Marketgrader India All-Cap Growth Leaders Index
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Fact Sheet MarketGrader MarketGrader India All-Cap Growth Leaders Index RESEARCH & INDEXES The MarketGrader India All-Cap Growth Leaders Index consists of the 80 most fundamentally sound companies with the best growth prospects in India, whose shares are listed in the country’s national exchanges or in the United States. Its objective is to give investors access to the best companies in the world’s fastest growing large economy without overpaying for their shares. Constituents are selected across all market cap segments and all economic sectors after they have passed rigorous size and liquidity filters. Index Rules Performance Investable Universe IndiaCumulative Growth Leaders Total Return, Jan. 2008 - Oct. 2020* All data as of Oct 30, 2020 All companies domiciled in India that have 125% received a MarketGrader Score consistently for at least six months, whose shares are 100% listed on the National Stock Exchange, the Bombay Stock Exchange or on U.S. national 75% exchanges. 50% Regulatory Requirements 25% Stocks are ineligible for Index selection if 0% they are included in the ‘Red Flag List,’ maintained and published by the National -25% Securities Depository Limited (NDSL) of India, or on the ‘Breach List,’ maintained by the -50% Central Depository Services (India) Limited 10/30/2020 -75% (CDSL), both of which govern foreign own- 12/31/07 12/31/08 12/31/09 12/31/10 12/30/11 12/31/12 12/31/13 12/31/14 12/31/15 12/30/16 12/29/17 12/31/18 12/31/19 ership limits of Indian securities. MarketGrader India All-Cap Growth Leaders India S&P BSE SENSEX MSCI India Size Requirements All companies must have a minimum total Calendar Year Returns Annualized Returns market capitalization of USD 150 million on MG India India S&P BSE MSCI MG India India S&P MSCI the Index selection date. All-Cap Gr. SENSEX India All-Cap Gr. BSE SENSEX India 3-Years -1.20% 2.60% 0.20% 2020* 3.45% -6.41% -3.21% Liquidity Requirements 5 -Years 5.00% 6.90% 5.20% All stocks must have a minimum three- 2019 -0.24% 13.13% 7.58% Since 12/31/07 4.50% 1.70% 0.10% month average daily trading volume of USD 2 million as of the selection date. 2018 -11.20% -1.97% -7.31% Cumulative Returns MG India India S&P MSCI Selection Criteria 2017 46.77% 37.77% 38.76% All-Cap Gr. BSE SENSEX India All Index constituents are selected based 3-Years -3.50% 8.10% 0.60% 2016 -1.67% 0.86% -1.43% on their overall MarketGrader (MG) Score. 5 -Years 27.60% 39.60% 28.80% Built on a scale between zero (0) and 100, Since 12/31/07 76.20% 24.30% 1.40% this MG Score is based on 24 fundamental 2015 0.67% -8.10% -6.12% indicators across MarketGrader’s four rating 2014 37.70% 29.22% 23.87% Standard Deviation categories: Growth, Value, Profitability and MG India India S&P MSCI Cash Flow. All indicators and the final MG All-Cap Gr. BSE SENSEX India 2013 1.72% -1.94% -3.83% Score are calculated daily for all companies 3-Years 21.84% 24.16% 23.51% under coverage. 2012 29.20% 24.05% 25.97% 5 -Years 20.1% 21.71% 21.21% Weighting Since 12/31/07 27.66% 27.96% 28.33% 2011 -31.60% -35.70% -37.17% The Index is re-weighted at each rebalance Sharpe Ratio date based on each constituent’s free float 2010 33.49% 23.99% 20.95% MG India India S&P MSCI market capitalization, with the total weight All-Cap Gr. BSE SENSEX India per constituent capped at 5% of the entire 2009 114.55% 91.91% 102.81% 3-Years -0.05 0.11 0.01 Index. 