Aggregated price index
Aggregated price index with volume information
Summary:
- Agricultural Commodities/Milling stocks down 0.1% on average while median return down 0.2% in a day
- Agricultural Commodities/Milling stocks up 0.5% on average while median return up 0.3% in a week
- Agricultural Commodities/Milling stocks down 0.1% on average while median return down -0.5% 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 $LND 14.1%, $BG 12.5%, $ADM 9.9%, $ANDE 8.1%, $IBA 7.9%
- 1M losers are : Losers for past month are $CGC -9.4%, $OGI -9.9%, $SANW -12.7%, $TLRY -15.7%, $AVO -23.3%
- 1W winners are : Winners for past week are $SEED 8.5%, $TLRY 6.9%, $IBA 3.7%, $ADM 2.5%, $LND 1.8%
- 1W losers are : Losers for past week are $CGC -1.4%, $ALCO -1.9%, $LMNR -3.4%, $SANW -3.9%, $AVO -7.2%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 13.2%, for the past 3 months is 14.4%
In the past month for a 5 days rolling window, the highest corrrelation is 31.9%, the lowest correlation is 4.5%, the latest correlation is 4.5%
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 89.1% between CGC and CRON
The lowest correlation is -61.2% between CHSCP and CRON
Stock news
Kansas City, MO, based Investment company Scout Investments, Inc. (Current Portfolio) buys Freeport-McMoRan Inc, Cboe Global Markets Inc, Baker Hughes Co, Eaton Corp PLC, Hormel Foods Corp, sells Horizon Therapeutics PLC, Pioneer Natural Resources Co, Devon Energy Corp, EOG Resources Inc, Southwest Airlines Co during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Scout Investments, Inc..
Procter & Gamble's (PG) Q2 results are likely to reflect gains from strong consumer demand, and productivity and cost-saving initiatives. Higher input and freight costs are likely to have ailed.
Smart Beta ETF report for FXG
In the latest trading session, Archer Daniels Midland (ADM) closed at $70.90, marking a +0.68% move from the previous day.
WESTCHESTER, Ill., Jan. 13, 2022 (GLOBE NEWSWIRE) -- Ingredion Incorporated (NYSE: INGR), a leading global provider of ingredient solutions to the food manufacturing industry, will release its 2021 fourth quarter and year-end financial results for the period ended December 31, 2021, before the market opens on Thursday, February 3, 2022. Jim Zallie, president and chief executive officer, and James Gray, executive vice president and chief financial officer, will host a conference call on February
Shippensburg, PA, based Investment company Orrstown Financial Services Inc (Current Portfolio) buys iShares MSCI Emerging Markets ETF, Vanguard Small Cap ETF, iShares Russell 1000 ETF, iShares Russell Mid-Cap ETF, PayPal Holdings Inc, sells Orrstown Financial Services Inc, Automatic Data Processing Inc, Amdocs, Akamai Technologies Inc, Apple Inc during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Orrstown Financial Services Inc.
CHICAGO, January 13, 2022--ADM (NYSE: ADM) will release financial results for the fourth quarter of 2021 before the market opens on Tuesday, Jan. 25, 2022. A slide presentation will also be available for download at this time. The company will host a webcast at 8 a.m. Central Time to discuss the results and provide a company update.
MGP Ingredients, Inc. ( NASDAQ:MGPI ), is not the largest company out there, but it led the NASDAQGS gainers with a...
Here is how Bunge (BG) and SQM (SQM) have performed compared to their sector so far this year.