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NISM Series XV Numerical Questions: Formulas and Solved Examples for Every Topic

By Deepak Jha, founder of BullWiser. Last updated 19 September 2026. Part of the NISM XV numerical practice hub.

Quick answer

NISM Series XV tests calculations mainly in Chapters 8, 9, 10, 12 and 15, which together carry 51 of the 100 marks. This page covers eight numerical topics. For each one you get the formula, questions from the free test solved step by step, extra worked examples and the mistakes that cost marks.

Jump to a topic
  1. Sharpe, Treynor and Jensen (Chapter 12: Fundamentals of Risk and Return)
  2. CAPM and WACC (Chapter 10: Valuation Principles)
  3. P/E, P/B, PEG and EV (Chapters 10 and 3: Valuation Principles and Terminology)
  4. ROE, coverage, turnover and FCF (Chapter 8: Company Analysis (Financial Analysis))
  5. Bonus, split, rights, buyback (Chapter 9: Corporate Actions)
  6. Pivots, Fibonacci and targets (Chapter 15: Technical Analysis)
  7. Contango and backwardation (Chapter 11: Fundamental Analysis of Commodities)
  8. Real interest rate (Fisher) (Chapter 5: Economic Analysis)

The solved questions are from BullWiser's first free 20-question numerical test (Free Test 1). They are BullWiser's own questions, not NISM's. Want to test yourself first? Take the free test, then come back to check your working.

Sharpe Ratio, Treynor Ratio and Jensen's Alpha: NISM XV Formulas and Solved Examples

Quick answer

The Sharpe ratio is (Rp − Rf) ÷ standard deviation. The Treynor ratio is (Rp − Rf) ÷ beta. Jensen's alpha is Rp − [Rf + β × (Rm − Rf)]. All three start from the excess return over the risk-free rate. Sharpe divides by total risk, Treynor by market risk, and alpha is a difference in returns rather than a ratio.

Syllabus location: Chapter 12: Fundamentals of Risk and Return. This chapter carries 7 marks in the 100-mark exam.

Formulas

MeasureFormulaNote
Portfolio expected returnΣ (weight × expected return)Weights must add up to 100%.
Sharpe ratio(Rp − Rf) ÷ σpExcess return per unit of total risk (standard deviation).
Treynor ratio(Rp − Rf) ÷ βpExcess return per unit of market risk (beta). Quoted in percentage points per unit of beta.
Jensen's alphaRp − [Rf + β × (Rm − Rf)]Actual return minus the return CAPM says the beta deserved.
BetaCovariance(stock, market) ÷ Variance(market)1.0 means the stock moves with the market.

How to solve it

  1. Put every rate in the same unit (all in percent, or all in decimals).
  2. Subtract the risk-free rate from the portfolio return to get the excess return.
  3. Divide by standard deviation for Sharpe, or by beta for Treynor. For alpha, first compute the CAPM return, then subtract it from the actual return.
  4. Compare ratios only across funds measured over the same period against the same risk-free rate. A higher ratio is better.

Solved questions from the free test

Free practice question 1 · Chapter 12

A fund returned 18% with a standard deviation of 10% while the risk-free rate was 6%. What is its Sharpe ratio?

  1. A0.67
  2. B1.20 ✓
  3. C0.83
  4. D1.80

Formula: Sharpe ratio = (Rp − Rf) ÷ standard deviation.

Working: (18 − 6) ÷ 10 = 1.20.

Common traps: 1.80 forgets to subtract the risk-free rate (18 ÷ 10). 0.83 divides the wrong way round (10 ÷ 12).

Free practice question 2 · Chapter 12

A portfolio returned 14% with a beta of 0.8 when the risk-free rate was 7%. What is its Treynor ratio (in percentage points per unit of beta)?

  1. A5.60
  2. B7.00
  3. C8.75 ✓
  4. D17.50

Formula: Treynor ratio = (Rp − Rf) ÷ β.

Working: (14 − 7) ÷ 0.8 = 8.75 percentage points per unit of beta.

Common traps: 17.50 forgets to subtract the risk-free rate (14 ÷ 0.8). 7.00 is only the excess return, before dividing by beta.

Free practice question 3 · Chapter 12

A portfolio has 25% in equity with an expected return of 12% and 75% in debt with an expected return of 6%. What is the portfolio's expected return?

  1. A9.00%
  2. B7.50% ✓
  3. C10.50%
  4. D3.00%

Formula: Portfolio expected return = sum of (weight × expected return).

Working: 0.25 × 12% + 0.75 × 6% = 3.00% + 4.50% = 7.50%.

Common traps: 9.00% is the simple average of 12% and 6%, which ignores the weights. The weights must add to 100%.

More worked examples

Which fund is better on a risk-adjusted basis (Sharpe)?

Fund A returned 15% with a standard deviation of 12%. Fund B returned 13% with a standard deviation of 8%. The risk-free rate is 6%.
Sharpe A = (15 − 6) ÷ 12 = 0.75. Sharpe B = (13 − 6) ÷ 8 = 0.875.
Fund B is better on a risk-adjusted basis even though its raw return is lower.

