|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 *||23.46|
|AUTOMOBILES & AUTO PARTS||5.00|
|INFRASTRUCTURE CONSTRUCTION AND ENGINEERING||5.00|
|METALS AND MINING||5.00|
|BANKS-PRIVATE AND PSU||3.00|
|CEMENT & CEMENT PRODUCTS||3.00|
|TEXTILES AND APPAREL||3.00|
|ENERGY-OIL & GAS||2.00|
|MEDIA-TV AND NEWSPAPER||1.00|
Top Constituents by Returns (In Current Quarter)
|DALMIA BHARAT SUGAR||32.83|
|BALRAMPUR CHINI MILLS||28.43|
|THE PHOENIX MILLS||10.63|
Annualized Volatility %
|Period||Dynamic Smallcap Index||Nifty Smallcap 100 Index|
Ended Feb 28, 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)||22.40||4.30||9.12||13.52||7.18|
# 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 Jan-Mar'19 Quarter
|BALRAMPUR CHINI MILLS|
|BIRLA CABLE LIMITED|
|CAPLIN POINT LABORATORIES|
|CCL PRODUCTS INDIA|
|CHAMBAL FERTILIZERS & CHEMICALS|
|DALMIA BHARAT SUGAR AND INDUSTRIES|
|DISHMAN CARBOGEN AMCIS|
|DIXON TECHNOLOGIES (INDIA)|
|FINE ORGANIC INDUSTRIES|
|GODFREY PHILLIPS INDIA|
|GUJARAT ALKALIES AND CHEMICALS|
|GUJARAT NARMADA VALLEY FERTILIZERS AND CHEMICALS|
|GUJARAT PIPAVAV PORT|
|GUJARAT STATE FERTILIZERS & CHEMICALS|
|H.G. INFRA ENGINEERING|
|HIMADRI SPECIALITY CHEMICAL LIMITED|
|HINDUSTAN OIL EXPLORATION COMPANY|
|INTERNATIONAL PAPER APPM|
|IOL CHEMICALS AND PHARMACEUTICALS|
|ITD CEMENTATION INDIA|
|JAMNA AUTO INDUSTRIES|
|KALPATARU POWER TRANSMISSION|
|KARUR VYSYA BANK|
|NAVA BHARAT VENTURES|
|PHILLIPS CARBON BLACK|
|SELAN EXPLORATION TECHNOLOGY|
|SUNFLAG IRON AND STEEL COMPANY|
|THE KARNATAKA BANK|
|THE PHOENIX MILLS|
|TV TODAY NETWORK|
|UJJIVAN FINANCIAL SERVICES LTD|
|West Coast Paper Mills Limited|
Disclaimer: The views expressed herein constitute only the opinions and do not constitute any guidelines or recommendation on any course of action to be followed by the reader. This information is meant for general reading purposes only and is not meant to serve as a professional guide for the readers. Certain factual and statistical (both historical and projected) industry and market data and other information was obtained by Dynamic Equities Private Limited (Dynamic) from independent, third-party sources that it deems to be reliable, some of which have been cited above. However, Dynamic has not independently verified any of such data or other information, or the reasonableness of the assumptions upon which such data and other information was based, and there can be no assurance as to the accuracy of such data and other information. Further, many of the statements and assertions contained in these materials reflect the belief of Dynamic, which belief may be based in whole or in part on such data and other information.
Dynamic or any of its respective directors, employees, affiliates or representatives do not assume any responsibility for, or warrant the accuracy, completeness, adequacy and reliability of such information. Whilst no action has been solicited based upon the information provided herein, due care has been taken to ensure that the facts are accurate and opinions given are fair and reasonable. This information is not intended to be an offer or solicitation for the purchase or sale of any financial product or instrument. Recipients of this information should rely on information/ data arising out of their own investigations. Readers are advised to seek independent professional advice, verify the contents and arrive at an informed investment decision before making any investments. Dynamic or any of its directors, employees, affiliates or representatives shall not be liable for any direct, indirect, special, incidental, consequential, punitive or exemplary damages, including lost profits arising in any way from the information contained in this material.
Dynamic or any of its directors, employees including the fund managers, affiliates, representatives including persons involved in the preparation or issuance of this material may from time to time, have long or short positions in, and buy or sell the securities thereof, of company(ies) / specific economic sectors mentioned herein.
- Contact: 8336087004