Aggregated price index
Aggregated price index with volume information
- Commercial Banking stocks down 1.0% on average while median return down 1.2% in a day
- Commercial Banking stocks up 1.1% on average while median return up 0.9% in a week
- Commercial Banking stocks up 7.7% on average while median return up 6.9% 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.
* 20 days Price Zscore = (Today price - 20 days SMA price) / 20 days volatility. 50 days Price Zscore = (Today price - 50 days SMA price) / 50 days volatility.
* 12-26 Days Percentage Price Oscillator = (12 days EMA price - 26 days EMA price) / 26 days EMA price * 100
- 1M winners are : Winners for past month are $SI 67.6%, $BPFH 62.8%, $BNKU 51.9%, $MJO 51.1%, $CADE 39.0%
- 1M losers are : Losers for past month are $PEBK -11.7%, $BMA -13.3%, $FNGD -15.4%, $NRGD -31.0%, $BNKD -38.5%
- 1W winners are : Winners for past week are $MJO 19.3%, $FNGD 11.1%, $ALLY 9.4%, $MJJ 9.2%, $ASRV 9.1%
- 1W losers are : Losers for past week are $FNGO -7.5%, $SI -8.2%, $GRN -9.0%, $NRGD -9.3%, $FNGU -11.4%
Index correlation analysis
Correlation for the past month is 27.5%, for the past 3 months is 31.6%
In the past month for a 5 days rolling window, the highest corrrelation is 46.1%, the lowest correlation is 9.1%, the latest correlation is 22.7%
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 96.7% between ACBI and AUB
The lowest correlation is -40.3% between AUBAP and BANF
JPMorgan Chase, Citigroup, and Wells Fargo reported that they had pulled back almost $5 billion in loan loss reserves, but said stimulus talks would weigh on further reserve release.
Citigroup (NYSE:C) shares experienced unusual options activity on Friday. The stock price moved down to $64.5 following the option alert. * Sentiment: BULLISH * Option Type: TRADE * Trade Type: PUT * Expiration Date: 2021-06-18 * Strike Price: $60.00 * Volume: 5819 * Open Interest: 3912Three Indications Of Unusual Options Activity Extraordinarily large volume (compared to historical averages) is one indication of unusual options market activity. Volume refers to the total number of contra...
Yahoo Finance’s Brian Cheung breaks down how banks make money in this weeks Yahoo U.
By Yasin Ebrahim
Citigroup (C) Q4 earnings up year on year on reserve releases, market revenue rise and solid equity underwriting business, muted by low debt underwriting and advisory revenues, and high expenses.
(Bloomberg) -- Citigroup Inc.’s fixed-income traders -- who propped up the bank’s earnings through much of the pandemic -- missed analysts’ estimates for the final months of 2020, a sign that a wave of investor activity might not last as long as expected.Revenue from trading bonds, currencies and commodities rose 7% in the fourth quarter compared with a year earlier, the smallest jump since the Covid-19 virus began rattling markets. The $3.09 billion generated by the business was shy of the $3.2...
Citigroup released some loan-loss reserves, lifting fourth-quarter earnings above expectations. The banking giant said stock repurchases could resume in the current quarter.
Citigroup followed JPMorgan with much stronger-than-expected fourth quarter earnings driven in part by the release of billions in previously-booked credit loss provisions.
Citigroup (C) delivered earnings and revenue surprises of 53.33% and -0.51%, respectively, for the quarter ended December 2020. Do the numbers hold clues to what lies ahead for the stock?