Nifty100 Liquid 15
Nifty100 Liquid 15 Index is designed to provide exposure to the liquid stocks while making the index easily replicable and tradable.
Nifty100 Liquid 15 Index is computed using free float market capitalisation weighted method, wherein the level of the index reflects the total market value of all the stocks in the index relative to a particular base period. The method also takes into account constituent changes in the index and importantly corporate actions such as stock splits, rights, new issue of shares etc without affecting the index value.
Nifty100 Liquid 15 Constituents
| Price | 2,464.90 -14.35 (-0.58%) | 52 Week High | 4,190.00 |
|---|---|---|---|
| ISIN | INE423A01024 | 52 Week Low | 1,017.45 |
| Industry | Wholesale Distributors | Volume | 865.6 T |
| Sector | Distribution Services | P/E Ratio TTM | 104.95 |
| Market Cap | 2.8 T | 1 Year Beta | 1.91 |
| Price | 827.05 -4.05 (-0.49%) | 52 Week High | 916.00 |
|---|---|---|---|
| ISIN | INE742F01042 | 52 Week Low | 395.10 |
| Industry | Other Transportation | Volume | 3.2 M |
| Sector | Transportation | P/E Ratio TTM | 28.34 |
| Market Cap | 1.8 T | 1 Year Beta | 1.38 |
| Price | 1,018.25 3.80 (0.37%) | 52 Week High | 1,047.50 |
|---|---|---|---|
| ISIN | INE238A01034 | 52 Week Low | 707.70 |
| Industry | Regional Banks | Volume | 7.1 M |
| Sector | Finance | P/E Ratio TTM | 25.27 |
| Market Cap | 3.1 T | 1 Year Beta | 0.90 |
| Price | 7,471.35 -12.85 (-0.17%) | 52 Week High | 7,999.90 |
|---|---|---|---|
| ISIN | INE296A01024 | 52 Week Low | 5,485.70 |
| Industry | Finance/Rental/Leasing | Volume | 526.3 T |
| Sector | Finance | P/E Ratio TTM | 36.74 |
| Market Cap | 4.5 T | 1 Year Beta | 1.11 |
| Price | 1,543.70 17.50 (1.15%) | 52 Week High | 1,817.90 |
|---|---|---|---|
| ISIN | INE918I01026 | 52 Week Low | 1,215.00 |
| Industry | Life/Health Insurance | Volume | 1.3 M |
| Sector | Finance | P/E Ratio TTM | 34.93 |
| Market Cap | 2.4 T | 1 Year Beta | 1.32 |
| Price | 911.40 -6.55 (-0.71%) | 52 Week High | 948.70 |
|---|---|---|---|
| ISIN | INE397D01024 | 52 Week Low | 735.80 |
| Industry | Wireless Telecommunications | Volume | 6.1 M |
| Sector | Communications | P/E Ratio TTM | 65.05 |
| Market Cap | 5.1 T | 1 Year Beta | 0.66 |
| Price | 1,273.70 -4.30 (-0.34%) | 52 Week High | 1,311.30 |
|---|---|---|---|
| ISIN | INE860A01027 | 52 Week Low | 882.00 |
| Industry | Information Technology Services | Volume | 1.3 M |
| Sector | Technology Services | P/E Ratio TTM | 22.86 |
| Market Cap | 3.5 T | 1 Year Beta | 0.84 |
| Price | 1,452.90 41.60 (2.95%) | 52 Week High | 1,475.65 |
|---|---|---|---|
| ISIN | INE095A01012 | 52 Week Low | 990.00 |
| Industry | Major Banks | Volume | 4.4 M |
| Sector | Finance | P/E Ratio TTM | 14.22 |
| Market Cap | 1.1 T | 1 Year Beta | 1.42 |
| Price | 10,535.15 250.85 (2.44%) | 52 Week High | 10,623.65 |
|---|---|---|---|
| ISIN | INE585B01010 | 52 Week Low | 8,076.05 |
| Industry | Motor Vehicles | Volume | 986.2 T |
| Sector | Consumer Durables | P/E Ratio TTM | 32.81 |
| Market Cap | 3.1 T | 1 Year Beta | 0.89 |
| Price | 2,354.95 -9.85 (-0.42%) | 52 Week High | 2,630.95 |
|---|---|---|---|
| ISIN | INE002A01018 | 52 Week Low | 1,979.13 |
| Industry | Oil Refining/Marketing | Volume | 9.6 M |
| Sector | Energy Minerals | P/E Ratio TTM | 24.60 |
| Market Cap | 16 T | 1 Year Beta | 1.30 |
| Price | 598.15 10.00 (1.70%) | 52 Week High | 629.55 |
|---|---|---|---|
| ISIN | INE062A01020 | 52 Week Low | 499.35 |
| Industry | Regional Banks | Volume | 18.8 M |
| Sector | Finance | P/E Ratio TTM | 7.98 |
| Market Cap | 5.3 T | 1 Year Beta | 1.61 |
| Price | 620.45 -6.60 (-1.05%) | 52 Week High | 665.40 |
