 -0.005 0.995
1.017 6.759 0.000 1.000
1.015 6.829 0.010 1.010
0.956 6.788 -0.006 0.994
0.998 6.809 0.003 1.003
0.996 6.840 0.005 1.005
0.973 6.840 0.000 1.000
1.005 6.770 -0.010 0.990
0.994 6.820 0.007 1.007
0.975 6.850 0.004 1.004
1.016 6.751 -0.014 0.986
1.009 6.850 0.015 1.015
0.000107205
SUMMARY OUTPUT GMDC
Regression Statistics
Multiple R 0.4088707668
R Square 0.167175304
Adjusted R Square 0.1639597646
Standard Error 0.0693337004
Observations 261
ANOVA
df SS MS F
Regression 1 0.24992347 0.2499235 51.989817221
Residual 259 1.24505496 0.0048072
Total 260 1.49497844
a 0.0058915022
Rf 0.0001072051
B 1.2353930631
Rf*(1-B) -2.523533E-05
Regression Statistics
Multiple R 0.326238657
R Square 0.106431662
Adjusted R 0.102981591
Standard E 0.081559053
Observatio 261
ANOVA
Significance F df
6.1241501E-12 Regression 1
Residual 259
Total 260
a 0.007290246
Rf 0.000107205
B 1.119425571
Rf*(1-B) -1.2803E-05
Jensen's 0.730%
SS MS F Significance F
0.20520464 0.2052046 30.849123846 6.908472E-08
1.72283668 0.0066519
1.92804132
Standard Error t Stat P-value Lower 95% Upper 95%Lower 95.0% Upper 95.0%
0.00508391 1.433983 0.1527833079 -0.002720822 0.0173013 -0.002721 0.0173013
0.20154582 5.5541988 6.908472E-08 0.7225484742 1.5163027 0.7225485 1.5163027
SUMMARY OUTPUT HNDL
Regression Statistics
Multiple R 0.6445783475
R Square 0.415481246
Adjusted R 0.4132244169
Standard E 0.0446486197
Observatio 261
ANOVA
df SS MS F
Regression 1 0.367002323 0.3670023 184.09955538
Residual 259 0.516316303 0.0019935
Total 260 0.883318626
a 0.0017862793
Rf 0.0001072051
B 1.4970490854
Rf*(1-B) -5.328619E-05
Jensen's 0.184%
SUMMARY OUTPUT HZ
Regression Statistics
Multiple R 0.2964143
R Square 0.0878615
Adjusted R 0.0843397
Standard E 0.0542829
Observatio 261
ANOVA
Significance F df
4.827075E-32 Regression 1
Residual 259
Total 260
a 0.0028184
Rf 0.0001072
B 0.6700131
Rf*(1-B) 3.5376E-05
Jensen's 0.278%
SS MS F Significance F
0.073512863 0.0735129 24.948093295 1.083961E-06
0.763177818 0.0029466
0.836690681
Standard Error t Stat P-value Lower 95% Upper 95%Lower 95.0% Upper 95.0%
0.003383678 0.8329446 0.4056433945 -0.003844606 0.0094814 -0.003845 0.0094814
0.134141952 4.9948066 1.083961E-06 0.4058653992 0.9341608 0.4058654 0.9341608
SUMMARY OUTPUT JSP
Regression Statistics
Multiple R 0.6432966
R Square 0.4138306
Adjusted R 0.4115674
Standard E 0.0540294
Observatio 261
ANOVA
df SS MS F
Regression 1 0.533776957 0.533777 182.851763059763
Residual 259 0.756067261 0.0029192
Total 260 1.289844218
a 0.0036892
Rf 0.0001072
B 1.8054337
Rf*(1-B) -8.635E-05
Jensen's 0.378%
SUMMARY OUTPUT JSTL
Regression Statistics
Multiple R
R Square
Adjusted R
Standard E
Observatio
ANOVA
Significance F
6.96842154808686E-32 Regression
Residual
Total
a
Rf
B
Rf*(1-B)
Jensen's
UMMARY OUTPUT JSTL
Regression Statistics
0.6386596
0.407886
0.4055999
0.0381358
261
df SS MS F
1 0.25947729955 0.2594773 178.41580337958
259 0.37667414719 0.0014543
260 0.63615144674
0.0024869
0.0001072
1.2587843
-2.774E-05
0.251%
SUMMARY OUTPUT KIOCL
Regression Statistics
Multiple R
R Square
Adjusted R
Standard Er
Observation
ANOVA
Significance F
2.59241237865686E-31 Regression
Residual
Total
a
Rf
B
Rf*(1-B)
Jensen's
UMMARY OUTPUT KIOCL
Regression Statistics
0.2666616
0.0711084
0.067522
0.0710675
261
df SS MS F Significance F
1 0.1001377 0.1001377 19.826946 1.261E-05
259 1.3081022 0.0050506
260 1.4082399
Coefficients
Standard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%
0.004696 0.0044299 1.0600533 0.2901079 -0.004027 0.0134192 -0.004027
0.7819887 0.1756194 4.4527459 1.261E-05 0.436165 1.1278125 0.436165
0.004696
0.0001072
0.7819887
2.337E-05
0.467%
SUMMARY OUTPUT NACL
Regression Statistics
Multiple R 0.3985338
R Square 0.1588292
Adjusted R 0.1555814
Standard E 0.0553088
Observatio 261
ANOVA
df SS MS
Regression 1 0.14960091303 0.1496009
Residual 259 0.79229732634 0.0030591
Total 260 0.94189823938
a 0.0054592
Rf 0.0001072
B 0.9558038
Rf*(1-B) 4.7381E-06
Jensen's 0.545%
F Significance F
48.9041615913123 2.28298245611405E-11
Regression Statistics
Multiple R 0.5166647
R Square 0.2669424
Adjusted R 0.264112
Standard E 0.0589161
Observatio 261
ANOVA
df SS MS
Regression 1 0.32737658236 0.3273766
Residual 259 0.8990176856 0.0034711
Total 260 1.22639426796
a 0.0022721
Rf 0.0001072
B 1.413922
Rf*(1-B) -4.437E-05
Jensen's 0.232%
F Significance F
94.3146460740346 3.255316E-19
Regression Statistics
Multiple R 0.6052101
R Square 0.3662792
Adjusted R 0.3638324
Standard E 0.0419096
Observatio 261
ANOVA
df SS MS F Significance F
Regression 1 0.262930474 0.2629305 149.69736191 1.802659E-27
Residual 259 0.454911107 0.0017564
Total 260 0.717841581
a 0.0022718
Rf 0.0001072
B 1.2671327
Rf*(1-B) -2.864E-05
Jensen's 0.230%
SUMMARY OUTPUT VEDL
Regression Statistics
Multiple R 0.514978
R Square 0.2652024
Adjusted R 0.2623653
Standard E 0.0556305
Observatio 261
ANOVA
df SS MS
Regression 1 0.289291295 0.2892913
Residual 259 0.801540887 0.0030948
Total 260 1.090832182
a 0.0025499
Rf 0.0001072
B 1.3291357
Rf*(1-B) -3.529E-05
Jensen's 0.259%
F Significance F
93.478007898 4.439249E-19