Aggregated price index
Aggregated price index with volume information
- Non-Energy Minerals stocks down 0.8% on average while median return down 0.7% in a day
- Non-Energy Minerals stocks up 1.0% on average while median return up 2.1% in a week
- Non-Energy Minerals stocks up 6.6% on average while median return up 5.2% 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 $RETO 93.7%, $GLDG 51.0%, $MSB 41.1%, $ATI 33.3%, $SYNL 28.2%
- 1M losers are : Losers for past month are $TREX -20.9%, $AQMS -23.9%, $SMID -31.9%, $EXN -33.2%, $SYTA -59.8%
- 1W winners are : Winners for past week are $MMX 13.2%, $SLCA 13.1%, $BVN 12.8%, $ATI 11.8%, $TECK 11.7%
- 1W losers are : Losers for past week are $UUUU -14.4%, $UEC -14.4%, $EXN -19.9%, $SYTA -21.9%, $SMID -29.7%
Index correlation analysis
Correlation for the past month is 22.6%, for the past 3 months is 23.3%
In the past month for a 5 days rolling window, the highest corrrelation is 46.0%, the lowest correlation is 6.2%, the latest correlation is 30.1%
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 98.8% between BBL and BHP
The lowest correlation is -67.1% between ATI and BTG
Kansas City, MO, based Investment company Scout Investments, Inc. (Current Portfolio) buys Freeport-McMoRan Inc, Cboe Global Markets Inc, Baker Hughes Co, Eaton Corp PLC, Hormel Foods Corp, sells Horizon Therapeutics PLC, Pioneer Natural Resources Co, Devon Energy Corp, EOG Resources Inc, Southwest Airlines Co during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Scout Investments, Inc..
Investment company Piscataqua Savings Bank (Current Portfolio) buys Materials Select Sector SPDR, Vanguard S&P 500 ETF, Waste Management Inc, iShares Core S&P Small-Cap ETF, iShares Core S&P Mid-Cap ETF, sells LyondellBasell Industries NV, DuPont de Nemours Inc, Eversource Energy, Vanguard FTSE Developed Markets ETF, Suburban Propane Partners LP during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Piscataqua Savings Bank.
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