Aggregated price index
Aggregated price index with volume information
- Beverages: Non-Alcoholic stocks up 0.5% on average while median return up 1.7% in a day
- Beverages: Non-Alcoholic stocks up 1.2% on average while median return up 0.5% in a week
- Beverages: Non-Alcoholic stocks up 1.1% on average while median return up 1.0% 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 $SBEV 31.7%, $MNST 7.4%, $BRFH 6.0%, $KDP 4.1%, $KO 2.1%
- 1M losers are : Losers for past month are $KOF -4.3%, $PRMW -4.8%, $FMX -7.2%, $BTTR -12.6%
- 1W winners are : Winners for past week are $SBEV 21.6%, $COKE 4.2%, $KO 2.1%, $PEP 2.0%, $FIZZ 1.7%
- 1W losers are : Losers for past week are $PRMW -0.3%, $CELH -1.7%, $BRFH -1.7%, $KOF -2.8%, $BTTR -12.2%
Index correlation analysis
Correlation for the past month is 36.5%, for the past 3 months is 33.2%
In the past month for a 5 days rolling window, the highest corrrelation is 64.1%, the lowest correlation is 2.0%, the latest correlation is 45.3%
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 88.3% between KO and PEP
The lowest correlation is -11.7% between MNST and SBEV
Yahoo Finance crypto reporter David Hollerith breaks down FTX's deal with BlockFi, in addition to Voyager Digital's stock trading halt.
College athletes earned an estimated $917 million in the first year of Name Image and Likeness (NIL) payments, according to new data from Opendorse. At the current growth rate, Opendorse projects the NIL market will produce $1.29 billion in NCAA athlete compensation over the next 12 months.
Some McDonald’s locations are axing the chain’s U.S. deal offering soda and other cold beverages of any size for a buck as restaurant owners try to manage a record spate of inflation.
Here is how Campbell Soup (CPB) and Coca-Cola (KO) have performed compared to their sector so far this year.
In this article, we discuss the 10 best stocks to buy now according to billionaire Larry Robbins. You can skip our detailed analysis of Glenview Capital and go directly to 5 Best Stocks to Buy Now According to Billionaire Larry Robbins. Larry Robbins is a billionaire hedge fund manager as well as a philanthropist. He […]
The Oracle of Omaha knows how to beat inflation. So ride his coattails.
Warren Buffett famously said, 'Volatility is far from synonymous with risk.' It's only natural to consider a company's...
PepsiCo (PEP) closed the most recent trading day at $166.66, moving -0.04% from the previous trading session.
Lamb Weston, a maker of french fries, is the S&P 500's top performer in the second quarter. AT came in second.
In its 37th year of honoring the nation's most elite high school athletes, Gatorade today announced Riley Jackson of Blessed Trinity Catholic High School in Roswell, Ga. is the 2021-22 Gatorade National Girls Soccer Player of the Year. Jackson won the prestigious award for her accomplishments on and off the field, joining an impressive group of former Gatorade National Girls Soccer Players of the Year who have combined for 17 gold medals and nine National Championships