|Methodology||Alpha based Weighting|
|No. of Constituents||30|
|Launch Date||November 16, 2017|
|Base Date||October 1, 2014|
|Calculation Frequency||End of day|
|Std. Deviation *||16.83|
|ENERGY-OIL & GAS||10.00|
|AUTOMOBILES & AUTO PARTS||6.67|
|CEMENT & CEMENT PRODUCTS||6.67|
|INFRASTRUCTURE CONSTRUCTION AND ENGINEERING||3.33|
|METALS AND MINING||3.33|
|GOLD & JEWELLERY||3.33|
Top Constituents by Returns (In Last Quarter)
|Eicher Motors Limited||27.00|
|ICICI Bank Limited||24.00|
|State Bank of India||23.00|
|Berger Paints (I) Limited||19.00|
|HDFC Asset Management Company Limited||14.00|
|Indusind Bank Ltd||9.00|
|Bajaj Finserv Limited||1.00|
|Maruti Suzuki India Limited||1.00|
Annualized Volatility %
|Period||Dynamic Largecap Index||NIFTY 50 Index|
Ended Dec 31, 2019
|Period||Dynamic Large Cap Index||NIFTY 50 Index||Top 5 Largecap MF|
|Since Inception (1-10-14)||19.05||8.90||11.67|
# QTD,YTD and 1 year returns are absolute returns. Returns for greater than one year are CAGR returns.
* Average daily standard deviation annualised.
- Weight of stocks in index is based on alpha score derived from ‘Jensen Alpha’ for the 30 stocks calculated based on previous 6 month period ending last trading day of February, May, August & November of each year.
- Index is rebalanced on a quarterly basis in March, June, September and December on 1st working day after F&O expiry of March, June, September and December.
- Weight of the stocks are determined based on Alpha score calculated at the time of the quarterly review. This weight may drift till the next review due to movement in stock prices.
- Apart from the scheduled quarterly review, additional rebalancing of the index is carried out in case any of the index constituents undergoes a suspension or delisting or scheme of arrangement.
The list of 30 stocks are determined based on quantitative research & analysis conducted on a quarterly basis by Dynamic Research team
List of Index Stocks for Oct-Dec'19 Quarter
|ADANI PORTS AND SPECIAL ECONOMIC ZONE LTD.|
|AMBUJA CEMENTS LTD.|
|ASIAN PAINTS LTD.|
|AVENUE SUPERMARTS LTD.|
|AXIS BANK LTD.|
|BAJAJ FINANCE LTD.|
|BAJAJ FINSERV LTD.|
|BAJAJ HOLDINGS & INVESTMENT LTD.|
|BANDHAN BANK LTD.|
|BERGER PAINTS INDIA LTD.|
|BHARAT PETROLEUM CORPORATION LTD.|
|BRITANNIA INDUSTRIES LTD.|
|COLGATE PALMOLIVE (INDIA) LTD.|
|EICHER MOTORS LTD.|
|HAVELLS INDIA LTD.|
|HDFC ASSET MANAGEMENT COMPANY LTD.|
|HDFC BANK LTD.|
|HINDUSTAN PETROLEUM CORPORATION LTD.|
|ICICI BANK LTD.|
|INDIAN OIL CORPORATION LTD.|
|INDUSIND BANK LTD.|
|LARSEN & TOUBRO LTD.|
|MARUTI SUZUKI INDIA LTD.|
|PIDILITE INDUSTRIES LTD.|
|STATE BANK OF INDIA|
|TITAN COMPANY LTD.|
|ULTRATECH CEMENT LTD.|
|UNITED BREWERIES LTD.|
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