Nifty_SM100

Quantamental - Q10

All publicly traded companies on the National Stock Exchange of India are included in the universe. They are filtered for liquidity and only highly liquid stocks are eligible for inclusion.

The system is constructed with following design principles:<ul><li>Only scrips with very high&nbsp;liquidity</li><li>Up 20 stocks provide adequate&nbsp;diversification</li><li>Powered by a&nbsp;quantitative system&nbsp;that is designed to reduce the role of luck in stock selection and endure market cycles</li><li>Reviewed weekly. Need based ad hoc re-balancing to ensure&nbsp;protection from deep drawdowns</li><li>If paired with Q30, it provides diversification and further smoothens the equity curve as one or the other strategy may perform better in different market environments</li></ul>

The research team does individual stock picking after going through company reports and financials and decides on a host of qualitative and quantitative parameters to be considered while screening stocks for the respective strategy

Following parameters are considered while assigning weights to stocks in this smallcase<ul><li>Market capitalization</li><li>Management quality and vision</li><li>Theme exposure, revenues, and earnings visibility</li></ul>

This smallcase will be rebalanced on an as-needed basis

Quantamental - Q10 Quant

Compare with 101st-250th market cap stocks

Compare with 251st-350th market cap stocks

Compare with 101st-500th market cap stocks

Systematic Non Discretionary Quant Momentum. Rebalanced weekly. Suitable for Active Investors. 

Quantamental - Q10 Quant

Overview

Stocks & Weights