Aggregated price index
Aggregated price index with volume information
Summary:
- Computer Communications stocks up 0.2% on average while median return up 0.8% in a day
- Computer Communications stocks down 0.2% on average while median return down -2.8% in a week
- Computer Communications stocks down 6.5% on average while median return down 0.9% 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.
* 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 $FTNT 14.9%, $PANW 9.0%, $VCRA 6.3%, $CSCO 4.7%, $ANET 4.5%
- 1M losers are : Losers for past month are $AAOI -12.3%, $INSG -18.1%, $OBLG -25.7%, $UUU -32.8%, $INTZ -72.5%
- 1W winners are : Winners for past week are $FKWL 11.3%, $OBLG 7.8%, $FTNT 6.7%, $LTRX 6.4%, $VRRM 4.9%
- 1W losers are : Losers for past week are $ITI -1.2%, $EXTR -3.0%, $ALLT -3.4%, $NTGR -8.6%, $INTZ -61.3%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 17.8%, for the past 3 months is 19.5%
In the past month for a 5 days rolling window, the highest corrrelation is 44.0%, the lowest correlation is -2.5%, the latest correlation is 30.6%
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 78.5% between DGII and ITI
The lowest correlation is -49.9% between INTZ and VVNT
Stock news
Deere, Beyond Meat, Palo Alto Networks, CrowdStrike and Zscaler highlighted as Zacks Bull and Bear of the Day
SAN JOSE, Calif., July 08, 2021--Toronto General Hospital (part of the University Health Network) deployed the wearable Vocera Smartbadge across three of its intensive care units.
TEL AVIV, Israel, July 08, 2021 (GLOBE NEWSWIRE) -- Radware® (NASDAQ: RDWR), a leading provider of cyber security and application delivery solutions, will announce its second quarter 2021 financial results on Wednesday, July 28, 2021. Conference Call Details Radware management will host a call on Wednesday, July 28, 2021, at 8:30 am EDT to discuss its second quarter 2021 results and the outlook for the third quarter of 2021. Participants are advised to join the call approximately 15 minutes befo
The group will pay Allot a monthly fee based on the number of users of their CSPs’ cybersecurity services.Hod Hasharon, Israel, July 08, 2021 (GLOBE NEWSWIRE) -- Allot Ltd. (NASDAQ: ALLT) (TASE: ALLT), a leading global provider of innovative network intelligence and security-as-a-service (SECaaS) solutions for communication service providers (CSPs) and enterprises, today announced that a Tier 1 communications group headquartered in Europe, with operating units in the EU and North America, has si
Here we discuss three cybersecurity stocks -- Palo Alto Network (PANW), CrowdStrike (CRWD) and Zscaler (ZS) -- which are well poised to grow on the rising number of cyber attacks.