Aggregated price index
Aggregated price index with volume information
Summary:
- Financial Publishing/Services stocks down 0.5% on average while median return down 0.8% in a day
- Financial Publishing/Services stocks up 1.8% on average while median return up 0.6% in a week
- Financial Publishing/Services stocks down 0.7% on average while median return down 0.2% 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.
* 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 $JRJC 9.2%, $MORN 8.9%, $VALU 7.0%, $TRI 1.8%, $INFO 1.0%
- 1M losers are : Losers for past month are $SPGI -1.4%, $FDS -3.7%, $MCO -4.4%, $MSCI -5.3%, $DNB -9.2%
- 1W winners are : Winners for past week are $MORN 11.0%, $JRJC 7.3%, $INFO 5.0%, $TRI 3.8%, $SPGI 2.9%
- 1W losers are : Losers for past week are $FDS -0.1%, $ENV -1.8%, $MCO -2.0%, $DNB -3.4%, $VALU -3.5%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 19.0%, for the past 3 months is 21.9%
In the past month for a 5 days rolling window, the highest corrrelation is 48.0%, the lowest correlation is -4.8%, the latest correlation is 13.5%
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 94.3% between INFO and SPGI
The lowest correlation is -38.8% between DNB and TRI
Stock news
WILMINGTON, Del., Jan. 21, 2021 (GLOBE NEWSWIRE) -- Rigrodsky Law, P.A. announces that it is investigating: IHS Markit Ltd. (NYSE: INFO) regarding possible breaches of fiduciary duties and other violations of law related to IHS Markit’s agreement to be acquired by S&P Global Inc. Under the terms of the agreement, IHS Markit’s shareholders will receive 0.2838 shares of S&P common stock per share. To learn more about this investigation and your rights, visit: https://www.rl-legal.com/cases-ihs-mar...
Halper Sadeh LLP, a global investor rights law firm, announces it is investigating the following companies:
FactSet (FDS) reported earnings 30 days ago. What's next for the stock? We take a look at earnings estimates for some clues.
Morningstar, Inc. (Nasdaq: MORN), a leading provider of independent investment research, today reported estimated U.S. mutual fund and exchange-traded fund (ETF) flows for the full-year and December 2020. For the full year, long-term mutual funds and ETFs gathered $212 billion, which was below the $356 billion average annual inflow from 2010 through 2019. In December, long-term mutual funds and ETFs collected more than $86 billion—the second-largest monthly gain in 2020 behind November's $111 bi...
(Bloomberg) -- SoftBank Group Corp. got the equivalent of a sell rating for the first time in more than four years after a surge in its shares pushed them beyond the price target for many analysts.Dan Baker, an analyst with Morningstar Inc., downgraded the Tokyo-based company to two stars as its stock closed at 8,758 yen, the highest price since February 2000. The analyst’s price target for the stock is 7,400 yen. Shares have climbed about 80% in the last year and passed that target in December....
S&P Dow Jones Indices and Experian released today data through December 2020 for the S&P/Experian Consumer Credit Default Indices. The indices represent a comprehensive measure of changes in consumer credit defaults and show that the composite rate was unchanged at 0.46%. The bank card default rate rose seven basis points to 2.63%. The auto loan default rate was unchanged at 0.64% and the first mortgage default rate was one basis point higher at 0.29%.
(S&P Global Ratings) Stakeholder capitalism is challenging traditional views of value creation, says S&P Global Ratings and its newly formed Sustainable Finance Scientific Council in its first white paper..
S&P Global Platts ("Platts"), the leading independent provider of information and benchmark prices for the commodities and energy markets, has launched new sustainable aviation fuel (SAF) and hydrotreated vegetable oil (HVO) price assessments in Southeast Asia effective January 18, 2021. The new assessments will enhance transparency in renewable fuel markets across Asia as the region is set to become a large producer of advanced biofuels.
(Bloomberg) -- The two main phone operators in the United Arab Emirates surged after saying they may raise limits on foreign ownership, joining others in the region seeking to attract more overseas investment.Etisalat and Du both rose as much as 15% shortly after the open in Dubai and Abu Dhabi, the maximum allowed by the exchanges. Etisalat climbed to a record high, while Du traded at the highest level since 2016. The shares trimmed gains to 11% as of 11:15 a.m. in the UAE.A higher cap on forei...
NEW YORK, NY / ACCESSWIRE / January 18, 2021 / Loral Space & Communications Inc. (NASDAQ:LORL)Lifshitz Law Firm, P.