Aggregated price index
Aggregated price index with volume information
Summary:
- Agricultural Commodities/Milling stocks down 0.2% on average while median return down 0.5% in a day
- Agricultural Commodities/Milling stocks up 0.5% on average while median return up -0.1% in a week
- Agricultural Commodities/Milling stocks down 1.2% on average while median return down 2.0% in a month
- When average return is significantly different from median return, this implies an asymmetry - composite return is driven by some outliners.
Aggregated price index (close) is based on equal weighted constituencies returns. Average short volume and average total volumes are averaged across all volume data among constituencies.
Click on + to show price series and click on ticker for stock detail page
* P/E and MarketCap are refreshed daily using IEX Cloud service. P/B, P/S, PEG, growth, short%, HelbyInstitute are refreshed weekly using Yahoo feeds. For latest stock stats please visit Yahoo Finance.
* Price Patter: / is upward trend, \ is downward trend, - is sideway. Click on the ticker to go to stock page to see Bayesian Trend model plot of the time series.
* Channel and change points are derived from Bayesian Trend model, where the channel slope is the growth rate while change points are those the model partition the time series.
- 1M winners are : Winners for past month are $SEED 18.0%, $LND 12.3%, $INGR 9.7%, $BG 6.3%, $ANDE 5.8%
- 1M losers are : Losers for past month are $CRON -10.3%, $CGC -10.3%, $VFF -12.9%, $HEXO -17.2%, $TLRY -17.3%
- 1W winners are : Winners for past week are $SANW 13.5%, $AGRO 8.8%, $DAR 4.5%, $IBA 2.3%, $LND 2.2%
- 1W losers are : Losers for past week are $ELAN -2.4%, $ELAT -2.6%, $HUGE -2.7%, $ANDE -2.8%, $MGPI -4.6%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 21.9%, for the past 3 months is 15.9%
In the past month for a 5 days rolling window, the highest corrrelation is 34.4%, the lowest correlation is 6.7%, the latest correlation is 18.3%
When a correlation deviated from the normal level and goes lower or even negative, it indicates some of stocks have deviated from the normal direction of the group. The deviation could reverse if long term level of correlation was at a higher level. It creates trading opportunities and deserves study whether the deviation is idiosyncratic or systematic.
Among pairwise correlation, the highest correlation is 92.1% between CGC and TLRY
The lowest correlation is -48.2% between LMNR and TYHT
Stock news
GREENFIELD, Ind., October 18, 2021--Elanco Animal Health Incorporated (NYSE: ELAN) today announces its inclusion in FORTUNE’s 2021 Change the World list, which recognizes companies that have made an important social or environmental impact through their profit-making strategy and operations.
Virtual Investor Conferences in partnership with KCSA Strategic Communications today announced the presentations from the KCSA Psychedelics Virtual Investor Conference are now available for on-demand viewing.
CHICAGO & QINGDAO, China, October 18, 2021--ADM (NYSE: ADM), a global leader in nutrition, and Qingdao Vland Biotech Group Co., Ltd. (Vland), a leading producer of enzymes and probiotics, today announced that they have agreed to form a joint venture to serve growing Chinese demand for human probiotics.
It's only natural that many investors, especially those who are new to the game, prefer to buy shares in 'sexy' stocks...
BEIJING, Oct. 15, 2021 (GLOBE NEWSWIRE) -- Shineco, Inc. (“Shineco” or the “Company”; NASDAQ: TYHT), a producer and distributor of Chinese herbal medicines, organic agricultural and hemp products and other biotech products, announced that its ticker symbol on the Nasdaq Stock Market (NASDAQ) will change to "SISI" at the open of market trading on Monday, October 18, 2021. Shineco has traded under the ticker "TYHT" since the Company's initial public offering in 2016. Ms. Jennifer Zhan, CEO of Shin
The Zacks Analyst Blog Highlights: Home Depot, T-Mobile, ConocoPhillips, General Electric, and Archer-Daniels-Midland
ST. LOUIS, October 13, 2021--Bunge Limited (NYSE: BG) today announced that it has agreed to sell its seven Mexico wheat mills to Grupo Trimex. The completion of the sale is subject to customary closing conditions, including regulatory approval.
FSD Pharma Inc. (NASDAQ: HUGE) (CSE: HUGE) (FRA: 0K9) ("FSD Pharma" or the "Company"), a life sciences holding company dedicated to building a portfolio of assets and biotech solutions, is pleased to announce that Anthony Durkacz, Interim CEO of FSD Pharma, and Dr. Lakshmi P. Kotra, CEO of FSD's wholly-owned subsidiary Lucid Psycheceuticals, will participate in the KCSA Psychedelics Investor Conference to be held at VirtualInvestorConferences.com on October 13-14, 2021.