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Snapshot for the month of September 2017 PERFORMANCE HIGHLIGHT FOR SEPTEMBER 2017 Technical Research Investment Philosophy Calls % Success Short-term Stock Profit Avg Profit/Call Investment in the Product Trading + 5 3 lacs invested in each call 38 68% 1,98,590 5,226 20,00,000 9.93% Active Options (Stocks) 1 Lot invested in each call 11 64% 23,230 2,112 2,00,000 11.62% Post ROI Non Directional Pair Trades 1 Lot invested in each call 5 80% 38,197 7,639 7,50,000 5.09% Active Options (Index) 1 Lot invested in each call 4 25% 520 1,00,000 0.52% Medium Term Stock Calls Model Trading Portfolio 3 lacs invested in each call 3 100% 26,412 8,804 6,00,000 4.40% /Average 61 67% 2,86,949 36,50,000 7.86% Index Performance Calls % Success Profit Points Captured () Investment in Product % Return on AD Index Directional - Nifty 1 Lot invested in each call 4 25% -9,390-125 1,00,000-9.39% - Bank Nifty 1 Lot invested in each call 6 50% 1,640 41 1,00,000 1.64% /Average 10 40% -7,750-84 2,00,000-3.88% Cost Structure For Cash Stocks - Trading, Positional, BTST Cash cost has been taken as 40 bps For Cash Products (Intraday) cost has been taken as 5 bps For FO Stocks - cost has been taken as 5 bps For Options Products, Index Options: Flat Rs. 50 (both side) Stock Options: Rs. 100 (both side) Investment equal or above 3 lakhs in a call is considered as futures contract For Internal use only 2 Edelweiss Investment Research/Trading Desk
Performance Tracker Trading + 5 Technical Research Investment Philosophy Calls % Success Avg Profit/Call Investment in the Product Trading + 5 3 Lac Invested in each call 38 68% 1,98,590 5,226 20,00,000 9.93% Date of Reco Stock Buy/Sell Entry Rate Target Stop Loss Exit Rate Net Return ROI (%) P/L () 29-08-2017 PCJEWELLER BUY 358.0 385.0 345.0 354.0-1.5% -4552 29-08-2017 SRTRANSFIN SELL 980.8 920.0 1,005.0 1,005.0-2.5% -15246 29-08-2017 GSFC BUY 141.2 155.0 138.0 148.0 4.4% 13248 31-08-2017 TATAGLOBAL BUY 196.3 211.0 189.0 203.7 3.4% 10112 31-08-2017 SREINFRA BUY 123.5 133.0 118.6 129.3 4.3% 12889 01-09-2017 Nalco BUY 69.8 76.0 67.6 73.6 5.1% 15359 01-09-2017 GAIL BUY 385.6 411.0 371.0 402.3 3.9% 11793 01-09-2017 Havells Buy 491.1 525.0 472.0 508.5 3.1% 9429 01-09-2017 CESC Buy 1,024.0 1,110.0 988.0 1,049.0 2.0% 6124 01-09-2017 BEML Buy 1,845.0 1,940.0 1,780.0 1,900.0 2.6% 7743 01-09-2017 TATACHEM SELL 585.5 550.0 604.0 604.0-3.1% -29138 05-09-2017 Torrent Power Buy 213.9 228.0 206.0 220.5 2.7% 8129 06-09-2017 BALRAMCHIN BUY 174.0 190.0 167.0 182.0 4.2% 12593 06-09-2017 Ambuja Cem BUY 281.5 305.0 272.0 288.5 2.1% 6260 06-09-2017 GLENMARK SELL 601.5 560.0 625.0 572.0 5.1% 19618 11-09-2017 CAPF BUY 771.5 825.0 745.0 805.5 4.0% 12021 06-09-2017 AJANTPharm SELL 1,195.5 1,110.0 1,235.0 1,235.0-3.2% -16590 06-09-2017 TORNTPHARM SELL 1,226.0 1,150.0 1,258.0 1,175.0 4.3% 19380 06-09-2017 India Cement BUY 187.2 205.0 180.0 193.2 2.8% 8335 11-09-2017 RBLbank BUY 539.5 585.0 520.0 530.0-2.2% -6483 11-09-2017 UBL SELL 790.0 720.0 815.0 798.0-1.1% -5880 11-09-2017 Havells BUY 491.0 525.0 472.0 508.5 3.2% 9492 11-09-2017 FINPIPE BUY 616.0 665.0 593.0 665.0 7.6% 22664 11-09-2017 RIIL