Nifty_SM100

Quantace Microcap(Monthly Picks)

All publicly-traded companies in the NIFTY Microcap 250 Universe published by the National Stock Exchange of India are included in the universe.

The team leverages advanced quantitative models to select Stocks and ETFs for the basket. 1) These models analyze: Market data, Price trends, Volatility, Risk-adjusted returns, Liquidity and Trading volumes2) The approach focuses on optimizing risk-adjusted returns. Ensures a balanced and diversified investment strategy.

The research team conducts a thorough screening process one day before the scheduled rebalance. The data used for this process is based on the latest available information from the trading day preceding the rebalance. This ensures that the basket constituents are carefully evaluated and optimized. The screening process excludes Stocks and ETFs in:1) Circuit with a 5% filter.2) LTASM (Long-Term Additional Surveillance Measure) Stage 2, 3, and 4.3) STASM (Short-Term Additional Surveillance Measure) Stage 2, 3, and 4.4) GSM (Graded Surveillance Measure) stocks.5) Stocks currently on SEBI’s watchlist. By applying these filters, we aim to prioritize liquidity while ensuring that the basket is well-prepared for the scheduled rebalance.

1) The basket follows an equally weighted approach, ensuring each constituent contributes evenly.2) We recommend working with a trusted Investment Advisor to customize the allocation based on your risk profile and ensure the investment aligns with your financial goals.

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

Equally Weighted Allocation: All stocks in the basket are equally weighted to ensure that each constituent contributes proportionally to the overall performance, avoiding over-reliance on any single stock.Core Allocation to Microcap Stocks: The basket includes 15-20 microcap stocks from the NIFTY Microcap 250 Universe, focusing on those demonstrating strong momentum trends.Occasional Hedging Instruments: To manage risk during periods of market volatility, the basket may include allocations to liquid, gold, and silver instruments. These assets act as a safeguard against potential downturns.

Microcap Quant

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Microcap Quant

Overview

Stocks & Weights