1706.85

-15.43 (-0.90%)


Dec 12, 2017

Dynamic Midcap Index comprises of 50 mid market capitalization stocks. These stocks have been filtered by our Research team based on strong fundamentals and robust performance.

Portfolio Characteristics

Methodology Alpha based Weighting
No. of Constituents 50
Launch Date October 31, 2017
Base Date October 3, 2016
Base Value 1000
Calculation Frequency EOD Daily
Index Rebalancing Quarterly

Statistics

QTD YTD Since Inception
Returns (%) 29.25 94.95 61.55
Since Inception
Std. Deviation * 18.37
Correlation 0.72
Beta 1.26

Sector Representation

Sector Representation-Major
Sector Weight(%)
METALS AND MINING 22.06
FINANCIAL SERVICES 14.68
REALTY 8.02
AUTOMOBILES & AUTO PARTS 7.58
FMCG-FOOD 7.49
POWER 6.93
INFRASTRUCTURE CONSTRUCTION AND ENGINEERING 6.51
BANKS-PRIVATE AND PSU 4.81
ENERGY-OIL & GAS 2.04
FERTILISERS 1.34
CEMENT & CEMENT PRODUCTS 1.08
PHARMA 0.73
Sector Representation-Minor
Sector Weight(%)
GOLD & JEWELLERY 7.78
INTERIOR CONSTRUCTION 2.43
TELECOM 2.32
BEVERAGES 1.66
SERVICES 1.32
CONSUMER GOODS 1.21

Fundamentals

P/E P/B Dividend Yield
42.63 4.98 0.28

Top Constituents by Weight

Company Weight(%)
KIOCL LTD. 21.34
AVANTI FEEDS LTD. 4.73
DILIP BUILDCON LTD. 4.11
INDIABULLS REAL ESTATE LTD. 3.84
SHRIRAM TRANSPORT FINANCE CO. 3.21
ADANI TRANSMISSION LTD. 3.19
PC JEWELLER LTD. 2.98
EDELWEISS FINANCIAL SERVICES LTD. 2.39
STERLITE TECHNOLOGIES LTD. 2.32
MOTILAL OSWAL FINANCIAL SERVICE 2.27

Annualized Volatility %

Period Dynamic Midcap Index NIFTY Full Midcap 100
Since 03-10-2016 - -
6 Months - -
3 Months - -

Ended Nov 30, 2017

Returns %

Period Dynamic Midcap Index NSE Midcap 100 Index NSE Midcap 50 Index NIFTY Index Top 10 Small & Midcap MF
1 Month 6.63 1.74 1.87 -1.32 4.49
3 Months 30.01 9.25 11.11 3.47 14.38
6 Months 44.85 14.26 17.20 6.26 21.66
1 Year 90.44 33.46 38.99 24.35 48.53

# 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

Adani Enterprises Ltd.
Adani Transmission Ltd.
Asahi India Glass Ltd.
Avanti Feeds Ltd.
Balkrishna Industries Ltd.
Bata India Ltd.
Century Textile & Industries Ltd.
CESC Ltd.
Cholamandalam Investment and Finance Company Limited
City Union Bank Ltd.
Coromandel International Ltd.
Dewan Housing Finance Corporation Ltd.
Dilip Buildcon Ltd.
Divi's Laboratories Ltd.
Edelweiss Financial Services Ltd.
Endurance Technologies Ltd.
Escorts Ltd.
Federal Bank Ltd.
Future Retail Ltd.
Godrej Properties Ltd.
Gruh Finance Ltd.
Gujarat Gas Ltd.
Housing & Urban Development Corporation Ltd.
Indiabulls Real Estate Ltd.
Indian Bank
Indraprastha Gas Ltd.
JM Financial Ltd.
JSW Energy Ltd.
Jubilant Foodworks Ltd.
Kajaria Ceramics Ltd.
Kansai Nerolac Paints Ltd.
Karur Vysya Bank Ltd.
KIOCL Ltd.
KRBL Ltd.
Manappuram Finance Ltd.
Mangalore Refinery & Petrochemicals Ltd.
Motilal Oswal Financial Services Ltd.
Muthoot Finance Ltd.
National Aluminium Co. Ltd.
PC Jeweller Ltd.
PNB Housing Finance Ltd.
Prestige Estates Projects Ltd.
Rajesh Exports Ltd.
RBL Bank Ltd.
Sterlite Technologies Ltd.
Sundaram Finance Ltd.
Sundram Fasteners Ltd.
Tata Global Beverages Ltd.
Torrent Power Ltd.
Voltas Ltd.

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