1760.12

+13.22 (0.76%)


Nov 22, 2017

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 (%) 16.79 81.08 67.53
Since Inception
Std. Deviation * 20.59
Beta 1.45
Correlation 0.74

Sector Representation

Sector Representation-Major
Sector Weight(%)
METALS AND MINING 13.95
AUTOMOBILES & AUTO PARTS 9.93
REALTY 7.59
FINANCIAL SERVICES 7.00
FERTILISERS 5.77
FMCG-FOOD 5.41
CHEMICALS 4.53
CEMENT & CEMENT PRODUCTS 4.10
POWER 3.19
INDUSTRIAL MANUFACTURING 2.84
INFRASTRUCTURE CONSTRUCTION AND ENGINEERING 2.01
ENERGY-OIL & GAS 1.57
TEXTILES AND APPAREL 1.44
IT 1.28
BANKS-PRIVATE AND PSU 0.92
PHARMA 0.25
Sector Representation-Minor
Sector Weight(%)
CARBON 12.17
SUGAR 4.09
TELECOM 2.40
PACKAGING 2.06
CONSUMER GOODS 1.70
GOLD & JEWELLERY 1.37
PAPER 1.13
BEVERAGES 1.13
INTERIOR CONSTRUCTION 0.90
ELECTRICAL EQUIPMENT 0.56
MEDIA-TV AND NEWSPAPER 0.39
SERVICES 0.36

Fundamentals

P/E P/B Dividend Yield
19.08 3.57 0.34

Top Constituents by Weight

Company Weight(%)
Goa Carbon Ltd. 4.05
Gravita India Ltd. 2.86
Shakti Pumps (India) Ltd. 2.84
Avanti Feeds Ltd. 2.80
Moil Ltd 2.65
Visaka Industries Ltd. 2.64
Himadri Speciality Chemical Ltd. 2.54
Indiabulls Real Estate Ltd. 2.43
Graphite India Ltd. 2.35
Meghmani Organics Ltd. 2.24

Annualized Volatility %

Period Dynamic Smallcap Index NSE Smallcap Index
Since 03-10-2016 20.59 % 18.70 %
6 Months 19.63 % 18.60 %
3 Months 23.22 % 19.90 %

Ended Oct 31, 2017

Returns %

Period Dynamic Smallcap Index NSE Smallcap Index NSE Midcap Index Top 10 Small & Midcap MF Schemes Nifty Index
1 Month 16.79 12.72 8.25 8.85 5.58
3 Months 28.32 9.60 5.74 12.00 2.60
6 Months 39.57 14.87 8.25 16.90 11.10
1 Year 57.92 31.54 23.04 37.17 19.80

# 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 Oct-Dec '17 Quarter

Ajmera Realty & Infra India Ltd.
Aries Agro Ltd.
Asahi India Glass Ltd.
Asian Granito India Ltd.
Atul Auto Ltd.
Avanti Feeds Ltd.
CESC Ltd.
Chambal Fertilizers & Chemicals Ltd.
DCB Bank Ltd.
DCM Shriram Ltd.
Dewan Housing Finance Corporation Ltd.
Dhampur Sugar Mills Ltd.
Dilip Buildcon Ltd.
Dwarikesh Sugar Industrial Ltd.
Gabriel India Ltd.
GIC Housing Finance Ltd.
GNA Axles Ltd.
Goa Carbon Ltd.
Graphite India Ltd.
Gravita India Ltd.
Gujarat Alkalies & Chemicals Ltd.
Gujarat Industries Power Co. Ltd.
Gujarat Mineral Development Corporation Ltd.
Gujarat Narmada Valley Fertilizers and Chemicals Ltd.
HIL Ltd.
Himadri Speciality Chemical Ltd.
HT Media Ltd.
I G Petrochemicals Ltd.
India Glycols Ltd.
India Nippon Electricals Ltd.
Indiabulls Real Estate Ltd.
INDIAN METALS & FERRO
Insecticides (I) Ltd.
Jay Bharat Maruti Ltd.
JBM Auto Ltd.
JM Financial Ltd.
Karur Vysya Bank Ltd.
Kec International Ltd.
KEI Industries Ltd.
Kiri Industries Ltd.
Kolte-Patil Developers Ltd.
KRBL Ltd.
L&T Finance Holdings Ltd.
LT Foods Ltd.
Mahanagar Gas Ltd.
Maharashtra Seamless Ltd.
Maithan Alloys Ltd
Mastek Ltd.
Mawana Sugars Ltd
Meghmani Organics Ltd.
Mirza International Ltd.
MOIL Ltd.
Munjal Auto Industries Ltd.
Munjal Showa Ltd.
Nandan Denim Ltd.
NATCO Pharma Ltd.
Navneet Education Ltd.
NESCO Ltd.
Nitin Spinners Ltd.
NOCIL Ltd.
Nucleus Software Exports Ltd.
Panama Petrochem Ltd.
PC Jeweller Ltd.
Pennar Industries Ltd.
Phillips Carbon Black Ltd.
PPAP Automotive Ltd.
Precision Wires India Ltd.
Prestige Estates Projects Ltd.
PTC India Ltd.
Puravankara Ltd.
Radico Khaitan Ltd
Rain Industries Ltd
Rane Holdings Ltd.
Rico Auto Industries Ltd.
Ruchira Papers Ltd.
Sarda Energy and Minerals Ltd.
Shakti Pumps (India) Ltd.
Sharda Motor Industries Ltd.
Shreyans Industries Ltd.
Skipper Ltd.
Sobha Ltd.
Sterling Tools Ltd.
Sterlite Technologies Ltd.
Sundram Fasteners Ltd.
Sunflag Iron & Steel Company Ltd.
Sunteck Realty Ltd.
Tata Global Beverages Ltd.
Tata Investment Corporation Ltd.
Tata Metaliks Ltd.
Tata Sponge Iron Ltd.
Thirumalai Chemicals Ltd.
Time Technoplast Ltd.
Tinplate Company of India Ltd.
Tourism Finance Corporation of India Ltd.
Trident Ltd.
UFLEX Ltd.
V.I.P. Industries Ltd.
Venky's (India) Ltd.
Vindhya Telelinks Ltd.
Visaka Industries Ltd.

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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