Aggregated price index
Aggregated price index with volume information
Summary:
- Department Stores stocks down 0.8% on average while median return down 0.8% in a day
- Department Stores stocks up 2.6% on average while median return up -4.0% in a week
- Department Stores stocks up 21.4% on average while median return up 18.0% 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.
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* 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 $DDS 35.0%, $M 20.0%
- 1M losers are : Losers for past month are
- 1W winners are : Winners for past week are $DDS 24.8%
- 1W losers are : Losers for past week are $OLLI -4.6%, $M -4.9%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 30.9%, for the past 3 months is 28.2%
In the past month for a 5 days rolling window, the highest corrrelation is 72.4%, the lowest correlation is -5.3%, the latest correlation is 3.7%
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 71.5% between KSS and M
The lowest correlation is -29.2% between DDS and OLLI
Stock news
Morgan Stanley analysts revisited the entire Hardline, Broadline, and Food retail category with two upgrades and four downgrades.The Retail Analyst: Simeon Gutman upgraded:Sally Beauty Holdings, Inc. (NYSE: SBH) from Underweight to Equal-Weight, price target lifted from $9 to $13. Williams-Sonoma, Inc. (NYSE: WSM) from Underweight to Equal-Weight, price target lifted from $95 to $130.The Sally Beauty Thesis: Sally Beauty operates in a defensive business category that should see growth in 2021, ...
Kohl's (KSS) is benefiting from its growing digital business. Also, the company's lucrative partnerships are yielding.
The ratings on four P&I classes were affirmed due the credit support and because the transaction's key metrics, including Moody's loan-to-value (LTV) ratio, Moody's stressed debt service coverage ratio (DSCR) and the transaction's Herfindahl Index (Herf), are within acceptable ranges. The rating on Cl. B was downgraded due to a decline in pool performance and higher anticipated losses as a result of the increased share of specially serviced loans.
MyPillow CEO Mike Lindell told Yahoo Finance on Tuesday that several retailers, including Bed Bath and Beyond told him they were dropping his products because of his ties to President Donald Trump..
Moody's rating action reflects a base expected loss of 12.7% of the current pooled balance, compared to 6.8% at Moody's last review. All six properties were vacated as a result of Bon-ton approved liquidation process.
Artisan Global Discovery Fund, a global investment management firm, published its third-quarter 2020 Investor Letter – a copy of which can be downloaded here. A positive return of 11.79% was recorded by the fund for the 3rd Quarter of 2020, ahead of its MSCI All Country World benchmark that returned 8.13%. You can view the fund’s […]
Moody's rating action reflects a base expected loss of 7.3% of the current pooled balance compared to 5.2% at Moody's last review. The asset is encumbered with $124.2 million of subordinate B-Note financing held outside the trust as well as $66.5 million of mezzanine financing.
The ratings on five principal and interest (P&I) classes were affirmed because the transaction's key metrics, including Moody's loan-to-value (LTV) ratio, Moody's stressed debt service coverage ratio (DSCR) and the transaction's Herfindahl Index (Herf), are within acceptable ranges. The rating on the interest-only (IO) class was affirmed based on the credit quality of the referenced classes.
The ratings on five principal and interest (P&I) classes were affirmed because the transaction's key metrics, including Moody's loan-to-value (LTV) ratio, Moody's stressed debt service coverage ratio (DSCR) and the transaction's Herfindahl Index (Herf), are within acceptable ranges. The rating on the interest-only (IO) class was affirmed based on the credit quality of the referenced classes.
One important metric to look for in a stock is an 80 or higher Relative Strength Rating. Dillards just hit that mark, with a jump from 79 to 85 Thursday. Dillards is still inside a buy zone after moving past a 61.60 buy point in a cup without handle.