CANSLIM-esque Model
Windmill Capital
Efficiently managed growing companies experiencing positive momentum, screened using CANSLIM methodology
3Y CAGR
27.09%
Help
Daily Change
Today's change in this smallcase is
7Y CAGR
CAGR (Compounded Annual Growth Rate) indicates the average yearly return generated by a smallcase from the date of launch. Only live data is considered to calculate the CAGR. Thus, this smallcase has given returns on an average every year since Apr 4, 2016
High Volatility
Stock prices move up and down on a daily basis, resulting in fluctuating investment value. High volatility indicates high fluctuation is expected in the investment made in this smallcase
About the smallcase
CANSLIM is an investment model of specific criterion set out by William O’Neil, an American stock broker and investor.
- CANSLIM model revolves around seven criteria - current earnings, annual earnings, the new factor, supply and demand, leader vs laggard, institutional ownership and market direction. These criteria have been modified for the Indian stock markets
- This smallcase consists of companies that have recorded greater than 10% earnings per share growth over the previous 2 years and also have high return on equity. High EPS growth in tandem with high ROE indicates that the company is making money at a fast pace while managing capital efficiently
- Future expectations regarding earnings growth have also been taken into account
- Additionally, only stocks that have been showing strong upward price movement and have performed better than 75% of all stocks over the previous 1 year are included
You can access the asset allocation version of this smallcase with better risk-adjusted returns here
Methodology
Know how this smallcase was created
Methodology
universe
All publicly traded companies on the National Stock Exchange of India, covering more than 90% market capitalization, are included in the universe
research
- At Windmill Capital, our team cultivates investment philosophies rooted in cutting-edge academic research and insightful white papers. These resources lay the groundwork for a comprehensive understanding of market dynamics, risk management, and optimal return strategies. Subsequently, our sophisticated testing mechanisms allow us to create portfolios that are both theoretically robust and empirically validated
- To further refine our models, we harness advanced mathematical, statistical, and analytical methods. These may include optimization algorithms that balance risk and return, as well as statistical analyses to uncover factor regimes and correlations. Such techniques enhance our stock selection process and portfolio weighting decisions, ensuring precision and effectiveness
- CANSLIM-esque smallcase predominantly selects stocks/ETFs with consistently growing earnings while maintaining a high return on equity (ROE). It also favors stocks demonstrating strong relative price strength
stockScreening
- Stocks/ETFs qualifying the above mentioned research criteria are selected for further analysis
- Proprietary liquidity filters are applied to remove ill-liquid stocks/ETFs from this list
- A special check is further applied to remove stocks, where a significant part of the promoter holdings are pledged
- Stocks/ETFs are further removed on the basis of red flags such as their presence in ASM/GSM list of the exchanges, deep negative news or sentiment etc
weighting
This final list of selected stocks making part of the portfolio is equally weighted
rebalance
This smallcase has a quarterly rebalance schedule. Once every quarter, the research team reviews this smallcase and realign the weights with the selected asset allocation strategy for the next quarter
About the Manager
At the glance
Plans & benefits
Get access to constituents & rebalance updates for CANSLIM-esque Model
Benefits of subscribing to this smallcase
Pick a plan to continue