S P BSE Small Cap Index 2005 06 To 2020 21
S P BSE Small Cap Index 2005 06 To 2020 21
S P BSE Small Cap Index 2005 06 To 2020 21
2005-06 to 2020-21
Year Number of companies Index Index returns Excess returns over
COSPI Index PE Index PB Index yield Trading volumes Alpha
Beta R-square
Numbers % % Times Times % Rs.Million Per
cent Per cent Per cent
2005-06 5,927.38 18.00 -52.59
2006-07 5,999.58 1.22 -8.84
2007-08 7,163.19 19.32 -10.55 -0.23 1.04
0.89
2008-09 3,124.95 -56.38 -15.75 -0.31
1.03 0.90
2009-10 7,619.44 143.83 49.80 -0.16 1.08
0.90
2010-11 7,724.29 1.38 -3.43 -0.10 1.08 0.91
2011-12 6,839.48 -11.45 -2.53 -0.08 1.07
0.90
2012-13 6,386.18 -6.63 -8.71 -0.07 1.10 0.91
2013-14 7,344.56 15.01 -2.45 0.00 1.15 0.89
2014-15 11,259.73 53.31 16.50 -0.03 1.10 0.84
2015-16 765 10,541.68 -6.38 -0.18 41.6 1.8 1.20 2,493,415.6 -0.01 1.10
0.84
2016-17 774 14,433.86 36.92 9.39 66.5 2.3 0.72 3,017,679.4 0.01 1.11
0.84
2017-18 864 16,994.36 17.74 5.17 108.0 2.4 0.68 4,116,528.8 0.05 1.14
0.83
2018-19 872 15,027.36 -11.57 -16.60 -149.9 2.3 0.87
2,312,226.8 -0.02 1.20 0.85
2019-20 693 9,608.92 -36.06 -9.71 149.9 1.4 1.74 1,410,081.1 -0.06
1.18 0.87
2020-21 694 20,649.33 114.90 36.50 76.9 2.8 0.86 2,102,853.1 -0.03
1.11 0.84