Aggregated price index
Aggregated price index with volume information
Summary:
- Savings Institutions stocks up 0.2% on average while median return up 0.2% in a day
- Savings Institutions stocks up 0.1% on average while median return up 0.4% in a week
- Savings Institutions stocks up 6.0% on average while median return up 6.3% 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 $PBCT 23.2%, $HSBC 22.8%, $NMIH 21.8%, $STL 21.2%, $ISBC 17.8%
- 1M losers are : Losers for past month are $FRLG -11.5%, $RKT -14.1%, $BYFC -15.2%, $CNF -19.2%, $CARV -19.9%
- 1W winners are : Winners for past week are $HSBC 8.0%, $NMIH 6.8%, $COOP 6.0%, $MTG 5.4%, $PBCT 5.1%
- 1W losers are : Losers for past week are $SMBC -3.7%, $FSBW -3.9%, $BYFC -4.5%, $RKT -5.2%, $CNF -18.1%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 10.5%, for the past 3 months is 12.7%
In the past month for a 5 days rolling window, the highest corrrelation is 14.1%, the lowest correlation is 1.0%, the latest correlation is 2.6%
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 91.2% between BHLB and BKU
The lowest correlation is -53.9% between CNNB and EBMT
Stock news
Announcement of Periodic Review: Moody's announces completion of a periodic review of ratings of Flagstar Bancorp, Inc.Global Credit Research - 14 Jan 2022New York, January 14, 2022 -- Moody's Investors Service ("Moody's") has completed a periodic review of the ratings of Flagstar Bancorp, Inc. and other ratings that are associated with the same analytical unit. The review was conducted through a portfolio review discussion held on 11 January 2022 in which Moody's reassessed the appropriateness...
BAYONNE, N.J., Jan. 14, 2022 (GLOBE NEWSWIRE) -- BCB Bancorp, Inc. (the “Company”), (NASDAQ: BCBP), the holding company for BCB Community Bank (the “Bank”), today announced that its Board of Directors declared a regular quarterly cash dividend of $0.16 per share. The dividend will be payable February 15, 2022, to common shareholders of record on February 1, 2022. “As a result of the Company’s solid financial performance throughout 2021, the Board of Directors unanimously approved a cash dividend
Yahoo Finance's Jared Blikre breaks down how December retail sales, consumer sentiment, and bank earnings are moving markets today.
Higher revenues, strong balance sheet and robust loans support Washington Federal's (WAFD) fiscal Q1 results. However, an increase in expenses is a major headwind.
Announcement of Periodic Review: Moody's announces completion of a periodic review of ratings of Axos Financial, Inc.Global Credit Research - 14 Jan 2022New York, January 14, 2022 -- Moody's Investors Service ("Moody's") has completed a periodic review of the ratings of Axos Financial, Inc. and other ratings that are associated with the same analytical unit. The review was conducted through a portfolio review discussion held on 11 January 2022 in which Moody's reassessed the appropriateness of ...
Dividends are one of the best benefits to being a shareholder, but finding a great dividend stock is no easy task. Does Essa Bancorp (ESSA) have what it takes? Let's find out.
BankUnited (BKU) is seeing favorable earnings estimate revision activity and has a positive Zacks Earnings ESP heading into earnings season.
Bridgewater Bancshares (BWB) has seen solid earnings estimate revision activity over the past two months, and belongs to a strong industry as well.