Aggregated price index
Aggregated price index with volume information
Summary:
- Municipals Funds stocks down -0.0% on average while median return down -0.1% in a day
- Municipals Funds stocks up 0.7% on average while median return up 0.5% in a week
- Municipals Funds stocks up 1.8% on average while median return up 1.6% 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 $MUA 6.1%, $MVT 5.7%, $BAF 5.7%, $BBF 4.9%, $BSD 4.8%
- 1M losers are : Losers for past month are $NUW -0.3%, $BKN -0.6%, $NUV -1.6%, $NXP -1.6%, $DTF -2.8%
- 1W winners are : Winners for past week are $BBF 4.9%, $KSM 3.8%, $MUA 3.5%, $NUM 2.7%, $PMF 2.6%
- 1W losers are : Losers for past week are $DMF -0.7%, $NUV -0.8%, $MVT -0.8%, $BKN -0.9%, $NXP -0.9%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 17.1%, for the past 3 months is 24.1%
In the past month for a 5 days rolling window, the highest corrrelation is 40.3%, the lowest correlation is 3.3%, the latest correlation is 18.9%
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 93.3% between BSD and DMF
The lowest correlation is -53.4% between DMF and EXD
Stock news
AllianceBernstein National Municipal Income Fund, Inc. (NYSE: AFB) (the "Fund") today released its monthly portfolio update as of December 31, 2020.
The AllianceBernstein Closed-End Funds declared the following distributions today:
In connection with the proposed acquisition of Eaton Vance Corp. (NYSE: EV) by Morgan Stanley (NYSE: MS) announced on October 8, 2020, shareholders of certain Eaton Vance closed-end funds (each, a "Fund" and, collectively, the "Funds") were asked to approve new investment advisory agreements and, where applicable, new investment sub-advisory agreements for the Funds at an adjourned joint special meeting of shareholders held on January 22, 2021 (the "Meeting").
NEW YORK, NY / ACCESSWIRE / January 25, 2021 / Halper Sadeh LLP, a global investor rights law firm, continues to investigate the following companies:Cardtronics plc (NASDAQ:CATM) concerning potential violations of the federal securities laws and/or breaches of fiduciary duties relating to its sale to NCR Corporation for $39. If you are a Cardtronics shareholder, click here to learn more about your rights and options.
Cardtronics PLC (NASDAQ: CATM)
Moody's Investors Service ("Moody's") has completed a periodic review of the ratings of PIMCO California Municipal Income Fund II and other ratings that are associated with the same analytical unit. The review was conducted through a portfolio review discussion held on 13 January 2021 in which Moody's reassessed the appropriateness of the ratings in the context of the relevant principal methodology(ies), recent developments, and a comparison of the financial and operating profile to similarly r...
Moody's Investors Service ("Moody's") has completed a periodic review of the ratings of PIMCO Municipal Income Fund III and other ratings that are associated with the same analytical unit. The review was conducted through a portfolio review discussion held on 13 January 2021 in which Moody's reassessed the appropriateness of the ratings in the context of the relevant principal methodology (ies), recent developments, and a comparison of the financial and operating profile to similarly rated peer...
Moody's Investors Service ("Moody's") has completed a periodic review of the ratings of PIMCO Municipal Income Fund II and other ratings that are associated with the same analytical unit. The review was conducted through a portfolio review discussion held on 13 January 2021 in which Moody's reassessed the appropriateness of the ratings in the context of the relevant principal methodology (ies), recent developments, and a comparison of the financial and operating profile to similarly rated peers...
Moody's Investors Service ("Moody's") has completed a periodic review of the ratings of PIMCO Municipal Income Fund and other ratings that are associated with the same analytical unit. The review was conducted through a portfolio review discussion held on 13 January 2021 in which Moody's reassessed the appropriateness of the ratings in the context of the relevant principal methodology (ies), recent developments, and a comparison of the financial and operating profile to similarly rated peers. ...