|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 *||23.73|
|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 Last Quarter)
|BALRAMPUR CHINI MILLS||43.56|
|IOL CHEMICALS AND PHARMACEUTICALS||38.26|
|DALMIA BHARAT SUGAR AND INDUSTRIES||31.36|
|BIRLA CABLE LIMITED||31.08|
Annualized Volatility %
|Period||Dynamic Smallcap Index||Nifty Smallcap 100 Index|
Ended Dec 31, 2018
|Period||Dynamic Smallcap Index||Nifty Smallcap 100 Index||Nifty Midcap 100 Index||Top 5 Smallcap MF Schemes||Nifty Index|
|Since Inception (01-10-14)||25.54||6.54||11.23||15.58||7.64|
# 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|
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