1786.04

+43.27 (2.48%)


Feb 23, 2018

Dynamic Smallcap Index comprises of 100 stocks that represents small market capitalization companies. Stocks in this index have been selected based on quantitative analysis conducted by our in-house Research experts.


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).

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 (%) -1.62 -1.62 57.26
Since Inception
Std. Deviation * 20.30
Beta 1.38
Correlation 0.70

Sector Representation

Sector Representation-Major
Sector Weight(%)
CHEMICALS 11.90
METALS AND MINING 10.59
IT 7.94
INDUSTRIAL MANUFACTURING 7.18
AUTOMOBILES & AUTO PARTS 6.64
FMCG-FOOD 6.36
REALTY 4.06
FINANCIAL SERVICES 3.07
FERTILISERS 2.98
PHARMA 2.91
CEMENT & CEMENT PRODUCTS 2.89
INFRASTRUCTURE CONST. & ENG. 2.75
BANKS-PRIVATE AND PSU 1.42
POWER 0.46
Sector Representation-Minor
Sector Weight(%)
CARBON 17.27
HOME APPLIANCES 3.57
PAPER 2.15
SERVICES 1.23
ELECTRICAL EQUIPMENT 1.14
TELECOM 1.11
CONSUMER GOODS 1.08
SUGAR 0.77
BEVERAGES 0.54

Fundamentals

P/E P/B Dividend Yield
24.01 4.03 0.24

Top Constituents by Weight

Company Weight(%)
HEG 4.14
APEX FROZEN FOODS 4.10
GOA CARBON 3.56
GRAPHITE INDIA 3.35
BHANSALI ENGINEERING 2.92
RAIN INDUSTRIES 2.35
HIMADRI SPECIALITY CHEMICAL 2.28
MIRC ELECTRONICS 2.19
TINPLATE 1.98
INDIA GLYCOLS 1.70

Annualized Volatility %

Period Dynamic Smallcap Index NSE Smallcap Index
Since 03-10-2016 20.30 18.10
6 Months 21.40 18.40
3 Months 19.10 15.90

Ended Jan 31, 2018

Returns %

Period Dynamic Smallcap Index NSE Smallcap Index NSE Midcap 100 Index Top 10 Smallcap MF Schemes Nifty Index
1 Month -1.62 -3.04 -1.65 -2.53 4.72
3 Months 4.71 3.12 6.17 6.77 6.71
1 Year 74.21 39.91 34.84 40.10 28.82

# 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 Jan-Mar'18 Quarter

8K MILES SOFTWAR
ACTION CONSTRUCTION EQUIPMENT
ADF FOODS
AJMERA REALTY & INFRA INDIA
ALLAHABAD BANK
ALLSEC TECHNOLOGIES
APEX FROZEN FOODS
APTECH
AUTOMOTIVE AXLES
BALAJI AMINES
BHANSALI ENGINEERING POLYMERS
BLISS GVS PHARMA
BRIGADE ENTERPRISES
CHENNAI PETROLEUM CORPORATION
CMI
CREST VENTURES
CYIENT
DCM SHRIRAM
EVEREST INDUSTRIES
EXCEL CROP CARE
EXCEL INDUSTRIES
GNA AXLES
GOA CARBON
GRAPHITE INDIA
GRAVITA INDIA
GUFIC BIOSCIENCES
GUJARAT ALKALIES AND CHEMICALS
GUJARAT MINERAL DEVELOPMENT CORPORATION
GUJARAT NARMADA VALLEY FERTILIZERS AND CHEMICALS
HEG
HEIDELBERGCEMENT INDIA
HESTER BIOSCIENCES
HEXAWARE TECHNOLOGIES
HIMADRI SPECIALITY CHEMICAL LIMITED
HINDUJA GLOBAL SOLUTIONS
HINDUSTAN COPPER
IFB INDUSTRIES
IG PETROCHEMICALS
INDIA GLYCOLS
ITD CEMENTATION INDIA
JAMNA AUTO INDUSTRIES
JK CEMENT
JK PAPER
JMC PROJECTS INDIA
KEI INDUSTRIES
KIRI INDUSTRIES
KNR CONSTRUCTIONS
KOLTE-PATIL DEVELOPERS
LT FOODS
LUMAX INDUSTRIES
MAHARASHTRA SEAMLESS
MAITHAN ALLOYS
MASTEK
MCLEOD RUSSEL INDIA
MEGHMANI ORGANICS
MINDA INDUSTRIES
MINDTREE
MIRC ELECTRONICS
MM FORGINGS
MOIL
MUNJAL AUTO INDUSTRIES
NUCLEUS SOFTWARE EXPORTS
PANAMA PETROCHEM
PHILLIPS CARBON BLACK
PPAP AUTOMOTIVE
PRAJ INDUSTRIES
PRAKASH INDUSTRIES
RAIN INDUSTRIES
RAMKRISHNA FORGINGS
SARDA ENERGY & MINERALS
SASKEN TECHNOLOGIES LIMITED
SECURITY AND INTELLIGENCE SERVICES (INDIA)
SHREE PUSHKAR CHEMICALS & FERTILISERS
SHREYANS INDUSTRIES
SIMPLEX INFRASTRUCTURES
SOBHA
SRIKALAHASTHI PIPES
STAR PAPER MILLS
STERLING TOOLS
SUNTECK REALTY
SUPREME PETROCHEM
SYNDICATE BANK
TATA METALIKS
TATA SPONGE IRON
TEJAS NETWORKS
THE KARNATAKA BANK
THE TINPLATE COMPANY OF INDIA
THIRUMALAI CHEMICALS
TOURISM FINANCE CORPORATION OF INDIA
UNICHEM LABORATORIES
VARDHMAN HOLDINGS LIMITED
VARDHMAN SPECIAL STEELS
VENKYS INDIA
VIJAYA BANK
VIP INDUSTRIES
VISAKA INDUSTRIES
Weizmann Forex
West Coast Paper Mills Limited
WINDSOR MACHINES
ZUARI AGRO CHEMICALS

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