Aggregated price index
Aggregated price index with volume information
Summary:
- Consumer Non-Durables stocks up 0.4% on average while median return up 0.3% in a day
- Consumer Non-Durables stocks up 1.7% on average while median return up 3.1% in a week
- Consumer Non-Durables stocks up 5.3% on average while median return up 6.8% 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 $RCKY 38.6%, $UAA 34.1%, $UA 32.9%, $ELF 31.6%, $LWAY 29.6%
- 1M losers are : Losers for past month are $BTTR -20.2%, $LSF -21.9%, $WWW -34.2%, $VERU -51.8%, $TTCF -64.6%
- 1W winners are : Winners for past week are $FREE 21.8%, $STKL 10.5%, $COLM 10.0%, $CELH 9.6%, $CALM 8.7%
- 1W losers are : Losers for past week are $LSF -9.5%, $NTCO -9.9%, $PRPH -16.9%, $DLA -19.0%, $TTCF -32.9%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 17.5%, for the past 3 months is 26.5%
In the past month for a 5 days rolling window, the highest corrrelation is 48.0%, the lowest correlation is 1.6%, the latest correlation is 1.6%
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 99.4% between CENT and CENTA
The lowest correlation is -54.1% between BRFS and CHD
Stock news
$5 million PIPE supports near-term capital needs to meet equipment milestonesCHASKA, Minn., Nov. 25, 2022 (GLOBE NEWSWIRE) -- Lifecore Biomedical, Inc. (“Lifecore” or the “Company”), a fully integrated contract development and manufacturing organization (“CDMO”), today announced the closing of a $5 million private placement (“PIPE”) of its common stock with affiliates of Wynnefield Capital, Inc. (“Wynnefield Capital”), a longtime stockholder of the Company, at $7.97 per share. The Company expect
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LAUSANNE, Switzerland, November 25, 2022--Philip Morris International Announces New Regional Structure and Senior Management Changes to Accelerate Growth Toward a Smoke-Free Future
Food giant Conagra Brands powered to a new high on Friday, surging out of a consolidation pattern and tough April resistance. Lesser-known Dow Jones component Travelers also broke out after the holiday, lifting to an all-time high. Conagra pierced the 37.07 buy point of a multimonth sideways pattern in early trading Friday, hitting new highs.
Adidas shares lost 6% during the month-long 2018 World Cup, when heavily favored Germany, an Adidas team, was knocked out early and the FIFA tournament was won by France, a Nike team. Nike gained 4% during the same period, beating the S&P 500's 1% gain. In its quarterly conference call on Nov. 9, Adidas said it expects sales of about 400 euros ($415 million) related to the World Cup, which would amount to around 2% of additional annual revenue.
Periods of economic weakness put into sharp focus those companies with reliable earnings streams, and in particular, reliable dividend streams.