Aggregated price index
Aggregated price index with volume information
Summary:
- Finance/Rental/Leasing stocks down 0.4% on average while median return down 0.4% in a day
- Finance/Rental/Leasing stocks down 0.4% on average while median return down 0.3% in a week
- Finance/Rental/Leasing stocks up 1.2% 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 $CPSS 26.2%, $ACY 25.5%, $TGH 19.8%, $QD 19.5%, $FCFS 17.5%
- 1M losers are : Losers for past month are $MFIN -19.4%, $MOGO -20.9%, $HYRE -23.1%, $EOSE -28.2%, $EOSEW -33.8%
- 1W winners are : Winners for past week are $ECPG 12.5%, $SAND 9.0%, $TGH 8.5%, $PMTS 8.5%, $MFIN 8.1%
- 1W losers are : Losers for past week are $IMH -10.1%, $EOSE -12.6%, $EZPW -15.6%, $EOSEW -17.4%, $CNF -18.1%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 12.8%, for the past 3 months is 12.1%
In the past month for a 5 days rolling window, the highest corrrelation is 26.2%, the lowest correlation is 0.2%, the latest correlation is 0.3%
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 86.7% between AXP and DFS
The lowest correlation is -64.3% between ACY and AGO
Stock news
Energy companies like Devon and Pioneer and those in resources like Freeport and Newmont have new formulas to return capital to shareholders.
Walker & Dunlop, Inc. (the "Company") announced today that it will release its fourth quarter and full-year 2021 results before the market opens on February 3, 2022.
Corporate bonds issued by Navient are the second most-actively traded on Friday in the 'junk' rated U.S. financial category, but that doesn't mean it's a selloff.
Conference Call to Discuss Results Scheduled for February 15th, 2022PARSIPPANY, N.J., Jan. 14, 2022 (GLOBE NEWSWIRE) -- Avis Budget Group, Inc. (NASDAQ: CAR) announced today that it plans to report its fourth quarter 2021 results after the market close on Monday, February 14th, 2022, and to host a conference call for institutional investors to discuss these results on Tuesday, February 15th, 2022 at 8:30 a.m. Eastern time. Investors may access the call at ir.avisbudgetgroup.com, or by dialing (8
Ally Financial (ALLY) possesses the right combination of the two key ingredients for a likely earnings beat in its upcoming report. Get prepared with the key expectations.
Sotheby's International Realty President and CEO Philip White joins Yahoo Finance Live to discuss the outlook for the luxury real estate market, inflation, and international home buyers.
With this appointment, the Irving company's C-suite will be made up entirely of former leaders at Santander Consumer USA.
Erkrath, 2M, based Investment company Lingohr & Partner Asset Management GmbH (Current Portfolio) buys Flex, Discover Financial Services, Affiliated Managers Group Inc, The Western Union Co, sells TechnipFMC PLC, Citigroup Inc, Ziff Davis Inc, NetApp Inc, Consensus Cloud Solutions Inc during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Lingohr & Partner Asset Management GmbH.
Woodcliff Lake, NJ, based Investment company Strategy Asset Managers Llc (Current Portfolio) buys Meta Platforms Inc, Broadcom Inc, Cognizant Technology Solutions Corp, SPDR Portfolio Mortgage Backed Bond ETF, BP PLC, sells iShares 1-3 Year Treasury Bond ETF, First Trust Enhanced Short Maturity ETF, Apple Inc, S&P 500 ETF TRUST ETF, First Trust Ultra Short Duration Municipal ETF during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Strategy Asset Manag
Investment company Sycomore Asset Management (Current Portfolio) buys Alight Inc, CNH Industrial NV, AerCap Holdings NV, Intuit Inc, Pfizer Inc, sells Nomad Foods, Visa Inc, American Express Co, VF Corp, Capital One Financial Corp during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Sycomore Asset Management.