The table bellow captures the 30 shares of the Sensex, the components and the key contents of the valuation like Beta, Correlation etc for the month of September 2019.

Sl.No

Name of Security

Issued Capital (` crore)

Free Float Market Capitalisation (` crore)

Weightage (Per cent)

Beta

R 2

Daily Volatility (Per cent)

Monthly Return (Per cent)

Impact Cost (Per cent)

1

HDFC BANK

547

5,20,248

13.1

1.3

0.1

4.6

10.1

0.1

2

RELIANCE

6,339

4,21,972

10.6

1.2

0.4

1.9

6.7

0.0

3

HDFC

345

3,39,531

8.5

1.2

0.5

1.6

-8.8

0.1

4

INFOSYS LTD

2,148

3,00,915

7.6

0.4

0.1

1.5

-1.1

0.0

5

ICICI BANK

1,292

2,78,007

7.0

1.4

0.5

1.9

5.6

0.2

6

ITC LTD.

1,229

2,21,348

5.6

0.8

0.3

1.3

5.8

0.1

7

TCS LTD.

375

2,20,556

5.5

0.4

0.1

1.5

-7.0

0.0

8

KOTAK MAH.BK

955

1,94,068

4.9

1.0

0.4

1.6

14.9

0.1

9

LARSEN & TOU

281

1,79,920

4.5

1.2

0.5

1.6

11.2

0.0

10

AXIS BANK

564

1,45,301

3.7

1.2

0.4

1.8

3.1

0.0

11

HIND UNI LT

216

1,41,601

3.6

0.7

0.3

1.3

5.4

0.0

12

STATE BANK

892

1,01,542

2.6

1.5

0.5

2.1

-1.0

0.0

13

BAJFINANCE

116

95,728

2.4

1.5

0.4

2.4

21.6

0.0

14

MARUTISUZUK

151

89,283

2.2

1.4

0.4

2.1

9.7

0.2

15

INDUSIND BNK

693

83,289

2.1

1.5

0.4

2.5

-0.9

0.1

16

ASIAN PAINTS

96

79,512

2.0

1.0

0.3

1.6

9.2

0.1

17

BHARTI ARTL

2,566

69,721

1.8

1.0

0.2

2.3

5.8

0.1

18

HCL TECHNO

271

58,618

1.5

0.4

0.1

1.7

-1.8

0.0

19

MAH & MAH

622

52,343

1.3

1.4

0.5

2.0

3.5

0.1

20

NTPC LTD

9,895

50,056

1.3

0.5

0.1

1.9

-3.3

0.1

21

POWER GRID

5,232

46,837

1.2

0.3

0.1

1.4

-0.8

0.1

22

TECH MAH

482

44,055

1.1

0.4

0.1

1.7

2.7

0.1

23

SUN PHARMA.

240

42,069

1.1

0.5

0.1

2.3

-13.5

0.1

24

ONGC CORPN

6,417

41,483

1.0

1.1

0.2

2.2

8.8

0.1

25

BAJAJ AUTO

289

38,308

1.0

0.9

0.3

1.6

5.5

0.1

26

HEROMOTOCO

40

35,058

0.9

1.3

0.3

2.2

5.0

0.1

27

VEDL

372

28,059

0.7

1.3

0.2

2.8

10.6

0.1

28

TATA STEEL

1,146

27,159

0.7

1.3

0.3

2.2

4.3

0.1

29

TATA MOTORS

577

21,025

0.5

1.6

0.2

3.3

0.6

0.0

30

YES BANK

510

8,563

0.2

1.5

0.1

5.3

-30.3

0.3

31

TATAMTRTDVR

102

2,698

0.1

1.6

0.3

3.1

-0.8

0.2

The table bellow captures the 50 shares of the NSE Nifty, the components and the key contents of the valuation like Beta, Correlation etc for the month of September 2019.

Sl. No

Name of Security

Issued Capital (`Crore)

Free Float Market Capitalisation (` crore)

Weightage (Per cent)

Beta

R 2

Daily Volatility (Per cent)

Monthly Return (Per cent)

Impact Cost (Per cent)

1

HDFC Bank Ltd.

547

5,30,492

11.3

0.9

0.5

2.4

10.2

0.0

2

Reliance Industries Ltd.

6,339

4,56,046

9.7

1.2

0.4

1.9

6.7

0.0

3

HDFC.

345

3,40,775

7.2

1.2

0.5

2.1

-8.7

0.0

4

Infosys Ltd.

2,129

2,95,048

6.3

0.3

0.0

1.9

-1.1

0.0

5

ICICI Bank Ltd.

1,292

2,80,088

5.9

1.4

0.5

3.0

5.9

0.0

6

ITC Ltd.

1,229

2,23,458

4.7

0.8

0.3

2.0

5.8

0.0

7

Tata Consultancy Services Ltd.

375

2,20,567

4.7

0.4

0.1

1.3

-7.1

0.0

8

Kotak Mahindra Bank Ltd.

