Aggregated price index
Aggregated price index with volume information
Summary:
- Investment Banks/Brokers stocks down 1.5% on average while median return down 1.6% in a day
- Investment Banks/Brokers stocks down 2.4% on average while median return down 2.7% in a week
- Investment Banks/Brokers stocks down 0.6% on average while median return down -0.0% 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.
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 $WHG 21.0%, $SII 13.2%, $CBOE 10.3%, $OPY 8.6%, $GS 8.2%
- 1M losers are : Losers for past month are $FRHC -13.2%, $TIGR -16.1%, $MKTX -17.2%, $LYL -25.3%, $JMP -25.6%
- 1W winners are : Winners for past week are $SNEX 8.3%, $HLI 5.9%, $WHG 5.6%, $CME 5.2%, $RILYL 3.9%
- 1W losers are : Losers for past week are $MC -7.7%, $SF -7.8%, $FRHC -8.3%, $LPLA -8.4%, $TIGR -18.9%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 14.2%, for the past 3 months is 13.6%
In the past month for a 5 days rolling window, the highest corrrelation is 37.3%, the lowest correlation is 1.8%, the latest correlation is 12.4%
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 91.0% between GS and JEF
The lowest correlation is -61.5% between AMP and COWNL
Stock news
Value-oriented firm releases quarterly portfolio
Ameriprise Financial (NYSE: AMP) recently hosted its 4th annual Women Advisor Summit, gathering women advisors, field leaders and staff in recognition and celebration of their work on behalf of clients and to support their success through informative content and collaborative sessions.
EL SEGUNDO, Calif., May 12, 2021 (GLOBE NEWSWIRE) -- A-Mark Precious Metals, Inc. (NASDAQ: AMRK), a leading full-service provider of products and services to the global precious metals market, reported results for the fiscal third quarter ended March 31, 2021. A-Mark reported over $2 billion in revenue and record earnings in its fiscal third quarter, boosted by strong market conditions and the completion of the most significant acquisition in its history. The company's acquisition of JM Bullion ...
Top performing stocks to watch in the financial sector are plentiful, including investment bank Jefferies Group, which is forming a new base.
NEW YORK, NY / ACCESSWIRE / May 12, 2021 / A-Mark Precious Metals, Inc. (NASDAQ:AMRK) will be discussing their earnings results in their 2021 Third Quarter Earnings call to be held on May 12, 2021 at 4:30 PM Eastern Time.
Exhaling after more than a year of pandemic-related restrictions, consumer confidence is on the rise.
Virtu Financial (VIRT) touches a new record of $29.7 billion in quarterly notional trading volume that exceeds the previous quarterly record in single stock options by 37%.
These businesses are more profitable than most of their competitors
CME Group, the world's leading and most diverse derivatives marketplace, today announced that a record 25,010 Copper options contracts were traded on May 10, 2021, surpassing the previous record of 16,029 contracts set on November 7, 2019.