Name: Flameback Large Cap Momentum Factor
Brand: smallcase
SKU: FBCMO_0003
Price: 200000 INR

Flameback Capital’s investment approach is based on finding investment strategies that offer consistent returns through identification of patterns that are investable, persistent and offer repeatable sources of returns which are grounded in sound economic logic. Once an investment strategy is developed, it is implemented with discipline in order to be driven more by knowledge than emotions.

Nifty 100 Index

Flameback Large Cap Momentum Factor 

Kishan Nair

Top 15 stocks that score high on momentum factor out of a universe of top 100 stocks by market cap.

All publicly traded companies on the National Stock Exchange of India, covering 90% market capitalization, are included in the universe

The flameback-capital team does individual stock picking after going through company reports and financials and decides on a host of qualitative and quantitative parameters to be considered while screening stocks for the respective theme

Following parameters are considered while assigning weights to stocks in this smallcases<ul className="mt8"><li>Market capitalization</li><li>Management quality and vision</li><li>Theme exposure, revenues and earnings visibility</li></ul>

This smallcase has a monthly rebalance schedule. Once every month, the research team reviews this smallcase to add or drop stock/ETFs, if applicable

The team does in-depth research to decide the criteria to be used for constituent screening

smallcases are checked for historical outperformance to ensure that only consistently outperforming strategies are selected

The final screened stocks are then weighted according to the selected asset allocation algorithm

Flameback Large Cap Momentum Factor

Flameback Large Cap Momentum Factor

Overview

Stocks & Weights