Aggregated price index
Aggregated price index with volume information
Summary:
- Integrated Oil stocks up 1.5% on average while median return up 1.5% in a day
- Integrated Oil stocks up 2.3% on average while median return up 2.0% in a week
- Integrated Oil stocks up 8.8% on average while median return up 5.1% 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 $YPF 32.2%, $INDO 20.2%, $EC 19.2%, $HES 13.2%, $IMO 11.8%
- 1M losers are : Losers for past month are $CNX -5.0%, $SBOW -7.2%, $PVL -10.8%, $NFG -11.9%, $EQNR -17.8%
- 1W winners are : Winners for past week are $YPF 7.1%, $IMO 6.3%, $ESTE 6.3%, $AMPY 6.1%, $XOM 5.8%
- 1W losers are : Losers for past week are $SBOW -0.9%, $INDO -1.2%, $EQNR -2.0%, $NFG -2.3%, $CKX -2.5%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 50.1%, for the past 3 months is 48.2%
In the past month for a 5 days rolling window, the highest corrrelation is 64.3%, the lowest correlation is 9.2%, the latest correlation is 24.8%
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 91.7% between APA and DEN
The lowest correlation is -40.2% between CKX and E
Stock news
Today's Research Daily features the Q4 earnings season scorecard and new research reports on Duke Energy (DUK), Lululemon (LULU), Cenovus (CVE) and others.
Hess (HES) delivered earnings and revenue surprises of 5.33% and 9.50%, respectively, for the quarter ended December 2022. Do the numbers hold clues to what lies ahead for the stock?
In this article, we discuss 11 most undervalued foreign stocks to buy according to hedge funds. If you want to see more stocks in this selection, check out 5 Most Undervalued Foreign Stocks To Buy According To Hedge Funds. According to JPMorgan’s projections, the global economy is expected to grow at a meagre rate of […]
UK public borrowing increased by more than expected last month as the government ploughed billions into its subsidies for household bills.
In the latest trading session, YPF Sociedad Anonima (YPF) closed at $11.98, marking a +0.5% move from the previous day.
Exxon Mobil (XOM) closed at $112.76 in the latest trading session, marking a -0.52% move from the prior day.
Chevron (CVX) closed at $180.66 in the latest trading session, marking a -0.13% move from the prior day.
HOUSTON, January 23, 2023--HESS MIDSTREAM LP ANNOUNCES INCREASED QUARTERLY DISTRIBUTION
Today's Research Daily features new research reports on 16 major stocks, including AstraZeneca PLC (AZN), NextEra Energy, Inc. (NEE) and The Boeing Company (BA).
The Floating Production Storage and Offloading (FPSO) vessel for Senegal's Greater Tortue Ahmeyim (GTA) gas project set sail from China on Jan. 20, the company in charge of the FPSO, Technip Energies, said on Monday. BP Plc and U.S.-listed Kosmos Energy are leading the development of GTA and Yakaar-Teranga, Senegal's first natural gas projects.