Aggregated price index
Aggregated price index with volume information
Summary:
- Chemicals: Agricultural stocks up 0.8% on average while median return up 0.5% in a day
- Chemicals: Agricultural stocks up 2.0% on average while median return up 0.5% in a week
- Chemicals: Agricultural stocks up 10.2% on average while median return up 4.4% 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 $UAN 30.5%, $MOS 24.6%, $CF 24.2%, $LXU 24.1%, $CGA 18.8%
- 1M losers are : Losers for past month are $SQM -0.3%, $AGFS -0.5%, $FMC -3.3%, $RKDA -4.1%, $YTEN -11.2%
- 1W winners are : Winners for past week are $CGA 19.3%, $LAC 18.6%, $PLL 8.2%, $SQM 4.4%, $FMC 4.3%
- 1W losers are : Losers for past week are $MBII -1.7%, $CF -1.9%, $UAN -4.2%, $AGFS -5.3%, $LXU -8.1%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 21.2%, for the past 3 months is 23.7%
In the past month for a 5 days rolling window, the highest corrrelation is 38.2%, the lowest correlation is 4.0%, the latest correlation is 11.2%
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 90.2% between MOS and NTR
The lowest correlation is -43.6% between AVD and BIOX
Stock news
OKLAHOMA CITY, October 18, 2021--LSB Industries, Inc. ("LSB"), (NYSE: LXU), today announced that it will release its financial results for the third quarter ended September 30, 2021 on Monday, November 1, 2021, after the close of the stock market.
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Mosaic (MOS) closed the most recent trading day at $41.47, moving +0.19% from the previous trading session.
TEL AVIV, Israel, October 14, 2021--ICL (NYSE: ICL) (TASE: ICL), a leading global specialty minerals company, today announced its intention to expand its current commercial relationship with Haldor Topsoe and is looking forward to entering into a long-term supply arrangement for potassium nitrate. Potassium nitrate, also known as NOP, is a soluble source of two major essential plant nutrients – nitrogen and potassium – and is commonly used as a fertilizer for high-value crops.
OKLAHOMA CITY, October 14, 2021--LSB Industries, Inc. (NYSE: LXU) ("LSB") today announced the completion of its previously announced private offering of $500 million in aggregate principal amount of its 6.250% Senior Secured Notes due 2028 (the "Notes").
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DEERFIELD, Ill., October 13, 2021--CF Industries Holdings, Inc. (NYSE: CF), a leading global manufacturer of hydrogen and nitrogen products, today announced a planned transition of leadership roles for its board of directors.
DEERFIELD, Ill., October 13, 2021--CF Industries Holdings, Inc. (NYSE: CF) today reported that its board of directors has declared a $0.30 per share dividend on its common stock. The dividend will be payable on November 30, 2021, to stockholders of record as of November 15, 2021.