Aggregated price index
Aggregated price index with volume information
Summary:
- Integrated Oil stocks down 2.2% on average while median return down 1.8% in a day
- Integrated Oil stocks down 0.6% on average while median return down -0.2% in a week
- Integrated Oil stocks up 16.5% on average while median return up 14.1% 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 $FLMN 41.5%, $SBOW 36.4%, $APA 34.2%, $OVV 29.7%, $HES 23.6%
- 1M losers are : Losers for past month are $YPF -1.5%, $AMPY -1.7%, $TALO -3.7%, $INDO -5.0%, $GDP -5.9%
- 1W winners are : Winners for past week are $CNX 8.2%, $AMPY 6.6%, $DEN 5.7%, $APA 3.0%, $CVX 2.7%
- 1W losers are : Losers for past week are $INDO -5.6%, $ESTE -5.8%, $SBOW -6.1%, $GDP -7.2%, $PBR -8.1%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 32.9%, for the past 3 months is 39.6%
In the past month for a 5 days rolling window, the highest corrrelation is 64.4%, the lowest correlation is 2.0%, the latest correlation is 32.6%
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 87.1% between BP and E
The lowest correlation is -41.7% between AMPY and FLMN
Stock news
Goodrich Petroleum Corporation (NYSE American: GDP) (the "Company") today announced that it will hold a conference call on Thursday, November 4, 2021 at 10:00 am central time to discuss third quarter 2021 financial results.
* Brazil's Guedes signals one-off waiver to spending cap * Brazil's real drops ~2%, stocks lose 3% * Petrobras slips as Q3 production falls y-o-y * Mexico's Alfa rises on raising 2021 core earnings forecast (Updates prices) By Ambar Warrick and Susan Mathew Oct 21 (Reuters) - Brazil's real tumbled almost 2% and stocks slumped to 11-month lows on Thursday as concerns over fiscal spending were compounded by weak sentiment, with most other Latin American currencies falling as inflation fears ...
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