Index Overview
Nifty Alpha Low Volatility 30
Return Overview
1M
-4.50%
3M
+4.01%
6M
+0.98%
1Y
-0.90%
3Y
+10.17%
5Y
+8.24%
10Y
+11.81%
Max
+11.69%
Fundamentals
| Asset Type | Equity |
| Index Type | Strategy Index |
| No. of Companies | 30 Companies |
| Market Cap Focus | Large & Mid Cap |
| Std Deviation (1 yr) | 0.77% |
| P/E | 42.46 |
| P/B | 10.66 |
| Div Yield | 1.01% |
| Asset Type | Equity |
| Index Type | Strategy Index |
| No. of Companies | 30 |
| Market Cap Focus | Large & Mid Cap |
| P/E | 42.46 |
| P/B | 10.66 |
| Div Yield | 1.01% |
| Std Deviation (1 yr) | 0.77% |
Exchange Traded Funds (ETFs)
| Fund Name | ||||||||
|---|---|---|---|---|---|---|---|---|
| 27.37 | 1,527 | 0.36% | 0.01% | 1 | -0.17% | 0.37% |
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| Fund Name | Last Close | AUM (Cr) | Avg Exp Ratio | Tracking Error | 1M ADTO (Cr) | 1M Avg NAV Gap | All-In-Cost | Score |
|---|---|---|---|---|---|---|---|---|
| 27.37 | 1,527 | 0.36% | 0.01% | 1 | -0.17% | 0.37% |
Index Funds
| Fund Name | ||||||
|---|---|---|---|---|---|---|
| N/A | 1,283 | 0.30% | 0.13% | 0.42% | ||
| N/A | 95 | 0.33% | 0.12% | 0.45% | ||
| N/A | 74 | 0.51% | 0.12% | 0.63% |
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| Fund Name | Last Close | AUM (Cr) | Avg Exp Ratio | Tracking Error | All-In-Cost | Score |
|---|---|---|---|---|---|---|
| N/A | 1,283 | 0.30% | 0.13% | 0.42% | ||
| N/A | 95 | 0.33% | 0.12% | 0.45% | ||
| N/A | 74 | 0.51% | 0.12% | 0.63% |
Sectoral Allocation
Total
100%
allocation
- Bank18.5%
- Healthcare13.3%
- FMCG10.8%
- Finance10.7%
- Automobile & Ancillaries10.6%
- Chemicals7.0%
- Insurance6.8%
- Construction Materials5.3%
- Diamond & Jewellery3.7%
- Agri3.5%
- Telecom3.4%
- Crude Oil3.3%
- Diversified3.1%
- Bank18.5%
- Healthcare13.3%
- FMCG10.8%
- Finance10.7%
- Automobile & Ancillaries10.6%
- Chemicals7.0%
- Insurance6.8%
- Construction Materials5.3%
- Diamond & Jewellery3.7%
- Agri3.5%
- Telecom3.4%
- Crude Oil3.3%
- Diversified3.1%
Index Constituents
| Name | Weight |
|---|
| State Bank Of India | 4.2% |
| ICICI Bank Ltd. | 4.2% |
| Nestle India Ltd. | 4.2% |
| SBI Life Insurance Company Ltd. | 4.0% |
| Eicher Motors Ltd. | 3.9% |
| HDFC Bank Ltd. | 3.7% |
| Titan Company Ltd. | 3.7% |
| Asian Paints Ltd. | 3.7% |
| Apollo Hospitals Enterprise Ltd. | 3.6% |
| Maruti Suzuki India Ltd. | 3.6% |
| The Federal Bank Ltd. | 3.5% |
| Britannia Industries Ltd. | 3.5% |
| Tata Consumer Products Ltd. | 3.5% |
| Bharti Airtel Ltd. | 3.4% |
| Torrent Pharmaceuticals Ltd. | 3.4% |
| Pidilite Industries Ltd. | 3.4% |
| Bajaj Finance Ltd. | 3.3% |
| Sun Pharmaceutical Industries Ltd. | 3.3% |
| Reliance Industries Ltd. | 3.3% |
| Max Financial Services Ltd. | 3.2% |
| Marico Ltd. | 3.2% |
| TVS Motor Company Ltd. | 3.1% |
| Grasim Industries Ltd. | 3.1% |
| Dr. Reddy's Laboratories Ltd. | 3.0% |
| Ultratech Cement Ltd. | 2.9% |
| Bajaj Finserv Ltd. | 2.8% |
| Kotak Mahindra Bank Ltd. | 2.8% |
| HDFC Life Insurance Company Ltd. | 2.8% |
| Shree Cement Ltd. | 2.5% |
| SBI Cards And Payment Services Ltd. | 1.4% |
NameWeight
State Bank Of India4.2%
ICICI Bank Ltd.4.2%
Nestle India Ltd.4.2%
SBI Life Insurance Company Ltd.4.0%
