Aggregated price index
Aggregated price index with volume information
Summary:
- Distribution Services stocks down 0.5% on average while median return down 0.2% in a day
- Distribution Services stocks down 0.9% on average while median return down 1.1% in a week
- Distribution Services stocks up 0.6% on average while median return up 0.5% 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 $MRC 19.4%, $NS 18.4%, $RDCM 18.0%, $HLF 17.5%, $GLP 15.6%
- 1M losers are : Losers for past month are $SDIG -26.7%, $UUU -28.6%, $ASPN -29.3%, $NUZE -29.8%, $GRWG -31.6%
- 1W winners are : Winners for past week are $MYO 20.5%, $DIT 15.6%, $MRC 7.3%, $HBP 7.2%, $CAPL 6.9%
- 1W losers are : Losers for past week are $ASPN -12.1%, $EVI -13.8%, $AFIB -14.7%, $GRWG -16.0%, $NUZE -16.5%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 20.8%, for the past 3 months is 20.1%
In the past month for a 5 days rolling window, the highest corrrelation is 39.5%, the lowest correlation is 4.0%, the latest correlation is 11.5%
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 84.3% between BXC and GMS
The lowest correlation is -35.8% between ABC and CLBS
Stock news
Ponte Vedra Beach, FL, based Investment company Butensky & Cohen Financial Security, Inc (Current Portfolio) buys Atmos Energy Corp, Micron Technology Inc, MSC Industrial Direct Co Inc, Merck Inc, Invesco BulletShares 2030 Corporate Bond ETF, sells Infosys, PPL Corp, Pinnacle West Capital Corp, Invesco BulletShares 2021 Corporate Bond ETF, Sylvamo Corp during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Butensky & Cohen Financial Security, Inc.
Modesto, CA, based Investment company Mraz, Amerine & Associates, Inc. (Current Portfolio) buys Vanguard Short-Term Inflation-Protected Securities, Coterra Energy Inc, Core Laboratories NV, Dimensional U.S.
Jewett-Cameron Trading Company Ltd. (NASDAQ: JCTCF) today reported financial results for the first quarter of fiscal 2022 ended November 30, 2021.
In this article, we will take a look at the 10 stocks in the limelight after announcing their financial results. You can skip our detailed analysis of these companies and go directly to the 5 Stocks in The Limelight After Announcing Their Financial Results. Leading financial stocks, including JPMorgan Chase & Co. (NYSE:JPM), Citigroup Inc. […]
Investment company Avity Investment Management Inc. (Current Portfolio) buys The Walt Disney Co, Bank of America Corp, Vanguard S&P 500 ETF, Costco Wholesale Corp, The Hartford Financial Services Group Inc, sells Activision Blizzard Inc, Corteva Inc during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Avity Investment Management Inc..
AMN Healthcare's (AMN) solid fourth-quarter results are likely to have been boosted by solid segmental performances.
A solid housing market backdrop, buyouts and digital solutions are encouraging for Builders FirstSource (BLDR).
Plains GP Holdings, L.P., GMS Inc., Motorcar Parts of America, Inc., MDU Resources Group, Inc. and VMware, Inc. are included in this blog.
By Sam Boughedda