Quanto-Funda Model Portfolio - Yadnya 

BSE 500 Index companies on the Exchange of India are included in the universe

Quantitative analysis is basically analysis done purely using numbers. Now, these numbers could be the fundamental parameters (Sales growth, PAT growth, D/E, etc.) or technical indicators or macroeconomic factors or for that matter, it could be statistical models made on a combination of all these parameters. Yadnya’s quantitative analysis is primarily a numerical analysis of many fundamental indicators. The foundation of this quant analysis is the sector level analysis we have been doing for a while now. An example is this&nbsp;<a href="https://www.youtube.com/watch?v=S191jTBsuWg&amp;t=501s" rel="noopener noreferrer" target="_blank">Pharma sector analysis</a>&nbsp;wherein we analysed 14 stocks from the pharma sector and calculated scores based on various factors like Valuation Ratios,&nbsp;Leverage Ratios, Return Ratios, Shareholding pattern, Sales and Profit Growth, Operating Profit Margin, Revenue Mix, and Operating Performance Ratios.

smallcases are checked for historical outperformance to ensure that only consistently outperforming strategies are selected

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 smallcases<ul><li>Market capitalization</li><li>Management quality and vision</li><li>Theme exposure, revenues and earnings visibility</li><li> </li></ul>

This smallcase has a quarterly rebalance schedule. Once every quarter, the research team reviews this smallcase to add or drop stock/ETFs, if applicable

The final screened stocks are then weighted according to the selected asset allocation algorithm

The final screened stocks are then weighted according to the selected asset allocation algorithm

Quanto-Funda Model Portfolio - Yadnya

Overview

Stocks & Weights

At a Glance

Holdings Distribution