Which fund is better on Treynor?

Fund X returned 16% with a beta of 1.2. Fund Y returned 12% with a beta of 0.6. The risk-free rate is 7%.
Treynor X = (16 − 7) ÷ 1.2 = 7.50. Treynor Y = (12 − 7) ÷ 0.6 = 8.33.
Fund Y earned more excess return for each unit of market risk.

Jensen's alpha

A fund returned 15% with a beta of 1.1. The risk-free rate is 6% and the market returned 12%.
CAPM return = 6 + 1.1 × (12 − 6) = 12.6%. Alpha = 15 − 12.6 = +2.4 percentage points.
A positive alpha means the fund earned more than its beta required.

Three-asset portfolio expected return

40% in equity (14%), 40% in debt (7%) and 20% in gold (9%).
0.40 × 14 + 0.40 × 7 + 0.20 × 9 = 5.6 + 2.8 + 1.8 = 10.2%.

Mistakes that cost marks

Practise this topic in the free test

CAPM Formula and Cost of Equity: Solved NISM XV Examples (with WACC)

Quick answer

Under the CAPM, the required return on a stock is ke = rf + β × (Rm − rf). The term (Rm − rf) is the market risk premium. A stock with a beta of 1 earns the market return and a stock with a beta of 0 earns the risk-free rate. The result is the discount rate in the dividend discount model and the equity cost in WACC.

Syllabus location: Chapter 10: Valuation Principles. This chapter carries 12 marks in the 100-mark exam.

Formulas

MeasureFormulaNote
CAPM required returnke = rf + β × (Rm − rf)Rm is the expected market return, not the premium.
Market risk premiumRm − rfExtra return the market pays over the risk-free rate.
WACCE/V × ke + D/V × kd × (1 − tax rate)Use after-tax cost of debt and market-value weights.
Gordon growth valueP0 = D0 × (1 + g) ÷ (ke − g)ke from CAPM is the discount rate. Needs ke > g.

How to solve it

  1. Find rf, beta and either Rm or the market risk premium in the question.
  2. If you are given Rm, subtract rf to get the premium. If you are given the premium directly, use it as it is.
  3. Multiply the premium by beta and add rf.
  4. For WACC, weight ke and the after-tax kd by the equity and debt shares of total capital.

Solved questions from the free test

Free practice question 1 · Chapter 10

The risk-free rate is 6%, the expected market return is 11% and a stock has a beta of 1.25. What is its required return under the CAPM?

  1. A19.75%
  2. B12.25% ✓
  3. C18.50%
  4. D6.25%

Formula: Required return = rf + β × (Rm − rf).

Working: 6% + 1.25 × (11% − 6%) = 6% + 6.25% = 12.25%.

Common traps: The market premium is Rm − rf = 5%, not Rm. Using 11% as the premium gives 19.75%. Forgetting to add rf gives 6.25%.

More worked examples

Cost of equity from the market return

rf = 7%, expected market return = 12.5%, beta = 0.8.
Premium = 12.5 − 7 = 5.5%. ke = 7 + 0.8 × 5.5 = 7 + 4.4 = 11.4%.

Cost of equity when the premium is given

rf = 6.5%, market risk premium = 6%, beta = 1.5.
ke = 6.5 + 1.5 × 6 = 15.5%. Do not subtract rf again: the 6% is already the premium.

WACC

Equity is 60% of capital with ke = 14%. Debt is 40% with a pre-tax cost of 10%. The tax rate is 30%.
After-tax kd = 10 × (1 − 0.30) = 7%. WACC = 0.60 × 14 + 0.40 × 7 = 8.4 + 2.8 = 11.2%.

Feeding ke into the Gordon growth model

D0 = Rs 4, growth = 6%, ke = 12%.
D1 = 4 × 1.06 = 4.24. Value = 4.24 ÷ (0.12 − 0.06) = Rs 70.67.

Mistakes that cost marks

Practise this topic in the free test

Valuation Multiples: P/E, P/B, PEG and EV Formulas with Solved NISM XV Examples

Quick answer

P/E = price ÷ EPS. P/B = price ÷ book value per share. PEG = P/E ÷ expected growth rate (in percent). EV/Sales = enterprise value ÷ sales. To turn an enterprise-value multiple into a share price, subtract net debt and divide by the number of shares. Margin of safety = (intrinsic value − price) ÷ intrinsic value.

Syllabus location: Chapters 10 and 3: Valuation Principles and Terminology. Chapter 10 carries 12 marks and Chapter 3 carries 2 marks.

