Small Cap High Growth Low Valuation Fundamental

Key Factors Commonly Used

1. Value –Stocks trading at low prices relative to fundamentals-like P/E ratio, Future P/E, TTM PEG, Future PEG

2. Momentum – Stocks with strong recent performance tend to continue doing well

3. Quality – Stocks with strong balance sheets, stable earnings, and good profitability.   

4. Market Share – Stocks are continuously increasing market share with high sales growth          

5. Smart Money – Domestic and Foreign institutional Investors are continuously buying the stocks

6. Basket – NIFTY Smallcap 250

How It Works:

Portfolio Construction: Stocks are screened and ranked according to those factor scores and weighted equally.

Diversification: By blending multiple factors, the strategy reduces the risk that any single factor underperforms for too long.