Sunday, May 06, 2007

CAPM r/s list using 50 day alpha

Stocks sorted in order of alpha 50 day duration

Strongest stocks on top.

Read previous posts on ideas regarding how to trade


Ticker Date/Time alpha beta R-Sqr Duration
IFCI 5/4/2007 1.07 1.52 0.44 51
RENUKA 5/4/2007 0.98 0.31 0.02 51
ABAN 5/4/2007 0.73 0.71 0.44 51
JSTAINLESS 5/4/2007 0.62 0.77 0.50 51
JSWSTEEL 5/4/2007 0.59 1.09 0.45 51
TRIVENI 5/4/2007 0.51 0.26 0.09 51
LUPIN 5/4/2007 0.48 0.81 0.60 51
GESHIP 5/4/2007 0.45 0.24 0.62 51
JINDALSTEL 5/4/2007 0.44 0.72 0.68 51
PRAJIND 5/4/2007 0.44 1.48 0.62 51
SCI 5/4/2007 0.43 0.54 0.61 51
WOCKPHARMA 5/4/2007 0.43 0.61 0.13 51
I-FLEX 5/4/2007 0.43 0.31 0.45 51
SAIL 5/4/2007 0.39 1.48 0.73 51
COLGATE 5/4/2007 0.39 0.14 0.31 51
CORPBANK 5/4/2007 0.36 1.15 0.72 51
GTL 5/4/2007 0.36 0.80 0.68 51
BAJAJHIND 5/4/2007 0.35 0.48 0.11 51
TTML 5/4/2007 0.35 1.11 0.78 51
NAGARFERT 5/4/2007 0.35 1.42 0.73 51
RPL 5/4/2007 0.34 0.38 0.41 51
IPCL 5/4/2007 0.33 0.98 0.60 51
NDTV 5/4/2007 0.29 1.30 0.75 51
BANKINDIA 5/4/2007 0.28 1.35 0.75 51
TATATEA 5/4/2007 0.25 0.65 0.72 51
RELIANCE 5/4/2007 0.25 0.94 0.80 51
KOTAKBANK 5/4/2007 0.25 0.71 0.56 51
MAHSEAMLES 5/4/2007 0.24 0.79 0.73 51
BALRAMCHIN 5/4/2007 0.24 0.29 0.00 51
CESC 5/4/2007 0.24 0.85 0.30 51
DIVISLAB 5/4/2007 0.23 1.24 0.79 51
STER 5/4/2007 0.23 1.10 0.83 51
PARSVNATH 5/4/2007 0.22 1.39 0.77 51
NEYVELILIG 5/4/2007 0.22 0.75 0.71 51
CROMPGREAV 5/4/2007 0.21 1.00 0.74 51
SUZLON 5/4/2007 0.21 0.96 0.51 51
SOBHA 5/4/2007 0.20 1.27 0.66 51
RELCAPITAL 5/4/2007 0.19 1.42 0.86 51
NTPC 5/4/2007 0.18 0.37 0.27 51
GDL 5/4/2007 0.18 0.74 0.70 51
GLAXO 5/4/2007 0.18 0.24 0.20 51
PATNI 5/4/2007 0.17 0.60 0.62 51
J&KBANK 5/4/2007 0.17 0.57 0.58 51
ABB 5/4/2007 0.17 0.78 0.84 51
PNB 5/4/2007 0.17 1.33 0.72 51
IOB 5/4/2007 0.15 0.79 0.70 51
VIJAYABANK 5/4/2007 0.15 1.11 0.75 51
MCDOWELL-N 5/4/2007 0.14 0.99 0.53 51
BONGAIREFN 5/4/2007 0.14 0.39 0.67 51
IDFC 5/4/2007 0.14 1.39 0.88 51
NICOLASPIR 5/4/2007 0.13 0.82 0.44 51
VSNL 5/4/2007 0.13 1.03 0.80 51
BANKBARODA 5/4/2007 0.13 1.18 0.80 51
JPHYDRO 5/4/2007 0.13 0.89 0.89 51
SIEMENS 5/4/2007 0.12 0.98 0.66 51
NATIONALUM 5/4/2007 0.12 0.55 0.58 51
BHEL 5/4/2007 0.12 1.07 0.66 51
GMRINFRA 5/4/2007 0.12 1.24 0.70 51
SYNDIBANK 5/4/2007 0.11 1.06 0.72 51
BHARTIARTL 5/4/2007 0.11 1.10 0.78 51
GUJALKALI 5/4/2007 0.11 0.95 0.82 51
CANBK 5/4/2007 0.10 1.26 0.76 51
BEL 5/4/2007 0.10 0.96 0.68 51
GAIL 5/4/2007 0.09 0.46 0.55 51
ORCHIDCHEM 5/4/2007 0.09 0.87 0.33 51
MTNL 5/4/2007 0.07 0.76 0.30 51
UNIONBANK 5/4/2007 0.07 1.10 0.74 51
LT 5/4/2007 0.07 1.25 0.90 51
RCOM 5/4/2007 0.06 1.23 0.88 51
CHAMBLFERT 5/4/2007 0.06 0.79 0.53 51
BPCL 5/4/2007 0.06 0.65 0.81 51
BILT 5/4/2007 0.05 0.44 0.67 51
