1346.29

+22.28 (1.68%)


Feb 23, 2018

Dynamic Largecap Index comprises of 30 large market capitalization stocks. The stocks in this index have been meticously picked to give the stocks with good returns. This alpha-based strategy is the base of computing this index

Portfolio Characteristics

Methodology Alpha based Weighting
No. of Constituents 30
Launch Date October 31, 2017
Base Value 1000
Base Date October 3, 2016
Calculation Frequency EOD Daily
Index Rebalancing Quarterly

Statistics

QTD YTD Since Inception
Returns (%) 0.61 0.61 28.71
Since Inception
Correlation 0.81
Beta 1.28
Std. Deviation * 16.20

Sector Representation

Sector Representation-Major
Sector Weight(%)
FINANCIAL SERVICES 18.10
ENERGY-OIL & GAS 14.25
METALS AND MINING 12.27
AUTOMOBILES & AUTO PARTS 10.54
IT 9.96
CEMENT & CEMENT PRODUCTS 5.16
BANKS-PRIVATE AND PSU 4.53
INDUSTRIAL MANUFACTURING 3.18
INFRASTRUCTURE CONSTRUCTION AND ENGINEERING 1.80
PHARMA 1.41
Sector Representation-Minor
Sector Weight(%)
GOLD & JEWELLERY 11.00
DEFENCE 2.83
MEDIA-TV AND NEWSPAPER 1.87
ELECTRICAL EQUIPMENT 1.61
AIRLINES 1.50

Fundamentals

P/E P/B Dividend Yield
27.80 3.79 0.94

Top Constituents by Weight

Company Weight(%)
Titan Company Ltd. 11.00
Bajaj Holdings & Investment Ltd. 7.15
Reliance Industries Ltd. 6.56
Tech Mahindra Ltd. 6.42
Tata Steel Ltd. 6.31
JSW Steel Ltd. 5.95
Bajaj Finance Ltd. 5.19
TVS Motor Company Ltd. 5.06
Motherson Sumi Systems Ltd. 3.95
Bajaj Finserv Ltd. 3.94

Annualized Volatility %

Period Dynamic Largecap Index NIFTY 50 Index
Since 03-10-2016 16.20 10.30
6 Months 14.90 9.70
3 Months 12.90 9.40

Ended Jan 31, 2018

Returns %

Period Dynamic Large Cap Index NIFTY 50 Index Top 10 Largecap MF
1 Month 0.61 4.72 2.88
3 Months 6.33 6.71 5.07
1 Year 37.55 28.82 31.09

# QTD,YTD and 1 year returns are absolute returns. Returns for greater than one year are CAGR returns.
* Average daily standard deviation annualised.

Index Performance

Index Methodology

List of Index Stocks for Jan-Mar'18 Quarter

ACC
AMBUJA CEMENTS
BAJAJ FINANCE
BAJAJ FINSERV
BAJAJ HOLDINGS & INVESTMENT
BANK OF BARODA
BHARAT ELECTRONICS
BHARAT FORGE
GAIL INDIA
GRASIM INDUSTRIES
HAVELLS INDIA
HINDUSTAN PETROLEUM CORPORATION
INDIABULLS HOUSING FINANCE
INFOSYS
INTERGLOBE AVIATION
JSW STEEL
LARSEN & TOUBRO
MAHINDRA & MAHINDRA
MOTHERSON SUMI SYSTEMS
ORACLE FINANCIAL SERVICES SOFTWARE
PETRONET LNG
PIRAMAL ENTERPRISES
PUNJAB NATIONAL BANK
RELIANCE INDUSTRIES
STATE BANK OF INDIA
SUN TV NETWORK
TATA STEEL
TECH MAHINDRA
TITAN COMPANY
TVS MOTOR COMPANY

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