Aggregated price index
Aggregated price index with volume information
- Pharmaceuticals: Major stocks up 1.0% on average while median return up 0.9% in a day
- Pharmaceuticals: Major stocks down 3.2% on average while median return down 3.8% in a week
- Pharmaceuticals: Major stocks down 5.1% on average while median return down 7.2% 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 $GNPX 73.8%, $ASRT 72.6%, $LQDA 48.5%, $IMUX 33.9%, $FUSN 31.7%
- 1M losers are : Losers for past month are $VYNE -39.7%, $GRTS -48.3%, $APLT -59.1%, $ALGS -72.7%, $ALLK -91.0%
- 1W winners are : Winners for past week are $FUSN 32.8%, $IMRN 29.9%, $IMUX 22.9%, $MIRM 20.4%, $IKT 15.2%
- 1W losers are : Losers for past week are $NBSE -18.8%, $CVAC -20.2%, $EPIX -25.9%, $EYPT -29.6%, $VYNE -32.6%
Index correlation analysis
Correlation for the past month is 22.5%, for the past 3 months is 16.9%
In the past month for a 5 days rolling window, the highest corrrelation is 35.1%, the lowest correlation is 2.6%, the latest correlation is 16.6%
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 86.6% between ANVS and APRE
The lowest correlation is -56.5% between ADXN and AGLE
Investment company Relyea Zuckerberg Hanson LLC (Current Portfolio) buys Marsh & McLennan Inc, Colgate-Palmolive Co, iShares MSCI ACWI Low Carbon Target ETF, Oracle Corp, Bristol-Myers Squibb Co, sells Vanguard Growth ETF, Vanguard Value ETF, Vanguard Small Cap Value ETF, ARK Next Generation Internet ETF, Vanguard FTSE Developed Markets ETF during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Relyea Zuckerberg Hanson LLC.
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Investment company Sawyer & Company, Inc (Current Portfolio) buys VMware Inc, PayPal Holdings Inc, eBay Inc, Berkshire Hathaway Inc, CrowdStrike Holdings Inc, sells CoreSite Realty Corp, Sylvamo Corp, General Electric Co, Novartis AG, Barings Corporate Investors during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Sawyer & Company, Inc.
Investment company HighTower Trust Services, LTA (Current Portfolio) buys Amazon.com Inc, iShares Core S&P 500 ETF, Netflix Inc, American Tower Corp, Masimo Corp, sells Raytheon Technologies Corp, Upland Software Inc, Verizon Communications Inc, The Walt Disney Co, Schlumberger during the 3-months ended 2021Q4, according to the most recent filings of the investment company, HighTower Trust Services, LTA.
Investment company Five Oceans Advisors (Current Portfolio) buys Dimensional Inflation-Protected Securities ETF, Vanguard Short-Term Government Bond ETF, Goldman Sachs Access Treasury 0-1 Year ETF, Novo Nordisk A/S, Royal Bank of Canada, sells iShares Short Treasury Bond ETF, NatWest Group PLC, Banco Bilbao Vizcaya Argentaria SA, Nokia Oyj, Nomura Holdings Inc during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Five Oceans Advisors.
A whopping number of 13F filings filed with U.S. Securities and Exchange Commission has been processed by Insider Monkey so that individual investors can look at the overall hedge fund sentiment towards the stocks included in their watchlists. These freshly-submitted public filings disclose money managers’ equity positions as of the end of the three-month period […]
When it comes to Covid-19 vaccines, Pfizer (PFE) and Moderna (MRNA) get all the headlines. To an extent, that makes sense. After all, both Pfizer's Comirnaty Covid vaccine and Moderna's Spikevax use mRNA technology to elicit an immune response without ever actually introducing a virus of any sort into the body. In the Western world, these two are the most popular and widespread vaccines available for immunizing patients against the novel coronavirus SARS-CoV-2. Still, as the pandemic enters its