Aggregated price index
Aggregated price index with volume information
Summary:
- Major Banks stocks down 1.0% on average while median return down 1.2% in a day
- Major Banks stocks down 2.1% on average while median return down 2.1% in a week
- Major Banks stocks up 6.4% on average while median return up 6.0% 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.
* 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
- 1M winners are : Winners for past month are $MWK 54.0%, $SFNC 29.0%, $CADE 27.6%, $ESQ 26.0%, $MCB 23.4%
- 1M losers are : Losers for past month are $AVAL -3.4%, $SUPV -7.6%, $ITUB -13.5%, $BBDO -13.7%, $BBD -14.1%
- 1W winners are : Winners for past week are $MWK 10.8%, $MCB 10.1%, $ESQ 9.1%, $CHCO 2.8%, $BRBS 2.5%
- 1W losers are : Losers for past week are $COF -8.9%, $BK -9.4%, $OFG -9.4%, $BBD -10.9%, $ITUB -12.1%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 38.8%, for the past 3 months is 42.2%
In the past month for a 5 days rolling window, the highest corrrelation is 67.8%, the lowest correlation is 9.5%, the latest correlation is 37.8%
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 92.4% between BAC and CMA
The lowest correlation is -41.4% between AMTB and BRBS
Stock news
Mexico's antitrust watchdog Cofece said on Monday that it has imposed fines totaling 35 million pesos ($1.75 million) on seven international banks and traders for market manipulation and collusion in the government bond market about a decade ago. Cofece said Barclays, Deutsche Bank, Santander, Banamex, Bank of America, BBVA Bancomer and JP Morgan as well as 11 traders agreed on 142 instances either to sell or buy bonds at a certain price or to not trade them at all. Santander denied wrongdoing...
On Tuesday, January 26, Capital One Financial (NYSE:COF) will release its latest earnings report. Here is Benzinga's outlook for the company.What Are Earnings, Net Income, And Earnings Per Share? Earnings and EPS are useful metrics of profitability. Total earnings also known as net income is equal to total revenue minus total expenses. Dividing net income by the total number of shares outstanding yields EPS.Earnings And Revenue Analysts expect Capital One Financial earnings of $2.86 per share. R...
Banks' Q4 earnings are expected to have gotten support from lower provisions and solid fee income. Let's check how performance of Synovus (SNV), UMB Financial (UMBF), Pacific Premier (PPBI) & Simmons First (SFNC) might have been.
Esquire Financial Holdings (ESQ) saw a big move last session, as its shares jumped more than 6% on the day, amid huge volumes.
Due to lower interest rates and muted loan growth, Capital One's (COF) interest income is likely to have been negatively impacted in fourth-quarter 2020.
TORONTO, Jan. 23, 2021 /CNW/ -Saturday 23/01/2021LOTTO 6/49 estimated jackpot $8 million 05, 17, 21, 29, 41 & 43 Bonus 46.
We've lost count of how many times insiders have accumulated shares in a company that goes on to improve markedly. The...
The Bank of New York Mellon Corporation ( NYSE:BK ) shareholders are probably feeling a little disappointed, since its...
Former Attorney General of Louisiana Charles C. Foti, Jr., Esq. and the law firm of Kahn Swick & Foti, LLC ("KSF") are investigating the proposed merger of TCF Financial Corporation (NasdaqGS: TCF) with Huntington Bancshares Incorporated (NasdaqGS: HBAN). KSF is seeking to determine whether the merger and the process that led to it are adequate, or whether the merger undervalues the Company.