Aggregated price index
Aggregated price index with volume information
- Investment Banks/Brokers stocks up 0.7% on average while median return up 0.4% in a day
- Investment Banks/Brokers stocks up 1.7% on average while median return up 0.4% in a week
- Investment Banks/Brokers stocks up 10.4% on average while median return up 7.3% 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.
- 1M winners are : Winners for past month are $TIGR 157.0%, $RILY 36.8%, $GS 28.3%, $IBKR 24.7%, $NOAH 24.2%
- 1M losers are : Losers for past month are $AMRK -4.5%, $MKTX -6.5%, $LYL -7.8%, $BGCP -10.0%, $SUMR -10.5%
- 1W winners are : Winners for past week are $TIGR 47.1%, $NHLD 12.1%, $RILY 7.3%, $LPLA 6.7%, $COWN 5.9%
- 1W losers are : Losers for past week are $VIRT -3.6%, $WHG -3.9%, $SII -5.0%, $BGCP -5.9%, $MKTX -6.8%
Index correlation analysis
Correlation for the past month is 12.6%, for the past 3 months is 15.3%
In the past month for a 5 days rolling window, the highest corrrelation is 26.3%, the lowest correlation is -0.7%, the latest correlation is 5.8%
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 89.0% between GS and MS
The lowest correlation is -60.5% between HKIB and MC
DALLAS, Jan. 14, 2021 (GLOBE NEWSWIRE) -- Westwood Holdings Group, Inc. (NYSE:WHG) will release its fourth quarter 2020 earnings after the close of the New York Stock Exchange on Wednesday, February 10, 2021. Following the release, the Company will host a live audio webcast and conference call at 4:30 pm Eastern Time (3:30 pm Central Time).To listen to the conference call, dial 877-303-6235 (U.S. and Canada) or 631-291-4837 (International). The conference call will be available for replay throug...
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Cboe Global Markets, Inc. (Cboe: CBOE), a market operator and global trading solutions provider, today issued the following statement:
NEW YORK, Jan. 14, 2021 (GLOBE NEWSWIRE) -- Halper Sadeh LLP, a global investor rights law firm, announces it is investigating the following companies: Red Lion Hotels Corporation (NYSE: RLH) concerning potential violations of the federal securities laws and/or breaches of fiduciary duties relating to its sale to Sonesta International Hotels Corporation for $3.50 per share in cash. If you are a Red Lion shareholder, click here to learn more about your rights and options.FBL Financial Group, Inc...
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The first earnings season of 2021 will kick off with big banks reporting on Friday, as JPMorgan Chase, Citigroup, and Wells Fargo report earnings for the fourth quarter of 2020.