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Mean 14625.71708 204814.

1183
Standard Deviation 17539.75139 229577.6088

Size
Weights 0.5 0.5
Investment Sales Market cap.
1 AdaniPorts 1204.33 79,066
2 AsianPaint 4278.04 173,749
3 Bajaj-Auto 7499.21 93,466
4 Bharti Airtel 12,833.10 190,344
5 Cipla 3,230.08 38,379
6 Coal Inida 194.57 130,496
7 Dr Reddy 3446 47,201
8 Hero Motocorp 7570.7 52,993
9 Hindustan unilever 9708 464,547
10 Infosys Ltd. 19,666.00 306,499
11 ITC 11,750.16 324,240
12 Larsen & tourbo 18751.69 201,758
13 LUPIN 2,823.71 43,232
14 Mahindra & Mahindra Limited 12,922.72 72,217
15 MARUTI suzuki 16,120.40 219,275
16 NTPC LTD. 24192.59 118,339
17 ONGC LTD. 26554.74 178,640
18 PowerGrid 8804.11 102,016
19 Reliance INDUSTRIES LTD 87137 914,741
20 SunPharma 3,020.49 102,692
21 Tata Motors 9,913.33 48,897
22 Tata Steel 14,486.58 44,513
23 Tata Consultancy 32387 820,703
24 WIPRO Ltd. 12522.66 147,536
26.630417 5.2745833 72.29125 14.6583333 0.2279166667 19.39625 47.9625 5.6340909091
14.473967 6.709294 255.92116 8.01337722 0.1780566389 13.411447 54.749583 18.94690945
Financials
Valuation indicators Profitabillity (0.34) Growth Analysis (0.34)

0.25 0.25 0.25 0.25 0.33 0.33 0.34 0.5


P/E P/BV P/CF EV/EBIDTA EBITA MARGIN ROE ROC SALES GROWTH
26.48 4.73 35.37 18.51 0.87 20.41 20.37 71.14
61.24 14.5 76.36 36.82 0.18 27.29 56.17 6.36
22.23 4.7 25.28 15.14 0.25 25.28 195.7 -5.32
57.93 2.48 5.78 8.25 0.15 6.72 8.62 -14.05
42.5 3.54 19.2 17.18 0.11 7.53 8.25 -3.42
17.32 5.51 9.35 8.63 0.18 31.23 25.38 3.84
30.51 2.98 17.16 16.22 0.11 10.09 12.58 2.73
23.72 7.33 20.07 15.44 0.16 34.66 153.53 7.74
58.63 33.86 53.15 37.71 0.2 67.68 174.95 4.95
14.74 2.92 18.33 8.67 0.29 21.83 35.09 1.76
33.29 7.21 34.54 20.5 0.39 23.15 62.8 -0.99
23.97 3.11 25.59 14.77 0.13 12.25 23.58 9.59
22.12 3.25 10.93 12.53 0.18 20.84 22.01 -13.39
24.53 2.81 1,271.26 10.12 0.12 12.14 18.72
31.85 6.26 22.95 18.26 0.15 17.44 103.55 17.4
13.6 1.4 6.83 10.91 0.21 10.68 12.93 4.28
11.52 1.11 3.89 5.76 0.19 9.76 29.52
14.58 2.24 7.01 8.96 0.61 14.77 13.2 17.35
16.88 1.93 10.57 12.78 0.14 12.15 37.24 28.44
19.3 3.18 17.23 14.76 0.22 18 18.16 -24.8
19.59 2.03 4.12 5.81 0.06 9.65 10.93 -10.02
17.58 1.73 5.83 10.1 0.07 2.34 3.56 19.21
18.11 5.1 18.64 12.94 0.29 32.8 78.35 0.95
16.91 2.68 15.55 11.03 0.21 16.82 25.91 0.2
-0.025416667 0.7008333 284.136956522 0.9845278 1.0566184
0.225195165 0.8028532 784.917876691 0.0666811 0.1398395
nancials
Growth Analysis (0.34) Solvency/Leverage (0.33) Momentum
0.5 0.5 0.5 0.5 0.5
EPS GROWTH D/E EBIT/INTEREST 1 Month 3 Month
0 1.17 3.83 1.002 1.1
-0.02 0.07 87.38 0.96 1.09
-0.01 0.01 3,703.86 1.01 1.17
-0.15 1.6 1.83 0.85473 0.8587346
0.07 0.33 9.85 1.0166667 1.2134409
-0.08 0.12 31.97 1.04 1.04
-0.07 0.4 21.48 1.04 1.27
0.01 0 770.63 0.99 0.98
