|Methodology||Alpha based Weighting|
|No. of Constituents||100|
|Launch Date||September 27, 2017|
|Base Date||October 1, 2014|
|Calculation Frequency||End of day|
|Std. Deviation *||23.31|
|AUTOMOBILES & AUTO PARTS||7.00|
|TEXTILES AND APPAREL||4.00|
|METALS AND MINING||4.00|
|ENERGY-OIL & GAS||4.00|
|CEMENT & CEMENT PRODUCTS||4.00|
|GOLD & JEWELLERY||1.00|
|HOTELS AND LEISURE||1.00|
|MEDIA-TV AND NEWSPAPER||1.00|
Top Constituents by Returns (In Current Quarter)
|FINE ORGANIC INDUSTRIES||12.11|
Annualized Volatility %
|Period||Dynamic Smallcap Index||Nifty Smallcap 100 Index|
Ended Apr 30, 2019
|Period||Dynamic Smallcap Index||Nifty Smallcap 100 Index||Nifty Midcap 100 Index||Top 5 Smallcap MF Schemes||Nifty Index|
|Since Inception (1-10-14)||23.14||6.11||9.95||14.66||8.91|
# 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 100 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 100 stocks are determined based on quantitative research & analysis conducted on a quarterly basis by Dynamic Research team
List of Index Stocks for Apr-Jun'19 Quarter
|Avadh Sugar & Energy|
|Balrampur Chini Mills|
|Can Fin Homes|
|Caplin Point Laboratories|
|CCL Products (I)|
|Dalmia Bharat Sugar and Industries|
|Dhampur Sugar Mills|
|Dwarikesh Sugar Industrial|
|Excel Crop Care|
|Fine Organic Industries|
|Godfrey Phillips India|
|Gujarat Alkalies & Chemicals|
|H.G. Infra Engineering|
|Himadri Speciality Chemical|
|Hindustan Oil Exploration Co.|
|I G Petrochemicals|
|Indian Energy Exchange|
|Intellect Design Arena|
|International Paper APPM|
|J.B. Chemicals & Pharmaceuticals|
|Jamna Auto Industries|
|JK Tyre & Industries|
|Kaveri Seed Company|
|Muthoot Capital Services|
|Orient Paper & Industries|
|Parag Milk Foods|
|Phillips Carbon Black|
|Repco Home Finance|
|Rico Auto Industries|
|Selan Exploration Technology|
|TCNS Clothing Co.|
|Tube Investments of India|
|TV Today Network|
|Ujjivan Financial Services|
|West Coast Paper Mills|
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