MARKET COMPOSITE
SP Equal Weight Stocks20-03-2024 21:03:00 PM
Price
$107.82
-0.39%
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 @ 20:45:49 PM 02/20/2024
Summary
:
Average return is down -0.5%
Median return is down -0.3%
136 out of 369 stocks are up (limited to those with intraday pricing feeds).
Top Movers
:
FLR -13.0%SAI -8.8%LIFE -7.9%EXPD -6.9%BIG -6.9%AMAT -5.5%GME -5.1%AMD -4.8%HCP -4.7%NVDA -4.5%GPS -3.8%BEAM -3.8%DO -3.5%MA -3.5%ANF -3.5%VLO -3.4%LLY -3.4%MPC -3.4%PLL -3.2%VFC -3.2%ALTR -3.1%FMC -3.0%LRCX -2.9%EQT -2.9%IR -2.9%NE -2.7%ORCL -2.7%AA -2.7%NBR -2.6%AN -2.6%CAT -2.5%ATI -2.5%BXP -2.4%ROK -2.4%AIG -2.4%IBM -2.3%VNO -2.2%VTR -2.2%WYNN -2.1%FSLR -2.1%AES -2.1%OXY -2.1%HP -2.1%TER -2.1%DV -2.0%ACN -2.0%BTU -2.0%FCX -2.0%KMX -2.0%PSX -1.8%INTU -1.8%APA -1.8%HRB -1.8%PBI -1.7%DIS -1.7%BWA -1.7%NFLX -1.7%SRCL -1.7%S -1.7%KLAC -1.6%DELL -1.6%DOW -1.6%TEL -1.6%NU -1.5%JWN -1.5%CMI -1.5%VMC -1.5%AMZN -1.5%MUR -1.5%MS -1.4%SCHW -1.4%PX -1.4%PWR -1.4%HAS -1.4%ORLY -1.4%ADSK -1.4%EMR -1.4%ZION -1.4%EL -1.4%FLS -1.4%TXT -1.3%M -1.3%RRC -1.3%ADBE -1.3%PNC -1.3%V -1.3%STX -1.3%SPG -1.2%CRM -1.2%MRO -1.2%CHK -1.2%STT -1.2%NEM -1.2%

Aggregated price index with volume information

Summary:

  • SP Equal Weight stocks down 0.4% on average while median return down 0.3% in a day
  • SP Equal Weight stocks down 0.5% on average while median return down 0.1% in a week
  • SP Equal Weight stocks up 2.7% on average while median return up 1.5% 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 %)
DFS12.6%
12.6%
27.8%
9.211.233.154.3331.1B2%87%77-/\-Above resistance425-0.0%
CAG4.7%
2.5%
-0.5%
13.892.232.081.4638%13.6B4%86%51/\/At support790.1%
LEG3.3%
-2.1%
-10.5%
13.123.454.481.4998%2.7B5%76%34\At support139-0.2%
WMT3.2%
3.3%
8.3%
29.213.264.840.67-32%473.5B1%31%78/\/Above resistance2130.1%
MKC2.9%
3.0%
4.7%
27.015.025.543.9212%18.2B83%56-\/\424-0.1%
GIS2.6%
4.3%
4.2%
163.824.111.9631%37.4B4%79%59/\/\Above resistance213-0.1%
ABT2.3%
3.7%
1.7%
35.672.185.965.23218%202.4B1%76%65/\/Above resistance2130.0%
INTC2.3%
1.1%
-7.5%
111.072.342.822.89-41%188.3B1%66%50\/\/2130.4%
KO2.2%
1.7%
1.5%
24.482.7211.396.93-19%262.4B1%69%61\/\At resistance213-0.0%
OI2.2%
-2.0%
9.7%
0.516.340.422.5B5%95%56/\/\At resistance213-0.2%
DLTR2.0%
2.4%
12.1%
27.811.993.140.9151%31.9B2%93%69/\Above resistance213-0.1%
TDC2.0%
-21.8%
-20.6%
63.831.5111.762.60-69%3.7B10%94%28-/\-Below support2130.1%
DRI1.8%
0.0%
3.8%
19.990.966.612.75-45%19.7B3%91%55-/\/-2130.0%
TSN1.8%
2.9%
1.8%
-21.793.351.670.6127%19.4B1%83%52\/\213-0.0%
CPB1.7%
-0.7%
-2.3%
15.916.294.581.57-5%12.6B11%55%44-\/\Above resistance213-0.1%
FHN1.7%
0.4%
0.3%
8.461.071.233.311692%7.9B2%84%52\/\At resistance425-0.1%
MDT1.7%
0.9%
-0.7%
27.872.023.225.5067%114.2B1%84%53-/\-2130.0%
NWL1.7%
7.0%
-4.3%
-5.664.022.881.133.2B3%88%47/\213-0.2%
PNW1.7%
1.5%
-0.8%
16.454.921.612.5219%7.8B4%89%50\Above resistance29-0.2%
DHI1.6%
-3.2%
-7.6%
10.320.532.501.3493%47.6B3%84%47/\/2130.2%
* 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 $BEAM 34.2%, $RL 32.8%, $TRIP 27.9%, $DFS 27.8%, $LIFE 25.3%
  • 1M losers are : Losers for past month are $GILD -17.5%, $TDC -20.6%, $ADM -21.7%, $PLL -22.0%, $BIG -30.0%
  • 1W winners are : Winners for past week are $SAI 27.4%, $TRIP 20.3%, $DFS 12.6%, $BIG 11.1%, $DVA 7.6%
  • 1W losers are : Losers for past week are $BIIB -10.4%, $FLR -10.5%, $ADBE -11.4%, $AKAM -15.4%, $TDC -21.8%
Pick two stocks to compare:

Correlation Analysis

Index correlation analysis

Correlation for the past month is 20.4%, for the past 3 months is 22.1%

In the past month for a 5 days rolling window, the highest corrrelation is 48.9%, the lowest correlation is 0.1%, the latest correlation is 48.9%

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 77.5% between AEE and AES

The lowest correlation is -54.0% between AFL and AMGN

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