Aggregated price index
Aggregated price index with volume information
Summary:
- Pharmaceuticals: Other stocks down 1.3% on average while median return down 1.3% in a day
- Pharmaceuticals: Other stocks down 0.4% on average while median return down 0.2% in a week
- Pharmaceuticals: Other stocks up 0.5% on average while median return up -0.3% 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 $ADMS 59.0%, $ENDP 47.0%, $AXSM 38.4%, $ANIP 30.7%, $JUPW 20.8%
- 1M losers are : Losers for past month are $BRBR -21.4%, $PLXP -27.5%, $BPTS -34.1%, $RVNC -50.4%, $INNV -55.2%
- 1W winners are : Winners for past week are $AXSM 26.1%, $AGRX 25.8%, $ADMP 16.0%, $VRNA 13.0%, $LPCN 10.3%
- 1W losers are : Losers for past week are $BRBR -9.6%, $TBPH -10.2%, $BPTS -11.3%, $PLXP -30.1%, $RVNC -49.4%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 15.3%, for the past 3 months is 11.9%
In the past month for a 5 days rolling window, the highest corrrelation is 31.7%, the lowest correlation is 2.1%, the latest correlation is 6.6%
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 80.9% between AERI and AMPE
The lowest correlation is -52.3% between BRBR and CERC
Stock news
NEW YORK, NY / ACCESSWIRE / October 18, 2021 / The Klein Law Firm announces that class action complaints have been filed on behalf of shareholders of the following companies. There is no cost to participate in the suit.
SAN DIEGO, October 18, 2021--InnovAge Holdings Corp. (INNV) Misstated its Operational and Business Prospects in its Offering Documents
Securities Litigation Partner James (Josh) Wilson Encourages Investors Who Suffered Losses Exceeding $50,000 In Revance Therapeutics To Contact Him Directly To Discuss Their Options New York, New York--(Newsfile Corp. - October 18, 2021) - Faruqi & Faruqi, LLP, a leading national securities law firm, is investigating potential claims against Revance Therapeutics, Inc. ("Revance Therapeutics" or the "Company") (NASDAQ: RVNC).If you suffered losses exceeding $50,000 investing in Revance Therapeuti
LEAD PLAINTIFF DEADLINE IS DECEMBER 13, 2021NEW YORK, Oct. 18, 2021 (GLOBE NEWSWIRE) -- Wolf Haldenstein Adler Freeman & Herz LLP announces that a federal securities class action lawsuit has been filed against announces that a class action lawsuit has been filed against InnovAge Holding Corp. (“InnovAge” or the “Company”) (NASDAQ: INNV) in the United States District Court for the District of Colorado on behalf of those who purchased InnovAge common stock pursuant and/or traceable to the registra
The FDA rejected Revance Therapeutics' frown lines treatment, depressing RVNC stock which fell to an 18-month low on Monday.
LOS ANGELES, October 18, 2021--SHAREHOLDER ACTION ALERT: The Schall Law Firm Announces the Filing of a Class Action Lawsuit Against InnovAge Holding Corp.
LOS ANGELES, CA / ACCESSWIRE / October 18, 2021 /The Schall Law Firm, a national shareholder rights litigation firm, announces that it is investigating claims on behalf of investors ofRevance Therapeutics, Inc. ("Revance" or "the Company") (NASDAQ:RVNC) for violations of the securities laws.
NEW YORK, NY / ACCESSWIRE / October 18, 2021 / Bronstein, Gewirtz & Grossman, LLC notifies investors that a class action lawsuit has been filed againstInnovage Holding Corp. ("Innovage" or the "Company") (NASDAQ:INNV) and certain of its officers, on behalf of shareholders who purchased or otherwise acquired Innovage common stock pursuant and/or traceable to the registration statement and prospectus (collectively, the "Registration Statement") issued in connection with the Company's March 2021 in
Ademi LLP is investigating possible securities fraud claims against Revance (NASDAQ: RVNC). The investigation results from inaccurate statements Revance may have made regarding its business operations and prospects.
SAN FRANCISCO, Oct. 18, 2021 (GLOBE NEWSWIRE) -- Hagens Berman urges Revance Therapeutics, Inc. (NASDAQ: RVNC) investors to with significant losses to submit your losses now. Visit: www.hbsslaw.com/investor-fraud/RVNC Contact An Attorney Now: RVNC@hbsslaw.com | 844-916-0895 Revance Therapeutics, Inc. (RVNC) Investigation: Revance Therapeutics plans to compete in the Botulinum toxin market dominated by Allegan’s BOTOX. The company bills its lead product candidate DAXI as the first long lasting bo