955

2,19,842

4.7

1.0

0.3

2.2

14.9

0.0

9

Larsen & Toubro Ltd.

281

1,82,051

3.9

1.2

0.5

3.0

11.0

0.0

10

Hindustan Unilever Ltd.

216

1,41,588

3.0

0.7

0.3

2.2

5.3

0.0

11

Axis Bank Ltd.

524

1,38,206

2.9

1.2

0.4

2.8

3.2

0.0

12

State Bank of India

892

1,03,922

2.2

1.6

0.5

3.6

-1.1

0.0

13

Bajaj Finance Ltd.

116

96,198

2.0

1.6

0.4

3.1

21.4

0.0

14

Maruti Suzuki India Ltd.

151

89,263

1.9

1.4

0.4

3.7

9.7

0.0

15

IndusInd Bank Ltd.

693

83,412

1.8

1.5

0.4

3.8

-0.9

0.0

16

Asian Paints Ltd.

96

79,442

1.7

1.0

0.4

2.7

9.0

0.0

17

Bharti Airtel Ltd.

2,566

69,696

1.5

1.0

0.2

2.1

5.8

0.0

18

HCL Technologies Ltd.

271

58,627

1.2

0.4

0.1

1.4

-1.8

0.0

19

Titan Company Ltd.

89

53,119

1.1

1.0

0.3

2.6

15.2

0.0

20

Mahindra & Mahindra Ltd.

622

52,376

1.1

1.4

0.5

3.2

3.5

0.0

21

Bajaj Finserv Ltd.

80

51,480

1.1

1.5

0.5

2.5

19.6

0.0

22

NTPC Ltd.

9,895

51,155

1.1

0.5

0.1

1.7

-3.4

0.0

23

Nestle India Ltd.

96

49,550

1.1

0.6

0.2

2.0

7.9

0.0

24

Power Grid.

5,232

46,861

1.0

0.3

0.1

1.7

-0.7

0.0

25

UltraTech Cement Ltd.

275

45,308

1.0

1.3

0.4

2.7

7.1

0.0

26

Tech Mahindra Ltd.

482

44,114

0.9

0.4

0.1

1.7

3.0

0.0

27

Sun Pharma.

240

42,983

0.9

0.6

0.1

1.4

-13.5

0.0

28

Oil & Natural Gas.

6,290

41,452

0.9

1.2

0.3

2.8

8.8

0.0

29

Bajaj Auto Ltd.

289

38,307

0.8

0.9

0.3

2.2

5.5

0.0

30

Bharat Petroleum

2,169

37,731

0.8

1.6

0.3

3.9

32.3

0.0

31

Indian Oil Corporation Ltd.

9,414

36,079

0.8

1.5

0.3

2.7

20.4

0.0

32

Coal India Ltd.

6,163

35,717

0.8

0.6

0.1

2.5

8.2

0.0

33

Wipro Ltd.

1,142

35,615

0.8

0.3

0.1

1.3

-5.7

0.0

34

Hero MotoCorp Ltd.

40

35,114

0.7

1.3

0.3

3.6

5.2

0.0

35

Britannia Industries Ltd.

24

34,669

0.7

0.8

0.3

3.0

9.0

0.0

36

UPL Ltd.

153

33,223

0.7

0.9

0.2

1.7

7.2

0.0

37

Dr. Reddy's Laboratories Ltd.

83

32,775

0.7

0.3

0.0

1.6

5.7

0.0

38

Adani Ports SEZ

414

32,576

0.7

1.3

0.3

2.3

13.2

0.0

39

Grasim Industries Ltd.

132

28,810

0.6

1.4

0.4

2.1

2.7

0.0

40

Vedanta Ltd.

372

28,077

0.6

1.4

0.2

3.2

10.8

0.0

41

Hindalco Industries Ltd.

225

27,934

0.6

1.1

0.3

1.9

3.7

0.0

42

Tata Steel Ltd.

1,126

27,209

0.6

1.3

0.3

3.0

4.5

0.0

43

GAIL (India) Ltd.

4,510

24,871

0.5

0.9

0.2

2.0

3.6

0.0

44

Eicher Motors Ltd.

27

24,724

0.5

1.6

0.4

4.2

9.3

0.0

45

JSW Steel Ltd.

242

23,345

0.5

1.4

0.4

2.8

5.8

0.0

46

Bharti Infratel Ltd.

1,850

21,892

0.5

0.4

0.0

1.4

2.7

0.0

47

Cipla Ltd.

161

21,605

0.5

0.6

0.1

1.5

-9.9

0.0

48

Tata Motors Ltd.

577

21,025

0.5

1.7

0.3

4.4

0.6

0.0

49

Zee Entertainment.

96

16,321

0.4

0.8

0.0

3.3

-28.8

0.0

50

Yes Bank Ltd.

510

8,658

0.2

1.5

0.1

6.3

-30.9

0.1

The above two table scan give you a quick snapshot of the Sensex and the Nifty in terms of all valuation and stock related data.