IISL Index Dashboard

Index Dashboard
February 28, 2017
Index Name
1M
3M
Returns (%)
1 Yr
3 Yr
5 Yr
Volatility (%)
1 Yr
Beta
1 Yr
Correlation
1 Yr
R2
1 Yr
P/E
P/B
Dividend
Yield
Broad Market Indices
NIFTY 50
NIFTY Next 50
NIFTY 100
NIFTY 200
NIFTY 500
NIFTY Midcap 150
NIFTY Midcap 50
NIFTY Full Midcap 100
NIFTY Smallcap 250
NIFTY Smallcap 50
NIFTY Full Smallcap 100
NIFTY MidSmallcap 400
NIFTY Free Float Midcap 100
NIFTY Free Float Smallcap 100
3.72
4.92
3.92
4.33
4.47
6.71
8.30
7.63
6.50
8.06
8.40
6.59
6.92
6.44
7.97
10.10
8.32
8.69
8.89
10.64
11.66
11.60
12.25
13.41
14.85
11.11
10.55
14.84
27.09
42.68
29.46
30.96
32.23
43.56
53.90
44.45
47.86
55.03
52.62
44.91
42.58
53.77
12.26
26.10
14.27
15.41
16.71
29.20
24.52
28.11
29.43
24.74
26.42
29.29
28.29
26.98
10.52
18.53
11.70
11.94
12.51
18.44
12.27
16.76
17.04
13.02
14.14
17.99
16.42
14.67
12.83
15.47
12.93
13.13
13.07
14.65
19.19
16.31
16.44
20.16
18.34
15.08
15.61
18.57
1.00
1.00
1.00
1.01
1.00
0.95
1.22
1.05
1.01
1.22
1.12
0.97
0.99
1.09
1.00
0.84
0.99
0.99
0.98
0.85
0.83
0.84
0.79
0.79
0.80
0.84
0.83
0.76
1.00
0.70
0.99
0.98
0.96
0.72
0.69
0.71
0.63
0.62
0.63
0.70
0.69
0.58
23.13
25.02
23.43
24.39
26.57
33.47
33.93
35.5
52.51
80.48
54.23
31.31
-
3.37
3.75
3.43
3.26
3.11
2.71
1.9
2.41
1.78
1.52
1.62
2.31
2.26
1.37
1.25
1.49
1.29
1.24
1.2
0.86
1.02
0.86
0.8
0.83
0.84
0.85
1.39
0.78
2.83
2.58
6.43
3.51
1.98
1.79
0.49
5.08
0.46
8.45
3.40
7.23
5.04
1.64
5.18
6.89
5.97
10.99
9.02
14.30
9.65
7.37
8.65
7.95
8.92
6.49
10.26
12.82
6.09
8.96
9.51
7.27
9.95
9.20
58.54
48.07
48.21
23.74
32.57
30.12
54.91
29.11
45.29
55.00
46.37
14.70
27.57
43.07
21.69
25.90
28.93
17.42
13.72
15.23
16.77
9.08
22.00
16.81
14.26
15.67
24.12
19.54
7.73
5.95
9.48
15.25
12.62
17.19
5.51
5.74
6.78
15.70
2.67
15.61
5.47
11.74
7.39
12.80
13.65
15.80
12.21
9.91
13.42
10.93
14.23
15.82
15.93
14.69
13.72
16.81
14.68
15.00
13.87
20.07
20.22
22.00
18.52
18.50
20.82
12.48
12.57
12.18
1.01
0.80
0.79
0.93
1.08
0.94
0.86
1.02
1.33
1.22
1.17
1.04
1.00
1.28
0.88
0.87
0.86
0.84
0.66
0.71
0.87
0.83
0.84
0.75
0.95
0.87
0.79
0.70
0.73
0.70
0.80
0.91
0.90
0.91
0.70
0.44
0.50
0.75
0.69
0.71
0.57
0.91
0.75
0.62
0.49
0.53
0.49
0.63
0.83
0.80
0.83
17.25
11.72
12.8
31.77
22.69
31.41
13.19
21.56
25.56
19.88
38.86
20.4
27.36
34.53
24.8
20.74
23.35
1.95
2.17
1.83
4.98
1.99
7.22
1.98
3.16
2.39
1.83
2.51
3.51
4.17
2.5
3.67
3.1
3.74
2.08
3.74
1.47
1.11
1.13
1.09
3.07
1.24
0.8
1.51
0.37
1.39
1.3
0.99
1.04
1.11
1.0
3.44
6.78
4.16
8.29
4.15
3.44
3.98
6.11
3.62
-3.19
-3.29
7.01
7.24
8.06
15.75
8.08
15.34
6.95
5.15
4.79
8.12
5.23
-6.25
-6.36
14.52
14.79
37.68
33.48
39.06
57.38
27.34
18.58
17.53
24.39
14.28
-17.62
-18.76
49.05
53.26
19.54
25.17
14.38
14.82
21.28
15.40
10.95
11.37
11.04
-6.37
-7.50
14.96
17.78
12.82
21.55
8.13
0.49
15.83
12.78
13.61
10.53
17.84
-4.72
-5.89
10.78
13.56
13.92
19.60
12.81
24.37
11.77
12.42
12.16
13.42
12.44
12.84
12.84
25.67
25.67
0.99
1.22
0.91
1.53
0.84
0.86
0.87
0.95
0.83
-1.00
-1.00
2.00
2.00
0.93
0.81
0.91
0.82
0.93
0.89
0.91
0.92
0.84
-1.00
-1.00
1.00
1.00
0.86
0.65
0.83
0.67
0.86
0.80
0.83
0.84
0.71
1.00
1.00
1.00
1.00
27.39
16.35
23.49
17.39
22.8
-
3.2
2.65
3.0
1.13
4.17
4.09
6.64
2.43
6.87
-
1.4
1.13
2.69
0.99
1.43
1.52
1.82
1.73
1.59
-
-1.86
5.60
4.67
2.32
8.45
8.12
1.80
3.41
5.57
3.53
9.83
5.93
10.63
9.16
9.03
5.88
13.81
11.73
-4.47
10.98
3.36
17.49
36.13
47.76
41.92
21.86
3.92
38.34
91.43
-5.22
45.66
61.32
51.34
20.87
24.17
21.85
9.86
1.09
20.46
13.06
8.55
27.41
14.97
8.58
18.34
14.62
14.54
16.16
10.08
19.39
-0.69
17.08
19.65
-1.61
-5.65
19.66
17.61
16.48
15.83
16.79
21.04
25.32
17.10
17.41
32.51
29.74
1.25
1.17
1.14
0.87
0.70
1.04
1.31
0.71
1.17
1.53
1.56
0.82
0.87
0.91
0.69
0.54
0.64
0.68
0.55
0.87
0.62
0.69
0.68
0.75
0.82
0.47
0.29
0.41
0.46
0.31
0.76
0.39
0.47
33.73
29.25
23.41
37.73
16.88
52.4
25.11
38.04
24.08
38.98
6.2
2.64
3.14
11.95
4.68
6.65
1.36
5.06
3.0
1.06
0.87
0.78
0.73
0.98
1.64
1.98
0.62
3.46
0.48
0.77
0.66
0.6
-2.56
-2.54
-3.16
-1.46
-3.63
-4.17
-2.49
-3.26
-2.63
-4.32
-1.89
-5.28
-7.99
-3.22
12.46
11.90
4.28
11.74
12.92
15.23
11.83
12.12
11.31
3.12
11.82
12.97
14.16
12.02
8.84
8.13
-0.01
9.76
9.47
10.56
9.21
3.66
3.69
3.76
2.74
4.78
5.11
3.58
-
-
-
-
-
-
Thematic Indices
NIFTY Commodities
NIFTY CPSE
NIFTY Energy
NIFTY India Consumption
NIFTY Infrastructure
NIFTY MNC
NIFTY PSE
NIFTY Services Sector
NIFTY100 Liquid 15
NIFTY Midcap Liquid 15
NIFTY Aditya Birla Group
NIFTY Mahindra Group
NIFTY Tata Group
NIFTY Tata Group 25% Cap
NIFTY Shariah 25
NIFTY50 Shariah
NIFTY500 Shariah
Strategy Indices
NIFTY100 Equal Weight
NIFTY Alpha 50
NIFTY Dividend Opportunities 50
NIFTY High Beta 50
NIFTY Low Volatility 50
NIFTY100 Low Volatility 30
NIFTY Quality 30
NIFTY50 Value 20
NIFTY Growth Sectors 15
NIFTY50 PR 1x Inverse
NIFTY50 TR 1x Inverse
NIFTY50 PR 2x Leverage
NIFTY50 TR 2x Leverage
Sectoral Indices
NIFTY Auto
NIFTY Bank
NIFTY Financial Services
NIFTY FMCG
NIFTY IT
NIFTY Media
NIFTY Metal
NIFTY Pharma
NIFTY Private Bank
NIFTY PSU Bank
NIFTY Realty
Fixed Income Indices
NIFTY 8-13 yr G-Sec
NIFTY 10 yr Benchmark G-Sec
NIFTY 10 yr Benchmark G-Sec (Clean Price)
NIFTY 4-8 yr G-Sec Index
NIFTY 11-15 yr G-Sec Index
NIFTY 15 yr and above G-Sec Index
NIFTY Composite G-Sec Index
# Returns upto one year are absolute returns. Returns for greater than one year are CAGR returns.
-Volatility (Average daily standard deviation annualized), Beta, Correlation & R2 for 1 year period.
