Factsheet_NIFTY100_Enhanced_ESG_Index

November 29, 2024
Nifty100 Enhanced ESG Index is designed to reflect the performance of companies within Nifty 100 index based on Environmental,
Social and Governance (ESG) risk score. Companies with severe category risk are excluded from the index. The weight of each
constituent in the index is tilted based on ESG risk score assigned to the company, i.e. the constituent weight is derived from its free
float market capitalization and modified ESG risk score.
The index can be used for a variety of purposes such as benchmarking, creation of index funds, ETFs and structured products.
Index Variant: Nifty100 Enhanced ESG Total Returns Index
Portfolio Characteristics
Methodology Tilt Weighted Index Since
QTD YTD 1 Year 5 Years
No. of Constituents 92 Returns (%) # Inception
Launch Date March 27, 2018 Price Return -7.69 13.94 23.00 16.34 12.19
Base Date April 01, 2011 Total Return -7.49 15.08 24.24 17.67 13.69
Base Value 1000 Since

Statistics ## 1 Year 5 Years
Calculation Frequency End of day Inception
Index Rebalancing Semi-Annual Std. Deviation * 13.87 18.61 16.78
Sector Representation Beta (NIFTY 50) 0.96 0.96 0.99
Sector Weight(%) Correlation (NIFTY 50) 0.97 0.98 0.98
Financial Services 31.47

Fundamentals
Information Technology 20.59
P/E P/B Dividend Yield
Automobile and Auto Components 8.53
23.9 4.19 1.22
Fast Moving Consumer Goods 7.02
Healthcare 5.25
Top constituents by weightage
Oil, Gas & Consumable Fuels 4.67
Consumer Durables 3.89 Company’s Name Weight(%)
Telecommunication 3.22
Consumer Services 3.13 Infosys Ltd. 7.48
Power 2.62 HDFC Bank Ltd. 7.17
Metals & Mining 2.27 ICICI Bank Ltd. 4.62
Construction Materials 2.19 Axis Bank Ltd. 3.65
Services 1.99 HCL Technologies Ltd. 3.46
Construction 1.75
Bharti Airtel Ltd. 3.22
Capital Goods 0.70
Tata Consultancy Services Ltd. 2.78
Realty 0.40
Chemicals 0.30 Tech Mahindra Ltd. 2.75
Wipro Ltd. 2.35
Tata Motors Ltd. 1.88
## 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.
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November 29, 2024
Index Methodology
• The index has a base date of April 01, 2011 and a base value of 1000
• To form part of the Nifty100 Enhanced ESG Index, stocks should qualify the following eligibility criteria:
o Stocks should form part of Nifty 100
o Companies should have an ESG risk score
o Index companies with ‘ESG score’ lesser than 60 (categorised as B- , C+, C and D grades) shall be excluded
o Companies with controversy score less than 70 shall be excluded
o Companies engaged in the business of tobacco, alcohol, controversial weapons and gambling operations shall be excluded
The number of constituents in the index is variable. Weight of each stock in the index is based on its free-market capitalization and
normalised ESG risk score. Index has a sector cap and each constituent is capped at lower of 8% or 5 times of the weight of the stock
in the index based only on free-float market capitalization. Index is reconstituted on a semi-annual basis. For more details refer the
equity index methodology document.
Index Governance:
A professional team manages all NSE indices. There is a three-tier governance structure comprising the Board of Directors of NSE
Indices Limited, the Index Advisory Committee (Equity) and the Index Maintenance Sub-Committee.
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
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November 29, 2024

Index Variant: Nifty100 Enhanced ESG Total Returns Index

Base Value 1000 Since

Sector Weight(%) Correlation (NIFTY 50) 0.97 0.98 0.98

Financial Services 31.47

## Based on Price Return Index.

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