0.02 0 298.5 1.01 1
0 0 1.0499008 1.3240281
0.02 0 679.96 1.0857165 1.277442
0.14 1.87 2.65 0.87 0.77
-0.2 0.59 19.34 1.0721393 1.1408824
0 1.64 2.74 0.9849604 0.955594
0.01 0.01 100.42 0.898651 0.929517
0.03 1.11 4.57 1.03 1.09
0 0.3 11.53 1 1.13
0.29 2.53 2.51 0.9 1
0.07 0.83 12.14 0.9 0.92
0.11 0.27 17.72 1.0888065 1.1661766
0.14 1.35 3.52 0.9372172 1.0347604
-0.98 2.34 1.51 0.9378788 0.9382665
-0.01 0 725.45 1 1.06
0 0.28 21.76 0.95 0.9
+ve +ve -ve -ve -ve -ve
Sales Market cap. P/E P/BV P/CF EV/EBIDTA
-0.3825991254 -0.27386926 -0.002598 -0.0202921251 -0.0360670151 0.1201636514
-0.294977872 -0.06765692 0.5977902 0.3437551207 0.0039746127 0.6913959637
-0.2031530243 -0.24250747 -0.076006 -0.0214099775 -0.0459235661 0.015026956
-0.0511015534 -0.03151363 0.5406186 -0.1041310507 -0.064972401 -0.1999261097
-0.3248517276 -0.36248173 0.2741056 -0.0646336013 -0.0518628952 0.0786705342
-0.4113840259 -0.16185888 -0.160813 0.0087720357 -0.0614849989 -0.1880709334
-0.3186965663 -0.34326723 0.0670097 -0.0855001784 -0.0538556963 0.048720615
-0.2011150821 -0.33065252 -0.05027 0.0765884111 -0.0510130241 0.0243863057
-0.1401877647 0.565675597 0.5527093 1.0651424982 -0.0186983852 0.7191620346
0.1436817092 0.221461279 -0.205376 -0.0877358831 -0.0527127663 -0.1868230201
-0.0819725724 0.260100195 0.1150269 0.0721170017 -0.0368778117 0.182247338
0.1176177708 -0.00665639 -0.045952 -0.0806561516 -0.0456207385 0.003483758
-0.3364359853 -0.35191175 -0.077906 -0.0754395073 -0.0599415549 -0.0663993868
-0.0485467851 -0.28878485 -0.036279 -0.091834675 1.1712286032 -0.141586163
0.0426084408 0.031495366 0.0901547 0.0367183443 -0.0481996577 0.1123641932
0.2727197411 -0.18833546 -0.225066 -0.144373735 -0.0639466945 -0.1169398753
0.3400567844 -0.05700503 -0.260993 -0.155179641 -0.0668186727 -0.2776087125
-0.1659546636 -0.22388533 -0.208139 -0.1130738695 -0.0637708591 -0.1777756486
2.0670556068 1.546158019 -0.168413 -0.1246250103 -0.0602932257 -0.0585999286
-0.3308264417 -0.22241406 -0.126614 -0.0780478294 -0.0537873159 0.0031717796
-0.1343344891 -0.33957333 -0.121605 -0.1208988359 -0.0665939941 -0.2760488209
-0.0039663357 -0.34912133 -0.156322 -0.1320773593 -0.0649235579 -0.1422101196
0.5063151273 1.341351853 -0.147168 -0.0065052796 -0.0524099386 -0.0536082754
-0.0599511657 -0.12474714 -0.167895 -0.0966787018 -0.0554284463 -0.1131961354
-0.4169305698 -0.44606728 -0.459971 -0.1965401776 -0.0706186711 -0.4573082275
Z -Score
+ve +ve +ve 0.33 +ve +ve 0.34
EBITA MARGIN ROE ROC SALES GROWTH EPS GROWTH
1.1900005598 0.0249442 -0.171352 0.3443856 1.728670031 0.0564325319 0.6069348714
-0.0888060119 0.1942324 0.0509693 0.0516106 0.0191563984 0.0120266052 0.0106022212
0.0409279881 0.1447746 0.9174636 0.3640449 -0.2890732902 0.0342295685 -0.086646865
-0.1444062977 -0.31191 -0.244321 -0.23121 -0.5194538709 -0.276611919 -0.270662368