-P/E, P/B & Dividend Yield as on February 28, 2017
-Returns of NIFTY50 Inverse, NIFTY50 Leverage and fixed income indices are not considered to identify the highest gainer and loser in the table
Index Dashboard
February 28, 2017
Nifty 50 - Sectoral Movers (%) for the month of February-17
Summary:
NIFTY 50 closed at 8,879.60 as on February 28, 2017, an increase of 318.30 points (3.72%) as against 8561.30 as on January 31, 2017.
The free float market capitalization of NIFTY 50 index was USD 490.24 Bn. as on February 28, 2017 as against USD 464.83Bn. as on January
31, 2017. The free float market capitalization of NIFTY Next 50 index was USD 100.69 Bn. as on February 28, 2017 as against USD 94.11Bn.
as on January 31, 2017.
Most indices across all categories gained during the one month period ending February 28, 2017. NIFTY Realty Index gained the most (9.83%)
amongst all the indices during the month whereas the NIFTY Auto index (-1.86%) was the only loser during the month.
During the 3 month period ending February 28, 2017, the biggest gainer overall was NIFTY Realty Index (17.49%) and biggest gainers in
various categories are NIFTY Full Smallcap 100 (14.85%) in broad market index category, NIFTY Energy (14.30%) in thematic index category,
NIFTY Alpha 50 (15.75%) in strategy index category and NIFTY Realty (17.49%) in sectoral index category.
The biggest overall gainer during the 1 year period ending February 28, 2017 is NIFTY Metal (91.43%) and biggest gainers in their respective
index categories are NIFTY Smallcap 50 (55.03%) in broad market index category, NIFTY Commodities (58.54%) in thematic index category,
NIFTY High Beta 50 (57.38%) in strategy index category and NIFTY Metal (91.43%) in sectoral index category. NIFTY Pharma index (-5.22%)
was the only loser during the 1 year period.
As part of semi-annual review of indices, IISL on February 16, 2017 announced replacements in various indices including NIFTY 50 index.
Effective March 31, 2017, Indian Oil Corporation Limited and Indiabulls Housing Finance Limited will be included in NIFTY 50 index
replacing Bharat Heavy Electricals Limited and Idea Cellular Limited.
About IISL
India Index Services & Products Ltd. (IISL), an NSE group company, was setup in May 1998 to provide a variety of indices and
index related services for the capital markets. IISL is India's first specialised company focused upon the index as a core product.
IISL maintains more than 100 equity indices comprising broad-based benchmark indices, sectoral indices, strategy indices, thematic
indices and customised indices. IISL also maintains fixed income indices based on Government of India bonds. Many investment
and risk management products based on IISL indices have been developed in the recent past, within India and abroad. These include
index based derivatives traded on NSE, Singapore Exchange Ltd. (SGX), Chicago Mercantile Exchange Inc. (CME), Osaka
Exchange Inc. (OSE), Taiwan Futures Exchange (TAIFEX) and a number of index funds and exchange traded funds. The flagship
'NIFTY 50' index is widely tracked and traded as the benchmark for Indian Capital Markets.
Contact Us
India Index Services & Products Limited
Exchange Plaza, Plot no. C - 1, Block G, Bandra-Kurla Complex, Bandra (East), Mumbai - 400 051 (India).
Telephone: (Direct) +91-22-2659 8386, (Board) +91-22-2659 8100. E-mail: [email protected]
For more information kindly contact us at [email protected]. Tel: +9122 26598386. http://nseindia.com/products/content/equities/indices/about_indices.htm
Disclaimer: All information contained herewith is provided for reference purpose only. IISL ensures accuracy and reliability of the above information to the best of its endeavors. However, IISL
makes no warranty or representation as to the accuracy, completeness or reliability of any of the information contained herein and disclaim any and all liability whatsoever to any person for any
damage or loss of any nature arising from or as a result of reliance on any of the information provided herein. The information contained in this document is not intended to provide any professional
advice.