Black Book Project_1_nifty500.docx

NSE Indices Limited (once in the past known as India Index Services and Products Limited-IISL), a NSE bunch organization, was setup in May 1998 to give an assortment of records and file related administrations for the capital markets. NSE Indices Limited is India's specific organization centered upon the list as a center item. NSE Indices Limited keeps up value lists including expansive based benchmark records, sectoral lists, methodology lists, topical files, settled pay and modified files. Numerous venture and hazard the executives items are created on NSE Indices Limited records in India and abroad. The 'Clever 50' record is broadly followed and exchanged as the benchmark for Indian Capital Markets.

NSE Indices Limited's goal is to create, develop and keep up lists on Indian values that fill in as helpful market execution benchmarks and can be valuable fundamental records for venture items. So as to meet these goals, NSE Indices Limited has improved the record procedure of wide value lists. The list structure productively speaks to expansive, mid and little market capitalisation portions of the Indian capital market.

The NIFTY 500 index represents top 500 companies selected based on full market capitalization from the eligible universe. NIFTY 500 Index is computed using free float market capitalization method, wherein the level of the index reflects the total free float market value of all the stocks in the index relative to particular base period. NIFTY 500 can be used for a variety of purposes such as benchmarking fund portfolios, launching of index funds, ETFs and structured products. Index Variants: NIFTY 500 Total Returns Index, NIFTY500 Industry Indices.

Portfolio Characteristics Free Float Market Capitalization

Methodology No. of Constituents

501

Launch Date

January 01, 1995

Base Date

January 01, 1995

Base Value

1000

Calculation Frequency Index Rebalancing

Online Daily

Index Returns (%)

QTD

YTD

1 Year

5 Years

Since Inception

Price Return Total Return

0.05 0.22

-3.3 -2.1

-3.38 -2.14

13.28 14.61

9.67 11.48

Statistics ##

1 Year

5 Years

Since Inception

Std. Deviation * Beta (NIFTY 50)

13.33 0.97

13.77 1

23.24 0.93

Semi-Annually

Sector FINANCIAL SERVICES CONSUMER GOODS INDUSTRIAL MANUFACTURING PHARMA CONSTRUCTION ENERGY SERVICES AUTOMOBILE IT METALS CHEMICALS CEMENT & CEMENT PRODUCTS MEDIA & ENTERTAINMENT TEXTILES FERTILISERS & PESTICIDES HEALTHCARE SERVICES TELECOM PAPER

Number of Company 88 73 45 37 34 34 30 27 27 21 18 15 13 13 11 7 7 1

Weighted (%) 32.84 13.62 2.59 4.73 4.14 11.81 1.77 7.28 10.56 3.54 1.02 2.3 0.79 0.54 0.8 0.38 1.26 0.02