Name: Capitalmind Momentum Model
Brand: Capitalmind
SKU: CMMO_0001
Price: 181843 INR
Availability: OutOfStock

Nifty 500 Index

Capitalmind Momentum

All NSE-listed stocks meeting minimum criteria in daily traded volume and company market capitalization. This translates to nearly 90% of the total market cap trading in India.

Our Quantitative model scores stocks based on a set of price and volume parameters. Stocks in the 90th percentile and above are candidates for inclusion in the portfolio. We use the sharp ratio to rank stocks based on their risk-adjusted returns, ensuring that the portfolio prioritizes stocks delivering consistent performance relative to their volatility. Only stocks with strong Sharpe ratios, combined with other momentum factors, make it to the final portfolio, ensuring a balance between high returns and manageable risk.

Stocks are weighted according to their rank and volatility compared to other candidates.

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

Our momentum strategy is built on a robust quantitative research framework that identifies potential stocks based on their momentum characteristics. The research process begins with a comprehensive analysis of historical price data and trading volumes to assess each stock's performance trajectory.

Capitalmind Momentum Model

Compare with 101st-250th market cap stocks

Compare with 251st-350th market cap stocks

Compare with 101st-500th market cap stocks

Momentum across market-cap | Rebalanced weekly |

Note: Service ends on 30 Sept 2025.

Capitalmind Momentum Model

Overview

Stocks & Weights

Rebalance timeline

smallcase is played out