Aggregated price index
Aggregated price index with volume information
- Aircraft Manufacture and Service stocks down 3.9% on average while median return down 3.5% in a day
- Aircraft Manufacture and Service stocks down 7.8% on average while median return down 5.6% in a week
- Aircraft Manufacture and Service stocks down 11.4% on average while median return down 11.2% 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 $ERJ 5.5%, $PAE 2.0%, $VEC 1.7%
- 1M losers are : Losers for past month are $CVU -13.8%, $SPR -14.4%, $DCO -15.3%, $SIF -30.3%, $SPCE -40.2%
- 1W winners are : Winners for past week are $ERJ 0.8%
- 1W losers are : Losers for past week are $RADA -10.6%, $ATRO -11.2%, $AIRI -13.6%, $SPCE -19.3%, $SIF -26.2%
Index correlation analysis
Correlation for the past month is 24.9%, for the past 3 months is 24.2%
In the past month for a 5 days rolling window, the highest corrrelation is 38.1%, the lowest correlation is 2.3%, the latest correlation is 31.4%
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 75.1% between DCO and TDG
The lowest correlation is -46.5% between AIRI and SIF
Vectrus, Inc. (NYSE:VEC) announced first quarter 2021 financial results.
NEW YORK, NY / ACCESSWIRE / May 11, 2021 / Vectrus, Inc. (NYSE:VEC) will be discussing their earnings results in their 2021 First Quarter Earnings call to be held on May 11, 2021 at 4:30 PM Eastern Time.
TransDigm's (TDG) net income from continuing operations for the fiscal second quarter slumps 67.5% year over year, which primarily reflects the decline in net sales.
Highlights First-quarter revenue of $748.6 millionFirst-quarter operating income of $26.2 millionFirst-quarter net income of $13.4 millionFirst-quarter adjusted EBITDA1 of $47.0 million (margin of 6.3%1 of revenue)First-quarter cash flows provided by operations of $55.4 millionFirst-quarter net bookings of $292 million (0.4x book-to-bill); $2.7 billion for the trailing 12 months (1.0x book-to-bill)Company reiterates fiscal 2021 financial guidance FALLS CHURCH, Va., May 06, 2021 (GLOBE NEWSWIRE) ...
Astronics Corporation (Nasdaq: ATRO) Reports 2021 First Quarter Financial Results