1665.93

+8.39 (0.51%)


Oct 16, 2017

Dynamic Smallcap Index comprises of 100 stocks that typically represents small and medium market capitalization companies. The index seeks to measure the performance of the portfolio where weights of the index constituents are derived based on ‘Jensen’s Alpha’. As per this approach, constituents with higher alpha are assigned higher weight in the index.


Stocks in this index have been selected based on quantitative analysis conducted by the Dynamic Equities Pvt. Ltd. and the index is calculated & maintained by the India Index Services & Products Limited (IISL) which is a group company of the National Stock Exchange of India Limited (NSE).


This index aims to measure the performance of 100 stocks which are invested through our PMS. These stocks are well-diversified and criteria such as liquidity and market cap alongwith key fundamentals have been applied while selecting them. The performance of Dynamic Smallcap Index is benchmarked against NSE Small & Midcap Indices and the Top 10 Smallcap Mutual Funds.

Portfolio Characteristics

Methodology Alpha based Weighting
No. of Constituents 100
Launch Date September 30, 2017
Base Date October 3, 2016
Base Value 1000
Calculation Frequency EOD Daily
Index Rebalancing Quarterly

Statistics

QTD YTD Since Inception
Returns (%) 17.77 55.05 49.90
Since Inception
Std. Deviation * 20.71
Beta (NIFTY 50) 1.45
Correlation (NIFTY 50) 0.75

Sector Representation

Sector Representation-Major
Sector Weight(%)
AUTOMOBILES & AUTO PARTS 10.62
METALS AND MINING 10.07
FINANCIAL SERVICES 9.66
REALTY 7.73
FMCG-FOOD 5.46
CEMENT & CEMENT PRODUCTS 4.47
CHEMICALS 3.80
FERTILISERS 3.68
POWER 3.47
INDUSTRIAL MANUFACTURING 3.28
TEXTILES AND APPAREL 2.53
Sector Representation-Minor
Sector Weight(%)
CARBON 10.80
SUGAR 3.99
CONSUMER GOODS 3.75
PACKAGING 2.38
TELECOM 2.22

Fundamentals

P/E P/B Dividend Yield
18.83 3.56 0.36

Top Constituents by Weight

Company Weight(%)
Shakti Pumps (India) Ltd. 3.28
Goa Carbon Ltd. 3.04
Visaka Industries Ltd. 2.87
Indiabulls Real Estate Ltd. 2.82
Gravita India Ltd. 2.76
Avanti Feeds Ltd. 2.62
Graphite India Ltd. 2.40
Himadri Speciality Chemical Ltd. 2.34
Muthoot Capital Services Ltd. 2.19
Phillips Carbon Black Ltd. 2.02

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

Returns %

Period Dynamic Smallcap Index NSE Smallcap Index NSE Midcap Index Top 10 Small & Midcap MF Schemes Nifty Index
1 Month 3.47 -2.10 -0.92 2.79 -1.30
3 Months 15.93 3.75 2.13 6.23 2.81
6 Months 24.96 8.59 5.30 15.73 6.70
1 Year (Oct'16 - Sep'17) 49.20 19.94 14.24 30.67 12.03

Index Performance

Index Methodology

List of Index Stocks for Oct-Dec '17 Quarter

AJMERA
ASAHIINDIA
ASIANTILES
ATULAUTO
AVANTIFEED
CESC
CHAMBLFERT
DAAWAT
DBL
DCBBANK
DCMSHRIRAM
DHAMPURSUG
DHFL
DWARKESH
FRETAIL
GABRIEL
GICHSGFIN
GIPCL
GMDCLTD
GNA
GNFC
GOACARBON
GRAPHITE
GRAVITA
GUJALKALI
HIL
HSCL
HTMEDIA
IBREALEST
IGPL
IMFA
INDIAGLYCO
INDNIPPON
INSECTICID
JAYBARMARU
JBMA
JMFINANCIL
KARURVYSYA
KEC
KEI
KIRIINDUS
KOLTEPATIL
KRBL
L&TFH
MAHSEAMLES
MAITHANALL
MASTEK
MAWANASUG
MEGH
MGL
MIRZAINT
MOIL
MUNJALAU
MUNJALSHOW
NATCOPHARM
NAVNETEDUL
NDL
NESCO
NITINSPIN
NOCIL
NUCLEUS
PANAMAPET
PCJEWELLER
PENIND
PHILIPCARB
PPAP
PRECWIRE
PRESTIGE
PTC
PURVA
RADICO
RAIN
RANEHOLDIN
RICOAUTO
RUCHIRA
SARDAEN
SHAKTIPUMP
SHARDAMOTR
SHREYANIND
SKIPPER
SOBHA
STERTOOLS
STRTECH
SUNDRMFAST
SUNFLAG
SUNTECK
TATAGLOBAL
TATAINVEST
TATAMETALI
TATASPONGE
TFCILTD
TIMETECHNO
TINPLATE
TIRUMALCHM
TRIDENT
UFLEX
VENKEYS
VINDHYATEL
VIPIND
VISAKAIND

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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SEBI Registration No. of M/s Dynamic Equities Pvt. Ltd

  • NSE Capital Market - INB 231071839
  • NSE Derivatives- INF 231071839
  • NSE Currency- INE 231071839
  • BSE Capital Market- INB 011071835
  • BSE Derivatives- INF 011071835
  • MCX SX Currency- INE 261071839
  • MCX SX Capital Market - INB261071832
  • MCX SX Derivatives - INF261071832
  • Investment Advisory Reg. No. : INA300002022
  • PMS Reg. No. INP000003468
  • NSDL Reg. No. IN-DP-NSDL-161-2000
  • CDSL Reg. No. IN-DP-CDSL-192-2002
    CIN: U67190WB1999PTC090087

CIN: U67190WB2003PTC096617. Trading in Commodities is done through our Group Company Dynamic Commodities Pvt. Ltd. The company is also engaged in Proprietory Trading apart from Client Business.

Disclaimer: There is no guarantee of profits or no exceptions from losses. The investment advice provided are solely the personal views of the research team. You are advised to rely on your own judgment while making investment / Trading decisions. Past performance is not an indicator of future returns. Investment is subject to market risks. You should read and understand the Risk Disclosure Documents before trading/Investing.

Disclosure: We, Dynamic Equities Private Limited are also engaged in Proprietory Trading apart from Client Business. We also trade in NIFTY Options, Bank Nifty Options in our own account apart from, our Investment Advisory Division providing advisory services in NIFTY Options, Bank Nifty Options to clients as per the relevant Regulations. In case of any complaints/grievances, clients may write to us at compliance@dynamiclevels.com