Large Cap Momentum (AUM)

Top 100 companies in India by Market Cap

A diversified portfolio of top 15 stocks that score high on momentum factor out of a universe of top 100 stocks by market cap.

We further screen the stocks to meet a minimum liquidity requirement and pick top 15 stocks from the Large cap universe ranked based on momentum and rebalanced periodically.

The weighting is based on security allocation and we diversified portfolio in order to balance return objective and risks.

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

Large Cap Momentum Model

Momentum algorithm applied to the top 100 stocks by market capitalization 

Large Cap Momentum Model

Overview

Stocks & Weights

At a Glance

Holdings Distribution