Aggregated price index
Aggregated price index with volume information
- Packaged Software stocks up 1.8% on average while median return up 1.5% in a day
- Packaged Software stocks down 5.6% on average while median return down 5.4% in a week
- Packaged Software stocks down 4.2% on average while median return down 4.5% 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 $BTCY 44.6%, $PHR 40.1%, $TWOU 39.4%, $XAIR 29.9%, $BLI 24.9%
- 1M losers are : Losers for past month are $PHUN -28.6%, $KBNT -29.6%, $PRTH -33.5%, $RNLX -38.9%, $ZDGE -47.2%
- 1W winners are : Winners for past week are $BTCY 34.6%, $TWOU 20.0%, $XAIR 14.3%, $AGYS 13.6%, $NCTY 7.9%
- 1W losers are : Losers for past week are $LYFT -17.5%, $ASAN -17.8%, $U -19.8%, $DCT -23.8%, $RNLX -44.0%
Index correlation analysis
Correlation for the past month is 43.9%, for the past 3 months is 36.5%
In the past month for a 5 days rolling window, the highest corrrelation is 66.5%, the lowest correlation is 27.3%, the latest correlation is 36.1%
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 94.9% between APPN and ASAN
The lowest correlation is -22.2% between AUUD and BLKB
AUSTIN, Texas, July 01, 2022--NI (Nasdaq: NATI) today announced it will release its second quarter 2022 financial results after market close on Thursday, July 28, 2022, at 4:00 p.m. central time. An audio webcast of the call and accompanying slides will be available in the investor relations section of the company website. ni.com/nati.
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Crypto businesses will have to have licenses, and stablecoin issuers will be required to have reserves like those banks maintain.
Chinese-owned social media site TikTok told U.S. senators it was working on a final agreement with the Biden Administration that would "fully safeguard user data and U.S. national security interests," according to a TikTok letter seen Friday by Reuters. The letter dated Thursday came in response to questions raised in a June 27 letter https://www.blunt.senate.gov/imo/media/doc/tiktok_oversight_letter.pdf by a few senators including Republicans Marsha Blackburn and Ted Cruz, TikTok said. TikTok...
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