Multi Factor - Wealth Maximizer

GoalFi Multi Factor Dynamic Flexi Cap selects stocks from the Nifty 500 index, ensuring broad market exposure across large-cap, mid-cap, and small-cap stocks. 📌 Why Nifty 500? Comprehensive Market Coverage → Ensures exposure to a diverse set of companies, from industry leaders to emerging growth stocks.Sufficient Liquidity → Stocks in this universe generally maintain strong trading volumes, reducing execution risk.Factor Diversification → Provides a rich set of opportunities across all six factors (Alpha, Momentum, Quality, Value, Growth, and Low Volatility).This broad universe allows the strategy to efficiently rotate factors while maintaining a balance of high-quality, high-growth, and stable companies.

This model applies a multi-factor selection framework, leveraging six independent factors to identify high-potential investment opportunities. ✔ Alpha Factor → Stocks with consistent long-term outperformance over their benchmark.✔ Momentum Factor → Stocks exhibiting recent strong price trends, signaling sustained market interest.✔ Quality Factor → Companies with strong profitability, low leverage, and stable earnings growth.✔ Value Factor → Fundamentally strong businesses trading below intrinsic value.✔ Growth Factor → Companies with high revenue &amp; earnings growth potential.✔ Low Volatility Factor → Stocks with stable price movements, reducing drawdowns. 📌 Why Use Multiple Factors?By integrating multiple factors, the model enhances portfolio resilience across market cycles, ensuring a balanced approach to risk and return. ✔ The portfolio is reviewed monthly, ensuring alignment with factor shifts and market conditions.✔ Stock selection is primarily factor-driven, and rebalancing is done for optimal factor exposure.✔ During unfavorable market conditions, allocations may shift higher to Quality and Value factor and is a 100% equity portfolio, Only in bearish market regime, some allocation may be towards LiquidBees for capital preservation.

✔ Stocks are ranked based on a composite factor score (combining all six factors).✔ Factor rankings determine which stocks qualify for selection, ensuring alignment with market conditions.✔ No fixed stock count—the portfolio adjusts dynamically to opportunities across factors.✔ If market conditions warrant, allocations may move to defensive assets (LiquidBees/GoldBees). 📌 Why a Dynamic Screening Process? Ensures only high-scoring stocks are included at any given time.Adapts to changing factor trends, preventing over-reliance on a single factor.Allows flexibility in stock count, ensuring the model remains responsive to factor-driven signals.

✔ Factor-weighted allocation ensures exposure is optimized for high-scoring stocks.✔ Higher factor scores lead to higher stock weights, ensuring capital is allocated efficiently.✔ Single-stock exposure is capped at 20% to prevent over-concentration. 📌 Why Factor-Weighted Instead of Equal-Weighted? Prioritizes stocks with stronger factor alignment.Balances risk by preventing overexposure to any single stock.Reduces unnecessary turnover while ensuring top-ranked stocks receive higher allocation.

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

GoalFi Multi Factor Dynamic Flexi Cap Model

A multi-factor strategy selecting stocks from Nifty 500, adjusting factors basis market conditions.

GoalFi Multi Factor Dynamic Flexi Cap Model

Overview

Stocks & Weights

At a Glance

Holdings Distribution