Smallcap momentum portfolio

@Mudit.Kushalvardhan taking last week’s list or list from this week, can you please let us know which stocks are not present and which ones are getting added? Thanks.

In our regular screening number of stocks are 101 while when I apply positive days 50% for last 6 months , number of stocks reduces to 67.
In top 20 list, stocks that gets eliminated are
Godfrey Phillips
Sobha
Bombay Bumrah
First Source
In small cap, only these get dropped…
in Microcap universe in normal criteria , stocks are 92 and by applying positive days filter , stocks are 58 and stocks who get dropped are
sarda energy
zentec

So , you are right most remain same…only number of stocks reduces

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@VeeraBrahmam , Could you update the stocks list after index rejig? (Like you have done for microcap)

@Mudit.Kushalvardhan In our list from last week, only Godfrey Philips was present. Sobha, Bombay Burmah and First Source were not present. So, we are not missing much really.

Similarly, in our microcap pf, Sarda and Zentec are not present. So, we have not lost anything.

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@Sudhakar_Subramanian i need create small cap list manually , which will take time.
once i done i will share.

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Update for entry on 30th September 2024 (lookback dates: 29/09/2023 and 28/03/2024)

50EMA (17956) > 200EMA (15992); hence, we can continue without any change.

Based on ranking:

  1. ANANTRAJ
  2. GET&D
  3. PCBL
  4. INOXWIND
  5. HSCL
  6. BASF
  7. JUBLPHARMA
  8. GLENMARK
  9. TECHNOE
  10. BIKAJI
  11. NEWGEN
  12. GODFRYPHLP
  13. MOTILALOFS
  14. MCX
  15. BLUESTARCO
  16. PPLPHARMA
  17. SIGNATURE
  18. NETWEB
  19. SUVENPHAR
  20. DOMS

Based on A → Z for easy tracking:

  • ANANTRAJ*
  • BASF*
  • BIKAJI
  • BLUESTARCO*
  • DOMS
  • GET&D*
  • GLENMARK
  • GODFRYPHLP
  • HSCL
  • INOXWIND
  • JUBLPHARMA
  • MCX
  • MOTILALOFS
  • NETWEB*
  • NEWGEN*
  • PCBL
  • PPLPHARMA
  • SIGNATURE
  • SUVENPHAR
  • TECHNOE*

Exits:
COCHINSHIP and POWERINDIA leave the index and are excluded.
CONCORDBIO, ERIS, KAYNES and QUESS exit.
CENTURYTEX stays within the top 25 and hence remains.

Entries:
ANANTRAJ, BASF, BLUESTARCO, GET&D, NEWGEN and TECHNOE make an entry.
NETWEB cannot enter as there is no vacancy.

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Can anyone share updated sheet with all rejig?

@kuldeep_agarwal NSE notification attached.
ind_prs23082024.pdf (770.4 KB)

Hi @visuarchie,
am trying to modify the spreadsheet ( your template )after NSE rejig. For the new stocks, example AADHARHFC getting an error : #N/A, when evaluating GGOGLEFINANCE the query for the symbol AADHARHFC returned no data.
Used the same formula from previous week, except AADHARHFC was typed in a cell which became empty after rejig. What am i missing ? Please help. Thanks

Hello @nil You can check two things.

  1. The earliest available date for AADHARHFC is 15/05/2024. Any earlier date show info as NA. Please check the dates for returns and SD calculation and ensure they are correct.

  2. Second point that I have noticed is that Google Finance does not like to move columns or replace names in columns. It will typically throw up some errors. Instead, if you want to remove a scrip, delete the column and if you want to introduce a new scrip, insert a column for it. This will keep the data clean.

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@visuarchie Sir , list is matching with mine except MOTILALOFS
Can you please check your data for MOTILALOFS ( Motilal Oswal Financial Services Ltd).

there is a Bonus issue
2024 Jun 10 Bonus Issue
Bonus Issue 3:1

image

Thank you Sir. #2 worked.

Super. Google Sheets working as expected. :slightly_smiling_face:

@visuarchie regarding this any i/p.

The sheet was updated for this in June itself.

Thank you sir quick response, may be its my bad i am getting RANK#111 for MOTILALOFS.
I will check from my side.

@VeeraBrahmam Ok. You may wish to recheck because MOTILALOFS entered the pf on 24/08/2024 and has remained since then.

Update for entry on 7th October 2024 (look back dates: 06/10/2023 and 05/04/2024)

50EMA (18004) > 200EMA (16082); hence, we can continue without any change.

Based on ranking:

  1. GET&D
  2. BASF
  3. ANANTRAJ
  4. HSCL
  5. GLENMARK
  6. INOXWIND
  7. SUVENPHAR
  8. PCBL
  9. MCX
  10. GODFRYPHLP
  11. PPLPHARMA
  12. JUBLPHARMA
  13. TECHNOE
  14. SIGNATURE
  15. NETWEB
  16. NEWGEN
  17. BLUESTARCO
  18. MOTILALOFS
  19. BIKAJI
  20. ERIS

Based on A → Z for easy tracking:

  • ANANTRAJ
  • BASF
  • BIKAJI
  • BLUESTARCO
  • ERIS*
  • GET&D
  • GLENMARK
  • GODFRYPHLP
  • HSCL
  • INOXWIND
  • JUBLPHARMA
  • MCX
  • MOTILALOFS
  • NETWEB*
  • NEWGEN
  • PCBL
  • PPLPHARMA
  • SIGNATURE
  • SUVENPHAR
  • TECHNOE

Exits:
DOMS makes an exit.
CENTURYTEX stays within the top 25 and hence remains.

Entries:
NETWEB makes an entry.
ERIS cannot enter as there is not vacancy.

hi @visuarchie sir and other contributors on this thread,

First of all thanks a lot for sharing your valuable knowledge.

I have two doubts.

  1. Once you come up with a stocks to pick as per momentum strategy, how does the individual stock price effect your allocation ? for example in recent list you have BASF which is currently at 8200. So if I think of doing a monthly 10000 or even 50000 investment I can’t pick BASF as it’s stock price is more. Even if I think of buying it and if we follow equal allocation to all stocks, just because of BASF I may have to buy each other stock in selected portfolio worth 8000. How do you handle such cases while investing ?
  2. What’s your view on yfiinance (which is a python programming package) which is dependent on yahoo finance. I am a software developer so I am thinking of writing python code with the similar logic using yfinance to create portfolio. But I read it other places in Valuepickr, saying the data is not reliable or uptodate.

Thanks,
Bhagath.M

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@bhagath Hello, I have talked about these points previously also.

  1. When we invest and create the portfolio, we start with equal allocation. Therefore, as you mentioned, if you had BASF in your list, you would need to start with 8200 x 10 or 20 or 25 depending on the number of stocks in your pf. If you do not want to start with this amount, you can ignore this stock and go to the next one in rank.

  2. Check out the message on the work done by @VeeraBrahmam on automating this. He did it using yfinance as Google Finance would not allow python programming. We found some issues in the closing price of stocks as compared to NSE or GFin. I think he has managed to overcome as he is able to get the same ranking of stocks. He might be able to elaborate on how he did it.

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