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  • As on ,
  • All Prices are in INR

Nifty500 Low Volatility 50 Index aims to track the performance of the top 50 stocks within Nifty 500 which are selected based on their low volatility scores. Volatility is calculated as the standard deviation of daily price returns (log normal) for last one year. Stock weights are based on a combination of the stock’s low volatility score and its free-float market capitalization.

ADVANCED CHARTING

Highlights

  • The index has a base date of April 01, 2005, with a base value of 1000
  • Stocks forming part of the Nifty 500 index at the time of review are eligible for inclusion in the index
  • Stocks that have scored low on liquidity parameters are excluded from the index
  • 50 stocks from Nifty 500 based on low volatility scores are selected to be part of the index
  • The weight of each stock in the index is based on the combination of stock’s quality score and its free float market capitalization.
  • The index is reconstituted semi-annually (June, December)