Few things that could occur.
- since your universe is 750 stock (for @visuarchie it’s 250) so churn could be higher in your case. Need to compensate for it somehow. Monthly balancing is one option
- if you consider 3 months rerun as criteria, some low float hitting UC for one day would show up
- some of the stocks would be illiquid Nad more volatile, as you’re moving beyond Nifty 500.
Thanks
Praveen
Subscribe To Our Free Newsletter |