Practice Drills: Building a Factor Based Stock Screen

A practice-first course for investors who already know what factors are and now want to build a working multi-factor screen. You will define a clean NSE universe, turn raw ratios into comparable factor scores, build value, quality, momentum and low-volatility scores one drill at a time, combine them into a composite rank, and pressure-test the result against NSE factor indices, turnover and Indian transaction costs and taxes.