-0.218540012 -0.291979 -0.246618 -0.249855 -0.2389331868 0.2118532755 -0.00920717
-0.0888060119 0.2911794 -0.140239 0.0205042 -0.0473452125 -0.121191175 -0.057302372
-0.218540012 -0.228988 -0.219729 -0.220195 -0.0766375888 -0.098988212 -0.059712772
-0.1258728691 0.3755775 0.655584 0.2987452 0.0555739472 0.0786354953 0.0456312104
-0.0517391548 1.1880625 0.7886042 0.6352261 -0.0180528363 0.1008384587 0.0281471116
0.1150617024 0.0598845 -0.079939 0.0313522 -0.102235431 0.0564325319 -0.015572986
0.3003959882 0.0923642 0.0921423 0.1600178 -0.1748066334 0.1008384587 -0.025149179
-0.1814731548 -0.17584 -0.151418 -0.167881 0.1043945743 0.3672740192 0.1603673218
-0.0888060119 0.0355247 -0.161167 -0.070768 -0.5020367823 -0.387626736 -0.302485596
-0.2000065834 -0.178546 -0.181599 -0.18485 -0.1486810006 0.0564325319 -0.031364479
-0.1444062977 -0.048135 0.3452035 0.0503785 0.310496789 0.0786354953 0.1323049767
-0.0332057262 -0.214471 -0.217555 -0.153526 -0.0357338201 0.123041422 0.0296845846
-0.0702725833 -0.237108 -0.11453 -0.13923 -0.1486810006 0.0564325319 -0.031364479
0.7081314168 -0.113833 -0.215878 0.1248787 0.3091773126 0.7003184698 0.343228566
-0.1629397262 -0.1783 -0.066588 -0.134583 0.6018371796 0.2118532755 0.2766547547
-0.0146722976 -0.034356 -0.185076 -0.077254 -0.8031412983 0.3006651291 -0.170841898
-0.3112071548 -0.239815 -0.229975 -0.257729 -0.4131040725 0.3672740192 -0.015582218
-0.2926737263 -0.419683 -0.275744 -0.326073 0.3582618349 -2.119457879 -0.598806655
0.1150617024 0.3298106 0.1887092 0.2090819 -0.1236109488 0.0342295685 -0.030389669
-0.0332057262 -0.063391 -0.136948 -0.07707 -0.1434030949 0.0564325319 -0.029569991
-0.4224077263 -0.477261 -0.297852 -0.395182 -0.1486810006 0.0564325319 -0.031364479
-ve +ve 0.33 +ve +ve 0.25
D/E EBIT/INTEREST 1 Month 3 Month Size
0.2921871 -0.1785581427 0.0374975552 0.1310131 0.1551119 -0.1641170956
-0.39287 -0.1253360144 -0.171007881 -0.183919 0.1193567 -0.0906586983
-0.430236 2.1783954379 0.5768924761 0.1910002 0.4053988 -0.1114151226
0.559982 -0.1798321614 0.1254494541 -0.973273 -0.707539 -0.0206537962
-0.230947 -0.1747233466 -0.1338712716 0.2409893 0.5607228 -0.1718333648
-0.361731 -0.1606327006 -0.1723799357 0.4159515 -0.05942 -0.143310726
-0.187353 -0.1673149283 -0.1170403011 0.4159515 0.7629515 -0.1654909483
-0.436464 0.309900601 -0.0417659904 0.0410326 -0.273951 -0.1329418998
-0.436464 0.0091493925 -0.1410138892 0.1910002 -0.202441 0.106371958
-0.436464 -0.1809978884 -0.2037624919 0.4901917 0.9561304 0.091285747
-0.436464 0.2521429663 -0.0608260099 0.7587514 0.7895605 0.0445319057
0.7281323 -0.1793098137 0.1811114283 -0.858773 -1.024812 0.027740344
-0.069025 -0.1686781282 -0.0784419204 0.6569442 0.3012879 -0.172086935
0.5848932 -0.1792524829 0.1338614294 0.0032441 -0.361216 -0.0843329075