IOC 5/4/2007 0.05 0.40 0.46 51
TITAN 5/4/2007 0.04 1.18 0.81 51
ONGC 5/4/2007 0.04 0.94 0.78 51
HCLTECH 5/4/2007 0.04 1.11 0.51 51
CENTURYTEX 5/4/2007 0.04 1.57 0.82 51
BHARATFORG 5/4/2007 0.03 0.68 0.61 51
JETAIRWAYS 5/4/2007 0.03 1.01 0.80 51
SBIN 5/4/2007 0.02 1.20 0.83 51
ANDHRABANK 5/4/2007 0.02 0.63 0.60 51
MRPL 5/4/2007 0.02 0.78 0.73 51
ESSAROIL 5/4/2007 0.02 0.58 0.48 51
JPASSOCIAT 5/4/2007 0.01 1.07 0.76 51
SATYAMCOMP 5/4/2007 0.01 1.18 0.62 51
HINDALC0 5/4/2007 0.01 0.62 0.86 51
AMTEKAUTO 5/4/2007 0.01 0.73 0.77 51
VOLTAS 5/4/2007 0.01 1.11 0.49 51
FEDERALBNK 5/4/2007 0.01 0.85 0.86 51
TCS 5/4/2007 -0.00 1.03 0.36 51
DRREDDY 5/4/2007 -0.01 0.56 0.41 51
TATACHEM 5/4/2007 -0.01 0.51 0.64 51
HINDPETRO 5/4/2007 -0.02 0.62 0.43 51
GNFC 5/4/2007 -0.02 0.66 0.41 51
HEROHONDA 5/4/2007 -0.03 0.62 0.18 51
ALOKTEXT 5/4/2007 -0.03 0.82 0.83 51
LICHSGFIN 5/4/2007 -0.03 0.93 0.63 51
CAIRN 5/4/2007 -0.03 0.53 0.55 51
SUNPHARMA 5/4/2007 -0.03 0.55 0.20 51
TATAPOWER 5/4/2007 -0.03 0.67 0.80 51
PUNJLLOYD 5/4/2007 -0.03 1.31 0.93 51
BANK Nifty 5/4/2007 -0.04 1.20 0.92 51
HDFCBANK 5/4/2007 -0.04 1.02 0.77 51
IDBI 5/4/2007 -0.04 1.57 0.81 51
AUROPHARMA 5/4/2007 -0.05 0.29 0.43 51
HINDLEVER 5/4/2007 -0.06 0.87 0.47 51
SRF 5/4/2007 -0.06 1.22 0.72 51
STAR 5/4/2007 -0.06 0.52 0.01 51
INDHOTEL 5/4/2007 -0.06 0.76 0.55 51
BOMDYEING 5/4/2007 -0.07 1.53 0.41 51
HDFC 5/4/2007 -0.07 0.85 0.78 51
INDIACEM 5/4/2007 -0.07 1.23 0.57 51
ALBK 5/4/2007 -0.09 0.66 0.56 51
INDUSINDBK 5/4/2007 -0.09 1.43 0.45 51
BATAINDIA 5/4/2007 -0.10 1.11 0.60 51
DABUR 5/4/2007 -0.10 0.55 0.57 51
NAGARCONST 5/4/2007 -0.11 1.55 0.72 51
ESCORTS 5/4/2007 -0.11 1.11 0.64 51
SUNTV 5/4/2007 -0.11 0.89 0.75 51
SESAGOA 5/4/2007 -0.12 0.27 0.40 51
REL 5/4/2007 -0.13 0.58 0.81 51
KTKBANK 5/4/2007 -0.13 0.57 0.13 51
GRASIM 5/4/2007 -0.14 0.77 0.85 51
MARUTI 5/4/2007 -0.14 1.13 0.15 51
ITC 5/4/2007 -0.15 0.58 0.31 51
ICICIBANK 5/4/2007 -0.15 1.20 0.74 51
BEML 5/4/2007 -0.16 0.53 0.00 51
RANBAXY 5/4/2007 -0.16 0.66 0.64 51
UTIBANK 5/4/2007 -0.16 1.34 0.22 51
GUJAMBCEM 5/4/2007 -0.18 0.87 0.56 51
M&M 5/4/2007 -0.18 1.15 0.26 51
ORIENTBANK 5/4/2007 -0.20 1.42 0.84 51
ASHOKLEY 5/4/2007 -0.22 1.15 0.13 51
TVSMOTOR 5/4/2007 -0.22 0.95 0.23 51
INFOSYSTCH 5/4/2007 -0.22 1.01 0.17 51
CIPLA 5/4/2007 -0.23 0.95 0.18 51
MATRIXLABS 5/4/2007 -0.24 0.79 0.78 51
ARVINDMILL 5/4/2007 -0.24 0.94 0.20 51
IVRCLINFRA 5/4/2007 -0.25 1.79 0.51 51
WIPRO 5/4/2007 -0.29 1.39 0.24 51
ULTRACEMCO 5/4/2007 -0.29 0.94 0.26 51
TATAMOTORS 5/4/2007 -0.31 1.13 0.13 51
BAJAJAUTO 5/4/2007 -0.33 0.59 0.18 51
LITL 5/4/2007 -0.33 0.97 0.00 51
ACC 5/4/2007 -0.34 0.92 0.32 51
HCC 5/4/2007 -0.38 1.76 0.31 51
POLARIS 5/4/2007 -0.49 1.54 0.56 51

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