Aggregated price index
Aggregated price index with volume information
Summary:
- Cybersecurity stocks down 1.7% on average while median return down 2.2% in a day
- Cybersecurity stocks down 0.2% on average while median return down 1.5% in a week
- Cybersecurity stocks up 0.3% on average while median return up -4.1% 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.
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 $PFPT 27.5%, $NLOK 17.1%, $CHKP 0.9%
- 1M losers are : Losers for past month are $PANW -6.6%, $FEYE -7.0%, $CRWD -12.5%, $OKTA -15.1%, $ZS -16.5%
- 1W winners are : Winners for past week are $NLOK 18.7%, $TENB 4.5%
- 1W losers are : Losers for past week are $CHKP -1.8%, $CRWD -2.1%, $ZS -4.7%, $FTNT -5.9%, $OKTA -6.9%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 33.4%, for the past 3 months is 45.8%
In the past month for a 5 days rolling window, the highest corrrelation is 80.8%, the lowest correlation is -7.0%, the latest correlation is 31.9%
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 90.2% between CRWD and ZS
The lowest correlation is -47.8% between CHKP and PFPT
Stock news
Shares of NortonLifeLock Inc. surged Wednesday toward a more than 15-month high, after BofA Securities analyst Tal Liani swung to bullish from bearish on the consumer cyber safety company following "strong" fourth-quarter results and upbeat management commentary.
Yahoo Finance’s Dan Howley breaks down why working from home puts more companies at risk for cyberattacks, according to Microsoft's latest threat assessment outlook.
The Zacks Analyst Blog Highlights: Zscaler, Fortinet and Qualys
58% of survey respondents consider human error their organization's biggest cyber vulnerability as hybrid workforce presents new challenges for cybersecurity teamsSUNNYVALE, Calif., May 12, 2021 (GLOBE NEWSWIRE) -- Proofpoint, Inc. (NASDAQ: PFPT), a leading cybersecurity and compliance company, today released its inaugural 2021 Voice of the CISO report which explores key challenges facing chief information security officers (CISOs) after an unprecedented twelve months. Sixty-six percent of CISOs...
FireEye, Inc. ( NASDAQ:FEYE ), might not be a large cap stock, but it received a lot of attention from a substantial...
NLOK earnings call for the period ending April 2, 2021.
Buying a stock is easy, but buying the right stock without a time-tested strategy is incredibly hard. So what are the best stocks to buy now or put on a watchlist?
Halper Sadeh LLP, a global investor rights law firm, announces it is investigating the following companies: