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Food Distributors Stocks$133.46
0.09%4:00PM 11/25/2020
Latest intraday update before market close @ 19:40:00 PM 11/25/2020
Summary :
Average return is down -0.3%
Median return is down -0.5%
2 out of 7 stocks are up (limited to those with intraday pricing feeds).

Aggregated price index

Aggregated price index with volume information

Summary:

  • Food Distributors stocks up 0.1% on average while median return up -0.3% in a day
  • Food Distributors stocks up 4.2% on average while median return up 4.2% in a week
  • Food Distributors stocks up 13.6% on average while median return up 11.5% 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 is based on equal weighted constituencies returns,Aggregated volume information is based on sum of all constituencies volumes

Index Constituencies

Related Stocks (click on ticker for detail)

Related ETFs (click on ticker for detail)

leak data

  • 1M winners are : Winners for past month are $CHEF 46.9%, $USFD 36.4%, $PFGC 25.1%, $SYY 17.9%, $HFFG 11.8%
  • 1M losers are : Losers for past month are $WILC -4.7%, $SPTN -4.8%, $NUZE -11.5%
  • 1W winners are : Winners for past week are $CHEF 15.5%, $HFFG 10.1%, $UNFI 9.6%, $SPTN 5.6%, $USFD 5.1%
  • 1W losers are : Losers for past week are $WILC -1.0%, $PFGC -2.4%, $NUZE -4.1%
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Correlation Analysis

Index correlation analysis

Correlation for the past month is 18.5%, for the past 3 months is 17.9%

In the past month for a 5 days rolling window, the highest corrrelation is 49.2%, the lowest correlation is -5.9%, the latest correlation is 4.1%

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 95.5% between SYY and USFD

The lowest correlation is -57.0% between HFFG and WILC

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