Value Stocks

Value Stocks

  • 8336087004

Dynamic Indices

VS 1132.47 +38.08 (+3.48 %)

As on Mar 31, 2020

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 NSE Indices Limited which is a group company of the National Stock Exchange of India Limited (NSE).

Returns %
Period Dynamic SmallCap Index Nifty SmallCap 100 index Nifty MidCap 100 index Top SmallCap MF Nifty Index
1 Month 9.37 6.71 5.31 9.50 -1.70
3 Months 11.36 8.37 7.08 11.40 0.71
6 Months 18.08 13.22 14.68 24.50 7.91
1 Year 10.82 1.52 6.54 24.47 10.44
3 Years 15.14 -0.40 5.33 13.23 11.80
Since Inception (1-10-14) 22.56 4.79 9.63 0.00 8.53
As on Dec 31, 2019

Dynamic Index Performance

Methodology Alpha Based Weighting
No. of Constituents 50
Launch Date September 27, 2017
Base Date October 1, 2014
Base Value 578
Calculation Frequency End of day
Index Rebalancing Quarterly

 
Since Inception
Std. Deviation * 22.50
Beta 1.19
Correlation 0.72
Annualized Volatility %
Period Dynamic SmallCap Index Nifty SmallCap 100 index
Since 03-10-2016 20.60 19.20
6 Months 15.80 18.80
3 Months 11.60 11.60
Ended Dec 31, 2019
Fundamentals
P/E P/B Dividend Yield
16.12 3.09 1.45

# QTD, YTD and 1 year returns are Absolute returns. Returns for greater than one year are CAGR returns.
* Average daily standard deviation annualized.

Sector Representation - Major
Sector Weight (%)
FINANCIAL SERVICES 16.00
FMCG-FOOD 8.00
CHEMICAL 6.00
PHARMA 6.00
METALS AND MINING 6.00
CEMENT & CEMENT PRODUCTS 4.00
INFRASTRUCTURE CONSTRUCTION AND ENGINEERING 4.00
IT 4.00
TEXTILES AND APPAREL 4.00
POWER 2.00
INDUSTRIAL MANUFACTURING 2.00
FMCG 2.00
AUTOMOBILES & AUTO PARTS 2.00
Sector Representation - Minor
Sector Weight (%)
SERVICES 6.00
HOME APPLIANCES 4.00
HEALTHCARE SERVICES 4.00
SHIP BUILDING 4.00
INTERIOR CONSTRUCTION 4.00
PACKAGING 2.00
FILMS 2.00
ENGINEERING SERVICES 2.00
BEVERAGES 2.00
CONSUMER GOODS 2.00
DEFENCE 2.00

Company's Name Return (%)
VAIBHAV GLOBAL 29.00
RADICO KHAITAN 26.00
GARWARE TECHNICAL FIBRES 24.00
CAN FIN HOMES 23.00
DIXON TECHNOLOGIES 23.00
NIIT TECH 22.00
KNR CONSTRUCTIONS 21.00
FINE ORGANIC INDUSTRIES 20.00
CDSL 19.00
JK CEMENT 19.00

The list of 100 stocks are determined based on quantitative research & analysis conducted on a quarterly basis by Dynamic Research team

  • 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.

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.