BUY 490.7 525.0 475.0 522.0 6.0% 17936 14-09-2017 DCBBANK BUY 189.7 202.0 182.5 196.0 2.9% 8763 14-09-2017 BajajFinsv SELL 5,715.0 5,420.0 5,850.0 5,520.0 3.5% 23156 14-09-2017 AIACASH BUY 1,320.0 1,450.0 1,270.0 1,375.0 3.8% 11300 14-09-2017 CHOLA BUY 1,165.0 1,250.0 1,110.0 1,175.0 0.5% 1375 19-09-2017 Escort BUY 681.3 725.0 658.0 658.0-3.8% -11460 19-09-2017 Prestige BUY 275.4 295.0 267.0 267.0-3.5% -10350 19-09-2017 bankindia BUY 155.6 168.0 149.8 149.8-4.2% -12479 19-09-2017 Hexaware BUY 272.5 295.0 262.0 262.0-4.3% -12760 19-09-2017 Ashoka BUY 197.0 215.0 190.0 190.0-4.0% -11860 14-09-2017 CANFINHOME SELL 2,739.0 2,600.0 2,850.0 2,600.0 5.3% 33013 14-09-2017 APOLLOHOSP SELL 1,062.5 1,010.0 1,102.0 1,013.0 4.8% 18810 14-09-2017 INDIANB SELL 262.3 245.0 272.0 264.3-0.8% -4200 25-09-2017 M&M SELL 1,271.0 1,205.0 1,315.0 1,244.0 2.1% 12825 25-09-2017 GODREJCP SELL 908.0 850.0 935.0 889.0 2.1% 7220 For Internal use only 3 Edelweiss Investment Research/Trading Desk
Performance Tracker Model Trading Portfolio Technical Research Model Trading Portfolio Investment Philosophy Calls % Success Avg Profit/Call Investment in the Product 3 lacs invested in each call 3 100% 26,412 8,804 6,00,000 4.40% ROI (%) Date of Reco Stock Buy/Sell Entry Rate Target Stop Loss Exit Rate Gross Return P/L () 14-08-2017 PETRONET Buy 215.5 255 237 10.0% 9727 17-07-2017 AMBUJACEM Buy 263.4 304.75 289 9.7% 9469 17-07-2017 DALMIABHA Buy 2627.8 3024 2824 7.5% 7216 For Internal use only 4 Edelweiss Investment Research/Trading Desk
Performance Tracker Pair Trade Technical Research Pair Trade Investment Philosophy Calls % Success Avg Profit/Call Investment in the Product 1 Lot invested in each call 5 80% 38,197 7,639 7,50,000 5.09% ROI (%) Reco Date Strategy Buy/Sell Lot size Entry Price Entry Ratio Exit Price Exit Ratio Return on GEE Return on AD Profits () 04-Sep-17 HDFCBANK BUY 500 1751.8 1814.4 30862 1.0421 1.0283-0.99% -7.96% 04-Sep-17 INDUSINDBK SELL 600 1681 1764.4-50569 -19707 01-Sep-17 TCS BUY 250 2465.8 2477.9 2717 8.3928 8.5740 1.10% 5.50% 01-Sep-17 WIPRO SELL 2400 293.8 289 11173 13890 12-Sep-17 AXISBANK BUY 1200 499.5 517.05 20760 0.2741 0.2822 1.06% 5.32% 12-Sep-17 HDFCBANK SELL 500 1822.5 1832.45-5433 15327 13-Sep-17 DABUR BUY 2500 308 316.2 20115 0.2468 0.2509 0.86% 4.28% 13-Sep-17 HINDUNILVR SELL 600 1247.85 1260.35-7878 12237 22-Sep-17 ICICIBANK BUY 2750 280.75 280.85-111 0.1568 0.1599 1.04% 5.18% 22-Sep-17 HDFC SELL 500 1790.55 1756.55 16561 16450 For Internal use only 5 Edelweiss Investment Research/Trading Desk
Performance Tracker Nifty Index performance Investment Philosophy Calls % Success Points Captured (Post Cost) Index Calls 1 Lot Invested in each call 4 25% -9,390-125 Date Index Futures/ Options Buy/ Sell Entry Rate Target Stop Loss Exit Post Cost Points 28-Aug-17 Nifty Fut Sell 9895 9700 9980 9980 (85.8) 75 (6435) 11-Sep-17 Nifty Opt Buy 42 80 20 20 (23) 75 (1710) 21-Sep-17 Nifty Fut Buy 10105 10200 10045 10153 47 75 3540 27-Sep-17 Nifty Fut Buy 9831 9920 9768 9768 (64) 75 (4785) Qty P/L (Post Cost) For Internal use only 6 Edelweiss Investment Research/Trading Desk
