Aggregated price index
Aggregated price index with volume information
Summary:
- Electronic Computer Manufacturing stocks up 0.2% on average while median return up -0.2% in a day
- Electronic Computer Manufacturing stocks up 2.5% on average while median return up 1.5% in a week
- Electronic Computer Manufacturing stocks up 4.1% on average while median return up -0.1% 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 $NEON 42.6%, $LTRX 21.5%, $TDC 14.3%, $SCKT 12.9%, $AGS 8.9%
- 1M losers are : Losers for past month are $SILC -6.1%, $SMCI -6.1%, $FN -6.2%, $RFIL -7.0%, $KTCC -7.1%
- 1W winners are : Winners for past week are $LTRX 15.3%, $SCKT 11.3%, $SILC 9.7%, $DSWL 6.5%, $TDC 5.7%
- 1W losers are : Losers for past week are $RFIL -1.0%, $KTCC -1.4%, $FN -2.8%, $SMCI -5.5%, $NSYS -11.3%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 17.5%, for the past 3 months is 14.1%
In the past month for a 5 days rolling window, the highest corrrelation is 32.0%, the lowest correlation is -1.2%, the latest correlation is 8.4%
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 74.2% between AAPL and TEL
The lowest correlation is -54.1% between KTCC and LTRX
Stock news
Passive investing in an index fund is a good way to ensure your own returns roughly match the overall market. But if...
MINNEAPOLIS, October 18, 2021--Nortech Systems Incorporated (Nasdaq: NSYS), a leading provider of engineering and manufacturing solutions for complex electromedical and electromechanical products serving the medical, aerospace & defense and industrial markets, announced today it will release its fiscal 2021 third quarter financial results for the period ended September 30, 2021 before the markets open on Thursday, November 11, 2021.
SAN JOSE, Calif., October 18, 2021--Supermicro Schedules Conference Call and Webcast for First Quarter Fiscal 2022 Financial Results
SAN DIEGO, October 14, 2021--Teradata will release its 2021 third quarter financial results after the market closes on Thursday, November 4, 2021.
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OSI Systems (OSIS) is benefiting from continuing order wins driven by its robust portfolio of security, healthcare, and Optoelectronics and Manufacturing division solutions.
AGS (or the "Company") (NYSE: AGS) today announced it will host an investor conference call and live webcast to report financial results for the third quarter ended September 30, 2021 at 5 p.m. EDT on Thursday, November 4, 2021.
REDMOND, Wash., October 14, 2021--Data I/O Corporation (NASDAQ: DAIO), the leading global provider of advanced data and security deployment solutions for microcontrollers, security ICs and memory devices, today announced that it has scheduled a conference call to discuss financial results for the third quarter ended September 30, 2021, on Thursday, October 28, 2021. Management will hold the conference call at 2 p.m. Pacific Time/5 p.m. Eastern Time. Data I/O Corporation will release the company'
As TE Connectivity develops sensors that make 5G smartphones, EVs and IoT devices possible, TEL stock tries to connect to a new breakout.
Neonode Inc. (NASDAQ: NEON), is pleased to announce that it has signed a value-added reseller agreement with EIL Company Ltd. to design, promote and sell contactless touch products and solutions featuring Neonode contactless technology in China and Hong Kong.