Name: Value & Momentum
Brand: smallcase
SKU: SCMO_0010
Price: 32065 INR

We’re SEBI registered research analyst creating Thematic & Quantamental model portfolios since 2016. Data analysis is the heart and soul behind our portfolio construction & with 50+ offerings, we have something for everyone.

Nifty_SM100

Value & Momentum

Abhishek Jadon

Positive momentum stocks available at a discount to their peers

Propelling Growth

Buy the Dip

All publicly traded companies on the National Stock Exchange of India, covering 90% market capitalization, are included in the universe

The Windmill Capital team studies research papers and documented investment philosophies and strategies. Ideas and strategies are then adapted for the Indian markets, with which a criteria for stock screening is finalized

<ul><li>Proprietary liquidity filters are applied to remove ill-liquid stocks from the universe</li><li>A special check is applied to remove stocks, where a significant part of the promoter holdings are pledged, to define the investable universe</li><li>The model criteria identified in the previous step is applied on the investable universe to select qualifying stocks</li></ul>

This list of selected stocks is equal weighted

All model based smallcases are checked for historical outperformance to ensure that only consistently outperforming models are selected

This smallcase has a quarterly rebalance schedule. Once every quarter, the research team reviews this smallcase and realign the weights with the selected asset allocation strategy for the next quarter.

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

Value & Momentum

Overview

Stocks & Weights

Why should you invest in this smallcase?

Past Performance vs

Equity Smallcap

About the Manager

Windmill Capital