MARKET COMPOSITE
SP Equal Weight Stocks14-03-2024 20:03:00 PM
Price
$112.15
-0.77%
The list of companies include MMM-3M Co., ABT-Abbott Laboratories, ANF-Abercrombie & Fitch Co., ACN-Accenture plc, ADBE-Adobe Inc, AMD-Advanced Micro Devices Inc., AES-AES Corp., AFL-Aflac Inc., A-Agilent Technologies Inc., APD-Air Products & Chemicals Inc., AKAM-Akamai Technologies Inc, AA-Alcoa Corp, ATI-Allegheny Technologies Inc, ALL-Allstate Corp (The), ALTR-Altair Engineering Inc, MO-Altria Group Inc., AMZN-Amazon.com Inc., AEE-Ameren Corp., AEP-American Electric Power Company Inc., AXP-American Express Co., AIG-American International Group Inc, AMT-American Tower Corp., AMP-Ameriprise Financial Inc, ABC-Amerisource Bergen Corp., AMGN-AMGEN Inc., APH-Amphenol Corp., ADI-Analog Devices Inc., AON-Aon plc., APA-Apache Corp., AIV-Apartment Investment & Management Co.
* Latest intraday update before market close @ 19:45:49 PM 06/14/2024
Summary
:
Average return is down -0.8%
Median return is down -0.6%
81 out of 366 stocks are up (limited to those with intraday pricing feeds).
Top Movers
:
BIG -10.3%ATI -6.8%CCL -6.7%NBR -6.2%FSLR -5.5%PH -5.4%HP -4.7%NE -4.6%BWA -4.5%GPS -4.1%KSS -3.8%SEE -3.6%IR -3.5%FOSL -3.4%RL -3.3%WU -3.2%PLL -3.2%EMN -3.2%APD -3.2%GPC -3.1%M -3.1%MO -3.1%CNX -3.0%RRC -3.0%TGT -3.0%ANF -2.9%EBAY -2.9%HST -2.9%HAL -2.9%SWK -2.9%IGT -2.8%SLM -2.7%ETN -2.7%AN -2.6%CMA -2.6%GT -2.6%GLW -2.6%XRAY -2.5%LEG -2.5%ROK -2.4%APA -2.4%SNA -2.4%UNM -2.4%DO -2.4%BA -2.3%NOV -2.3%PBI -2.3%DNB -2.3%WYNN -2.3%ITW -2.3%ADM -2.2%F -2.2%DOV -2.2%TEL -2.2%HPQ -2.1%SPG -2.1%ALL -2.1%FHN -2.1%DOW -2.1%SLB -2.1%PPG -2.1%LNC -2.0%WHR -2.0%FAST -2.0%FLS -2.0%EQT -1.9%KEY -1.9%HOG -1.9%K -1.9%MUR -1.9%XYL -1.9%MNST -1.9%BEAM -1.9%EMR -1.8%URBN -1.8%JCI -1.8%TER -1.8%LOW -1.8%CMI -1.8%GWW -1.8%MOS -1.8%IVZ -1.8%MAS -1.7%AIZ -1.7%CSX -1.7%EFX -1.6%WDC -1.6%AA -1.6%TROW -1.5%MCHP -1.5%C -1.4%CAT -1.4%

Aggregated price index with volume information

Summary:

  • SP Equal Weight stocks down 0.8% on average while median return down 0.6% in a day
  • SP Equal Weight stocks down 0.8% on average while median return down 1.2% in a week
  • SP Equal Weight stocks down 2.2% on average while median return down 3.9% 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.

Related Stocks
Ticker
1d
7d
30d
PE Ratio
PE/G
P/B (mrq)
P/S (ttm)
Earning Growth
MarketCap
Short %
Held By Institutions %
RSI
Price Pattern
Resist Support
Days Since Channel Change
Channel Slope (daily rate %)
ADBE14.5%
12.9%
8.2%
50.142.4820.0019.7632%235.4B1%86%71/\/Below support2280.1%
HAS6.0%
5.2%
1.6%
-6.071.264.292.298.6B3%82%59\-/\/At support950.4%
NFLX2.5%
4.4%
9.1%
46.51.0917.238.41141%295.8B2%82%68/\/2280.2%
GILD2.4%
0.6%
-2.9%
168.643.134.413.2712%81.1B2%81%49\-/\228-0.1%
DV2.2%
0.2%
-3.4%
49.1224.836%3.2B80%38\/\Below support159-0.1%
NVDA1.8%
9.1%
39.4%
7.731.4724.7424.12109%324.6B1%68%81-/Above resistance1010.8%
LH1.7%
1.7%
-5.4%
39.55-1.072.541.6617.4B2%94%50/\/\At resistance107-0.1%
ACN1.6%
-0.6%
-7.1%
26.023.519.763.9117%192.2B1%74%40/\/Below support2280.1%
CRM1.3%
-4.1%
-19.3%
41.726.125.2810.06374%224.7B3%79%33/\/Below support2280.2%
ADSK1.2%
4.5%
2.6%
53.91.5163.2216.10591%48.8B1%94%60/\/Below support4560.1%
AXP1.2%
-3.4%
-7.0%
18.520.895.193.80509%161.7B1%86%36\/\-/2280.2%
NU1.2%
-1.1%
-2.7%
43.5B51\/At support1270.3%
ORLY1.2%
2.9%
-0.3%
25.541.923.0767%59.3B1%84%54/Below support2280.1%
WM1.2%
1.5%
-2.6%
33.332.137.793.7117%81.7B1%82%46-/-/Below support2280.2%
COST1.1%
1.2%
8.7%
53.073.3310.220.9046%379.5B1%68%78/-/Above resistance2280.3%
CPB1.1%
2.6%
-3.8%
17.816.294.581.57-5%13.1B11%55%48/\/\228-0.1%
DUK1.1%
-0.3%
-1.0%
25.723.891.663.246%79B1%64%53/\/1850.1%
EQR1.1%
2.5%
-1.3%
28.2716.532.8211.67-81%25.3B3%94%59\/\-2280.0%
AVB1.0%
2.4%
1.7%
30.0925.822.6912.79-15%28.7B2%93%64\/\/2280.0%
EXPE1.0%
1.3%
10.8%
22.53-391.0619.795.6515.8B10%99%64/\-/2280.1%
* 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.
Detail Performance Summary
  • 1M winners are : Winners for past month are $FSLR 42.6%, $NVDA 39.4%, $ANF 35.1%, $GCI 30.2%, $FOSL 28.3%
  • 1M losers are : Losers for past month are $WAT -18.5%, $CRM -19.3%, $PLL -23.2%, $GME -27.4%, $BIG -47.3%
  • 1W winners are : Winners for past week are $FOSL 18.9%, $ALTR 13.0%, $ADBE 12.9%, $GCI 10.0%, $ORCL 9.7%
  • 1W losers are : Losers for past week are $ATI -8.6%, $MNST -8.8%, $NBR -8.9%, $LEG -9.6%, $BIG -22.2%
Pick two stocks to compare:

Correlation Analysis

Index correlation analysis

Correlation for the past month is 19.6%, for the past 3 months is 19.3%

In the past month for a 5 days rolling window, the highest corrrelation is 37.3%, the lowest correlation is 1.9%, the latest correlation is 8.7%

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 87.4% between AEE and AEP

The lowest correlation is -66.3% between ACN and AIG

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