Aggregated price index
Aggregated price index with volume information
Summary:
- Financial Publishing/Services stocks up 0.6% on average while median return up 0.5% in a day
- Financial Publishing/Services stocks up 1.9% on average while median return up 3.7% in a week
- Financial Publishing/Services stocks up 11.8% on average while median return up 12.7% 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 $ENV 21.9%, $MCO 16.8%, $SPGI 14.9%, $MSCI 13.4%
- 1M losers are : Losers for past month are
- 1W winners are : Winners for past week are $MSCI 4.3%, $FDS 4.3%, $ENV 4.1%, $MCO 3.9%
- 1W losers are : Losers for past week are $DNB -4.1%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 48.8%, for the past 3 months is 43.5%
In the past month for a 5 days rolling window, the highest corrrelation is 82.5%, the lowest correlation is 20.3%, the latest correlation is 20.3%
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 90.7% between MSCI and SPGI
The lowest correlation is -11.6% between INFO and TRI
Stock news
Several portfolio names such as Deere and Clear Secure vaulted higher this week -- along with the S&P 500 -- and now we'll look at which names deserve some register ringing.
Moody's (MCO) reported earnings 30 days ago. What's next for the stock? We take a look at earnings estimates for some clues.
Dow Jones Rises on Smaller Hikes; Russia's oil cap may be too accommodative. Tesla rises after an upgrade. AMC pops on Amazon plans. Bitcoin mining ban.
High-dividend ETFs are just about the only diversified funds up this year. And most of them agree on the S&P 500 stocks you need to own.
Wall Street's main indexes ended Wednesday with solid gains after the Federal Reserve's November meeting minutes showed interest rate hikes may slow soon. A "substantial majority" of policymakers agreed it would "likely soon be appropriate" to slow the pace of interest rate hikes, the minutes showed. "What equity markets needed to see for the recent strength to continue was what we got from the minutes," said Michael James, managing director of equity trading at Wedbush Securities in Los Angel...
U.S. stock index futures were flat on Wednesday as investors focused on the minutes of the Federal Reserve's November meeting for a clearer picture of its monetary tightening policy. Recent statements from Fed officials, including Cleveland President Loretta Mester and Kansas City President Esther George, have offered mixed clues about the future path of interest rate hikes, but have reiterated the central bank's resolve to stamp out inflation. Wall Street's three main indexes are on track for...
I refer to this current run as a seasonal reaction to a tradeable bottom. Because the medium-term future is more than uncertain.
NEW YORK, November 23, 2022--Moody’s Corporation (NYSE: MCO) announced today that Tameka Alsop, Chief Administrative Officer, will speak at the Credit Suisse Technology Conference on Thursday, December 1, 2022. Ms. Alsop’s presentation will begin at approximately 10:15 a.m. Eastern Time and will be webcast live. The webcast can be accessed at Moody’s Investor Relations website, ir.moodys.com.
While some 55 million folks hit the road tomorrow for the Thanksgiving holiday, tomorrow morning brings use the latest quarterly results from Deere & Co. and the November Flash PMI data published by S&P Global . Before the stock market opens tomorrow, Deere will publish its October quarter results, which are expected to see it harvest EPS of $7.11 on revenue of $13.39 billion, up dramatically year over year.
The COVID-19 pandemic and the Russia-Ukraine war profoundly reorganized global structures and relationships in 2022, and will continue to drive additional uncertainty in the year ahead, according to a new S&P Global Market Intelligence report, A World Rebalancing, released today.