Risk Analysis

Period BombayDyeing Kaveri seeds Aarti Drugs NTPC ABFRL

Daily 0.034% 0.024% 0.025% 0.016% 0.200%
Weekly 0.095% 0.057% 0.066% 0.036% 0.047%
Monthly 0.233% 0.118% 0.155% 0.071% 0.098%
Quarterly 0.397% 0.200% 0.424% 0.099% 0.193%
Semi-annual 0.655% 0.230% 0.943% 0.118% 0.260%
Annual 1.364% 0.245% 1.676% 0.156% 0.359%

In terms of risk alone we can say Asianpaints is the least risky option among the companies
Whereas, Cipla, Grasim and Maruti have considerably higher risk in comparison
 Bosch
0.020%
0.044%
0.084%
0.151%
0.155%
0.173%

mong the companies

 Beta
Period BombayDyeing Kaveri seeds Aarti Drugs NTPC ABFRL
Daily 1.5472 0.9063 0.7572 0.73 1.1467
Weekly 2.0031 1.1221 1.0422 0.768 1.2506
Monthly 2.1442 1.1486 1.1633 0.7432 1.4191
Quarterly 1.9781 0.9949 1.3734 0.5953 1.5385
Semi-annual 2.0269 0.58 2.1639 0.6067 1.4546
Annual 4.6926 0.8686 1.8104 0.774 1.6268

Among the companies Grasim is the most volatile with respect to the market, followed by Maruti.
We can understand that Asianpaints is the least affected company by the volatility of the market am
GSK seems to have an inverse relation with the market, which is very rare but possible.
 Bosch
1.035
1.1265
1.1128
1.1859
0.8896
0.7944

the market, followed by Maruti.

by the volatility of the market among all the companies in the group.
ery rare but possible.
 CAPM
Period Bombay D Kaveri Seed Aarti drugs NTPC ABFRL
Daily 0.0007% 0.0005% 0.0005% 0.0005% 0.0006%
Weekly 0.0032% 0.0030% 0.0030% 0.0029% 0.0030%
Monthly 0.0130% 0.0124% 0.0124% 0.0121% 0.1260%
Quarterly 0.0380% 0.0368% 0.0373% 0.0363% 0.0375%
Semi-annual 0.0501% 0.0660% 0.0485% 0.0657% 0.0563%
Annual -0.1234% 0.0993% 0.0445% 0.1049% 0.0552%

GSK Seems to have the lowest cost of equity, whereas, Grasim has the highest cost of equity.
The low cost of equity of GSK can be attributed to having a negative beta which influences CAPM.
And high cost of equity of Grasim and Maruti can be attributed to a high positive beta.
 Bosch
0.0006%
0.0030%
0.1240%
0.0370%
0.0626%
0.1030%

has the highest cost of equity.

ative beta which influences CAPM.
to a high positive beta.
 Capital Structure
Bombay D Kaveri Seed Aarti Drug NTPC
Equity(in thousands) -1948000 12453757 9134078 1292621800
Debt(in thousands) 41721900 15576 3507579 2102144100
Tax Rate 0.00% 25.20% 23.84% 14.48%
Debt-Equity -21.42 0.00 0.38 1.63
Cost of Debt 12.80% 0.03% 1.37% 2.37%
WACC 0.04% 6.68% 7.31% 13.36%
 ABFRL Bosch
26762700 98129000
35992700 538000
0.00% 14.86%
1.34 0.01
5.43% 0.10%
7.40% 12.50%