All publicly traded companies on the National Stock Exchange of India, ranked between 1 and 500 by market capitalization and covering approximately 90% of the total market value, are included in the universe

<ul><li>At Windmill Capital, our team cultivates investment philosophies rooted in cutting-edge academic research and insightful white papers. These resources lay the groundwork for a comprehensive understanding of market dynamics, risk management, and optimal return strategies. Subsequently, our sophisticated testing mechanisms allow us to create portfolios that are both theoretically robust and empirically validated</li><li>To further refine our models, we harness advanced mathematical, statistical, and analytical methods. These may include optimization algorithms that balance risk and return, as well as statistical analyses to uncover factor regimes and correlations. Such techniques enhance our stock selection process and portfolio weighting decisions, ensuring precision and effectiveness</li><li>Growth Multicap - Quant smallcase predominantly selects stocks/ETFs which exhibit strong fundamentals of quality growth and have been experiencing positive momentum trends</li><li>Growth is assessed first using proprietary screeners, which evaluate companies based on revenue momentum, earnings expansion, operational efficiency, and liquidity strength</li><li>Momentum is then measured by analyzing price strength, volatility, and sustained upward trends, ensuring the selection of stocks that are not only of superior quality but also have a superior price profile</li></ul>

<ul><li>Stocks/ETFs qualifying the above mentioned research criteria are selected for further analysis</li><li>Proprietary liquidity filters are applied to remove ill-liquid stocks/ETFs from this list&nbsp;</li><li>A special check is further applied to remove stocks, where a significant part of the promoter holdings are pledged</li><li>Stocks/ETFs are further removed on the basis of red flags such as their presence in ASM/GSM list of the exchanges, deep negative news or sentiment etc</li></ul>

The final list of selected stocks forms an equally weighted portfolio. If an insufficient number of stocks meet the defined criteria, the portfolio includes an additional allocation to gold to preserve capital until favorable conditions return

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

Growth Multicap - Quant

High-growth multi cap stocks with strong price trends

Growth Multicap - Quant

Overview

Stocks & Weights

At a Glance

Holdings Distribution