Factsheet Nifty Microcap 250 Index

October 31, 2024
NSE Indices has developed the Nifty Microcap 250 Index which aims to track the performance of microcap stocks listed or permitted
to trade on NSE. The index includes the top 250 companies beyond the Nifty 500 index constituents, selected based on their average
full market capitalization. A stock’s weight is based on its free-float market capitalization.
Index Variant: Nifty Microcap 250 Total Returns Index.
Portfolio Characteristics
Methodology Free Float Market Capitalization Index Since
QTD YTD 1 Year 5 Years
No. of Constituents 251 Returns (%) # Inception
Launch Date May 10, 2021 Price Return -3.90 33.22 53.73 41.64 17.82
Base Date April 01, 2005 Total Return -3.88 33.71 54.36 42.67 19.12
Base Value 1000 Since

Statistics ## 1 Year 5 Years
Calculation Frequency Real-Time Inception
Index Rebalancing Semi-annual Std. Deviation * 22.16 22.75 23.21
Sector Representation Beta (NIFTY 50) 1.05 0.85 0.79
Sector Weight(%) Correlation (NIFTY 50) 0.64 0.71 0.72
Capital Goods 18.56

Fundamentals
Healthcare 11.23
P/E P/B Dividend Yield
Financial Services 9.18
35.15 3.63 0.52
Chemicals 6.93
Consumer Durables 6.78
Top constituents by weightage
Consumer Services 6.43
Construction 5.63 Company’s Name Weight(%)
Fast Moving Consumer Goods 5.57
Automobile and Auto Components 5.56 Neuland Laboratories Ltd. 1.71
Services 3.38 LMW Ltd. 1.53
Metals & Mining 3.21 Strides Pharma Science Ltd. 1.44
Power 2.62 Va Tech Wabag Ltd. 1.22
Textiles 2.58 Wockhardt Ltd. 1.21
Utilities 2.32
CMS Info Systems Ltd. 1.12
Realty 2.23
Zen Technologies Ltd. 1.12
Construction Materials 1.55
Media, Entertainment & Publication 1.54 Karnataka Bank Ltd. 1.10
Information Technology 1.37 Religare Enterprises Ltd. 1.10
Diversified 1.03 Reliance Infrastructure Ltd. 1.07
Oil, Gas & Consumable Fuels 1.02
Forest Materials 0.70
Telecommunication
## Based on Price Return Index. 0.63
# 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.
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October 31, 2024
Index Methodology
• Eligibility criteria include (full eligibility criteria can be found in the Methodology Document):
o Companies ranked within top 1000 based on average daily turnover and on average daily full market capitalization based on
previous six months period data.
o Stocks that form part of the Nifty 500 (or being included in the Nifty 500) are ineligible to be included in the index.
• Stocks will be compulsorily included if rank based on 6 month average full market capitalization is between 351- 675 both inclusive.
• An existing stock will be compulsorily excluded if it is ineligible based on any of the above criteria.
• The weight of each stock in the index is based on its free float market capitalization.
Index Re-Balancing: Index is re-balanced on semi-annual basis. The cut-off date is January 31 and July 31 of each year, i.e. For semi-
annual review of indices, average data for six months ending the cut-off date is considered. Four weeks prior notice is given to market
from the date of change.
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 Indices 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:
Email: [email protected] | Tel: +91 22 26598386 | Fax: +91 22 26598120
Learn more at: www.niftyindices.com
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October 31, 2024

Index Variant: Nifty Microcap 250 Total Returns Index.

Base Value 1000 Since

Sector Weight(%) Correlation (NIFTY 50) 0.64 0.71 0.72

Capital Goods 18.56

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