Formulas

MeasureFormulaNote
P/E ratioPrice ÷ EPSImplied price = P/E × EPS.
Book value per share(Share capital + reserves) ÷ number of sharesNumber of shares = share capital ÷ face value.
P/B ratioPrice ÷ book value per share
PEG ratioP/E ÷ growth rate in percentGrowth of 20% enters as 20, not 0.20.
Enterprise valueMarket cap + debt + preference + minority interest − cashNet debt = debt − cash.
Value per share from an EV multiple(Multiple × metric − net debt) ÷ sharesMetric is sales, EBITDA or similar. Also deduct preference capital and minority interest if the question gives them.
Margin of safety(Intrinsic value − price) ÷ intrinsic valueDenominator is intrinsic value.

How to solve it

  1. Identify which multiple the question uses and which figure it multiplies (EPS, book value, sales or EBITDA).
  2. For an enterprise-value multiple, multiply to get EV first. Then subtract net debt to reach equity value.
  3. Divide equity value by the number of shares. Number of shares = share capital ÷ face value if not given.
  4. Check units: crore against crore, rupees per share against rupees per share.

Solved questions from the free test

Free practice question 1 · Chapter 3

A company has equity share capital of Rs. 60 crore (face value Rs. 10 per share) and reserves of Rs. 260 crore. Its share trades at Rs. 210. What is the price-to-book value (P/B) ratio?

  1. A3.94 times ✓
  2. B4.85 times
  3. C7.88 times
  4. D21.00 times

Formula: Book value per share = (share capital + reserves) ÷ number of shares. P/B = price ÷ book value per share.

Working: Shares = 60 ÷ 10 = 6 crore. Net worth = 60 + 260 = Rs 320 crore. Book value per share = 320 ÷ 6 = Rs 53.33. P/B = 210 ÷ 53.33 = 3.94 times.

Common traps: Using reserves alone (260 ÷ 6 = 43.33) gives 4.85 times. Dividing the price by the face value gives 21.00.

Free practice question 2 · Chapter 3

A company's trailing EPS is Rs. 12 and stocks in its sector trade at a P/E of 22 times. At the sector P/E, what is the implied share price?

  1. ARs. 132
  2. BRs. 0.55
  3. CRs. 286
  4. DRs. 264 ✓

Formula: Implied price = P/E × EPS.

Working: 22 × 12 = Rs 264.

Common traps: Rs 0.55 comes from dividing instead of multiplying (12 ÷ 22). P/E tells you how many rupees the market pays per rupee of earnings, so price is always the larger number.

Free practice question 3 · Chapter 10

A stock trades at a P/E of 18 times and its earnings are expected to grow at 20% a year. What is its PEG ratio?

  1. A1.11 times
  2. B360 times
  3. C0.90 times ✓
  4. D1.50 times

Formula: PEG = P/E ÷ expected annual earnings growth (growth entered as a whole number of percent).

Working: 18 ÷ 20 = 0.90.

Common traps: 1.11 inverts the ratio and 360 multiplies the two numbers. A PEG below 1 is often read as cheap relative to growth, but that is a rule of thumb, not a guarantee.

Free practice question 4 · Chapter 10

A company has sales of Rs. 800 crore and net debt of Rs. 400 crore, with 10 crore shares. Similar companies trade at an EV/Sales of 1.5 times. What is the implied value per share?

  1. ARs. 40.00
  2. BRs. 120.00
  3. CRs. 80.00 ✓
  4. DRs. 160.00

Formula: EV = multiple × sales. Equity value = EV − net debt. Value per share = equity value ÷ shares.

Working: EV = 1.5 × 800 = 1,200. Equity value = 1,200 − 400 = 800. Per share = 800 ÷ 10 = Rs 80.

Common traps: Skipping the net-debt step gives Rs 120. Adding net debt instead of subtracting it gives Rs 160.

Free practice question 5 · Chapter 10

An analyst estimates the intrinsic value of a stock at Rs. 600 and it trades at Rs. 420. What is the margin of safety, measured as (intrinsic value - price)/intrinsic value?

  1. A70.0%
  2. B42.9%
  3. C180.0%
  4. D30.0% ✓

Formula: Margin of safety = (intrinsic value − price) ÷ intrinsic value.

Working: (600 − 420) ÷ 600 = 180 ÷ 600 = 30.0%.

Common traps: Dividing by the price instead of intrinsic value gives 42.9%. 70.0% is price ÷ intrinsic value, which is not the margin.

More worked examples

Implied price from a sector P/E

EPS = Rs 8.50 and the sector P/E is 18.
Price = 18 × 8.50 = Rs 153.

Price-to-book from capital and reserves

Share capital Rs 40 crore (face value Rs 10), reserves Rs 360 crore, price Rs 250.
Shares = 40 ÷ 10 = 4 crore. Net worth = 400. Book value per share = 400 ÷ 4 = Rs 100. P/B = 250 ÷ 100 = 2.5 times.

PEG

P/E = 30 and expected growth = 25%.
PEG = 30 ÷ 25 = 1.2. A PEG near 1 is often read as fair value for the growth, and below 1 as cheap. That is a rule of thumb.

