Deconstructing the Motilal Oswal Value Index (MOVI)

Published: July 5, 2016 at 8:13 am

Last Updated on April 14, 2026 at 11:04 am

The Motilal Oswal Value Index (MOVI) allows the investor to change equity and fixed income levels as per MOVI values. In this post, I try to understand how the MOVI is calculated.

This is only an academic post about the MOVI and is neither a recommendation to use MOVI or Motilal Oswal Mutual Funds.

MOVI-based indexing is a form of dynamic asset allocation. There are funds like

  • Franklin PE-based fund which uses only PE levels.
  • IDFC Dynamic Equity Fund that uses a combination of PE and 200-day moving averages.
  • DSP BR dynamic asset allocation fund which uses Yield Gap
  • Other funds can be found here: Performance of Dynamic Asset Allocation Mutual Funds

How the MOVI is calculated

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Information on this is quite sketchy. All we know is that it is a combination of the Nifty PE, PB and Dividend Yield. The 90-day moving average of the MOVI is used for dynamic asset allocation.

MOVI Chart

Movi-chart
Screenshot from MO AMC

I have tried to come up with a formula for the MOVI by looking at the above chart and using Nifty PE,PB and DY values.

My guess (not a random one) is, the MOVI has a form which is similar to

MOVI ~ LOG((PE+PB)/DY). Where the Log stands for Logarithm and ~ stands for ‘approximately’.

MOVI-guess-formula

The overall behaviour is very close to the actual MOVI chart, by are higher by about 1.3-1.5 times. This guess formula is good enough to come up with an independent asset allocation strategy. However, that is not quite necessary as we have the actual MOVI itself!

This is a better MOVI chart

Movi-chart.-2jpg
Source: Why Movi?

The asset allocation matrix as per MOVI levels is given below.

Movi-asset-allocation

The MOVI-based strategy or any of the other strategies noted above is likely to result in a better risk-adjusted return. It may not always result in a better absolute return, as this comprehensive study shows: Is it possible to time the market?