Aggregated price index
Aggregated price index with volume information
Summary:
- Agricultural Commodities/Milling stocks down 2.2% on average while median return down 1.1% in a day
- Agricultural Commodities/Milling stocks down 4.0% on average while median return down 1.9% in a week
- Agricultural Commodities/Milling stocks up 3.1% on average while median return up -2.4% 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 $TYHT 229.7%, $LND 44.7%, $AGRO 20.7%, $ADM 14.8%, $BG 13.7%
- 1M losers are : Losers for past month are $CGC -17.9%, $TLRY -20.7%, $SEED -27.3%, $SNDL -27.8%, $VFF -34.2%
- 1W winners are : Winners for past week are $AGRO 5.4%, $ANDE 3.9%, $INGR 3.6%, $ELAN 3.1%, $DAR 3.1%
- 1W losers are : Losers for past week are $ACB -12.2%, $VITL -12.5%, $HEXO -13.9%, $SEED -14.0%, $VFF -26.3%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 19.6%, for the past 3 months is 16.8%
In the past month for a 5 days rolling window, the highest corrrelation is 46.3%, the lowest correlation is -0.0%, the latest correlation is 24.2%
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 90.7% between OGI and TLRY
The lowest correlation is -50.5% between APHA and LND
Stock news
Bunge Limited (NYSE:BG) today announced that Greg Heckman, Chief Executive Officer, will participate in a fireside chat at the BMO Capital Markets 16th Annual Farm to Market Conference on Wednesday, May 19, at 12:40 EDT.
Value-oriented firm releases quarterly portfolio
Good morning, and welcome to the Darling Ingredients Conference Call to discuss the company's first quarter 2021 results. Participants on the call this morning are Mr. Randall C. Stuewe, Chairman and Chief Executive Officer; Mr. Brad Phillips, our Chief Financial Officer; and Ms. Sandra Dudley, Senior Vice President of Renewables and Strategy.
Third Avenue Management, an investment management firm, published its “Small-Cap Value Fund” first quarter 2021 investor letter – a copy of which can be downloaded here. A return of 18.51% was recorded by the fund for the Q1 of 2021, below the Fund’s most relevant benchmark, Russell 2000 Value Index, that rose to 21.17% for the […]
Toronto, Ontario--(Newsfile Corp. - May 12, 2021) - On Monday, May 10, 2021, at the request of Messrs. Anthony Durkacz and Zeeshan Saeed, founding shareholders and members of the group of concerned shareholders (the "Concerned Shareholders") of FSD Pharma Inc. (NASDAQ: HUGE) (CSE: HUGE) (FSE: 0K9A) (the "Company" or "FSD"), the Ontario Superior Court of Justice (Commercial List) (the "Court") issued an order appointing Ms. Carol Hansell as independent chair of the Company's shareholders' ...
CHS Inc. (NASDAQ: CHSCP), the nation's leading agribusiness cooperative, today announced plans for a significant renovation and expansion project at its Myrtle Grove, La., grain export terminal. The $73 million investment focuses on storage and handling upgrades, which will grow market access for farmer-owners and help move 30 percent more bushels of grain annually through the terminal to global customers.
AUSTIN, Texas, May 12, 2021 (GLOBE NEWSWIRE) -- Vital Farms, (Nasdaq: VITL) a Certified B Corporation that offers a range of ethically produced pasture-raised foods nationwide, today announced that Russell Diez-Canseco, President and Chief Executive Officer, and Bo Meissner, Chief Financial Officer, will participate in the following investor conferences in May: Tuesday, May 18, 2021: Goldman Sachs Global Staples Forum: Vital Farms will host a fireside chat beginning at 4:20 p.m. Eastern Time Thu...
NEW YORK, NY / ACCESSWIRE / May 12, 2021 / Darling Ingredients, Inc. (NYSE:DAR) will be discussing their earnings results in their 2021 First Quarter Earnings call to be held on May 12, 2021 at 9:00 AM Eastern Time.
Most readers would already be aware that Industrias Bachoco. de's (NYSE:IBA) stock increased significantly by 13% over...