Aggregated price index
Aggregated price index with volume information
- Integrated Oil stocks up 3.5% on average while median return up 3.4% in a day
- Integrated Oil stocks up 3.9% on average while median return up 4.1% in a week
- Integrated Oil stocks up 1.1% on average while median return up 2.6% 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.
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 $PVL 27.6%, $SU 22.0%, $AMPY 18.6%, $PBR 17.1%, $PRT 17.0%
- 1M losers are : Losers for past month are $SBOW -3.8%, $CKX -4.9%, $TELL -5.1%, $EC -15.4%, $INDO -22.6%
- 1W winners are : Winners for past week are $PRT 16.7%, $ESTE 13.2%, $OVV 12.6%, $PVL 11.4%, $PBR 9.5%
- 1W losers are : Losers for past week are $EC -4.7%, $CKX -4.7%, $FLMN -4.8%, $INDO -14.8%
Index correlation analysis
Correlation for the past month is 57.3%, for the past 3 months is 39.1%
In the past month for a 5 days rolling window, the highest corrrelation is 70.8%, the lowest correlation is 24.3%, the latest correlation is 54.4%
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 93.0% between APA and HES
The lowest correlation is -32.1% between CKX and PTR
Chevron Corporation (CVX) sanctions the Ballymore deepwater project, which requires an investment of $1.6 billion.
China added some downward pressure to oil prices this week when it clearly signaled its intent to buy more Russian oil, oil that the EU is determined to ditch
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ExxonMobil (XOM) will receive $750 million in cash, along with additional payments contingent on future natural gas prices.
The approved deal is one of the eight refineries that Petrobras (PBR) has put up for sale as part of an agreement with the antitrust regulator in 2019.
Style Box ETF report for PWV
They've been some of the market's biggest winners year to date, and still have lots of upside potential, even in a rough economy.
Warren Buffett has certainly delivered stronger performances by this point in previous years. Shares of Berkshire Hathaway (NYSE: BRK.A) (NYSE: BRK.B), the company he's managed for decades, are up less than 5% year to date. Relatively speaking, though, Buffett is doing quite well considering that the S&P 500 is down by a double-digit percentage.
Gas producers in Australia are dusting off plans for new projects as Asian customers fret over energy security following Russia's invasion of Ukraine and seek gas with lower carbon credentials. With sanctions on Moscow stalling Russian liquefied natural gas (LNG) export projects, notably Arctic LNG 1 and 2, and boosting prices, exporters in Australia see an opportunity to beef up their position as suppliers of choice. "It is a positive for the Australian projects as there's less competition fr...
Ballymore was the biggest offshore project in U.S. Gulf of Mexico waters expected to receive an FID in 2022.