Aggregated price index
Aggregated price index with volume information
Summary:
- Real Estate Broker stocks up 0.7% on average while median return up -0.4% in a day
- Real Estate Broker stocks up 0.5% on average while median return up -1.3% in a week
- Real Estate Broker stocks down 22.2% on average while median return down 18.9% 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
- 1M losers are : Losers for past month are $FTHM -22.9%, $OPEN -28.2%, $RDFN -28.7%
- 1W winners are : Winners for past week are $FTHM 9.3%, $EXPI 3.3%, $RMAX 2.5%
- 1W losers are : Losers for past week are $OPEN -2.5%, $Z -3.0%, $RDFN -5.7%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 47.0%, for the past 3 months is 47.1%
In the past month for a 5 days rolling window, the highest corrrelation is 66.2%, the lowest correlation is -3.1%, the latest correlation is 38.9%
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 82.8% between COMP and OPEN
The lowest correlation is -2.5% between EXPI and RLGY
Stock news
The Dow Jones and S&P 500 are at bear market lows. Tesla AI Day and Q3 deliveries are in focus. China EV rivals also report this weekend.
Stock market week: will the Nasdaq hold 10,500 or undercut to new lows? Payrolls and OPEC may have something to say in the matter.
September is living up to its reputation as an ugly month for stocks. Here's what the data says about October performance.
Wall Street and global stocks slumped further on Friday, with government bond yields and the dollar holding near recent peaks, as higher-than-expected inflation capped a nasty third quarter for world markets. Fresh personal consumption expenditures (PCE) price index data, tracked by the U.S. Federal Reserve as it considers more interest rate hikes, showed a rise of 0.3% last month after dipping 0.1% in July. Euro zone inflation also hit a record high of 10% in September, surpassing forecasts, ...
The S&P 500 closed the books on its steepest September decline in two decades on Friday, skidding across the finish line of a tumultuous quarter fraught with historically hot inflation, rising interest rates and recession fears. The S&P and the Dow notched their third consecutive weekly declines, and all three indexes posted their second straight monthly losses. In the first nine months of 2022, Wall Street suffered three quarterly declines in a row, the longest losing streak for the S&P and t...
October tends to be a “bear killer," known for its historically strong returns. But skeptics doubt seasonal factors can overwhelm a troubling economic backdrop.
Recent volatility in UK markets has added to broader concerns about rate rises from global central banks
U.S. stocks end sharply lower Friday, closing out a brutal month of September and posting their worst skid in the first 9-months of a year in two decades as higher rates and recession fears grip investors. The Dow Jones Industrial Average tumbled about 495 points Friday, or 1.7%, ending near 28,730 as heavy selling intensified into the closing bell. The S&P 500 index [s:spx] shed 1.5%, while the Nasdaq Composite Index finished down 1.5%. Losses for the week and month were far worse. The Dow led
The stock market continued its decline after a key inflation report rose. Nike plunged after reporting excess inventory.