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Nifty FMCG

December 31, 2015


The Nifty FMCG Index is designed to reflect the behaviour and performance of FMCGs (Fast Moving Consumer Goods) which are
non-durable, mass consumption products and available off the shelf. The Nifty FMCG Index comprises of 15 stocks from FMCG
sector listed on the National Stock Exchange (NSE).
Nifty FMCG Index is computed using free float market capitalization method, wherein the level of the index reflects the total free
float market value of all the stocks in the index relative to particular base market capitalization value. Nifty FMCG Index can be used
for a variety of purposes such as benchmarking of fund portfolios, launching of index funds, ETFs and structured products.
Index Variants: Nifty FMCG Total Returns Index.

Eligibility Criteria for Selection of


Constituent Stocks
i. Companies must rank within the top 500
companies ranked by average free-float
market capitalisation and aggregate turnover
for the last six months.
ii. Companies should form a part of the FMCG
sector.

Index Re-Balancing:
Index is re-balanced on semiannual
basis. The cut-off date is January 31 and
July 31 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.

iii. The companys trading frequency should be


at least 90% in the last six months.
Index
Methodology

iv. The company should have reported a positive


net worth.
v. The company should have an investable
weight factor (IWF) of at least 10%.
vi. The company should have a listing history of
6 months. A company which comes out with
an IPO will be eligible for inclusion in the
index, if it fulfills the normal eligibility
criteria for the index for a 3 month period
instead of a 6 month period.
vii. Final selection of 15 companies shall be done
based on the free-float market capitalization
of the companies.

Bloomberg:
CNXFMCG Index
Thomson Reuters:
CNXFMCG
Contact Us:
Email: iisl@nse.co.in
Tel: +91 22 26598386
Fax: +91 22 26598120

Index Govenance:
A professional team at IISL manages
Nifty FMCG Index. There is a three-tier
governance structure comprising the
Board of Directors of IISL, the Index
Policy Committee, and the Index
Maintenance Sub-Committee.

Nifty FMCG
December 31, 2015

Portfolio Characteristics
Methodology
No. of Constituents
Launch Date
Base Date
Base Value
Calculation Frequency
Index Rebalancing

Statistics
Free Float Market Capitalization
10
September 22, 1999
December 01, 1995
1000
Real-time Daily
Semi-Annually

1 Year Performance Comparison of Sector Indices

Since
1 Year 5 Years Inception
0.33
16.49
16.20

QTD YTD
Returns (%)#

0.97

0.33

0.70
0.62

Since
Inception
23.54
17.35
0.60
0.69
0.59
0.73

P/B
11.89

Dividend Yield
1.43

1 Year
Std. Deviation *
Beta (Nifty 50)
Correlation (Nifty 50)
Fundamentals
P/E
37.48

18.09

5 Years

Top 10 constituents by weightage


Companys Name

Weight
(%)

I T C Ltd.

49.32

Hindustan Unilever Ltd.

16.39

Britannia Industries Ltd.

4.70

Godrej Consumer Products Ltd.

4.42

Dabur India Ltd.

4.16

United Spirits Ltd.

4.06

Colgate Palmolive (India) Ltd.

3.47

Marico Ltd.

3.15

GlaxoSmithkline Consumer Healthcare Ltd.

1.99

United Breweries Ltd.

1.70

# 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. IISL ensures accuracy and reliability of the above information to the best of its endeavors. However, IISL
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.