Title – Relationship of NCC with nifty 50

Author – Nisarg Maroo

 

Introduction

NCC has ventured into diverse sectors of construction and infrastructural development. Spanning across the nation, our construction activities are covered under buildings, transportation, water & environment, electrical (T&D), irrigation, mining and railways sectors.

Metric Value

Revenue: ₹ 36,945.26 crore

Profit: ₹ 2,472.84 crore

EPS: ₹ 37.61

Dividend: ₹ 2.00 per share

PE Ratio: 25.55

PB Ratio: 2.40

 

Objectives

To find out Beta of NCC and its significance

 

Data collection

Data for Nifty 50 and NCC Ltd was downloaded from NSEIndia.in for Current year i.e. 1-4-23 to 31-3-24

Data was manipulated to get Friday closing prices and weekly returns were calculated by formula (Yt-1 – Yt)/Yt *100

Weekly return of NCC ltd was regressed on weekly return of Nifty 50

 

Data analysis

Weekly return of NCC ltd = -1.15 + 0.62

                                                                         1.08 (T- Stat Weekly return of Nifty 50)

N=46, R Square= .025, F= 1.16, P-Value=0.29

The above Equation shows the relationship between Nifty 50 and NCC ltd,

The positive sign means if Nifty 50 rises, NCC ltd will also rise and vice-versa. The co-efficient of Nifty 50 has the T-Stat = 1.08 and P-value= 0.28, it is more than 0.05 this means Nifty 50 is not statistic7ally significant to increase prices of NCC ltd.

R-Square= 0.025, meaning .025% of NCC ltd share prices are explained by Nifty 50, 99.95% depends upon other factors like fundamentals.

F= 1.16 and P-value= 0.28 meaning it is more than 0.05 meaning overall model is not statistically significant.

 

Conclusion

Weekly co-efficient= 0.62 less than 1 but positive, it means it is good for long term investment.

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