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    Nifty50 Value20

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    shahid ali
    The Nifty50 Value 20 Index consists of the 20 most liquid value blue chip companies from the Nifty 50 Index. It is designed to reflect the performance of a diversified portfolio of value companies. The index has been historically calculated from January 2009. At the time of rebalancing, a stock's weight is capped at 15% to prevent concentration. The index is rebalanced annually and can be used as a benchmark for funds, ETFs, and structured products. Top constituents include ITC Ltd., Tata Consultancy Services Ltd., and Infosys Ltd.

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    Nifty50 Value20

    Uploaded by

    shahid ali
    10 views2 pages
    The Nifty50 Value 20 Index consists of the 20 most liquid value blue chip companies from the Nifty 50 Index. It is designed to reflect the performance of a diversified portfolio of value companies. The index has been historically calculated from January 2009. At the time of rebalancing, a stock's weight is capped at 15% to prevent concentration. The index is rebalanced annually and can be used as a benchmark for funds, ETFs, and structured products. Top constituents include ITC Ltd., Tata Consultancy Services Ltd., and Infosys Ltd.

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    Nifty50_Value20

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    The Nifty50 Value 20 Index consists of the 20 most liquid value blue chip companies from the Nifty 50 Index. It is designed to reflect the performance of a diversified portfolio of value companies. The index has been historically calculated from January 2009. At the time of rebalancing, a stock's weight is capped at 15% to prevent concentration. The index is rebalanced annually and can be used as a benchmark for funds, ETFs, and structured products. Top constituents include ITC Ltd., Tata Consultancy Services Ltd., and Infosys Ltd.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    10 views2 pages

    Nifty50 Value20

    Uploaded by

    shahid ali
    The Nifty50 Value 20 Index consists of the 20 most liquid value blue chip companies from the Nifty 50 Index. It is designed to reflect the performance of a diversified portfolio of value companies. The index has been historically calculated from January 2009. At the time of rebalancing, a stock's weight is capped at 15% to prevent concentration. The index is rebalanced annually and can be used as a benchmark for funds, ETFs, and structured products. Top constituents include ITC Ltd., Tata Consultancy Services Ltd., and Infosys Ltd.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    April 28, 2023

    The Nifty50 Value 20 Index is designed to reflect the behaviour and performance of a diversified portfolio of value companies
    forming a part of Nifty 50 Index. It consists of the 20 most liquid value blue chip companies listed on NSE. The Nifty50 Value 20
    Index has been computed historically from January 01, 2009.

    At the time of rebalancing of shares/ change in index constituents/ change in investable weight factors (IWFs), the weightage of the
    index constituent (wherever applicable) is capped at 15%. Weightage of such stock may increase beyond 15% between the rebalancing
    periods.

    Nifty50 Value 20 Index can be used for a variety of purposes such as benchmarking fund portfolios, issuance of index funds, ETFs
    and structured products.

    Index Variant: Nifty50 Value 20 Total Returns Index.

    Portfolio Characteristics
    Methodology Periodic Capped Free Float Index Since
    QTD YTD 1 Year 5 Years
    No. of Constituents 20 Returns (%) Inception
    Launch Date March 28, 2014 Price Return 0.96 2.11 6.09 14.04 16.83
    Base Date January 01, 2009 Total Return 1.08 2.54 8.41 16.66 19.14

    Base Value 1000 Since


    Calculation Frequency Real-Time Statistics ## 1 Year 5 Years
    Inception
    Index Rebalancing Annually Std. Deviation * 14.42 17.87 18.68
    Sector Representation Beta (NIFTY 50) 0.90 0.80 0.91

    Sector Weight(%) Correlation (NIFTY 50) 0.87 0.87 0.92

    Information Technology 38.77


    Fundamentals
    Fast Moving Consumer Goods 28.74
    P/E P/B Dividend Yield
    Metals & Mining 10.00
    17.36 3.96 3.24
    Power 7.43
    Oil, Gas & Consumable Fuels 6.61
    Top constituents by weightage
    Automobile and Auto Components 3.80
    Construction Materials 2.89 Company’s Name Weight(%)
    Chemicals 1.75
    ITC Ltd. 16.28
    Tata Consultancy Services Ltd. 15.00
    Infosys Ltd. 13.12
    Hindustan Unilever Ltd. 10.01
    HCL Technologies Ltd. 5.14
    Tata Steel Ltd. 3.97
    NTPC Ltd. 3.73
    Power Grid Corporation of India Ltd. 3.70
    JSW Steel Ltd. 3.12
    Tech Mahindra Ltd. 2.91

    ## 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 annualised.
    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. 1
    April 28, 2023

    Index Methodology
    Eligibility Criteria for Selection of Constituent Stocks:
    i. The company should be a part of Nifty 50.
    ii. Companies which are IRDA dividend norms compliant shall be considered eligible to be included in the index.
    iii. Companies are selected on the basis of ROCE, PE, PB and DY.
    iv. Companies with relatively lower PE and PB, while higher DY and ROCE are selected.

    Index Re-Balancing:
    Index is re-balanced on annual basis and implemented from first working day after F&O expiry of December. For review of indices,
    average data for 6 months ending the cut-off date is considered.

    Index Governance:
    A professional team manages all NSE indices. There is a three-tier governance structure comprising the Board of Directors of NSE
    Indices Limited, the Index Advisory Committee (Equity) and the Index Maintenance Sub-Committee.

    Key Indices
    Broad Market Sectoral Indices Thematic Indices Strategy Indices Fixed Income
    Nifty 50 Nifty Bank Nifty CPSE Nifty100 Equal Weight Nifty 10 yr Benchmark G-Sec
    Nifty Next 50 Nifty IT Nifty Commodities Nifty50 PR 1x Inverse Nifty 8-13 yr G-Sec
    Nifty 100 Nifty PSU Bank Nifty Energy Nifty50 PR 2x Leverage Nifty 4-8 yr G-Sec
    Nifty 200 Nifty FMCG Nifty Shariah 25 Nifty50 Value 20 Nifty 11-15 yr G-Sec
    Nifty 500 Nifty Private Bank Nifty 100 Liquid15 Nifty100 Quality 30 Nifty 15 yr and above G-Sec
    Nifty Midcap 50 Nifty Metal Nifty Infrastructure Nifty Low Volatility 50 Nifty Composite G-Sec
    Nifty Midcap 100 Nifty Financial Services Nifty Corporate Group Nifty Alpha 50 Nifty 1D Rate

    Contact Us: Bloomberg - NSENV20 Index


    Email: [email protected] | Tel: +91 22 26598386 | Fax: +91 22 26598120
    Learn more at: www.niftyindices.com Thomson Reuters - .NV20
    2

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