Description

• Portfolio of approximately 20 stocks picked from the NSE universe.
• Composite multifactor specification used to measure Value. Stocks are ranked against the individual factors after which they are ranked using their average normalized factor scores.
• Further combined with secondary factors to ensure factor diversification and improve risk adjusted returns.
• Illiquidity filter to remove low volume| turnover stocks.
• Rebalanced half-yearly to reduce portfolio churn.