Name: Low Risk - Smart Beta
Brand: smallcase
SKU: SCSB_0003
Price: 71126 INR

We’re SEBI registered research analyst creating Thematic & Quantamental curated stock/ETF portfolios. Data analysis is the heart and soul behind our portfolio construction & with 50+ offerings, we have something for everyone.

Nifty 100 Index

Less volatile stocks weighted for high returns

Low Risk - Smart Beta

Windmill Research

A low volatile portfolio that aims for high returns. Passive investing with a twist

All publicly traded companies on the National Stock Exchange of India are sorted by marketcap. Only the top 150 companies on the basis of marketcap are included in the universe

The Windmill Capital team studies research papers and documented various smart beta algorithms and strategies. Algorithms are then adapted for the Indian markets, with which a criteria for stock screening is finalized

<ul><li>Proprietary liquidity filters are applied to remove ill-liquid stocks from the universe</li><li>A special check is applied to remove stocks, where a significant part of the promoter holdings are pledged, to define the investable universe</li><li>The model criteria identified in the previous step is applied on the investable universe to select qualifying stocks</li></ul>

Depending on the strategy, Windmill Capital team picks a quantitative weighting scheme to be applied

This smallcase has a quarterly rebalance schedule. Once every quarter, the research team reviews this smallcase and realign the weights with the selected asset allocation strategy for the next quarter

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

Low Risk - Smart Beta

Low Risk - Smart Beta

Overview

Stocks & Weights