EV/EBITDA to value per share

EBITDA = Rs 250 crore, peer multiple = 10, net debt = Rs 300 crore, shares = 10 crore.
EV = 2,500. Equity value = 2,500 − 300 = 2,200. Per share = Rs 220.

EV/Sales to value per share

Sales = Rs 1,200 crore, EV/Sales = 0.8, net debt = Rs 200 crore, shares = 20 crore.
EV = 960. Equity value = 760. Per share = Rs 38.

Margin of safety

Intrinsic value Rs 250, price Rs 200.
(250 − 200) ÷ 250 = 20%. Dividing by the price would give 25%, which is the wrong denominator.

Mistakes that cost marks

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Financial Ratios for NISM XV: ROE, Interest Coverage, Asset Turnover and Free Cash Flow

Quick answer

Interest coverage = EBIT ÷ interest expense. ROE = PAT ÷ average shareholders' equity. Total asset turnover = revenue ÷ total assets. Free cash flow = cash flow from operations − capital expenditure. Read the question for what it already includes: EBIT is after depreciation, and dividends never reduce free cash flow.

Syllabus location: Chapter 8: Company Analysis (Financial Analysis). This chapter carries 12 marks in the 100-mark exam.

Formulas

MeasureFormulaNote
Interest coverageEBIT ÷ interest expenseEBIT = PBT + interest.
ROEPAT ÷ average equityAverage equity = (opening + closing) ÷ 2. Use closing only if the question says so.
DuPont ROENet margin × asset turnover × equity multiplierEquity multiplier = total assets ÷ equity.
Total asset turnoverRevenue ÷ total assetsFixed asset turnover uses net fixed assets.
Free cash flowCash flow from operations − capexDividends and buybacks are uses of FCF.
Current ratioCurrent assets ÷ current liabilitiesQuick ratio excludes inventory.
Debt-equity ratioTotal debt ÷ shareholders' equity

How to solve it

  1. Pick out the numerator and denominator the question names (EBIT or PBT, average or closing equity, total or fixed assets).
  2. Convert if needed: EBIT = PBT + interest, average equity = (opening + closing) ÷ 2.
  3. Divide, and keep the units consistent (crore with crore).
  4. Sanity-check the size: coverage below 1 means EBIT does not cover interest.

Solved questions from the free test

Free practice question 1 · Chapter 8

A company reports EBIT of Rs. 240 crore, depreciation of Rs. 20 crore (already deducted in arriving at EBIT) and interest expense of Rs. 90 crore. What is its interest coverage ratio (EBIT basis)?

  1. A2.89 times
  2. B1.67 times
  3. C0.375 times
  4. D2.67 times ✓

Formula: Interest coverage = EBIT ÷ interest expense.

Working: 240 ÷ 90 = 2.67 times.

Common traps: Depreciation is already deducted in reaching EBIT, so adding it back (260 ÷ 90 = 2.89) is wrong for an EBIT-based ratio. 0.375 is the ratio upside down.

Free practice question 2 · Chapter 8

A company earned a PAT of Rs. 90 crore. Shareholders' equity was Rs. 700 crore at the start and Rs. 740 crore at the end of the year. What is its ROE on average equity?

  1. A12.50% ✓
  2. B12.86%
  3. C225.00%
  4. D12.16%

Formula: ROE = PAT ÷ average shareholders' equity, where average equity = (opening + closing) ÷ 2.

Working: Average equity = (700 + 740) ÷ 2 = 720. ROE = 90 ÷ 720 = 12.50%.

Common traps: Opening equity gives 12.86% and closing equity gives 12.16%. If the question says average, use the average.

Free practice question 3 · Chapter 8

A company generated cash flow from operations of Rs. 640 crore, spent Rs. 120 crore on capital expenditure and paid dividends of Rs. 40 crore. What is its free cash flow (CFO - capex)?

  1. ARs. 600 crore
  2. BRs. 760 crore
  3. CRs. 480 crore
  4. DRs. 520 crore ✓

Formula: Free cash flow = cash flow from operations − capital expenditure.

Working: 640 − 120 = Rs 520 crore.

Common traps: Dividends are paid out of free cash flow, they are not deducted in computing it. Subtracting them too (640 − 120 − 40 = 480) is wrong.

Free practice question 4 · Chapter 8

A company has revenue of Rs. 2400 crore, total assets of Rs. 1200 crore and net fixed assets of Rs. 300 crore. What is its total asset turnover?

  1. A1.60 times
  2. B2.00 times ✓
  3. C8.00 times
  4. D0.50 times

Formula: Total asset turnover = revenue ÷ total assets. Fixed asset turnover = revenue ÷ net fixed assets.

Working: 2,400 ÷ 1,200 = 2.00 times.

Common traps: Dividing by net fixed assets gives fixed asset turnover (2,400 ÷ 300 = 8.00 times). Check which asset base the question names. 0.50 is the ratio inverted.

More worked examples

Interest coverage from profit before tax

PBT = Rs 150 crore, interest = Rs 30 crore.
EBIT = 150 + 30 = 180. Coverage = 180 ÷ 30 = 6.0 times. PBT is after interest, so it must be added back.

