Aggregated price index
Aggregated price index with volume information
- 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.
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* 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%
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
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