5 -Years 0.25 0.32 0.25 2008 -62.66% -61.00% -64.63% Rebalance Frequency Since 12/31/07 0.16 0.06 0.00 The Index is reconstituted and rebalanced All values in USD. *YTD values as of 10/30/2020 Frequency: Monthly. Sources: FactSet, MarketGrader.com Sources: FactSet, MarketGrader.com semi-annually, after the close of trading on U.S. exchanges on the third Friday of March Sources: FactSet, MarketGrader.com * The MarketGrader India All-Cap Growth Leaders Index was first published on February 21, 2020. Backtested performance infor- and September. mation is purely hypothetical and is solely for informational purposes. Backtested performance does not represent actual perfor- mance, and should not be interpreted as an indication of actual performance. Past performance is not indicative of future results. “Standard & Poor’s”, “S&P”are registered trademarks of Standard & Poor’s Financial Services LLC. MSCI brands and product names are the trademarks, service marks, or registered trademarks of MSCI or its subsidiaries in the United States and other jurisdictions. MarketGrader.com © 2020. Fact Sheet MarketGrader MarketGrader India All-Cap Growth Leaders Index RESEARCH & INDEXES Index composition data as of Oct 30, 2020. All currency values in USD. Index Bio Top 20 Stocks by Fundamentals Average Market Cap USD $7,751.39 Ticker Name Grade Median Market Cap USD $1,792.60 540222.IN Laurus Labs Ltd. 85.83 Average 3 Mo. Dollar Volume USD $2,846,025.54 506767.IN Alkyl Amines Chemicals Limited 82.30 Average 3 Mo. Trading Volume 265,063.00 524348.IN Aarti Drugs Limited 81.90 Last Rebalance Date 9/21/20 524494.IN IPCA Laboratories Limited 80.25 Companies Replaced 37 532482.IN Granules India Limited 80.04 Biggest Sector Increase Health Care 532504.IN Navin Fluorine International Limited 78.37 Biggest Sector Decrease Consumer Discretionary 506943.IN JB Chemicals & Pharmaceuticals 77.65 533573.IN Alembic Pharmaceuticals Limited 76.78 Fundamental Attributes Median 540005.IN Larsen & Toubro Infotech Ltd 75.72 Trailing P/E Ratio 21.5 506395.IN Coromandel International Limited 75.61 Forward P/E Ratio 20.3 524164.IN IOL Chemicals & Pharmaceuticals 74.62 Earnings Yield 5.4% 541179.IN ICICI Securities Ltd. 73.55 Price/Book Ratio 4.4 526299.IN Mphasis Limited 73.34 Revenue Change - 3 Years 41.9% 539523.IN Alkem Laboratories Ltd. 73.20 Operating Income Change - 3 Years 67.9% 500408.IN Tata Elxsi Limited 73.07 Operating Margin 18.7% 532281.IN HCL Technologies Limited 72.56 Earnings per Share (EPS) 3-Year Growth 19.9% 532488.IN Divi's Laboratories Limited 72.29 Long-Term Debt to Capital 13.4% 523704.IN Mastek Limited 71.95 Return on Equity 19.9% 532899.IN Kaveri Seed Co. Ltd. 70.92 Dividend Yield 0.95% 506285.IN Bayer Cropscience India Limited 70.81 India Growth Leaders Sector Breakdown (based on aggregate weight) Most Selections Since Inception 1.7% 0.4% Consumer Discretionary Ticker Name Times 125% 15.1% Consumer Staples 532540.IN Tata Consultancy Services Limited 26 1.2% Energy 507685.IN Wipro Limited 25 100%India Growth Leaders 29.5% Financials 526299.IN Mphasis Limited 24 Health Care 125% 532755.IN Tech Mahindra Limited 24 Industrials 75% 16.7% 532281.IN HCL Technologies Limited 23 Materials 100% Technology 532819.IN Mindtree Limited 22 50% 6.9% Telecommunication 500790.IN Nestle India Ltd. 21 75% 4.9% 23.5% Utilities 500870.IN Castrol India Limited 21 25% 532488.IN Divi's Laboratories Limited 20 50% 500124.IN Dr. Reddy's Laboratories Ltd. 18 0% 524804.IN Aurobindo Pharma Ltd 18 25% Market Cap Breakdown (based on aggregate weight) 500674.IN Sanofi India Limited 17 1.4% -25% 2.8% 506285.IN Bayer Cropscience India Limited 13 0% 14.6% 55.7% 500408.IN Tata Elxsi Limited 13 Greater than USD 50 billion -50% 500875.IN ITC Limited 12 USD 20 billion to 50 billion INFY Infosys Limited Sponsored ADR 12 -25% USD 10 billion to 20 billion 10/30/2020 25.5% -75% USD 1 billion to 10 billion 532466.IN Oracle Financial Services Software 11 12/31/07 12/31/08 12/31/09 12/31/10 12/30/11 12/31/12 12/31/13 12/31/14 12/31/15 12/30/16 12/29/17 12/31/18 12/31/19 -50% Below USD 1 billion 534816.IN Bharti Infratel Ltd. 11 532702.IN Gujarat State Petronet Limited 10 10/30/2020 -75% 532331.IN Ajanta Pharma Limited 10 12/31/07 12/31/08 12/31/09 12/31/10 12/30/11 12/31/12 12/31/13 12/31/14 12/31/15 12/30/16 12/29/17 12/31/18 12/31/19 MarketGrader.com © 2020. Sources: FactSet, MarketGrader.com.