Archive · 11 Dec 2025
BSE Launches Four New Factor Indices
The Bombay Stock Exchange (BSE) has introduced four new special indices.
These indices are part of the BSE 100 large-cap TMC index and focus on different factors like momentum, low volatility, enhanced value, and quality.
Each index tracks 30 companies that best fit these factors.
The indices are updated every quarter and have a base value of 1000.
The first value date for these indices is June 20, 2005.
These new indices help investors find companies that perform well based on specific criteria.
BSE launched four new factor indices: BSE large-cap 100 momentum 30, BSE large-cap 100 low volatility 30, BSE large-cap 100 enhanced value 30, and BSE large-cap 100 quality 30.
These indices are derived from the BSE 100 large-cap TMC index with a 5% stock level capping.
The indices are reconstituted quarterly and have a base value of 1000, with the first value date being June 20, 2005.
Additional screening for liquidity profile is applied to the indices.
The BSE large-cap 100 Momentum 30 index tracks the performance of 30 companies with the highest momentum scores.
- Who
- BSE Index Services Pvt. Ltd., a subsidiary of BSE
- What
- Launched four new factor indices
- When
- June 20, 2005 (first value date), announced on an unspecified date in 2024
- Where
- New Delhi, India
- Why
- To track the performance of companies based on specific factors like momentum, low volatility, enhanced value, and quality
- Indices Launched
- BSE large-cap 100 momentum 30, BSE large-cap 100 low volatility 30, BSE large-cap 100 enhanced value 30, BSE large-cap 100 quality 30
- Universe
- BSE 100 large cap TMC index
- Stock Level Capping
- 5%
- Reconstitution Frequency
- Quarterly
- Base Value
- 1000
- First Value Date
- June 20, 2005
- Additional Screening
- Liquidity profile
- Momentum Index Constituents
- 30 companies with highest momentum scores