The NIFTY100 ESG Index is designed to reflect the performance of companies within the NIFTY 100 index based on their environmental, social, and governance scores. Constituent weights are determined by both market capitalization and ESG score. The index includes 88 constituents and can be used for benchmarking, index funds, ETFs, and structured products. It is rebalanced quarterly.
The NIFTY100 ESG Index is designed to reflect the performance of companies within the NIFTY 100 index based on their environmental, social, and governance scores. Constituent weights are determined by both market capitalization and ESG score. The index includes 88 constituents and can be used for benchmarking, index funds, ETFs, and structured products. It is rebalanced quarterly.
The NIFTY100 ESG Index is designed to reflect the performance of companies within the NIFTY 100 index based on their environmental, social, and governance scores. Constituent weights are determined by both market capitalization and ESG score. The index includes 88 constituents and can be used for benchmarking, index funds, ETFs, and structured products. It is rebalanced quarterly.
The NIFTY100 ESG Index is designed to reflect the performance of companies within the NIFTY 100 index based on their environmental, social, and governance scores. Constituent weights are determined by both market capitalization and ESG score. The index includes 88 constituents and can be used for benchmarking, index funds, ETFs, and structured products. It is rebalanced quarterly.
NIFTY100 ESG Index is designed to reflect the performance of companies within NIFTY 100 index based on Environmental, Social and Governance (ESG) score. The weight of each constituent in the index is tilted based on ESG score assigned to the company, i.e. the constituent weight is derived from its free float market capitalization and ESG score.
The index can be used for a variety of purposes such as benchmarking, creation of index funds, ETFs and structured products.
Portfolio Characteristics Methodology Tilt Weighted Index Since QTD YTD 1 Year 5 Years Returns (%) Inception No. of Constituents 88 Price Return 10.64 -1.58 4.30 9.02 8.77 Launch Date March 27, 2018 Total Return 11.01 -0.76 5.40 10.34 10.30 Base Date April 01, 2011 Since Base Value 1000 Statistics ## 1 Year 5 Years Inception Calculation Frequency End of day Std. Deviation * 29.62 17.77 17.73 Index Rebalancing Quarterly Beta (NIFTY 50) 0.96 0.98 1.00 Correlation (NIFTY 50) 1.00 0.99 0.99 Sector Representation Fundamentals Sector Weight(%) P/E P/B Dividend Yield FINANCIAL SERVICES 26.83 37.56 3.54 1.43 IT 19.78 CONSUMER GOODS 13.80 Top constituents by weightage OIL & GAS 12.82 PHARMA 6.68 Company’s Name Weight(%) AUTOMOBILE 5.01 Reliance Industries Ltd. 11.37 CEMENT & CEMENT PRODUCTS 2.94 Infosys Ltd. 10.07 CONSTRUCTION 2.78 METALS 2.77 HDFC Bank Ltd. 9.34 TELECOM 2.68 Housing Development Finance Corporation 5.59 POWER 1.26 Tata Consultancy Services Ltd. 5.52 FERTILISERS & PESTICIDES 0.64 Hindustan Unilever Ltd. 4.36 CHEMICALS 0.51 Axis Bank Ltd. 2.79 SERVICES 0.51 Larsen & Toubro Ltd. 2.72 MEDIA & ENTERTAINMENT 0.44 TEXTILES 0.29 Bharti Airtel Ltd. 2.39 INDUSTRIAL MANUFACTURING 0.26 ICICI Bank Ltd. 2.23
## Based on Price Return Index.
# 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. NSE Indices Limited (formerly known as India Index Services & Products Limited-IISL) ensures accuracy and reliability of the above information to the best of its endeavors. However, NSE Indices Limited 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. 1 September 30, 2020
Index Methodology • The index has a base date of April 01, 2011 and a base value of 1000 • To form part of the NIFTY100 ESG Index, stocks should qualify the following eligibility criteria: o Stocks should form part of NIFTY 100 o Companies should have an ESG score o Companies with a controversy category of 4 and 5 will be excluded (scale: 1-5, category 1 being least controversial) o Companies engaged in the business of tobacco, alcohol, controversial weapons and gambling operations shall be excluded.
The number of constituents in the index is variable. Sector weights are based on free float market capitalization. Each constituent within sector is ESG tilt weighted and capped at 10%. Index is reconstituted on a semi-annual basis.
Index Governance: A professional team manages all NSE indices. There is a three-tier governance structure comprising the Board of Directors of NSE Indices Limited, the Index Advisory Committee (Equity) and the Index Maintenance Sub-Committee.
Key Indices Broad Market Sectoral Indices Thematic Indices Strategy Indices Fixed Income NIFTY 50 NIFTY Bank NIFTY CPSE NIFTY100 Equal Weight NIFTY 10 yr Benchmark G-Sec NIFTY Next 50 NIFTY IT NIFTY Commodities NIFTY50 PR 1x Inverse NIFTY 8-13 yr G-Sec NIFTY 100 NIFTY PSU Bank NIFTY Energy NIFTY50 PR 2x Leverage NIFTY 4-8 yr G-Sec NIFTY 200 NIFTY FMCG NIFTY Shariah 25 NIFTY50 Value 20 NIFTY 11-15 yr G-Sec NIFTY 500 NIFTY Private Bank NIFTY 100 Liquid15 NIFTY100 Quality 30 NIFTY 15 yr and above G-Sec NIFTY Midcap 50 NIFTY Metal NIFTY Infrastructure NIFTY Low Volatility 50 NIFTY Composite G-Sec NIFTY Midcap 100 NIFTY Financial Services NIFTY Corporate Group NIFTY Alpha 50 NIFTY 1D Rate
