Aggregated price index
Aggregated price index with volume information
Summary:
- Consumer Non-Durables stocks up 0.6% on average while median return up 0.2% in a day
- Consumer Non-Durables stocks down 0.5% on average while median return down 0.5% in a week
- Consumer Non-Durables stocks up 0.1% on average while median return up 0.9% 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 301.9%, $BRFS 21.3%, $LW 20.5%, $BTI 18.3%, $RCKY 18.0%
- 1M losers are : Losers for past month are $BQ -32.8%, $PLIN -37.6%, $DOGZ -44.3%, $JUPW -44.9%, $PETZ -88.9%
- 1W winners are : Winners for past week are $SBEV 298.1%, $DTEA 11.1%, $VNCE 10.7%, $BTI 8.9%, $DLA 8.8%
- 1W losers are : Losers for past week are $FREEW -15.7%, $FTFT -16.6%, $PLAG -18.6%, $LSF -20.4%, $PETZ -86.8%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 8.0%, for the past 3 months is 12.5%
In the past month for a 5 days rolling window, the highest corrrelation is 26.7%, the lowest correlation is 2.0%, the latest correlation is 7.0%
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 96.1% between CENT and CENTA
The lowest correlation is -61.7% between CELH and CPB
Stock news
Investment company Sara-Bay Financial (Current Portfolio) buys Cerence Inc, Public Service Enterprise Group Inc, Welltower Inc, Oragenics Inc, Veeva Systems Inc, sells Alibaba Group Holding, Unilever PLC, International Paper Co, Paycom Software Inc, Titan Medical Inc during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Sara-Bay Financial.
Investment company Santori & Peters, Inc. (Current Portfolio) buys SPDR Portfolio S&P 500 ETF, Procter & Gamble Co, Schwab U.S.
Investment company Relyea Zuckerberg Hanson LLC (Current Portfolio) buys Marsh & McLennan Inc, Colgate-Palmolive Co, iShares MSCI ACWI Low Carbon Target ETF, Oracle Corp, Bristol-Myers Squibb Co, sells Vanguard Growth ETF, Vanguard Value ETF, Vanguard Small Cap Value ETF, ARK Next Generation Internet ETF, Vanguard FTSE Developed Markets ETF during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Relyea Zuckerberg Hanson LLC.
Kansas City, MO, based Investment company Scout Investments, Inc. (Current Portfolio) buys Freeport-McMoRan Inc, Cboe Global Markets Inc, Baker Hughes Co, Eaton Corp PLC, Hormel Foods Corp, sells Horizon Therapeutics PLC, Pioneer Natural Resources Co, Devon Energy Corp, EOG Resources Inc, Southwest Airlines Co during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Scout Investments, Inc..
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