1338.83

-13.32 (-0.99%)


Dec 12, 2017

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 (%) 7.95 45.94 28.08
Since Inception
Correlation 0.81
Beta 1.28
Std. Deviation * 16.57

Sector Representation

Sector Representation-Major
Sector Weight(%)
FINANCIAL SERVICES 24.12
IT 9.49
AUTOMOBILES & AUTO PARTS 7.82
PHARMA 6.71
BANKS-PRIVATE AND PSU 6.05
METALS AND MINING 5.98
ENERGY-OIL & GAS 5.77
FMCG-FOOD 4.07
CEMENT & CEMENT PRODUCTS 2.94
CHEMICALS 2.71
REALTY 2.56
Sector Representation-Minor
Sector Weight(%)
CONSUMER GOODS 7.89
GOLD & JEWELLERY 5.72
TRANSPORTATION LOGISTICS 4.21
DEFENCE 2.70
MEDIA-TV AND NEWSPAPER 1.26

Fundamentals

P/E P/B Dividend Yield
36.61 4.81 0.61

Top Constituents by Weight

Company Weight(%)
Vakrangee Ltd. 9.49
Avenue Supermarts Ltd. 7.89
L&T Finance Holdings Ltd. 5.75
Titan Company Ltd. 5.72
Bajaj Finance Ltd. 5.21
Piramal Enterprises Ltd. 5.20
Bajaj Holdings & Investment Ltd. 4.64
TVS Motor Company Ltd. 4.45
Container Corporation of India Ltd. 4.21
Britannia Industries Ltd. 4.07

Annualized Volatility %

Period Dynamic Largecap Index NIFTY 50 Index
Since 03-10-2016 - -
6 Months - -
3 Months - -

Ended Nov 30, 2017

Returns %

Period Dynamic Large Cap Index NIFTY 50 Index Top 10 Largecap MF
1 Month 1.29 -1.32 -0.07
3 Months 5.61 3.47 5.09
6 Months 14.47 6.26 9.93
1 Year 39.47 24.35 30.37

# 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 Oct-Dec '17 Quarter

Aurobindo Pharma Ltd.
Avenue Supermarts Ltd.
Bajaj Finance Ltd.
Bajaj Finserv Ltd.
Bajaj Holdings & Investment Ltd.
Bharat Electronics Ltd.
Britannia Industries Ltd.
Container Corporation of India Ltd.
DLF Ltd.
GAIL (India) Ltd.
Hindustan Zinc Ltd.
Indiabulls Housing Finance Ltd.
IndusInd Bank Ltd.
L&T Finance Holdings Ltd.
Motherson Sumi Systems Ltd.
Oil India Ltd.
Pidilite Industries Ltd.
Piramal Enterprises Ltd.
Power Finance Corporation Ltd.
Punjab National Bank
Reliance Industries Ltd.
Shree Cement Ltd.
Sun TV Network Ltd.
Tata Steel Ltd.
Titan Company Ltd.
TVS Motor Company Ltd.
UltraTech Cement Ltd.
Vakrangee Ltd.
Vedanta Ltd.
Yes Bank Ltd.

Disclaimer: All information contained herewith is provided for reference purpose only. Dynamic ensures accuracy and reliability of above information to the best of its endeavors. However, Dynamic makes no warranty or representation as to the accuracy, completeness or reliability of any information contained herein and disclaim any and all liability whatsoever to any person for any damage or loss for any nature arising from or as a result of reliance on any of the information provided herein. The information contained in this document is not intended to provide any professional advice.


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