The Finominal India Long-Short Value Factor Index measures the performance of the top and bottom 30% of stocks ranked on a combination of price-to-book and price-to-earnings ratios. The long portfolio is comprised of cheap stocks, and the short portfolio of expensive stocks. Stocks must have a minimum market capitalization of $0.5 billion. Portfolios are constructed to be beta-neutral and rebalanced monthly.
| Key Characteristics | |
|---|---|
| Ticker | INDLSVAL |
| Name | Finominal India Long-Short Value Factor Index |
| Inception Date | 1 Jan 2004 |
| Return Type | Long-Short |
| Currency | INR |
| Tradable Instrument | - |
| Performance | |
|---|---|
| 3 Months | -2.66 % |
| YTD | -2.27 % |
| 1-Year | 14.01 % |
| 3-Year | 28.39 % |
| 5-Year | 38.90 % |
| Since Inception | -66.64 % |