Nifty_SM100

All publicly traded companies on the National Stock Exchange of India (NSE) and Bombay Stock Exchange of India(BSE) are included in the universe. The portfolio is cap-agnostic i.e. stocks are chosen based on the special situation of their regular business operations and not necessarily based on their m-cap. To avoid illquid stocks, it can be reasonably assumed that the universe will be limited to Nifty 500.&nbsp;

The team does in-depth research to decide the criteria to be used for constituent screening

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 theme in the special situation strategy. Scuttlebutt approach is used to find as much about the company and its products/services as possible. The approach requires a constant desire to know much about the companies, sectors and industries and be open to stock-specific opportunities. Our investment philosophy is to invest in a diversified basket of stocks which can deliver significant alpha over the benchmark. We avoid unnecessary churn in the portfolios to keep minimal transaction costs.

Following parameters are considered while assigning weights to stocks in this smallcases<ul><li>Market capitalization</li><li>Management quality and vision</li><li>Earnings visibility</li><li>Should fit into investment strategy</li><li>Should satisfy one of the three themes for inclusion - ST event, MT disruption or LT turnaround.</li></ul>

This smallcase will be rebalanced on an as-needed basis

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

Special Situation

Compare with 101st-250th market cap stocks

Compare with 251st-350th market cap stocks

Compare with 101st-500th market cap stocks

Aims to generate capital appreciation by investing in mis-priced stocks facing special situations.

Special Situation

Overview

Stocks & Weights

smallcase is played out