ROE on average equity

PAT = Rs 60 crore, opening equity 500, closing equity 560.
Average = 530. ROE = 60 ÷ 530 = 11.32%.

DuPont

Net margin 8%, asset turnover 1.5 times, equity multiplier 2.0.
ROE = 8% × 1.5 × 2.0 = 24%.

Fixed versus total asset turnover

Revenue Rs 1,800 crore, net fixed assets Rs 600 crore, total assets Rs 900 crore.
Fixed asset turnover = 1,800 ÷ 600 = 3.0 times. Total asset turnover = 1,800 ÷ 900 = 2.0 times.

Free cash flow with a dividend

CFO Rs 500 crore, capex Rs 180 crore, dividends Rs 60 crore.
FCF = 500 − 180 = Rs 320 crore. The dividend is paid out of FCF and is ignored.

Mistakes that cost marks

Practise this topic in the free test

Bonus, Stock Split, Rights Issue and Buyback Calculations: Solved NISM XV Examples

Quick answer

A bonus of a:b gives a new shares for every b held, so the new holding is holding × (1 + a ÷ b) and the ex-bonus price is cum-price × b ÷ (a + b). A split divides the price and multiplies the share count by old face value ÷ new face value. A rights issue is priced through TERP = (existing shares × market price + new shares × issue price) ÷ total shares. Bonus and split leave market capitalisation unchanged.

Syllabus location: Chapter 9: Corporate Actions. This chapter carries 5 marks in the 100-mark exam.

Formulas

MeasureFormulaNote
Holding after bonusHolding × (1 + a ÷ b)Bonus a:b means a new for every b held (usual Indian usage). If the question defines the ratio, follow it.
Ex-bonus priceCum price × b ÷ (a + b)Market cap stays the same.
Post-split pricePrice ÷ (old face value ÷ new face value)Share count rises by the same factor.
Theoretical ex-rights price (TERP)(N × market price + n × issue price) ÷ (N + n)N existing shares, n new shares.
Value of a rightPer existing share: cum-rights price − TERP. Per new share: TERP − issue priceCheck which one the question asks for.
EPS after buybackPAT ÷ (shares − shares bought back)Assumes PAT is unchanged.

How to solve it

  1. Write the ratio in words: a new shares for every b held.
  2. Compute the new share count first, then the adjusted price (price × old shares ÷ new shares).
  3. For rights, compute TERP as a weighted average of the market price and the issue price.
  4. Check by market capitalisation: it should not change for a bonus or a split.

Solved questions from the free test

Free practice question 1 · Chapter 9

An investor holds 200 shares when the company announces a bonus in the ratio 1:5 (1 bonus share for every 5 held). How many shares will the investor hold after the bonus?

  1. A240 shares ✓
  2. B40 shares
  3. C1,200 shares
  4. D201 shares

Formula: Bonus of a:b means a new shares for every b held. Holding after bonus = holding × (1 + a ÷ b).

Working: Bonus shares = 200 × 1 ÷ 5 = 40. Total = 200 + 40 = 240 shares.

Common traps: 40 is only the bonus shares, not the new holding. 1,200 multiplies the holding by 6.

Free practice question 2 · Chapter 9

A company splits its shares of face value Rs. 10 into shares of face value Rs. 5. Before the split the share trades at Rs. 750. What is the theoretical post-split price?

  1. ARs. 1,500.00
  2. BRs. 375.00 ✓
  3. CRs. 748.00
  4. DRs. 250.00

Formula: Split factor = old face value ÷ new face value. Post-split price = old price ÷ split factor.

Working: 10 ÷ 5 = 2, so each share becomes 2 shares. 750 ÷ 2 = Rs 375.

Common traps: Market capitalisation does not change in a split: the share count doubles and the price halves. Rs 1,500 multiplies when it should divide.

More worked examples

Bonus 2:5 (2 new shares for every 5 held)

An investor holds 350 shares and the cum-bonus price is Rs 700.
Bonus shares = 350 × 2 ÷ 5 = 140. New holding = 490 shares. Ex-bonus price = 700 × 5 ÷ 7 = Rs 500. Value before: 350 × 700 = 2,45,000. Value after: 490 × 500 = 2,45,000.

Split from Rs 10 to Rs 2

Price Rs 1,000 and 100 shares held.
Factor = 10 ÷ 2 = 5. New price = Rs 200. New holding = 500 shares. Value stays Rs 1,00,000.

Rights issue 1:4 at Rs 120

Market price Rs 200. One new share for every 4 held.
TERP = (4 × 200 + 1 × 120) ÷ 5 = 920 ÷ 5 = Rs 184. Value of the right per new share = 184 − 120 = Rs 64. Per existing share = 200 − 184 = Rs 16.

EPS after a buyback

PAT Rs 300 crore, 30 crore shares, buyback of 5 crore shares.
EPS before = 10. EPS after = 300 ÷ 25 = Rs 12.

