Aggregated price index
Aggregated price index with volume information
Summary:
- Consumer Non-Durables stocks down 1.2% on average while median return down 1.1% in a day
- Consumer Non-Durables stocks down 0.7% on average while median return down 0.5% in a week
- Consumer Non-Durables stocks down 6.0% on average while median return down 2.4% 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 $SBEV 31.0%, $BGS 21.6%, $IPAR 17.5%, $LWAY 14.7%, $KTB 12.1%
- 1M losers are : Losers for past month are $RIBT -27.8%, $SGC -33.5%, $FTFT -34.9%, $TBLT -41.2%, $VERU -68.4%
- 1W winners are : Winners for past week are $BQ 54.9%, $SBEV 17.0%, $FRPT 13.5%, $TTCF 10.9%, $NATR 10.4%
- 1W losers are : Losers for past week are $BYND -11.7%, $SGC -19.6%, $RIBT -21.8%, $VERU -23.6%, $TBLT -33.3%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 19.5%, for the past 3 months is 19.4%
In the past month for a 5 days rolling window, the highest corrrelation is 45.8%, the lowest correlation is 7.8%, the latest correlation is 37.0%
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 98.7% between CENT and CENTA
The lowest correlation is -64.4% between BQ and CHD
Stock news
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In its 38th year of honoring the nation's most elite high school athletes, Gatorade today announced Cameron Boozer of Christopher Columbus High School in Miami, Fla. is the 2022-23 Gatorade National Boys Basketball Player of the Year. Boozer won the prestigious award for his accomplishments on and off the court, joining an impressive group of former Gatorade National Boys Basketball Players of the Year who have combined for more than five NBA MVPs awards, 76 All-Star appearances, 14 NBA champion
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CINCINNATI, March 22, 2023--Zevo's new On-Body products provide feel good protection for the entire family this summer