AltQube Rising Star Portfolio

<ul><li>The universe consists of the top 150 mid-cap companies listed on the NSE (National Stock Exchange).</li><li>These companies are selected based on their market capitalization within the range typically defined for mid-caps, which is generally between ₹5,000 crore and ₹20,000 crore.</li><li>The list of companies is dynamic, updated regularly to reflect market changes and ensure that only the most relevant stocks are included.</li><li>This ensures a high-potential selection of companies that balance growth with stability, tailored for long-term investment.</li></ul>

At AltQube, we follow a quantitative, momentum-driven research approach. Our team leverages data science and technology to build a proprietary in-house algorithm.This algorithm forms the backbone of our screening process, helping us identify and select the most suitable portfolio constituents with consistency and discipline.

<ul><li>Market Capitalization Range: Companies are selected based on their market capitalization, specifically those falling within the mid-cap range (typically ₹5,000 crore to ₹20,000 crore).</li><li>Liquidity &amp; Trading Volume: Only companies with adequate liquidity and consistent trading volumes are included to ensure ease of entry and exit, minimizing slippage and volatility.</li><li>Momentum Indicators: The portfolio screens for stocks exhibiting strong momentum, based on technical indicators like relative strength index (RSI), moving averages, and price trends.</li><li>Sector Diversification: To manage risk, companies are selected across a broad spectrum of sectors, ensuring no overexposure to any single industry.</li><li>Performance Consistency: The screening process also takes into account historical performance to ensure consistency in stock returns and avoid companies with erratic or unsustainable growth patterns.</li><li>Regular Rebalancing: The screening process is reviewed and rebalanced on a monthly basis to adapt to market shifts, removing underperforming stocks and replacing them with high-potential alternatives.</li></ul>

<ul><li>Equal Weighting: Each stock is initially given an equal weightage in the portfolio, typically around 5-10% of the total portfolio value.</li><li>Rebalancing: The weightage is adjusted monthly based on the performance of each stock and the overall portfolio.</li><li>Performance-Based Adjustments: Stocks with stronger performance may see their weightage increase, while underperforming stocks are reduced or removed.</li></ul>

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

AltQube Rising Star Portfolio Quant

Mid-cap momentum strategy | Balanced exposure to growth-oriented companies | Monthly rebalancing 

AltQube Rising Star Portfolio Quant

Overview

Stocks & Weights

At a Glance

Holdings Distribution