Market Composite

Internet Retail Stocks$139.12

1.14%4:00PM 09/27/2021

The list of companies include AMZN-Amazon.com Inc., APRN-Blue Apron Holdings Inc, CHWY-Chewy Inc, DLTH-Duluth Holdings Inc, FLWS-1-800 Flowers.com Inc., GRUB-GrubHub Inc, IMBI-iMedia Brands Inc, LE-Lands` End, Inc., LIVE-Live Ventures Inc, ODP-ODP Corporation (The), OSTK-Overstock.com Inc, PRTS-CarParts.com Inc, QRTEA-Qurate Retail Inc, QRTEB-Qurate Retail Inc, REAL-Therealreal Inc, RVLV-Revolve Group Inc, SHOP-Shopify Inc, SYX-Systemax, Inc., W-Wayfair Inc, WTRH-Waitr Holdings Inc

Latest intraday update before market close @ 19:46:08 PM 09/27/2021

Summary :

Average return is up 1.5%

Median return is up 0.9%

20 out of 29 stocks are up (limited to those with intraday pricing feeds).

Top Movers : OSTK 3.2%, JD 3.3%, BABA 3.6%, W 3.7%, PRTS 3.8%, ODP 4.6%, REAL 5.7%, TC 10.4%,

Aggregated price index

Aggregated price index with volume information

Summary:

Internet Retail stocks up 1.1% on average while median return up 1.1% in a day
Internet Retail stocks up 4.9% on average while median return up 3.1% in a week
Internet Retail stocks down 0.6% on average while median return down 2.0% 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	Resist Support	Days Since Channel Change	Channel Slope (daily rate %)

REAL	5.9%	6.5%	12.2%	-5.83	-0.37	8.49	5.57		1.3B	24%	106%	59	\/-\		93	-0.4%
TC	4.2%	28.6%	33.3%			0.21	0.18		47.6M		1%	65	/\	Above resistance	107	-0.4%
ODP	3.9%	4.3%	-2.6%	58.28	0.72	1.25	0.26	18%	2.3B	11%	89%	51	\-/-		93	0.0%
W	3.9%	1.7%	-1.9%	85.18	3.82		2.07		22.1B	21%	108%	55	/-		93	-0.1%
PRTS	3.6%	3.1%	-5.6%	-285.79	-5.12	10.34	1.76		861M	20%	84%	46	/-		93	0.1%
BABA	3.5%	-0.9%	-9.1%	17.52	41.61	0.61	0.80		408.2B		36%	36	\/\		93	-0.3%
JD	3.3%	3.1%	-0.8%	21.23	81.58	0.59	0.14	237%	118.8B		42%	51	/\-	At resistance	93	-0.0%
OSTK	3.2%	16.8%	17.0%	11.05	0.94	10.26	1.30		3.6B	10%	73%	72	/-		276	0.0%
PDD	1.9%	2.3%	0.5%	-104.36	37.85	2.50	2.09		112B		29%	48	/\		93	-0.3%
BZUN	1.8%	-4.3%	-23.3%		51.57	0.45	0.30	-44%	1.3B		68%	31	\/\		93	-0.5%
FLWS	1.5%	7.3%	7.3%	19.35	0.67	4.56	1.14		1.3B	27%	82%	62	/		276	0.1%
IMBI	1.4%	9.2%	-5.2%	-5.77	-0.36	2.67	0.34		125.5M	0%	21%	49	\/\		93	-0.3%
LITB	1.4%	14.6%	27.4%			4.46	0.49	111%	167M		11%	54	\/-\	Above resistance	93	-0.7%
LIVE	1.3%	14.5%	13.4%			1.52	0.37	364%	61.8M	1%	12%	54	/-		84	-0.0%
QRTEA	1.3%	3.5%	-2.2%		-0.76	1.45	0.36		4.3B	7%	95%	48	\/\		93	-0.2%
CHWY	1.0%	-6.8%	-21.3%	2865.85	5.79		4.26		28.1B	18%	79%	31	/\-	Below support	93	-0.0%
OZON	0.7%	1.4%	-2.9%			0.16	0.10		10.4B		23%	47	/\		127	-0.1%
QRTEB	0.5%	3.5%	-3.9%			1.47	0.36		4.3B	0%	0%	44	/-\		49	-0.5%
QRTEP	0.2%	0.4%	-0.9%						4.3B	0%	29%	51	/\	At resistance	53	-0.0%
RVLV	0.2%	7.3%	21.9%	54.74	3.07	34.90	7.20	435%	2.6B	13%	99%	59	\/		93	0.3%

* 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 $APRN 50.0%, $TC 33.3%, $LITB 27.4%, $RVLV 21.9%, $OSTK 17.0%
1M losers are : Losers for past month are $GRUB -18.8%, $VIPS -19.3%, $CHWY -21.3%, $BZUN -23.3%, $LE -28.1%
1W winners are : Winners for past week are $TC 28.6%, $APRN 27.5%, $OSTK 16.8%, $LITB 14.6%, $LIVE 14.5%
1W losers are : Losers for past week are $BABA -0.9%, $VIPS -2.5%, $BZUN -4.3%, $GRUB -5.4%, $CHWY -6.8%

Pick two stocks to compare:

BABA

Correlation Analysis

Index correlation analysis

Correlation for the past month is 18.8%, for the past 3 months is 14.7%

In the past month for a 5 days rolling window, the highest corrrelation is 43.9%, the lowest correlation is 1.7%, the latest correlation is 22.1%

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 87.3% between BABA and JD

The lowest correlation is -47.3% between QRTEB and QVCD