Index Overview

Nifty Alpha Low Volatility 30

Return Overview

1M

+1.98%

3M

+4.82%

6M

+2.28%

1Y

+1.07%

3Y

+11.26%

5Y

+10.74%

10Y

+12.78%

Max

+12.93%

Fundamentals

Asset Type	Equity
Index Type	Strategy Index
No. of Companies	30 Companies
Market Cap Focus	Large & Mid Cap
Std Deviation (1 yr)	0.81%

P/E	46.37
P/B	10.33
Div Yield	0.82%

Asset Type	Equity
Index Type	Strategy Index
No. of Companies	30
Market Cap Focus	Large & Mid Cap
P/E	46.37
P/B	10.33
Div Yield	0.82%
Std Deviation (1 yr)	0.81%

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Sectoral Allocation

Index Constituents

Market Cap Classification

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: 7/26/2026

Note: Above data is based on average of ETFs / Index Funds.