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    FactsheetNIFTY500Value50

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    FactsheetNIFTY500Value50

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    FactsheetNIFTY500Value50

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    sivaramv8

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    October 31, 2024

    The Nifty500 Value 50 index consists of 50 companies from its parent Nifty 500 index, selected based on their ‘value’ scores. The
    value score for each company is determined based on Earnings to Price ratio (E/P), Book Value to Price ratio (B/P), Sales to Price ratio
    (S/P) and Dividend Yield.

    The index can be used for a variety of purposes such as benchmarking, creation of index funds, ETFs and structured products

    Portfolio Characteristics
    Methodology Tilt Weighted Index Since
    QTD YTD 1 Year 5 Years
    No. of Constituents 50 Returns (%) # Inception
    Launch Date September 28, 2018 Price Return -7.67 26.39 61.71 31.27 14.57
    Base Date April 01, 2005 Total Return -7.64 27.77 64.06 34.10 17.55

    Base Value 1000 Since


    Statistics ## 1 Year 5 Years
    Calculation Frequency End of day Inception
    Index Rebalancing Semi-annual Std. Deviation * 25.16 24.63 26.19
    Sector Representation Beta (NIFTY 50) 1.49 1.01 0.98

    Sector Weight(%) Correlation (NIFTY 50) 0.79 0.77 0.79

    Financial Services 26.58


    Fundamentals
    Oil, Gas & Consumable Fuels 23.54
    P/E P/B Dividend Yield
    Metals & Mining 21.21
    12.64 1.62 3.3
    Power 10.96
    Chemicals 7.80
    Top constituents by weightage
    Construction Materials 5.07
    Services 2.95 Company’s Name Weight(%)
    Media, Entertainment & Publication 0.95
    Construction 0.92 State Bank of India 5.45
    Grasim Industries Ltd. 5.07
    NTPC Ltd. 5.03
    Power Grid Corporation of India Ltd. 4.99
    Coal India Ltd. 4.82
    Hindalco Industries Ltd. 4.80
    Vedanta Ltd. 4.75
    Oil & Natural Gas Corporation Ltd. 4.71
    Tata Steel Ltd. 4.63
    Indian Oil Corporation Ltd. 3.68

    ## Based on Price Return Index.


    # 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. NSE Indices Limited (formerly known as India Index Services & Products Limited-IISL) ensures accuracy and reliability of the above
    information to the best of its endeavors. However, NSE Indices Limited 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
    October 31, 2024

    Index Methodology
    • The index has a base date of 1st April, 2005 and base value of 1000
    • Stocks from Nifty 500 index at the time of review are eligible for inclusion in the index
    • 50 companies with higher Earnings to Price ratio (E/P), Book Value to Price ratio (B/P), Sales to Price ratio (S/P) and Dividend
    Yield are selected to be part of the index
    • The weight of each stock in the index is based on the combination of stock’s ‘value’ score and its free float market capitalization
    • Index is rebalanced semi-annually

    Key Indices
    Broad Market Indices 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 Nifty100 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 Midcap 100 Nifty Financial Services Nifty Corporate Group Nifty Alpha 50 Nifty 1D Rate

    Contact Us:
    Email: indices@nse.co.in | Tel: +91 22 26598386 | Fax: +91 22 26598120
    Learn more at: www.niftyindices.com
    2

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