Aggregated price index
Aggregated price index with volume information
Summary:
- Apparel/Footwear stocks down 1.4% on average while median return down 1.7% in a day
- Apparel/Footwear stocks down 1.7% on average while median return down 3.1% in a week
- Apparel/Footwear stocks down 3.0% on average while median return down 3.7% 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 $RCKY 18.0%, $DLA 15.7%, $VATE 10.9%, $PVH 5.0%, $GIII 2.5%
- 1M losers are : Losers for past month are $DECK -14.5%, $UA -15.1%, $UAA -15.7%, $CROX -19.0%, $RVLV -20.2%
- 1W winners are : Winners for past week are $VNCE 10.7%, $DLA 8.8%, $VATE 6.6%, $CAL 2.5%, $GIII 0.9%
- 1W losers are : Losers for past week are $SKX -5.2%, $NKE -5.6%, $RCKY -5.9%, $GOOS -6.0%, $RVLV -14.4%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 35.8%, for the past 3 months is 27.5%
In the past month for a 5 days rolling window, the highest corrrelation is 57.5%, the lowest correlation is 9.3%, the latest correlation is 21.3%
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 98.2% between UA and UAA
The lowest correlation is -44.2% between PVH and VNCE
Stock news
Investment company Sycomore Asset Management (Current Portfolio) buys Alight Inc, CNH Industrial NV, AerCap Holdings NV, Intuit Inc, Pfizer Inc, sells Nomad Foods, Visa Inc, American Express Co, VF Corp, Capital One Financial Corp during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Sycomore Asset Management.
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Crocs shares were rising Wednesday after Piper Sandler named the stock a top idea for the second year and raised its price target on the shares. Analyst Erinn Murphy said in a note she sees the footwear brand as “one of the most impressive consumer growth stories for several years to come.” Murphy lifted her price target to $246 from $215 and maintained an Overweight rating.
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