Share Price Behaviour Around Stock Dividends

Description
An event study of seleceted firms (Wipro, ITC, Aegis logistics, L&T ltd, Sterlite Industries, EIL) on their share price around stock dividends

Share Price behaviour around Stock Dividends: An event study of select Indian firms

Bonus Share
? An extra dividend paid to shareholders in a joint stock

company from surplus profits
? The bonus to its shareholders in the form of shares; a free

share thus issued is known as a bonus share
? Based upon the no. of shares that the shareholder already

owns at the time of announcement
? While the issue of bonus shares increases the total number

of shares issued and owned, it does not increase the value of the company

Current Scenario regarding bonus shares
? As many as 19 companies have come out with bonus issues

in the first quarter of 2010-11 compared with five in the same period last year, with ITC, MMTC, Orbit Corporation and Edelweiss Capital in last 10 days
? In reality, there is no value addition since there is no inflow

of money – no direct benefit to shareholders
? However, it can help improve the liquidity of the stock as

there are a greater number of shares available for trading

Benefits
? Mostly indirect benefits. There have been instances when

stock prices have run-up substantially pre- or post a bonus issue. For example, the MMTC scrip spurted 21% on June 15, a day after its board announced that it would consider a bonus issue. ? Bonus shares are sometimes used to offset short-term capital gains tax. For example, an investor can purchase a stock ahead of the bonus issue, and sell it ex-bonus after the stock price adjusts. Since the stock price will reduce exbonus, the transaction can be shown as a loss, which can be offset against short-term capital gains.

6 Indian Companies looked at
? Beta < 1 ? Wipro ? ITC ? Aegis Logistics ? Beta > 1 ? L&T Ltd ? Sterlite Industries ? EIL

Wipro
? 25-June-04: Bonus 1:2 ? 22-Aug-05: Bonus 1:1 ? 15-June-10: Bonus 3:2

Benchmarked with Sensex
? Beta – 0.93

ITC
? 21-Sep-05: Bonus 2:1, Split 10:1 ? 3-Aug-10: Bonus 1:1

Benchmarked with Sensex
? Beta – 0.61

Aegis Logistics
? 18-Aug-2010: Bonus 3:2

Benchmarked with Sensex
? Beta – 0.76

Pros and Cons to Aegis

Pros
Conserves cash within the company Increases capital base Retention of management control

Cons
Need to grow business

Increase number of share counts
Risk of increase dividend cash outflow

Larsen & Toubro Limited
? 28 Sept-2006: Bonus 1:1 ? 01-Oct-2008: Bonus 1:1

Benchmarked with Sensex
? Beta – 1.44

Sterlite Industries
? 6-Feb-2004: Bonus 1:1 ? 5-May-2006: Bonus 1:1

? 21-Jun-2010: Bonus 1:1

Benchmarked with Sensex
? Beta – 1.37

Engineers India Ltd
? 6-May-10: BONUS 1:2

Benchmarked with Sensex
? Beta – 1.48

Thank You



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