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    Ind Nifty CPSE

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    Prabhakar Dalvi
    The NIFTY CPSE Index tracks 10 select Central Public Sector Enterprises that are candidates for disinvestment by the Government of India through exchange traded funds. The index has a base date of January 1, 2009 and base value of 1000. One of India's largest equity ETFs tracks the NIFTY CPSE Index. The index has a quarterly rebalancing methodology and is weighted primarily by market capitalization with caps applied.

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    Ind Nifty CPSE

    Uploaded by

    Prabhakar Dalvi
    36 views1 page
    The NIFTY CPSE Index tracks 10 select Central Public Sector Enterprises that are candidates for disinvestment by the Government of India through exchange traded funds. The index has a base date of January 1, 2009 and base value of 1000. One of India's largest equity ETFs tracks the NIFTY CPSE Index. The index has a quarterly rebalancing methodology and is weighted primarily by market capitalization with caps applied.

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    Nifty CPSE SECTOR

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    ind_Nifty_CPSE

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    The NIFTY CPSE Index tracks 10 select Central Public Sector Enterprises that are candidates for disinvestment by the Government of India through exchange traded funds. The index has a base date of January 1, 2009 and base value of 1000. One of India's largest equity ETFs tracks the NIFTY CPSE Index. The index has a quarterly rebalancing methodology and is weighted primarily by market capitalization with caps applied.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    36 views1 page

    Ind Nifty CPSE

    Uploaded by

    Prabhakar Dalvi
    The NIFTY CPSE Index tracks 10 select Central Public Sector Enterprises that are candidates for disinvestment by the Government of India through exchange traded funds. The index has a base date of January 1, 2009 and base value of 1000. One of India's largest equity ETFs tracks the NIFTY CPSE Index. The index has a quarterly rebalancing methodology and is weighted primarily by market capitalization with caps applied.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 1

    July 31, 2019

    NIFTY CPSE Index has been constructed to facilitate Government of India's initiative to disinvest some of its stake in Central Public
    Sector Enterprises (CPSEs) through ETF route. The index comprises of select 10 CPSEs. The index has a base date of Jan 01, 2009
    and base value of 1000. One of the largest Indian equity ETFs tracks NIFTY CPSE Index.

    Portfolio Characteristics Statistics


    Methodology Periodic Capped Free Float Index Since
    QTD YTD 1 Year 5 Years
    Returns (%) Inception
    No. of Constituents 10
    Price Return -13.0 -2.29 -13.61 -4.02 6.86
    Launch Date March 18, 2014 Total Return -13.0 -0.37 -9.97 -0.27 10.24
    Base Date January 01, 2009 Since
    Statistics ## 1 Year 5 Years
    Base Value 1000 Inception
    Calculation Frequency Online Daily Std. Deviation * 22.41 19.05 20.14
    Beta (NIFTY 50) 0.96 0.97 0.77
    Index Rebalancing Quarterly Weight Rebalancing
    Correlation (NIFTY 50) 0.58 0.68 0.69
    Sector Representation Fundamentals
    Sector Weight(%) P/E P/B Dividend Yield
    ENERGY 65.83 8.16 1.41 5.36
    METALS 18.90 Top constituents by weightage
    FINANCIAL SERVICES 7.37
    INDUSTRIAL MANUFACTURING 6.37 Company’s Name Weight(%)
    CONSTRUCTION 1.53 NTPC Ltd. 20.97
    Indian Oil Corporation Ltd. 20.77
    Oil & Natural Gas Corporation Ltd. 19.57
    Coal India Ltd. 18.90
    Power Finance Corporation Ltd. 7.37
    Bharat Electronics Ltd. 6.37
    Oil India Ltd. 3.11
    NBCC (India) Ltd. 1.53
    NLC India Ltd. 0.75
    SJVN Ltd. 0.66
    ## Based on Price Return Index.
    # QTD,YTD and 1 year returns are absolute returns.Returns for greater than one year are CAGR returns. * Average daily standard deviation
    Methodology document available at https://www.nseindia.com/content/indices/Method_Nifty_CPSE.pdf
    Contact Us: Email: [email protected] Tel: +91 22 26598386 Fax: +91 22 26598120
    Disclaimer: All information contained herewith is provided for reference purpose only. NSE Indices Limited (formerly known as India Index Services & Products Limited-IISL) ensures accuracy
    and reliability of the above information to the best of its endeavors. However, NSE Indices Limited makes no warranty or representation as to the accuracy, completeness or reliability of any of
    the information contained herein and disclaim any and all liability whatsoever to any person for any damage or loss of any nature arising from or as a result of reliance on any of the information
    provided herein. The information contained in this document is not intended to provide any professional advice.
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