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IoT Stocks$195.27
-0.55%4:00PM 01/20/2021
The list of companies include ALRM-Alarm.com Holdings Inc, DXCM-Dexcom Inc, PI-Impinj Inc, RNET-RigNet Inc, CETX-Cemtrex Inc., TAOP-Taoping Inc., SMSI-Smith Micro Software, Inc., SWIR-Sierra Wireless Inc, CAMP-Calamp Corp., BSQR-BSquare Corp, DGII-Digi International, Inc., SPCB-SuperCom Ltd, FTNT-Fortinet Inc
Latest intraday update before market close @ 19:45:12 PM 01/20/2021
Summary :
Average return is down -0.7%
Median return is down -1.0%
5 out of 14 stocks are up (limited to those with intraday pricing feeds).

Aggregated price index

Aggregated price index with volume information

Summary:

  • IoT stocks down 0.5% on average while median return down 0.2% in a day
  • IoT stocks up 2.0% on average while median return up 4.0% in a week
  • IoT stocks up 16.8% on average while median return up 12.7% 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 Growth Ratio
Price to Book (mrq)
Price to Sales (ttm)
Earning Growth
MarketCap
Short %
Held By Institutions %
20 Days Price ZScore
50 Days Price ZScore
12-26 Days Percentage Price Oscillator
20 Days Volume ZScore
ALRM-1.00%
-8.50%
11.50%
95.7117.5710.938.09104.00%5.3B12.36%96.64%-1.420.804.17%-0.11
BSQR-4.20%
5.80%
37.10%
-7.352.870.4822.6M0.28%28.63%1.322.168.04%-0.29
CAMP2.20%
5.60%
0.40%
-3.987.033.661.07357M4.48%76.40%2.061.612.63%0.11
CETX-3.70%
4.00%
21.70%
0.900.6527.9M3.75%8.44%0.871.514.92%-0.29
DGII1.00%
1.60%
1.00%
88.432.571.502.0293.90%558.9M2.36%83.20%1.461.361.72%0.13
DXCM1.90%
1.10%
3.40%
150.514.6722.6818.6857.60%34.7B3.62%98.82%0.100.920.76%0.60
FTNT1.40%
-1.70%
12.70%
55.712.3633.359.6853.90%24.1B2.61%71.29%0.831.292.84%-0.99
PI4.00%
6.30%
39.00%
-28.16-8.7311.528.831.3B15.83%89.74%1.772.469.65%-0.17
RNET-3.30%
10.50%
33.20%
-8.1920.030.66129.7M4.72%74.92%1.772.066.99%-0.30
SMSI0.50%
10.70%
15.60%
36.592.114.705.30-95.50%262M2.41%23.98%1.732.265.75%-0.84
SPCB-5.80%
-3.70%
23.80%
2.712.0923.3M11.39%14.27%0.851.406.86%-0.04
SWIR-1.10%
8.60%
29.10%
-9.93-1.041.931.07612.7M1.97%56.39%1.581.947.44%-0.82
TAOP1.30%
4.70%
9.90%
-5.772.2122.1M0.31%1.64%1.811.471.46%-0.27
UCL-0.20%
-2.50%
-15.20%
2.3027M0.01%-0.80-0.54-2.76%-1.06
WKEY-1.10%
-11.90%
7.90%
180.4M-0.250.692.91%-0.46

* 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.

* 20 days Price Zscore = (Today price - 20 days SMA price) / 20 days volatility. 50 days Price Zscore = (Today price - 50 days SMA price) / 50 days volatility.

* 12-26 Days Percentage Price Oscillator = (12 days EMA price - 26 days EMA price) / 26 days EMA price * 100

Related ETFs (click on ticker for stock detail page)

leak data

  • 1M winners are : Winners for past month are $PI 39.0%, $BSQR 37.1%, $RNET 33.2%, $SWIR 29.1%, $SPCB 23.8%
  • 1M losers are : Losers for past month are $UCL -15.2%
  • 1W winners are : Winners for past week are $SMSI 10.7%, $RNET 10.5%, $SWIR 8.6%, $PI 6.3%, $BSQR 5.8%
  • 1W losers are : Losers for past week are $FTNT -1.7%, $UCL -2.5%, $SPCB -3.7%, $ALRM -8.5%, $WKEY -11.9%
Pick two stocks to compare:

Correlation Analysis

Index correlation analysis

Correlation for the past month is 6.5%, for the past 3 months is 10.1%

In the past month for a 5 days rolling window, the highest corrrelation is 30.0%, the lowest correlation is -0.9%, the latest correlation is 23.8%

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 76.5% between CAMP and DGII

The lowest correlation is -52.6% between SPCB and TAOP

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