Aggregated price index
Aggregated price index with volume information
Summary:
- Computer Communications stocks up 0.6% on average while median return up 0.4% in a day
- Computer Communications stocks up 2.5% on average while median return up 0.7% in a week
- Computer Communications stocks up 16.6% on average while median return up 11.0% 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.
* 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 $UUU 96.2%, $ACIA 60.1%, $INSG 34.2%, $INTZ 32.7%, $ALLT 31.6%
- 1M losers are : Losers for past month are $OBLG -0.2%, $CSCO -0.2%, $VVNT -6.2%, $BOSC -6.7%
- 1W winners are : Winners for past week are $INSG 32.9%, $PCTI 30.7%, $OBLG 11.6%, $FFIV 5.6%, $SMCI 4.7%
- 1W losers are : Losers for past week are $RDWR -1.3%, $ALLT -1.6%, $PWFL -6.8%, $ITI -9.5%, $VVNT -16.5%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 17.0%, for the past 3 months is 15.3%
In the past month for a 5 days rolling window, the highest corrrelation is 34.6%, the lowest correlation is 9.4%, the latest correlation is 18.0%
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 80.7% between FTNT and PANW
The lowest correlation is -43.0% between LTRX and UUU
Stock news
(Bloomberg) -- Parler LLC, the social media app popular with Trump supporters and conspiracy theorists, is attempting to get back online with the help of a Russian company whose clients include an internet service provider to Russian intelligence, raising concerns about the conservative social forum’s security if it ever formally returns.U.S-based Parler began working with DDoS-Guard on Jan. 17 after getting cut off from Amazon Web Services. The Russian company offers its customers cybersecurity...
Yahoo Finance’s Alexis Christoforous and Eric Mosley, the CEO of Workhuman, discuss how his company is helping employers address mental health amid the pandemic.
Increased IT spending resulting from the remote-working and online-learning wave amid the COVID-19 pandemic is likely to have aided F5 Networks' (FFIV) Q1 performance.
In the latest trading session, Cisco Systems (CSCO) closed at $45.11, marking a -0.51% move from the previous day.
Verra Mobility (NASDAQ: VRRM), a leading provider of smart mobility technology solutions, today announced it has entered into a binding agreement with Redflex Holdings Limited (ASX: RDF) to acquire 100% of the issued share capital of Redflex at a price of A$0.92 per share, representing a total acquisition price of A$146.1 million.
Arista announces Q4 and fiscal year 2020 financial results.
Iteris will conduct a conference call on Tuesday, February 2 at 4:30 p.m. ET to discuss its financial results for the fiscal third quarter.
Vocera Communications, Inc., announced that Beverly Knight Children’s Hospital, Navicent Health deployed the Vocera Ease application in its NICU.