Flagship multi-factor strategy

The 1,000 largest companies in India (by market cap). This gives a vast enough universe to uncover undiscovered, under-valued companies, without compromising on liquidity or impact cost.

The portfolio is chosen on the basis of well studied factors which have been proven to work across geographies and time periods such as Value, Quality and Momentum.

The research team does stock picking after going through company financials and data and decides on a host of quantitative parameters such as Value and Price Momentum while screening stocks for the respective strategy

There will be 40 companies in every portfolio to ensure adequate diversification. with each company having an equal weightage of ~2.5%

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

Flagship multi-factor strategy Quant

Using the power of Data Science to find undervalued companies which are  unlikely to reduce in price

Flagship multi-factor strategy Quant

Overview

Stocks & Weights

At a Glance

Holdings Distribution