Aggregated price index
Aggregated price index with volume information
Summary:
- Cable/Satellite TV stocks down 0.3% on average while median return down 0.3% in a day
- Cable/Satellite TV stocks up 0.3% on average while median return up -0.3% in a week
- Cable/Satellite TV stocks down 2.5% on average while median return down 3.6% 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 $LORL 15.1%, $NFLX 8.2%, $SJR 2.8%, $LBTYB 2.7%, $DISH 2.1%
- 1M losers are : Losers for past month are $CHTR -7.4%, $DISCK -8.0%, $DISCA -8.2%, $CABO -10.0%, $ATUS -31.7%
- 1W winners are : Winners for past week are $DISCB 4.6%, $LORL 3.8%, $CMCSA 1.9%, $NFLX 1.7%, $CHTR 1.7%
- 1W losers are : Losers for past week are $DISCK -1.4%, $LBTYB -1.4%, $SJR -1.8%, $DISCA -2.0%, $ATUS -3.3%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 25.1%, for the past 3 months is 23.9%
In the past month for a 5 days rolling window, the highest corrrelation is 52.1%, the lowest correlation is 16.4%, the latest correlation is 34.2%
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 98.2% between LBTYA and LBTYK
The lowest correlation is -49.8% between ATUS and LORL
Stock news
Yahoo Finance’s Ines Ferre reports on the day's trending tickers.
Disney's stock continues to lag the broader market. Here's the biggest explanation as to why.
When you buy shares in a company, it's worth keeping in mind the possibility that it could fail, and you could lose...
In this article, we will take a look at the top 10 stock picks of Anand Desai’s Darsana Capital Partners. You can skip our detailed analysis of Anand Desai’s history, investment philosophy, and hedge fund performance, and go directly to the Top 5 Stock Picks of Anand Desai’s Darsana Capital Partners. Anand Desai founded Darsana […]
The Zacks Analyst Blog Highlights: Visa, Comcast, McDonald's, Intercontinental Exchange and State Street Corp
Deena Crawley Chief of staff and marketing director, Dion’s Deena Crawley spent the first portion of her career inside an advertising agency and has worked in a variety of industries. Today, she is chief of staff and marketing director at Dion’s. She nurtures all brand touchpoints including advertising, communications, community relations and social media. Denzil Ross Chief operating officer and administrator, Lovelace Medical Center and Heart Hospital of New Mexico Denzil Ross brought clo...
LONDON, United Kingdom, October 14, 2021--AtlasEdge, a European edge data centre provider, has appointed Giuliano Di Vitantonio as its CEO and has entered into two new strategic relationships with Digital Realty and Zayo Group. Formed via a joint venture between Liberty Global (NASDAQ: LBTYA, LBTYB and LBTYK) and DigitalBridge (NYSE: DBRG) in the spring of 2021, AtlasEdge has an extensive footprint of more than 100 sites across Europe and is the continent’s leading edge platform, delivering seam