Name: Multi Factor - Dynamic Allocation All Cap Model
Brand: smallcase
SKU: GOALMO_0134
Price: 500000 INR

GoalFi, a part of GoalZen Capital Services Pvt Ltd, stands as a SEBI-registered research analyst firm dedicated to democratizing investment research. By harnessing the power of quantitative strategies and multi-factor analysis, we provide data-driven insights designed to empower investors. Our tailored offerings cater to a spectrum of financial aspirations, giving investors a distinct advantage in the ever-evolving market. With GoalFi, you gain access to meticulous research, ensuring informed decisions for a robust financial journey. Join us as we redefine the investment paradigm for the better.

Nifty_SM100

Multi Factor - Wealth Maximizer

Multi Factor - Dynamic Allocation All Cap Model

GoalZen Capital

A multi-factor strategy selecting stocks from Nifty 750, adjusting factors basis market conditions.

The Multi-Factor Dynamic Allocation – All Cap Model selects stocks from the Nifty 750 index, ensuring broad market exposure across large-cap, mid-cap, and small-cap stocks. 📌 Why Nifty 750? Comprehensive Market Coverage → Ensures exposure to a diverse set of companies, from industry leaders to emerging growth stocks.Sufficient Liquidity → Stocks in this universe generally maintain strong trading volumes, reducing execution risk.Factor Diversification → Provides a rich set of opportunities across all six factors (Alpha, Momentum, Quality, Value, Growth, and Low Volatility).This broad universe allows the strategy to efficiently rotate factors while maintaining a balance of high-quality, high-growth, and stable companies.

This model applies a multi-factor selection framework, leveraging six independent factors to identify high-potential investment opportunities. ✔ Alpha Factor → Stocks with consistent long-term outperformance over their benchmark.✔ Momentum Factor → Stocks exhibiting recent strong price trends, signaling sustained market interest.✔ Quality Factor → Companies with strong profitability, low leverage, and stable earnings growth.✔ Value Factor → Fundamentally strong businesses trading below intrinsic value.✔ Growth Factor → Companies with high revenue &amp; earnings growth potential.✔ Low Volatility Factor → Stocks with stable price movements, reducing drawdowns. 📌 Why Use Multiple Factors?By integrating multiple factors, the model enhances portfolio resilience across market cycles, ensuring a balanced approach to risk and return. ✔ The portfolio is reviewed monthly, ensuring alignment with factor shifts and market conditions.✔ Stock selection is primarily factor-driven, but discretionary oversight ensures macro and risk considerations.✔ Rebalancing is not forced but applied as needed, ensuring optimal factor exposure.✔ During unfavorable market conditions, allocations may shift to LiquidBees or GoldBees for capital preservation.

✔ Stocks are ranked based on a composite factor score (combining all six factors).✔ Factor rankings determine which stocks qualify for selection, ensuring alignment with market conditions.✔ No fixed stock count—the portfolio adjusts dynamically to opportunities across factors.✔ If market conditions warrant, allocations may move to defensive assets (LiquidBees/GoldBees). 📌 Why a Dynamic Screening Process? Ensures only high-scoring stocks are included at any given time.Adapts to changing factor trends, preventing over-reliance on a single factor.Allows flexibility in stock count, ensuring the model remains responsive to factor-driven signals.

✔ Factor-weighted allocation ensures exposure is optimized for high-scoring stocks.✔ Higher factor scores lead to higher stock weights, ensuring capital is allocated efficiently.✔ Single-stock exposure is capped at 20% to prevent over-concentration. 📌 Why Factor-Weighted Instead of Equal-Weighted? Prioritizes stocks with stronger factor alignment.Balances risk by preventing overexposure to any single stock.Reduces unnecessary turnover while ensuring top-ranked stocks receive higher allocation.

This smallcase will be rebalanced on an as-needed basis

Multi Factor - Dynamic Allocation All Cap Model

Multi Factor - Dynamic Allocation All Cap Model

Overview

Stocks & Weights