Identifies themes and clusters of stock movements
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Retail Trade Stocks$208.67
-1.57%4:00PM 01/15/2021
The list of companies include AAN-Aarons Company Inc (The), AAP-Advance Auto Parts Inc, ABG-Asbury Automotive Group Inc, ACI-Albertsons Companies Inc, AEO-American Eagle Outfitters Inc., AMZN-Amazon.com Inc., AN-Autonation Inc., ANF-Abercrombie & Fitch Co., APRN-Blue Apron Holdings Inc, ARTL-Artelo Biosciences Inc, ASO-Academy Sports and Outdoors Inc, AZO-Autozone Inc., BBBY-Bed, Bath & Beyond Inc., BBW-Build A Bear Workshop Inc, BBY-Best Buy Co. Inc., BGFV-Big 5 Sporting Goods Corp, BGI-Birks Group Inc, BIG-Big Lots Inc, BIMI-BOQI International Medical Inc, BJ-BJ`s Wholesale Club Holdings Inc, BKE-Buckle, Inc., BLNK-Blink Charging Co, BNED-Barnes & Noble Education Inc, BOOT-Boot Barn Holdings Inc, BURL-Burlington Stores Inc, BWMX-Betterware de Mexico S.A.B. de C.V., CASY-Casey`s General Stores, Inc., CATO-Cato Corp., CHS-Chico`s Fas, Inc., CHWY-Chewy Inc
Latest intraday update before market close @ 19:45:31 PM 01/15/2021

Aggregated price index

Aggregated price index with volume information

Summary:

  • The momentum of the sector is very strong.
  • Retail Trade stocks down 1.6% on average while median return down 1.4% in a day
  • Retail Trade stocks up 5.4% on average while median return up 3.3% in a week
  • Retail Trade stocks up 18.2% on average while median return up 12.7% 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.

Related Stocks (click on ticker for detail)
Ticker
1 Day Return
1 Week Return
1 Month Return
PE Ratio
PE Growth Ratio
Price To Book
Earning Growth
MarketCap
Short %
Held By Institutions %
20 Days Price ZScore
50 Days Price ZScore
12-26 Days percentage price oscillator
20 Days Volume ZScore
AAN-4.50%
6.30%
19.40%
4.2B1.25-0.56-8.72%-0.85
AAP-2.10%
-2.80%
4.90%
25.091.542.8519.30%11.7B5.13%102.28%0.361.162.36%-0.50
ABG-1.80%
0.40%
16.20%
15.10.633.46113.80%3.1B17.00%108.15%1.131.655.54%-0.42
ACI-1.00%
4.10%
14.50%
7.380.4-3.50%8B14.36%73.63%1.001.812.80%-0.02
AEO-1.80%
2.40%
19.10%
-18.99-153.323.12-28.00%3.8B17.02%122.27%1.241.645.83%-0.22
AMZN-0.70%
-2.50%
-1.70%
92.982.5719.75196.70%1.6T0.71%58.66%-1.52-1.09-0.48%0.11
AN-2.30%
-0.90%
12.70%
17.261.071.8383.50%6.6B5.66%89.36%0.861.573.86%-0.26
ANF2.40%
12.70%
20.80%
-13.45-0.841.50548.00%1.5B14.58%102.31%1.981.864.46%-0.51
APRN-0.80%
-4.00%
14.10%
-1.490.061.3473.8M16.56%31.66%0.830.813.06%-1.13
ASO-1.70%
6.70%
23.20%
0.24108.70%2B30.47%69.76%1.231.756.04%-0.39
ATV0.30%
0.20%
0.90%
0.811405.50%53.1M0.68%0.800.940.28%-0.87
AZO0.00%
-0.40%
8.40%
16.532.826.30%28.7B2.34%95.06%1.001.762.12%-0.56
BABA0.20%
3.10%
-4.90%
34.4938.149.39-60.20%641.9B43.86%0.33-0.70-2.75%-0.54
BBBY-6.40%
35.10%
35.60%
-15.26-0.311.302.8B76.07%117.84%2.223.185.76%0.10
BBW-2.00%
5.60%
2.50%
-1.96-0.131.1373.1M4.70%62.44%1.090.951.99%-0.60
BBY0.10%
6.00%
12.60%
17.311.196.3033.40%29.4B2.63%80.79%1.700.701.61%-0.30
BGFV-1.70%
-8.30%
38.60%
7.22-0.711.02343.80%260.9M19.34%34.50%0.131.045.92%-0.67
BGI-5.80%
-3.40%
26.20%
4.5212.1M1.86%0.10%1.081.749.52%-0.34
BIG-0.20%
17.10%
16.80%
3.040.621.27-76.40%1.8B32.95%104.23%2.411.471.58%-0.25
BIMI-1.60%
4.00%
-3.20%
1.3221.7M10.31%0.89%0.41-0.020.04%-0.21

Related ETFs (click on ticker for detail)

leak data

  • 1M winners are : Winners for past month are $GME 179.1%, $KSPN 120.7%, $BLNKW 94.7%, $BLNK 80.7%, $REAL 77.8%
  • 1M losers are : Losers for past month are $BABA -4.9%, $TC -4.9%, $SQBG -5.9%, $JILL -11.8%, $WTRH -13.8%
  • 1W winners are : Winners for past week are $GME 100.7%, $LIVE 67.2%, $KSPN 57.4%, $BBBY 35.1%, $SFIX 33.0%
  • 1W losers are : Losers for past week are $VRM -9.6%, $KXIN -10.3%, $PDD -10.8%, $GRUB -13.8%, $PRTY -14.8%
Pick two stocks to compare:

Correlation Analysis

Index correlation analysis

Correlation for the past month is 13.3%, for the past 3 months is 11.7%

In the past month for a 5 days rolling window, the highest corrrelation is 23.9%, the lowest correlation is -0.3%, the latest correlation is 2.2%

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 99.9% between BLNK and BLNKW

The lowest correlation is -54.9% between ASO and BZUN

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