Aggregated price index
Aggregated price index with volume information
Summary:
- IoT stocks down 3.7% on average while median return down 2.9% in a day
- IoT stocks down 5.8% on average while median return down 5.9% in a week
- IoT stocks down 10.1% on average while median return down 12.5% 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 $UCL 3.8%, $CAMP 2.8%
- 1M losers are : Losers for past month are $SPCB -15.4%, $CETX -18.9%, $PI -21.3%, $WKEY -22.9%, $BSQR -23.0%
- 1W winners are : Winners for past week are
- 1W losers are : Losers for past week are $TAOP -8.7%, $DXCM -9.4%, $WKEY -11.6%, $PI -15.3%, $CETX -15.3%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 25.9%, for the past 3 months is 18.4%
In the past month for a 5 days rolling window, the highest corrrelation is 64.1%, the lowest correlation is -4.9%, the latest correlation is 31.2%
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 75.7% between ALRM and CAMP
The lowest correlation is -34.0% between PCTI and UCL
Stock news
CalAmp (Nasdaq: CAMP), a connected intelligence company that helps people and businesses work smarter, today announced its President and Chief Executive Officer, Jeff Gardner, and Executive Vice President and Chief Financial Officer, Kurt Binder, are scheduled to participate at the 16th Annual Needham Tech & Media Conference, which will be held as a virtual event. Management is scheduled to present at 6:30am PT on Wednesday, May 19, 2021 and will be available throughout the day to meet with inve...
Yahoo Finance’s Dan Howley breaks down why working from home puts more companies at risk for cyberattacks, according to Microsoft's latest threat assessment outlook.
Alarm.com Holdings, Inc. (Nasdaq: ALRM), the leading platform for the intelligently connected property, today announced that Steve Valenzuela, Chief Financial Officer, will participate in the J.P. Morgan Global Technology, Media and Communications Conference.
WISeKey SA announces the launch of TrustECoin token to drive secure trade of luxury collectibles and artwork on WISe.ART marketplace in cooperation with CasperLabs and Ocean Protocol Geneva, Switzerland – May 11, 2021 - WISeKey International Holding Ltd (NASDAQ: WKEY; SIX: WIHN), a leading cybersecurity, IoT, and AI platform company, today announced the completion of its technology stack for making WISe.ART available as a platform to build white-label marketplaces for different luxury collectibl...
XR Series Solutions architected for mission and business-critical applications that require 5G performance and end-to-end security
Digi unveils the newest addition to its line of industrial-grade routers with the introduction of Digi IX15.
Today we'll do a simple run through of a valuation method used to estimate the attractiveness of PCTEL, Inc...
The growth-oriented tech stock did nothing wrong today, but that didn't stop market makers from giving it a painful haircut.
Stocks have been rising in recent days, with the Dow at its second-highest close ever on Monday, but not every company is hitting records.
Representatives from Smith Micro will present at the Needham & Company Virtual Technology & Media Conference at 10:15 am ET on May 17, 2021.