Aggregated price index
Aggregated price index with volume information
Summary:
- Construction stocks up 2.0% on average while median return up 2.4% in a day
- Construction stocks up 4.2% on average while median return up 4.1% in a week
- Construction stocks up 15.2% on average while median return up 9.0% 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.
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* 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 $IEAWW 269.1%, $PECK 180.7%, $IEA 100.1%, $GVA 29.9%, $STRL 26.4%
- 1M losers are : Losers for past month are $XIN -3.3%, $STRS -4.5%, $GRBK -4.9%, $LGIH -5.0%, $HCDI -37.6%
- 1W winners are : Winners for past week are $PECK 16.5%, $KBH 11.9%, $STRL 11.0%, $ELTK 10.1%, $NWHM 10.0%
- 1W losers are : Losers for past week are $FIX -0.9%, $NX -1.6%, $AMRC -2.1%, $GLDD -2.7%, $HCDI -15.7%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 29.7%, for the past 3 months is 24.1%
In the past month for a 5 days rolling window, the highest corrrelation is 48.5%, the lowest correlation is 0.2%, the latest correlation is 6.4%
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 98.2% between IEA and IEAWW
The lowest correlation is -63.0% between CHCI and JOE
Stock news
New Strong Buy Stocks for January 19th
New Strong Buy Stocks for January 18th
Moody's Investors Service ("Moody's") has completed a periodic review of the ratings of Tutor Perini Corporation and other ratings that are associated with the same analytical unit. The review was conducted through a portfolio review discussion held on 8 January 2021 in which Moody's reassessed the appropriateness of the ratings in the context of the relevant principal methodology(ies), recent developments, and a comparison of the financial and operating profile to similarly rated peers. This ...
Moody's Investors Service ("Moody's") has completed a periodic review of the ratings of Great Lakes Dredge & Dock Corporation and other ratings that are associated with the same analytical unit. The review was conducted through a portfolio review discussion held on 8 January 2021 in which Moody's reassessed the appropriateness of the ratings in the context of the relevant principal methodology(ies), recent developments, and a comparison of the financial and operating profile to similarly rated ...
Announcement of Periodic Review: Moody's announces completion of a periodic review of ratings of Quanta Services, Inc. New York, January 13, 2021 -- Moody's Investors Service ("Moody's") has completed a periodic review of the ratings of Quanta Services, Inc. and other ratings that are associated with the same analytical unit. The review was conducted through a portfolio review discussion held on 8 January 2021 in which Moody's reassessed the appropriateness of the ratings in the context of the...
Is (AMRC) Outperforming Other Oils-Energy Stocks This Year?
Covanta (CVA) signs a contract with the Town of North Hempstead, effective Jan 1, 2021, to increase the sustainability of waste disposal.
Announcement of Periodic Review: Moody's announces completion of a periodic review of ratings of Dycom Industries, Inc. New York, January 13, 2021 -- Moody's Investors Service ("Moody's") has completed a periodic review of the ratings of Dycom Industries, Inc. and other ratings that are associated with the same analytical unit. The review was conducted through a portfolio review discussion held on 8 January 2021 in which Moody's reassessed the appropriateness of the ratings in the context of t...
On December 3, 2020, Arcosa (NYSE:ACA) declared a dividend payable on January 29, 2021 to its shareholders. Arcosa also announced that shareholders on the company's books on or before January 15, 2021 are entitled to the dividend. The stock will then go ex-dividend 1 business day(s) before the record date. Arcosa has an ex-dividend date planned for January 14, 2021. The company's current dividend payout sits at $0.05. That equates to a dividend yield of 0.38% at current price levels.What Are Ex-...