Mistakes that cost marks

Practise this topic in the free test

Pivot Points, Retracement and Breakout Target Calculations: Solved NISM XV Examples

Quick answer

The standard pivot is P = (H + L + C) ÷ 3 from the previous session. R1 = 2P − L and S1 = 2P − H. A fall of x% from a peak leaves peak × (1 − x). A rectangle's measured-move target is the breakout level plus (upside) or minus (downside) the height of the range. Chapter 15 is the largest chapter in NISM Series XV.

Syllabus location: Chapter 15: Technical Analysis. This chapter carries 15 marks in the 100-mark exam.

Formulas

MeasureFormulaNote
Pivot pointP = (H + L + C) ÷ 3Previous session's high, low and close.
First support and resistanceS1 = 2P − H; R1 = 2P − LR1 uses the low, S1 uses the high.
Second support and resistanceS2 = P − (H − L); R2 = P + (H − L)Classic (floor-trader) pivots. Other pivot systems use different formulas.
Fall from a peakPeak × (1 − percentage)A 10% fall from 500 is 450.
Fibonacci retracement of an up-moveHigh − (High − Low) × 38.2% / 50% / 61.8%Measured down from the high.
Rectangle targetBreakout level ± height of the rectangleUpside: resistance + height. Downside: support − height.
Head-and-shoulders targetNeckline − (head − neckline)For a top pattern that breaks the neckline. Assumes a roughly horizontal neckline.

How to solve it

  1. Note whether the question asks for a level (pivot, support, resistance), a retracement, or a pattern target.
  2. For pivots, use the previous session's high, low and close and calculate P first.
  3. For pattern targets, measure the height of the pattern, then apply it from the breakout level.
  4. Round only at the end.

Solved questions from the free test

Free practice question 1 · Chapter 15

A stock has consolidated in a range between support at Rs. 180 and resistance at Rs. 200. It breaks out above Rs. 200 on high volume. What is the measured-move target for the breakout?

  1. ARs. 220 ✓
  2. BRs. 160
  3. CRs. 210
  4. DRs. 240

Formula: Upside target = resistance + height of the rectangle. Downside target = support − height.

Working: Height = 200 − 180 = 20. Target = 200 + 20 = Rs 220.

Common traps: The height is added to the breakout level (resistance), not to the support. Rs 240 adds the height twice and Rs 160 is the downside target.

Free practice question 2 · Chapter 15

Yesterday a stock had a high of Rs. 612, a low of Rs. 594 and a close of Rs. 600. Using the standard formula, what is today's first resistance (R1)?

  1. ARs. 592.00
  2. BRs. 610.00 ✓
  3. CRs. 602.00
  4. DRs. 603.00

Formula: P = (H + L + C) ÷ 3. R1 = 2P − L. S1 = 2P − H.

Working: P = (612 + 594 + 600) ÷ 3 = 602.00. S1 = 2P − H = 592.00. R1 = 2P − L = 610.00.

Common traps: Rs 592 is S1 and Rs 602 is the pivot itself. R1 uses the low and S1 uses the high, which is easy to swap.

Free practice question 3 · Chapter 15

A stock peaked at Rs. 500 and then corrected by 10% from the peak. At what price is it now trading?

  1. ARs. 490
  2. BRs. 550
  3. CRs. 455
  4. DRs. 450 ✓

Formula: Price after a percentage fall = peak × (1 − percentage).

Working: 500 × (1 − 0.10) = Rs 450.

Common traps: Rs 550 adds 10% instead of removing it. Rs 455 divides by 1.10, which answers a different question.

More worked examples

Pivot points

Previous session: high 480, low 462, close 474.
P = (480 + 462 + 474) ÷ 3 = 472. R1 = 944 − 462 = 482. S1 = 944 − 480 = 464. R2 = 472 + 18 = 490. S2 = 472 − 18 = 454.

Fibonacci retracement

A stock rises from Rs 200 to Rs 350, a move of 150.
38.2% retracement: 350 − 57.3 = Rs 292.70. 50%: 350 − 75 = Rs 275. 61.8%: 350 − 92.7 = Rs 257.30.

Rectangle with a downside break

Support Rs 360, resistance Rs 390, height 30. The price breaks below 360.
Target = 360 − 30 = Rs 330.

Head-and-shoulders target

Head at Rs 520, neckline at Rs 470. The neckline breaks.
Height = 50. Target = 470 − 50 = Rs 420.

Percentage fall and recovery

A stock falls 15% from Rs 800 to Rs 680 (800 × 0.85). A 20% rally from there gives 680 × 1.20 = Rs 816. Percentages do not reverse each other.

Mistakes that cost marks

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Contango vs Backwardation and Cost of Carry: Solved NISM XV Examples

Quick answer

Contango means futures prices are above the spot price and rise with maturity, which reflects a positive cost of carry. Backwardation means futures prices are below spot, which happens when the convenience yield is greater than the cost of carry. In the cost-of-carry model, futures price = spot + storage + insurance + financing cost − convenience yield.

