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Construction Materials Stocks$134.80
1.20%4:00PM 01/14/2021
The list of companies include AZEK-AZEK Company Inc, CSCW-Color Star Technology Co Ltd, EXP-Eagle Materials Inc., FRTA-Forterra Inc, MLM-Martin Marietta Materials, Inc., OC-Owens Corning, SMID-Smith-Midland Corp., SND-Smart Sand Inc, SUM-Summit Materials Inc, USCR-U.S. Concrete, Inc., USLM-United States Lime & Minerals Inc., VMC-Vulcan Materials Co
Latest intraday update before market close @ 16:45:19 PM 01/15/2021
Summary :
Average return is down -1.4%
Median return is down -1.1%
1 out of 13 stocks are up (limited to those with intraday pricing feeds).

Aggregated price index

Aggregated price index with volume information

Summary:

  • Construction Materials stocks up 1.2% on average while median return up 0.2% in a day
  • Construction Materials stocks up 1.1% on average while median return up -0.1% in a week
  • Construction Materials stocks up 12.3% on average while median return up 13.1% 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.

Related Stocks (click on ticker for detail)
Ticker
1 Day Return
1 Week Return
1 Month Return
PE Ratio
PE Growth Ratio
Price To Book
Earning Growth
MarketCap
Short %
Held By Institutions %
20 Days Price ZScore
50 Days Price ZScore
12-26 Days percentage price oscillator
20 Days Volume ZScore
AZEK2.60%
3.50%
17.90%
0.996.2B2.12%94.79%2.332.132.86%-0.21
CPAC-0.80%
4.90%
-1.00%
2.0312.40%678.2M6.44%1.220.09-0.59%
CRH0.20%
-6.00%
13.00%
1.83-32.20%1.4B4.05%0.561.383.14%0.08
CX8.40%
7.70%
15.10%
-0.351.038.6B37.84%2.392.224.41%2.06
EXP0.20%
-0.60%
13.40%
31.0423.6333.80%4.7B3.89%95.63%1.191.924.41%0.15
FRTA5.20%
-0.80%
11.80%
42.610.356.6628.50%1.2B7.68%95.56%1.791.242.17%-0.34
JHX1.50%
2.20%
3.70%
11.15-15.80%91.3M1.08%-0.170.530.30%0.19
LOMA-2.70%
-7.90%
-10.40%
5.75351.763.749356.00%3.3B29.35%-1.89-0.45-1.07%0.68
MLM-0.70%
-1.60%
13.30%
28.423.673.0718.40%18.9B2.33%101.71%0.991.813.50%-0.02
OC2.50%
4.80%
12.40%
-16.491.562.1237.30%8.8B1.37%97.39%2.242.362.57%0.08
SMID2.40%
7.40%
13.20%
2.15167.50%50.8M0.31%21.19%
SND-1.50%
-2.00%
-7.40%
-0.730.24232.10%88.1M12.70%42.21%0.890.782.24%-0.35
SUM-0.10%
-0.70%
23.10%
19.575.431.4859.30%2.7B6.83%105.22%1.222.026.04%-0.05
USCR2.60%
5.70%
49.20%
41.551.721.7480.80%859.2M5.66%71.91%1.592.659.68%-0.37
USLM0.10%
0.50%
10.00%
27.112.70-5.80%703.8M1.17%28.03%1.401.673.64%-0.28
VMC-0.60%
-0.90%
15.70%
35.264.063.31-7.40%21.4B1.13%92.07%1.112.003.74%-0.53

Related ETFs (click on ticker for detail)

leak data

  • 1M winners are : Winners for past month are $USCR 49.2%, $SUM 23.1%, $AZEK 17.9%, $VMC 15.7%, $CX 15.1%
  • 1M losers are : Losers for past month are $CPAC -1.0%, $SND -7.4%, $LOMA -10.4%
  • 1W winners are : Winners for past week are $CX 7.7%, $SMID 7.4%, $USCR 5.7%, $CPAC 4.9%, $OC 4.8%
  • 1W losers are : Losers for past week are $VMC -0.9%, $MLM -1.6%, $SND -2.0%, $CRH -6.0%, $LOMA -7.9%
Pick two stocks to compare:

Correlation Analysis

Index correlation analysis

Correlation for the past month is 28.7%, for the past 3 months is 28.6%

In the past month for a 5 days rolling window, the highest corrrelation is 47.6%, the lowest correlation is -0.8%, the latest correlation is 13.8%

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 96.2% between MLM and VMC

The lowest correlation is -42.7% between JHX and USLM

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