Aggregated price index
Aggregated price index with volume information
Summary:
- Construction stocks down 4.4% on average while median return down 4.4% in a day
- Construction stocks down 6.6% on average while median return down 7.5% in a week
- Construction stocks down 3.2% on average while median return down 1.8% 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 $CHCI 33.0%, $VINO 20.5%, $MTZ 14.2%, $MTH 12.8%, $MYRG 10.3%
- 1M losers are : Losers for past month are $TPC -14.4%, $BLD -15.8%, $STRS -15.9%, $GRBK -17.0%, $AENZ -24.3%
- 1W winners are : Winners for past week are $CHCI 21.6%, $AENZ 8.6%, $VINO 7.3%, $MTZ 5.1%, $KBR 1.9%
- 1W losers are : Losers for past week are $BZH -13.9%, $BLD -16.4%, $IBP -16.8%, $HOV -18.5%, $STRS -23.1%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 35.5%, for the past 3 months is 32.1%
In the past month for a 5 days rolling window, the highest corrrelation is 57.9%, the lowest correlation is 13.0%, the latest correlation is 37.4%
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 93.9% between DHI and KBH
The lowest correlation is -40.1% between AGX and IEAWW
Stock news
APi Group Corporation (NYSE: APG) ("APG", "APi" or the "Company") today reported its financial results for the three months ended March 31, 2021.
NEW YORK, NY / ACCESSWIRE / May 12, 2021 / APi Group Corporation (NYSE:APG) will be discussing their earnings results in their 2021 First Quarter Earnings call to be held on May 12, 2021 at 8:30 AM Eastern Time.To listen to the event live or access a replay of the call - visit https://www.
Five Point Holdings, LLC ( NYSE:FPH ), is not the largest company out there, but it saw a double-digit share price rise...
Shareholders will probably not be disappointed by the robust results at The St. Joe Company ( NYSE:JOE ) recently and...
Installed Building Products shows rising price performance, earning an upgrade to its IBD Relative Strength Rating from 79 to 84.
NEW YORK, NY / ACCESSWIRE / May 11, 2021 / Stratus Properties, Inc. (NASDAQ:STRS) will be discussing their earnings results in their 2021 First Quarter Earnings call to be held on May 11, 2021 at 11:00 AM Eastern Time.
Stratus Properties Inc. (NASDAQ: STRS) ("Stratus" or the "Company") has posted an investor presentation to its annual meeting website, www.yourstratus.com, in connection with its upcoming 2021 Annual Meeting of Shareholders (the "Annual Meeting"), which is scheduled to be held on June 4, 2021. The presentation is also available here on Stratus’ website.