Syllabus location: Chapter 11: Fundamental Analysis of Commodities. This chapter carries 5 marks in the 100-mark exam.

Formulas

MeasureFormulaNote
Cost-of-carry futures priceSpot + storage + insurance + financing − convenience yieldFair value of the futures contract.
ContangoSpot < near futures < far futuresCost of carry dominates.
BackwardationSpot > near futures > far futuresConvenience yield exceeds carry cost.
Basis (as used here)Spot − futuresNegative in contango. Some texts define it the other way, so check the question.
Implied convenience yieldSpot + carry costs − futures pricePositive when the futures price is below full carry.

How to solve it

  1. Line up the prices by maturity: spot, then nearest futures, then later futures.
  2. If prices rise with maturity, it is contango. If they fall, it is backwardation.
  3. For a fair futures price, add all carrying costs to the spot price and subtract any convenience yield.
  4. For arbitrage, compare the actual futures price with the fair price.

Solved questions from the free test

Free practice question 1 · Chapter 11

A commodity trades at Rs. 84 in the spot market, Rs. 86 for one-month futures and Rs. 88 for three-month futures. What does this price structure indicate?

  1. AA flat curve, as spot and futures prices have converged
  2. BContango, with a positive cost of carry reflected in the higher deferred prices ✓
  3. CBackwardation, with a convenience yield greater than the cost of carry
  4. DBackwardation, since futures prices exceed the spot price

Formula: Contango: futures above spot and rising with maturity. Backwardation: futures below spot.

Working: 84 < 86 < 88, so the curve slopes upward: contango. The higher deferred prices reflect the cost of carry (storage, insurance and financing).

Common traps: Futures above spot is contango, not backwardation. Backwardation needs futures below spot, which happens when the convenience yield is greater than the cost of carry.

More worked examples

Identify the curve

Spot Rs 92, one-month futures Rs 90, three-month futures Rs 87.
Prices fall as maturity lengthens: backwardation.

Fair futures price

Spot Rs 5,000. Storage and insurance total Rs 150, financing cost is Rs 200.
Fair futures = 5,000 + 150 + 200 = Rs 5,350.

Cash-and-carry arbitrage

Fair futures price Rs 5,350 but the futures trade at Rs 5,450.
Buy the commodity at spot, finance and store it, and sell the futures. The locked-in gain is 5,450 − 5,350 = Rs 100.

Basis

Spot Rs 62,400 and futures Rs 62,700.
Basis = 62,400 − 62,700 = −300. A negative basis with futures above spot is contango.

Implied convenience yield

Spot Rs 5,000, carry costs Rs 350, futures Rs 5,250.
Convenience yield = 5,000 + 350 − 5,250 = Rs 100.

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Real Interest Rate and the Fisher Equation: Solved NISM XV Examples

Quick answer

The exact real interest rate is (1 + nominal) ÷ (1 + inflation) − 1. The shortcut nominal − inflation is only an approximation, and the gap grows as rates rise. Real GDP growth uses the same structure with the GDP deflator. When a question says exact or Fisher, use the ratio.

Syllabus location: Chapter 5: Economic Analysis. Chapter 5 carries 5 marks. Real-return calculations also appear in Chapter 12 (Risk and Return), which carries 7 marks.

Formulas

MeasureFormulaNote
Real rate (exact)(1 + nominal) ÷ (1 + inflation) − 1Fisher relationship.
Real rate (approximation)Nominal − inflationClose only when rates are low.
Nominal from real(1 + real) × (1 + inflation) − 1
Inflation from an index(CPI this year − CPI last year) ÷ CPI last year
Real GDP growth(1 + nominal growth) ÷ (1 + deflator inflation) − 1

How to solve it

  1. Convert percentages to decimals (9% = 0.09).
  2. Compute (1 + nominal) ÷ (1 + inflation).
  3. Subtract 1 and convert back to percent.
  4. If the options include both the exact and the approximate figure, choose the one that matches the method the question names.

Solved questions from the free test

Free practice question 1 · Chapter 5

The nominal interest rate is 9% and inflation is 4%. Using the exact (Fisher) relationship, what is the real rate of return?

  1. A13.00%
  2. B4.81% ✓
  3. C13.36%
  4. D5.00%

Formula: Real rate = (1 + nominal) ÷ (1 + inflation) − 1.

Working: 1.09 ÷ 1.04 − 1 = 1.0481 − 1 = 4.81%.

Common traps: The shortcut 9% − 4% = 5.00% is only an approximation. When a question says exact or Fisher, use the ratio. 13.00% adds the two rates.

More worked examples

Exact real return

Nominal 11%, inflation 5%.
1.11 ÷ 1.05 − 1 = 0.05714 = 5.71%. The approximation 11 − 5 = 6% is slightly higher.

Low real return

Nominal 7.5%, inflation 6%.
1.075 ÷ 1.06 − 1 = 1.42%. The approximation is 1.5%.

