Aggregated price index
Aggregated price index with volume information
Summary:
- Consumer Non-Durables stocks down 1.0% on average while median return down 0.7% in a day
- Consumer Non-Durables stocks up 1.4% on average while median return up -0.3% in a week
- Consumer Non-Durables stocks up 9.2% on average while median return up 3.2% 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.
* 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 $FTFT 193.0%, $CELH 83.0%, $TBLT 67.5%, $PRPH 57.9%, $FARM 53.1%
- 1M losers are : Losers for past month are $VERU -8.3%, $SUMR -8.5%, $KO -8.6%, $THS -9.1%, $TWNKW -14.3%
- 1W winners are : Winners for past week are $TBLT 36.1%, $VNCE 28.3%, $JUPW 19.2%, $BYND 18.6%, $BQ 17.5%
- 1W losers are : Losers for past week are $VERU -6.9%, $SAM -9.3%, $DOGZ -9.4%, $FTFT -12.3%, $TWNKW -26.8%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 9.9%, for the past 3 months is 13.1%
In the past month for a 5 days rolling window, the highest corrrelation is 19.8%, the lowest correlation is 2.3%, the latest correlation is 13.6%
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 97.2% between CENT and CENTA
The lowest correlation is -65.1% between CROX and DEO
Stock news
GARDEN CITY, NY, Jan. 15, 2021 (GLOBE NEWSWIRE) -- ProPhase Labs, Inc. (NASDAQ: PRPH), a diversified medical science and technology company, announced today that it has commenced a proposed underwritten public offering of its common stock. ThinkEquity, a division of Fordham Financial Management, Inc., is acting as sole book-running manager for the Offering. Dawson James Securities, Inc. is acting as co-manager for the offering. ProPhase intends to grant the underwriters a 30-day option to purcha...
Jim Cramer commented on Beyond Meat during his Mad Money program Thursday night. In the daily Japanese candlestick chart of BYND, below, we can see that the shares recovered in the back half of November to fill a downside gap but eventually rolled over and declined again into January. Yes, BYND rallied strongly Thursday but Friday it looks like we will make a harami pattern with a small real body following Thursday's large white candle.
Kraft (KHC) has an impressive earnings surprise history and currently possesses the right combination of the two key ingredients for a likely beat in its next quarterly report.
The parent of packed-food brands Peter Pan and Duncan Hines saw shares drop after reporting earnings.
When looking for the best stocks to buy and watch, focus on those with rising relative price strength. One stock that fits that bill is Caleres, which saw a positive improvement to its Relative Strength (RS) Rating on Friday, with an increase from 89 to 92. When you're researching the best stocks to buy and watch, be sure to pay attention to relative price strength.
The COVID pandemic hurt the office leasing business, which in Los Angeles County had a tougher year in 2020 than during the worst of the Great Recession.
Citigroup released some loan-loss reserves, lifting fourth-quarter earnings above expectations. The banking giant said stock repurchases could resume in the current quarter.
Beyond Meat (BYND) is teaming up with Yum! Brands' Taco Bell, for a fresh plant-based product, per various media sources. The product will be tested next year.