Aggregated price index
Aggregated price index with volume information
Summary:
- Movies/Entertainment stocks down 0.8% on average while median return down 0.5% in a day
- Movies/Entertainment stocks up 0.3% on average while median return up 0.2% in a week
- Movies/Entertainment stocks down 8.5% on average while median return down 8.3% 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 $LSXMB 10.2%, $YVR 5.9%, $LYFE 3.1%, $BATRA 3.0%, $FWONA 2.8%
- 1M losers are : Losers for past month are $MCS -25.7%, $CNK -29.9%, $CURIW -32.3%, $HOFV -33.0%, $AMC -36.6%
- 1W winners are : Winners for past week are $DKNG 12.7%, $HOFVW 6.2%, $AMC 5.8%, $MANU 5.3%, $DLPN 4.7%
- 1W losers are : Losers for past week are $SEAS -4.7%, $HOFV -7.1%, $BTN -10.6%, $CURIW -11.9%, $YVR -18.9%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 31.7%, for the past 3 months is 24.4%
In the past month for a 5 days rolling window, the highest corrrelation is 42.6%, the lowest correlation is 0.5%, the latest correlation is 42.6%
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 98.5% between FOX and FOXA
The lowest correlation is -28.5% between FWONA and HOFVW
Stock news
RALEIGH, NC / ACCESSWIRE / July 8, 2021 / Access to Giving - an investor conference themed around investor education and advocacy begins next week, July 13th \- 15th, 2021. More than 50 companies are scheduled to conduct virtual presentations over the three-day period as well as 1x1 meetings with qualified investors throughout the event.
Dave & Buster's (PLAY) focus on its service model to boost customers' in-store experiences bodes well. However, decline in traffic due to coronavirus is a concern.
SILVER SPRING, Md., July 07, 2021--CuriosityStream Inc. (NASDAQ: CURI), a global factual entertainment company, today announced that it will release financial results for the second quarter of 2021 on Tuesday, August 10, 2021 after market close. The company will host a Q&A conference call to discuss these results at 5:00 p.m. Eastern Time (2:00 p.m. Pacific Time) on the same day. Reporters are invited to join the call on a listen-only basis.
NEW YORK, July 06, 2021--Madison Square Garden Sports Corp. (NYSE: MSGS) ("MSG Sports") today announced that Greg Kim, a well-regarded esports industry executive, has been named Head of CLG, effective immediately.