|---|---|---|---|
| ISIN | INE155A01022 | 52 Week Low | 375.20 |
| Industry | Motor Vehicles | Volume | 6.6 M |
| Sector | Consumer Durables | P/E Ratio TTM | 22.52 |
| Market Cap | 2.3 T | 1 Year Beta | 1.13 |
| Price | 126.75 -1.05 (-0.82%) | 52 Week High | 135.00 |
|---|---|---|---|
| ISIN | INE081A01020 | 52 Week Low | 95.00 |
| Industry | Steel | Volume | 34.1 M |
| Sector | Non-Energy Minerals | P/E Ratio TTM | 94.97 |
| Market Cap | 1.6 T | 1 Year Beta | 1.28 |
| Price | 1,305.35 13.70 (1.06%) | 52 Week High | 1,320.00 |
|---|---|---|---|
| ISIN | INE669C01036 | 52 Week Low | 981.05 |
| Industry | Information Technology Services | Volume | 3.3 M |
| Sector | Technology Services | P/E Ratio TTM | 26.32 |
| Market Cap | 1.3 T | 1 Year Beta | 0.81 |
| Price | 3,274.50 -30.00 (-0.91%) | 52 Week High | 3,352.00 |
|---|---|---|---|
| ISIN | INE280A01028 | 52 Week Low | 2,269.60 |
| Industry | Other Consumer Specialties | Volume | 1 M |
| Sector | Consumer Durables | P/E Ratio TTM | 90.34 |
| Market Cap | 2.9 T | 1 Year Beta | 0.84 |
Nifty100 Liquid 15 Methodolgy
Eligibility Criteria for Selection of Constituent Stocks:
The company should be a part of Nifty 100.
Stocks having turnover ratio more than 100% in majority of the last 6 months are eligible for inclusion. TRO = ( Monthly Turnover x 12 )
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Average free float during the month
All the 15 stocks forming part of the index shall be available in the F&O segment.
At the time of rebalancing of shares/ change in index constituents/ change in investable weight factors (IWFs), the weightage of the index constituent (wherever applicable) is capped at 15%. Weightage of such stock may increase beyond 15% between the rebalancing periods.
Exclusion Criteria:
A stock continuing to meet the inclusion criteria may still be excluded if any other stock meeting the inclusion criteria has free float 1.50 times that of existing stock in the index.
The total number of stocks which shall be replaced in a review shall be restricted to 2. If there are more than 2 stocks eligible for replacement then stock with lower turnover ratio frequency shall be replaced first.
Index Re-Balancing:
Index is re-balanced on semi-annual basis. The cut-off date is last trading date of January and July 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.
The company should be a part of Nifty 100.
Stocks having turnover ratio more than 100% in majority of the last 6 months are eligible for inclusion. TRO = ( Monthly Turnover x 12 )
----------------------------------------
Average free float during the month
All the 15 stocks forming part of the index shall be available in the F&O segment.
At the time of rebalancing of shares/ change in index constituents/ change in investable weight factors (IWFs), the weightage of the index constituent (wherever applicable) is capped at 15%. Weightage of such stock may increase beyond 15% between the rebalancing periods.
Exclusion Criteria:
A stock continuing to meet the inclusion criteria may still be excluded if any other stock meeting the inclusion criteria has free float 1.50 times that of existing stock in the index.
The total number of stocks which shall be replaced in a review shall be restricted to 2. If there are more than 2 stocks eligible for replacement then stock with lower turnover ratio frequency shall be replaced first.
Index Re-Balancing:
Index is re-balanced on semi-annual basis. The cut-off date is last trading date of January and July 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.
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