-0.430236 -0.1170294129 -0.1805977246 -0.643937 -0.454455 0.0185259517
0.2548204 -0.1780867558 0.0253220908 0.3409677 0.1193567 0.0210960707
-0.249631 -0.173653171 -0.1396836247 0.1160164 0.2623777 0.0707629379
1.1391664 -0.179398995 0.3167232416 -0.633821 -0.202441 -0.0974599989
0.0804423 -0.1732645953 -0.0306313661 -0.633821 -0.488483 0.9033034065
-0.268314 -0.1697100833 -0.1445479168 0.7819211 0.3917283 -0.1383101266
0.4042873 -0.1787556156 0.0744254554 -0.354752 -0.078154 -0.1184769559
1.0208384 -0.1800360043 0.2774647919 -0.349792 -0.42317 -0.0882719154
-0.436464 0.2811205201 -0.0512634171 0.1160164 0.0120909 0.4619167449
-0.262086 -0.1671365657 -0.1416434856 -0.258903 -0.559993 -0.0461745754
-0.436464 -0.1809978884 -0.2037624919 -7.382362 -3.777967 -0.2157494621
0.30 0.25 0.2 Aggregate Z-Score
Valuation indicators Financials Momentum
-0.0183619367 0.247204508 -0.0941490481 -0.0294235724
-0.4910747712 -0.0271987682 0.0535067343 -0.5554255033
0.0384936896 0.213572618 0.5217263715 0.6623775565
-0.0514767107 -0.0941057588 -0.1479628367 -0.3141991025
-0.0708838991 -0.0982334494 0.0112447653 -0.329705948
0.1204791121 -0.0522945231 0.0402196081 -0.0349065288
0.0070876755 -0.0992369524 0.0040075445 -0.2536326807
9.24473345643565E-05 0.0756526143 0.1492729619 0.0920761237
-0.6954946253 0.1305898259 0.0891227202 -0.3694101213
0.1597942735 -0.046995812 0.051093264 0.2551774725
-0.0997540337 0.0185106536 0.1377214349 0.1010099604
0.0506234656 0.0433994402 -0.1814884275 -0.0597251777
0.0839058368 -0.1129239019 -0.0199306935 -0.2210356936
-0.2704585651 -0.0205882525 -0.1528291322 -0.5282088573
-0.057311267 0.0005214331 0.0626414013 0.0243775192
0.1650980214 -0.0246299307 -0.086581424 0.0749827374
0.2281800089 -0.0775696259 0.0151954738 0.2365687947
0.1688279606 0.1962076239 -0.2637130778 0.0038625078
0.123579348 0.0278600738 -0.0507413738 1.0040014545
0.0765831535 -0.0981610753 0.0197207647 -0.1401672838
0.1755439411 -0.0497214551 -0.1166085829 -0.1092630528
0.1486600078 -0.1618537844 -0.2401748817 -0.3416405736
0.0779074349 0.0318572025 0.1435169457 0.715198328
0.1299594321 -0.0620707997 0.0189899105 0.0407039675
0.3553314023 -0.1575771792 0.051093264 0.033098025
19 Reliance INDUSTRIES LTD 1.004 1
23 Tata Consultancy 0.715 2
3 Bajaj-Auto 0.662 3
10 Infosys Ltd. 0.255 4
17 ONGC LTD. 0.237 5
11 ITC 0.101 6
8 Hero Motocorp 0.092 7
16 NTPC LTD. 0.075 8
24 WIPRO Ltd. 0.041 9
15 MARUTI suzuki 0.024 10
18 PowerGrid 0.004 11
1 AdaniPorts -0.029 12
6 Coal Inida -0.035 13
12 Larsen & tourbo -0.060 14
21 Tata Motors -0.109 15
20 SunPharma -0.140 16
13 LUPIN -0.221 17
7 Dr Reddy -0.254 18
4 Bharti Airtel -0.314 19
5 Cipla -0.330 20
22 Tata Steel -0.342 21
9 Hindustan unilever -0.369 22
14 Mahindra & Mahindra Limited -0.528 23
2 AsianPaint -0.555 24