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Volatilility Was On The Wane In August

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Last Updated : Sep 21 1998 | 12:00 AM IST

Notwithstanding a decline in the indices in August, volatility remained low compared to the previous months. Volatility, in fact, has been showing a declining trend in 1998 except for May and June.

Average daily turnover at the NSE (National Stock Exchange) and the BSE (Bombay Stock Exchange) during the month was Rs 1,151 crore and Rs 909 crore, respectively, which is a drop of 10.36 per cent and 1.55 per cent over the previous month.

The daily turnover at the BSE reached a high of Rs 1133.94 crore, while the NSE recorded a high of Rs 1,444 crore on August 27. The all India market capitalisation shrunk by 0.42 per cent and the price to earning ratio (PE) of Sensex was 12.69 per cent. The price to book ratio (PB) of the Natex, a very low 1.47 per cent, signals that medium capitalised stocks were poorly discounted.

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During the month under review, the price to earning ratio ratio and theprice to book ratio ratio moved in correspondence with each other.

The intra-day variation was more stable during the month under consideration and registered a maximum variation of 3.67 per cent on August 20.

The high low variation of Nifty was maximum of 3.79 on August 20. The primary market scenario continued to grim and the Securities and Exchange of India (Sebi) received only 6 offer documents seeking to raise a capital of Rs 187.5 crore as compared to 8 offer documents amounting to Rs 322.57 crore during the same month. This indicates a decline of 41.87 per cent. The market regulator cleared four offer documents amounting to Rs 147.1 crore.

This is in comparison to Rs 669.5 crore cleared in the previous month, a sharp decline of 78.03 per cent.

During the first five months of the current fiscal, Sebi received 26 offer documents for an amount of Rs 925.2 crore and the regulatory body cleared 30 issues amounting to Rs 1237.07 crore.

This is in comparison to 54 offer documents received amounting to Rs 1666.6 crore and 51 documents cleared amounting to Rs 1299.82 crore during April-August 1997.

During August, the average size of issues was Rs 83.27 crore compared to Rs 27.7 crore for the corresponding month the previous year. The share of listed firms in the total capital mobilised for August was Rs 333.08 crore compared to Rs 46.53 crore for August 1997.

There were no applications for IPOs during the month under review whereas 3 issues collected around Rs 147.36 crore in the same month of 1997.

For the first five months of the current fiscal, listed firms garnered Rs 1164.9 crore, which is 89.24 per cent of the total capital raised.

Sector wise analysis reveals that only private sector raised capital in August 1998 and the same is true in case of August 1997. Thus public and joint sectors have not mobilised any capital from the primary market.

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First Published: Sep 21 1998 | 12:00 AM IST

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