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  • All Prices are in INR

The Nifty200 Momentum 30 Index aims to track the performance of 30 high momentum stocks across large and mid-cap stocks. The Momentum Score for each stock is based on recent 6-month and 12-month price return, adjusted for volatility.

ADVANCED CHARTING

Highlights

  • The index has a base date of April 01, 2005, with a base value of 1000
  • The index tracks the performance of the stocks that are part of the Nifty 200 index, and have high Normalised Momentum Scores
  • The Normalised Momentum Score is based on 6-month and 12-month price return, adjusted for volatility
  • The weight of each stock is based on the factor tilt methodology – the weight is derived by multiplying the free float market cap with the Normalised Momentum Score of that stock
  • Stock weights are capped at the lower of 5% or 5 times the weight of the stock in the index based only on free float market capitalization
  • A buffer based on Normalised Momentum Score ranks is applied to reduce turnover

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