Eicher Motors Ltd.3.9%
HDFC Bank Ltd.3.7%
Titan Company Ltd.3.7%
Asian Paints Ltd.3.7%
Apollo Hospitals Enterprise Ltd.3.6%
Maruti Suzuki India Ltd.3.6%
The Federal Bank Ltd.3.5%
Britannia Industries Ltd.3.5%
Tata Consumer Products Ltd.3.5%
Bharti Airtel Ltd.3.4%
Torrent Pharmaceuticals Ltd.3.4%
Pidilite Industries Ltd.3.4%
Bajaj Finance Ltd.3.3%
Sun Pharmaceutical Industries Ltd.3.3%
Reliance Industries Ltd.3.3%
Max Financial Services Ltd.3.2%
Marico Ltd.3.2%
TVS Motor Company Ltd.3.1%
Grasim Industries Ltd.3.1%
Dr. Reddy's Laboratories Ltd.3.0%
Ultratech Cement Ltd.2.9%
Bajaj Finserv Ltd.2.8%
Kotak Mahindra Bank Ltd.2.8%
HDFC Life Insurance Company Ltd.2.8%
Shree Cement Ltd.2.5%
SBI Cards And Payment Services Ltd.1.4%
Holdings Concentration
Total covered: 100%
Top 1–5
5 holdings
20.6%
21%
share
Top 6–10
5 holdings
18.3%
18%
share
Top 11–20
10 holdings
33.7%
34%
share
Beyond 20
10 holdings
27.4%
27%
share
Market Cap Classification
Total
100%
allocation
- Large Cap86.2%
- Mid Cap13.7%
- Large Cap86.2%
- Mid Cap13.7%
Index Methodology
| Factor Basis | Multifactor |
| What universe selected from? | Nifty 100, Nifty MidCap 50 |
| Weightage? | Factor Weighted - based on Wtd Avg. of Factor Z-Scores ; Max Weight per stock = 5% |
| Stocks Included | Top 30 stocks based on Wtd. Average Percentile Score.This score is computed as an equal weighted average of factor scores of the following scores: 1) Alpha Score: Z-Score of {Alpha = Rs - [Rf-Beta [Rm-Rf])}, where Rs=avg daily return of stock over last yr, Rm = avg daliy return of Nifty over the last year; Beta= beta of the stock calcualted over previous month period. 2) Low-Volatility Score: Z-Score based on the inverse of Std. deviation based on previous 1-year prices returns. 3) Factor Scores: Factor Score = (1+ Average Z score) if Average Z score >0 1/ (1-Average Z score) if Average Z score < 0 |
| Exclusions | Constituents moving out of the Nifty 100 & Nifty MidCap 50 index; Constituent rank based on average percentile score falls below 50; suspension, delisting or scheme of arrangement |
| Factor Basis | Multifactor |
| Universe | Nifty 100, Nifty MidCap 50 |
| Weightage | Factor Weighted - based on Wtd Avg. of Factor Z-Scores ; Max Weight per stock = 5% |
| Stocks Included | Top 30 stocks based on Wtd. Average Percentile Score.This score is computed as an equal weighted average of factor scores of the following scores: 1) Alpha Score: Z-Score of {Alpha = Rs - [Rf-Beta [Rm-Rf])}, where Rs=avg daily return of stock over last yr, Rm = avg daliy return of Nifty over the last year; Beta= beta of the stock calcualted over previous month period. 2) Low-Volatility Score: Z-Score based on the inverse of Std. deviation based on previous 1-year prices returns. 3) Factor Scores: Factor Score = (1+ Average Z score) if Average Z score >0 1/ (1-Average Z score) if Average Z score < 0 |
| Exclusions | Constituents moving out of the Nifty 100 & Nifty MidCap 50 index; Constituent rank based on average percentile score falls below 50; suspension, delisting or scheme of arrangement |
Index • Last updated: 11/09/2026
Note: Above data is based on average of ETFs / Index Funds.