Inflation from a price index

CPI rises from 152.4 to 160.9.
(160.9 − 152.4) ÷ 152.4 = 8.5 ÷ 152.4 = 5.58%.

Real GDP growth

Nominal GDP grows 12% and the GDP deflator rises 5%.
1.12 ÷ 1.05 − 1 = 6.67%.

Nominal rate from a real target

An investor wants a 3% real return and expects 5% inflation.
(1.03 × 1.05) − 1 = 8.15%.

Mistakes that cost marks

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Frequently asked questions

What is the formula for the Sharpe ratio in NISM Series XV?

Sharpe ratio = (portfolio return − risk-free rate) ÷ standard deviation of the portfolio's returns. For a fund that returned 18% with a 10% standard deviation when the risk-free rate was 6%, it is (18 − 6) ÷ 10 = 1.20.

What is the difference between the Sharpe and Treynor ratios?

Both measure excess return per unit of risk. Sharpe uses total risk (standard deviation), so it suits a standalone portfolio. Treynor uses beta, which is market risk only, so it suits a portfolio that is one part of a well-diversified holding.

What is the CAPM formula?

Required return = risk-free rate + beta × (expected market return − risk-free rate). With rf = 6%, Rm = 11% and beta = 1.25, the required return is 6 + 1.25 × 5 = 12.25%.

What is the market risk premium?

It is the expected market return minus the risk-free rate. If the market is expected to return 11% and the risk-free rate is 6%, the premium is 5 percentage points.

How do you calculate the P/B ratio from share capital and reserves?

Add share capital and reserves to get net worth, divide by the number of shares (share capital ÷ face value) to get book value per share, then divide the market price by that. With Rs 60 crore capital, Rs 260 crore reserves, face value Rs 10 and a Rs 210 price, P/B is 210 ÷ 53.33 = 3.94 times.

What does the PEG ratio tell you?

PEG compares the P/E with expected earnings growth. A stock at a P/E of 18 with 20% expected growth has a PEG of 0.90. Lower values mean you pay less per unit of growth, though PEG depends on the growth forecast being right.

Is ROE calculated on average equity or closing equity?

Use the basis the question states. When it says average equity, average the opening and closing balances. For PAT of Rs 90 crore and equity of 700 and 740, average equity is 720 and ROE is 12.50%.

What does an interest coverage ratio below 1 mean?

EBIT is smaller than interest expense, so operating profit does not cover the interest bill. A ratio of 2.67 means EBIT is 2.67 times interest.

Does a bonus issue change market capitalisation?

No. The number of shares rises and the price falls in proportion, so market capitalisation is unchanged. A holder of 200 shares who receives a 1:5 bonus owns 240 shares at a correspondingly lower price.

What is the difference between a bonus issue and a stock split?

A bonus issue gives extra shares by capitalising reserves and leaves face value unchanged. A split cuts the face value (for example Rs 10 to Rs 5) and multiplies the shares. Both lower the price per share and neither changes market capitalisation.

How are pivot points calculated?

The pivot is the average of the previous session's high, low and close, (H + L + C) ÷ 3. R1 = 2 × pivot − low and S1 = 2 × pivot − high. With a high of 612, low of 594 and close of 600, the pivot is 602, R1 is 610 and S1 is 592.

How do you calculate a rectangle breakout target?

Measure the height of the rectangle (resistance − support) and add it to the resistance for an upside breakout, or subtract it from the support for a downside break. A range of 180 to 200 breaking upward has a target of 200 + 20 = Rs 220.

What is contango in commodity futures?

Contango is when futures prices are higher than the spot price and increase with maturity. A commodity at Rs 84 spot, Rs 86 for one month and Rs 88 for three months is in contango. The gap reflects storage, insurance and financing costs.

What causes backwardation?

Backwardation occurs when futures trade below spot, usually because holders value having the physical commodity now. In cost-of-carry terms, the convenience yield is greater than the cost of carry.

What is the Fisher equation?

The Fisher equation links nominal, real and inflation rates: (1 + nominal) = (1 + real) × (1 + inflation). Rearranged, the real rate is (1 + nominal) ÷ (1 + inflation) − 1.

How do you calculate the real interest rate?

Divide 1 plus the nominal rate by 1 plus the inflation rate, then subtract 1. With a 9% nominal rate and 4% inflation, 1.09 ÷ 1.04 − 1 = 4.81%.

Test yourself

Take the two free 20-question NISM XV numerical tests with a free account. Scoring copies the real exam: +1 for a correct answer and −0.25 for a wrong one, and every answer gets a worked solution when you finish.

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Formulas follow standard textbook methods, and the NISM workbook may present variants. Every worked example on this page was recomputed before publishing. Confirm exam rules, marks and syllabus on the official NISM website (nism.ac.in) before you register. BullWiser is an independent financial education platform, not affiliated with NISM or SEBI, and practice questions do not guarantee a pass. Companies in the examples are fictional. Last updated 19 September 2026.