Indian Stock Market: Tata Motors Research Report

Sunday, September 11, 2011

Tata Motors Research Report

Latest trade:

Fundamentals and financials:

Fundamentals

Recent returns:

$day | month | YTD | year | 5 year\n-10.23% | -10.5% | -46.72% | -30.98% | -7.68%$

Price history:

Analyst ratings:

$moderate buy (mean score: 1.50)(Friday, September 9, 2011)\n(2 analysts)$

Performance comparisons:

Last year

$| average daily return | daily volatility | annual return | annual volatility\nTTM | -0.144% | 2.69% | -30.98% | 43.24%\nJCI | +0.02% | 1.92% | +5.29% | 30.81%\nF | -0.061% | 2.24% | -14.67% | 35.95%\nSP500 | +0.026% | 1.19% | +6.99% | 19.09%\nbonds | +0.01% | 0.27% | +2.55% | 4.26%\nT-bills | +0.0003% | 0% | +0.08% | 0%\n\n$

Correlation matrix:

$| TTM | JCI | F | SP500\nTTM | 1 | 0.523 | 0.493 | 0.593\nJCI | 0.523 | 1 | 0.648 | 0.786\nF | 0.493 | 0.648 | 1 | 0.716\nSP500 | 0.593 | 0.786 | 0.716 | 1$

Daily return analysis:

Last 2 years
- Last year
- Last 5 years
More

$return histograms\n$

Projections:

1 year
- 6 months
- 2 years
Medium sample
- Small sample
- Large sample

$\n 50% range, 1 month | $14.49 (-5.6%) to $17.12 (+11.5%)\n95% range, 1 month | $12.37 (-19.4%) to $20.07 (+30.7%)\n50% range, 1 year | $15.68 (+2.2%) to $27.90 (+81.7%)\n95% range, 1 year | $9.06 (-41.0%) to $48.30 (+214.7%)\n(log-normal random walks based on historical parameters)$