Alpha Blend – Market Leaders

The stock selection universe is Nifty 750, which represents India’s top 750 listed companies across large, mid, and small-cap segments. This ensures broad market exposure, allowing the strategy to benefit from stable large caps, high-growth mid caps, and emerging small caps. The model maintains a diversified multi-cap allocation while focusing on stocks with the highest Alpha &amp; Quality scores.

A multi-factor framework is used to identify stocks with the best combination of Alpha and Quality. Alpha is derived from historical excess returns, Quality is assessed through financial health and earnings strength. The portfolio is reviewed monthly, but rebalancing occurs on a need basis, ensuring factor alignment without unnecessary churn. During market stress, the model may increase allocation to Quality factor to capitalize on the draw-down.

✔ Stocks must meet a composite Alpha &amp; Quality score, ensuring that only companies excelling in both factors qualify.✔ Companies with excessive debt, earnings instability, or corporate governance concerns are excluded.

✔ Factor-weighted allocation, with a higher weight given to stocks scoring well on both Alpha &amp; Quality factors.✔ No single stock exceeds 20% allocation, ensuring diversification and risk control.✔ The portfolio does not follow a market-cap-weighted approach, allowing for optimal factor exposure.

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

GoalFi Alpha Blend & Quality All Cap Model

A discretionary factor strategy selecting high-alpha and high-quality stocks from the Nifty 750.

GoalFi Alpha Blend & Quality All Cap Model

Overview

Stocks & Weights

At a Glance

Holdings Distribution