NIFTY Midcap

February 28, 2018 The NIFTY Free Float Midcap 100 Index is designed to capture the movement of the midcap segment of the market. The NIFTY Free Float Midcap 100 Index comprises 100 tradable stocks listed on the National Stock Exchange (NSE). NIFTY Free Float Midcap 100 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 market capitalization value. NIFTY Free Float Midcap 100 can be used for a variety of purposes such as benchmarking fund portfolios, launching of index funds, ETFs and structured products. Index Variant: NIFTY Free Float Midcap 100 Total Returns Index. Portfolio Characteristics Statistics Since Methodology Free Float Market Capitalization QTD YTD 1 Year 5 Years Inception No. of Constituents 100 Returns (%) # -6.95 -6.95 19.32 21.13 21.70 Launch Date July 18, 2005 Since Base Date January 01, 2003 1 Year 5 Years Inception Base Value 1000 Std. Deviation * 14.40 17.13 22.66 Calculation Frequency Online Daily Beta (NIFTY 50) 1.16 0.96 0.84 Index Rebalancing Semi-Annually Correlation (NIFTY 50) 0.76 0.82 0.85 Sector Representation Fundamentals Sector Weight(%) P/E P/B Dividend Yield 47.29 2.79 0.91 FINANCIAL SERVICES 19.97 CONSUMER GOODS 13.14 Top constituents by weightage PHARMA 9.80 INDUSTRIAL MANUFACTURING 6.73 Company’s Name Weight(%) SERVICES 6.68 RBL Bank Ltd. 2.19 ENERGY 6.56 Container Corporation of India Ltd. 1.91 AUTOMOBILE 6.55 IT 6.23 Voltas Ltd. 1.89 CONSTRUCTION 5.84 Biocon Ltd. 1.87 METALS 4.98 TVS Motor Company Ltd. 1.86 CHEMICALS 3.51 Pidilite Industries Ltd. 1.86 TEXTILES 3.20 Bharat Financial Inclusion Ltd. 1.76 CEMENT & CEMENT PRODUCTS 2.73 Mahindra & Mahindra Financial Services Ltd. 1.75 MEDIA & ENTERTAINMENT 1.60 Divi's Laboratories Ltd. 1.75 HEALTHCARE SERVICES 1.48 TELECOM 1.00 Page Industries Ltd. 1.67 # QTD,YTD and 1 year returns are absolute returns.Returns for greater than one year are CAGR returns. * Average daily standard deviation annualised 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. 1 February 28, 2018 Index Methodology Eligibility Criteria for Selection of Constituent Stocks: i. The cumulative free float weightage of companies should be between 75 % and 90%. ii. The company's trading frequency should be at least 90% in the last six months. iii. All constituents of the NIFTY Free Float Midcap 100 Index must have a minimum listing record of 6 months. iv. A company which comes out with an IPO will be eligible for inclusion in the index, if it fulfills the normal eligibility criteria for the index for a 3 month period instead of a 6 month period. v. From the universe of companies remaining first 100 companies in terms of highest aggregate turnover, shall constitute the NIFTY Free Float Midcap 100 Index. Index Re-Balancing: Index is re-balanced on semi-annual basis. The cut-off date is January 31 and July 31 of each year, i.e. For semi-annual review of indices, average data for six months ending the cut-off date is considered. Four weeks prior notice is given to market from the date of change. Index Governance: A professional team at IISL manages NIFTY Free Float Midcap 100 Index. There is a three-tier governance structure comprising the Board of Directors of IISL, the Index Policy Committee and the Index Maintenance Sub-Committee. Key Indices Broad Market Sectoral Indices Thematic Indices Strategy Indices Fixed Income NIFTY 50 NIFTY Bank NIFTY CPSE NIFTY100 Equal Weight NIFTY 10 yr Benchmark G-Sec NIFTY Next 50 NIFTY IT NIFTY Commodities NIFTY50 PR 1x Inverse NIFTY 8-13 yr G-Sec NIFTY 100 NIFTY PSU Bank NIFTY Energy NIFTY50 PR 2x Leverage NIFTY 4-8 yr G-Sec NIFTY 200 NIFTY FMCG NIFTY Shariah 25 NIFTY50 Value 20 NIFTY 11-15 yr G-Sec NIFTY 500 NIFTY Private Bank NIFTY 100 Liquid15 NIFTY Quality 30 NIFTY 15 yr and above G-Sec NIFTY Midcap 50 NIFTY Metal NIFTY Infrastructure NIFTY Low Volatility 50 NIFTY Composite G-Sec NIFTY Full Midcap 100 NIFTY Financial Services NIFTY Corporate Group NIFTY Alpha 50 NIFTY 1D Rate Contact Us: Bloomberg - NSEMCAP Index Email: [email protected] | Tel: +91 22 26598386 | Fax: +91 22 26598120 Learn more at: www.niftyindices.com Thomson Reuters - .NIMDCP 2.

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