Aggregated price index
Aggregated price index with volume information
Summary:
- Remote Working stocks up 0.2% on average while median return up 0.5% in a day
- Remote Working stocks down 1.2% on average while median return down 0.3% in a week
- Remote Working stocks down 4.4% on average while median return down 6.4% 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 $CTXS 14.4%
- 1M losers are : Losers for past month are $MSFT -7.3%, $ZM -13.1%, $DOCU -13.7%, $CRWD -16.1%, $TEAM -18.4%
- 1W winners are : Winners for past week are $RNG 2.5%, $GOOG 2.0%, $DBX 1.8%, $BOX 0.7%, $CTXS 0.1%
- 1W losers are : Losers for past week are $MSFT -1.2%, $TEAM -2.1%, $DOCU -4.0%, $CRWD -6.5%, $ZM -6.9%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 53.2%, for the past 3 months is 32.6%
In the past month for a 5 days rolling window, the highest corrrelation is 77.6%, the lowest correlation is 6.2%, the latest correlation is 75.0%
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 86.4% between AMZN and DBX
The lowest correlation is 7.8% between GOOG and ZM
Stock news
Alphabet Inc's Google is temporarily mandating weekly COVID-19 tests for any person entering Google offices or facilities in the United States, the tech giant said on Friday. Anyone who comes into Google's U.S. work sites will require a negative test and be required to wear surgical-grade masks while at the office, the company said. "To help prevent the further spread of COVID-19 during this period of heightened risk, we’re implementing new temporary health and safety measures for anyone acces...
Investment company Sara-Bay Financial (Current Portfolio) buys Cerence Inc, Public Service Enterprise Group Inc, Welltower Inc, Oragenics Inc, Veeva Systems Inc, sells Alibaba Group Holding, Unilever PLC, International Paper Co, Paycom Software Inc, Titan Medical Inc during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Sara-Bay Financial.
Ponte Vedra Beach, FL, based Investment company Butensky & Cohen Financial Security, Inc (Current Portfolio) buys Atmos Energy Corp, Micron Technology Inc, MSC Industrial Direct Co Inc, Merck Inc, Invesco BulletShares 2030 Corporate Bond ETF, sells Infosys, PPL Corp, Pinnacle West Capital Corp, Invesco BulletShares 2021 Corporate Bond ETF, Sylvamo Corp during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Butensky & Cohen Financial Security, Inc.
Lincoln, NE, based Investment company Farmers & Merchants Investments Inc (Current Portfolio) buys Berkshire Hathaway Inc, VMware Inc, Exxon Mobil Corp, Vanguard Short-Term Corporate Bond ETF, Vanguard Short-Term Bond ETF, sells CoreSite Realty Corp, AT&T Inc, Ameren Corp, Lennox International Inc, Alliant Energy Corp during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Farmers & Merchants Investments Inc.
Investment company FourThought Financial, LLC (Current Portfolio) buys Northrop Grumman Corp, Lockheed Martin Corp, Xcel Energy Inc, AbbVie Inc, DocuSign Inc, sells AT&T Inc, L3Harris Technologies Inc, Nike Inc, Southwest Airlines Co, Alphabet Inc during the 3-months ended 2021Q4, according to the most recent filings of the investment company, FourThought Financial, LLC.
Investment company Garrett Investment Advisors LLC (Current Portfolio) buys Vanguard Total Stock Market ETF, Vanguard FTSE Developed Markets ETF, iShares Core S&P 500 ETF, SPDR Portfolio Intermediate Term Treasury ETF, SPDR Portfolio S&P 500 Growth ETF, sells BTC iShares MSCI USA Momentum Factor ETF, Vanguard Dividend Appreciation FTF, Vanguard Small Cap ETF, JPMorgan Ultra-Short Income ETF, SPDR SSgA Ultra Short Term Bond ETF during the 3-months ended 2021Q4, according to the most recent filing
Anyone who comes into Google's U.S. work sites will require a negative test and be required to wear surgical-grade masks while at the office, the company said. "To help prevent the further spread of COVID-19 during this period of heightened risk, we’re implementing new temporary health and safety measures for anyone accessing our sites in the U.S.," a Google spokesperson said. Google provides free at-home and in-person testing options to its employees, their dependants and household members.
Yahoo Finance's Allie Canal details the opening box office numbers for the theatrical release of "Scream", the success of hybrid theatrical-streaming movie releases, and Netflix raising its prices for subscribers.
Software giant Microsoft has earned plaudits for its successful pivot from desktop computing to cloud computing. Many investors may be wondering: Is Microsoft stock a buy right now?