Performance Tracker Bank Nifty Index performance Investment Philosophy Calls % Success Points Captured (Post Cost) Index Calls 1 Lot Invested in each call 6 50% 1,640 41 Date Index Futures/ Options Buy/ Sell Entry Rate Target Stop Loss Exit Post Cost Points 01-Sep-17 BankNifty Fut Sell 24415 24200 24525 24525 (112) 40 (4460) 05-Sep-17 BankNifty Fut Sell 24390 24180 24525 24205 184 40 7340 11-Sep-17 BankNifty Fut Buy 24530 24785 24400 24668 137 40 5460 15-Sep-17 BankNifty Fut Buy 24920 25100 24795 25065 144 40 5740 18-Sep-17 BankNifty Fut Buy 25020 25300 24865 24865 (157) 40 (6260) 27-Sep-17 BankNifty Fut Buy 24288 24490 24135 24135 (155) 40 (6180) Qty P/L (Post Cost) For Internal use only 7 Edelweiss Investment Research/Trading Desk
Active Options Index Technical Research Investment Philosophy Calls % Success Active Options - Index 1 Lot invested in each call 4 25% 520 Scrip Entry Date Exite Date Type Stock Option Type Strike Series Buy/Sell Entry Rate Target Stop loss Exit Point Lotsize Gross Profits/lot index options 01-Sep-17 11-Sep-17 Straddle NIFTY ce/pe 10000 28-Sep-17 BUY 225 193-32 75-2400 -2450-2450 Profit index options 07-Sep-17 07-Sep-17 CE BANKNIFTY CE 24400 28-Sep-17 BUY 36 3-33 40-1320 -1370-1370 index options 14-Sep-17 14-Sep-17 CE BANKNIFTY CE 24900 28-Sep-17 BUY 28 3-25 40-1000 -1050-1050 index options 14-Sep-17 14-Sep-17 strangle BANKNIFTY ce/pe 23800-23700 28-Sep-17 BUY 24 160 136 40 5440 5390 5390 For Internal use only 8 Edelweiss Investment Research/Trading Desk
Active Options (Stocks) Technical Research Investment Philosophy Calls % Success Active Options (Stocks) 1 Lot invested in each call 11 64% 23,230 Scrip Date Exit Date Strategy Scrip Instrument Strike Series Buy/Sell Entry Rate Target Stop loss Exit Point Lotsize Gross Profits/lot stock options 01-Sep-17 08-Sep-17 buy call BEML CE 1850-1900 28-Sep-17 BUY 23 32.05 9.05 600 5430 5330 Profit 9.05 5430 5330 5330 stock options 05-Sep-17 11-Sep-17 buy call JSWSTEEL CE 260-270 28-Sep-17 BUY 3.55 6 2.45 3000 7350 7250 2.45 7350 7250 7250 stock options 11-Sep-17 11-Sep-17 buy call HAVELLS CE 500 28-Sep-17 BUY 13.2 20 6.8 2000 13600 13500 6.8 13600 13500 13500 stock options 13-Sep-17 14-Sep-17 COVERED CALL CESC CE 1100 28-Sep-17 BUY 1041.25 1047 5.75 1100 6325 6225 5.75 6325 6225 6225 stock options 14-Sep-17 14-Sep-17 COVERED CALL TATAMOTORS CE 410 28-Sep-17 BUY 394.1 399.2 5.1 1500 7650 7550 5.1 7650 7550 7550 stock options 14-Sep-17 14-Sep-17 COVERED CALL SUNTV CE 860 28-Sep-17 BUY 819 814-5 1000-5000 -5100-5 -5000-5100 -5100 stock options 19-Sep-17 25-Sep-17 BULL CALL SPREAD MOTHERSUMI CE 340 28-Sep-17 BUY 3 1.5-1.5 3750-5625 -5725-1.5-5625 -5725-5725 stock options 19-Sep-17 21-Sep-17 COVERED CALL M&M CE 1340 28-Sep-17 BUY 1295 1285-10 500-5000 -5100-10 -5000-5100 -5100 stock options 27-Sep-17 27-Sep-17 BUY CALL GAIL CE 400 28-Sep-17 BUY 5 8 3 2000 6000 5900 3 6000 5900 5900 stock options 27-Sep-17 27-Sep-17 BUY CALL PCJWELLERS CE 400 28-Sep-17 BUY 3.8 0-3.8 3000-11400 -11500-3.8-11400 -11500-11500 stock options 28-Sep-17 28-Sep-17 BUY CALL IRB CE 340 28-Sep-17 BUY 2 4 2 2500 5000 4900 2 5000 4900 4900 For Internal use only 9 Edelweiss Investment Research/Trading Desk
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