Name: Low Risk - Smart Beta
Brand: smallcase
SKU: SCSB_0003
Price: 41757 INR

Nifty 100 Index

Reduce risk with low volatility large cap stocks

Low Risk - Smart Beta

Abhishek Jadon

Low-risk, large cap stocks for passive long term investing

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 smallcase Research 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, smallcase research team picks a quantitative weighting scheme to be applied

All smart beta smallcases are checked for historical outperformance over more than decade, to ensure that only consistently outperforming strategies are selected

This smallcase has a quarterly rebalance schedule. Once every quarter, the research team reviews this smallcase and drops stocks which do not meet the criteria of smart beta strategies

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

Low Risk - Smart Beta

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