Aggregated price index with volume information
Summary:
- Department Stores stocks up 1.8% on average while median return up 1.8% in a day
- Department Stores stocks up 1.4% on average while median return up 1.7% in a week
- Department Stores stocks up 2.6% on average while median return up 6.3% 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.
- 1M winners are : Winners for past month are $DDS 13.0%, $M 8.6%
- 1M losers are : Losers for past month are
- 1W winners are : Winners for past week are $KSS 6.0%, $DDS 3.4%
- 1W losers are : Losers for past week are $OLLI -0.1%, $M -3.8%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 34.0%, for the past 3 months is 41.1%
In the past month for a 5 days rolling window, the highest corrrelation is 79.0%, the lowest correlation is -18.7%, the latest correlation is 79.0%
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 68.1% between KSS and OLLI
The lowest correlation is -7.9% between M and OLLI
A Relative Strength Rating upgrade for Ollie's stock shows improving technical performance. Will it continue?
Senior Vice President and Chief Financial Officer of Ollie's Bargain Outlet Holdings Inc (NASDAQ:OLLI), Robert Helm, has sold 2,317 shares of the company on March 25, 2024, according to a recent SEC Filing.
Macy's Inc (NYSE:M), a prominent retailer offering a wide range of merchandise including apparel, accessories, cosmetics, home furnishings, and other consumer goods, has reported an insider sale according to a recent SEC filing.
Dillard's (DDS) reported earnings 30 days ago. What's next for the stock? We take a look at earnings estimates for some clues.
The biggest beneficiary of the department store’s plan to shrink its footprint is TJX, which runs T.J. Maxx and other retailers, analysts say.
Macy's Inc (NYSE:M), a prominent retailer offering a wide range of merchandise including apparel, accessories, cosmetics, home furnishings, and other consumer goods, has experienced a notable insider transaction.
Ollie's Bargain Outlet Holdings ( NASDAQ:OLLI ) Full Year 2024 Results Key Financial Results Revenue: US$2.10b (up 15...
Kohl's (KSS) is on track to build its home business, which represents a solid growth opportunity. Its solid partnership with Sephora to create a new era of elevated Beauty at Kohl's bodes well.
While consumer spending has remained relatively strong through inflation, retailers have struggled to stay relevant, with Macy's (M) announcing it will shutter 150 locations. Discount retailers like The TJX Companies (TJX) and Burlington Stores (BURL), however, have held up as consumers seek sales elsewhere under the pressure of inflation. JLL Americas President of Retail Naveen Jaggi joins Yahoo Finance Live to discuss the state of retail and the consumer, as well as the success of brands like ...
Macy's Inc (NYSE:M), a renowned retailer offering a wide range of apparel, accessories, cosmetics, home furnishings, and other consumer goods, has reported an insider sell according to the latest SEC filings.