Market Composite

Food Retail Stocks$124.44

0.74%4:00PM 07/30/2021

The list of companies include ACI-Albertsons Companies Inc, CASY-Casey`s General Stores, Inc., FAMI-Farmmi Inc, GO-Grocery Outlet Holding Corp, IFMK-iFresh Inc, IMKTA-Ingles Markets, Inc., KR-Kroger Co., NAII-Natural Alternatives International, Inc., NGVC-Natural Grocers by Vitamin Cottage Inc, SFM-Sprouts Farmers Market Inc, VLGEA-Village Super Market, Inc., WMK-Weis Markets, Inc., WMT-Walmart Inc

Latest intraday update before market close @ 19:45:42 PM 07/30/2021

Summary :

Average return is up 0.6%

Median return is down -0.8%

5 out of 13 stocks are up (limited to those with intraday pricing feeds).

Top Movers : CASY 0.1%, WMT 0.2%, KR 0.3%, ACI 0.3%, IFMK 19.4%,

Aggregated price index

Aggregated price index with volume information

Summary:

Food Retail stocks up 0.7% on average while median return up -0.8% in a day
Food Retail stocks up 3.3% on average while median return up 1.1% in a week
Food Retail stocks up 1.0% on average while median return up 1.6% 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.

Related Stocks

Click on + to show price series and click on ticker for stock detail page

Ticker	1 Day Return	1 Week Return	1 Month Return	PE Ratio	PE/G	P/B (mrq)	P/S (ttm)	Earning Growth	MarketCap	Short %	Held By Institutions %	RSI	Price Pattern	Days Since Channel Change	Channel Slope (daily rate %)	Half Channel Bandwidth	Distance to Channel MidPoint %

IFMK	21.6%	29.8%	-4.6%			4.02	0.54		47.5M	1%	2%	57	-/\	105	-0.2%	20.3%	6.9%
WMT	0.2%	0.1%	1.1%	33.07	3.26	4.84	0.67	-32%	399.4B	1%	31%	60	-/\/	85	0.1%	3.6%	0.4%
ACI	0.0%	6.7%	9.9%	14.69	-0.79		0.13		10.1B	11%	74%	67	\/	56	0.1%	4.0%	4.8%
CASY	0.0%	1.3%	1.6%	23.6	3.44	3.78	0.85	-33%	7.3B	2%	89%	50	\/\	85	-0.1%	5.6%	-1.2%
KR	0.0%	2.0%	6.2%	20.87	1.66	3.07	0.22		30.4B	8%	86%	64	/\/	168	0.2%	3.4%	2.1%
NAII	-0.5%	3.9%	4.7%			1.13	0.52		112.2M	0%	30%	61	/-	118	0.0%	8.4%	10.8%
IMKTA	-0.8%	0.6%	2.6%	5.34		1.34	0.24	30%	851.8M	11%	94%	50	\/\/-	85	-0.0%	4.9%	-0.6%
VLGEA	-1.2%	-2.5%	-4.1%			0.99	0.17	-77%	231.9M	8%	65%	33	\/\/-	85	-0.0%	5.3%	-4.8%
NGVC	-1.5%	8.3%	4.1%	15.12	4.75	1.90	0.24	-52%	252.7M	11%	39%	53	/\	85	-0.4%	22.3%	6.9%
SFM	-1.5%	-0.6%	-1.1%	10.46	1.07	3.37	0.51	-10%	2.9B	17%	105%	37	/\/	85	0.1%	7.7%	-9.3%
GO	-1.6%	1.1%	-4.4%	29.33	5.14	4.17	1.06	49%	3.2B	9%	100%	41	/\	85	-0.1%	8.0%	-2.2%
WMK	-2.2%	0.3%	1.9%	12.16		1.19	0.33	-9%	1.4B	13%	40%	49	/\/\	85	-0.0%	7.5%	0.7%
CBD	-2.9%	-7.2%	-22.3%		-0.73	0.14	0.04		1.6B		8%	29	-\	141	-0.4%	48.3%	12.7%

* 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 $ACI 9.9%, $KR 6.2%, $NAII 4.7%, $NGVC 4.1%, $IMKTA 2.6%
1M losers are : Losers for past month are $SFM -1.1%, $VLGEA -4.1%, $GO -4.4%, $IFMK -4.6%, $CBD -22.3%
1W winners are : Winners for past week are $IFMK 29.8%, $NGVC 8.3%, $ACI 6.7%, $NAII 3.9%, $KR 2.0%
1W losers are : Losers for past week are $SFM -0.6%, $VLGEA -2.5%, $CBD -7.2%

Pick two stocks to compare:

CASY

IMKTA

Correlation Analysis

Index correlation analysis

Correlation for the past month is 23.2%, for the past 3 months is 25.5%

In the past month for a 5 days rolling window, the highest corrrelation is 53.6%, the lowest correlation is -6.6%, the latest correlation is 8.6%

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 75.7% between CASY and IMKTA

The lowest correlation is -36.4% between KR and NAII