Aggregated price index
Aggregated price index with volume information
Summary:
- Savings Institutions stocks up 0.1% on average while median return up 0.3% in a day
- Savings Institutions stocks down 0.3% on average while median return down 0.2% in a week
- Savings Institutions stocks down 1.5% on average while median return down 3.2% 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 $CZWI 19.6%, $FRLG 16.9%, $SACH 14.6%, $VEL 14.5%, $ESNT 13.4%
- 1M losers are : Losers for past month are $BYFC -14.7%, $SNFCA -14.8%, $FCCY -15.4%, $MMAC -22.3%, $HFBL -48.3%
- 1W winners are : Winners for past week are $CZWI 10.0%, $FRLG 8.0%, $DCOM 7.8%, $ESNT 7.0%, $HVBC 5.3%
- 1W losers are : Losers for past week are $COOP -6.2%, $SBT -7.1%, $FCAP -7.9%, $SNFCA -10.7%, $MMAC -11.1%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 22.5%, for the past 3 months is 21.8%
In the past month for a 5 days rolling window, the highest corrrelation is 40.5%, the lowest correlation is 8.5%, the latest correlation is 12.5%
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 91.9% between BHLB and BRKL
The lowest correlation is -66.0% between BCOW and BSBK
Stock news
(Bloomberg) -- Didi Chuxing is raising $1.5 billion of debt financing from banks as the Chinese ride-hailing giant seeks to expand its firepower ahead of a potential U.S. initial public offering, according to people familiar with the matter.Didi, backed by SoftBank Group Corp., has signed a revolving loan facility with JPMorgan Chase & Co., Morgan Stanley, Goldman Sachs Group Inc., HSBC Holdings Plc, Barclays Plc and Citigroup Inc., the people said. A debt deal would serve as a stepping stone as...
Property values were 6.5% higher last month, or £15,430 in cash terms, according to latest data.
James Close, the bank's newly appointed head of climate change, gave his first interview to Yahoo Finance UK.
Jamie Dimon said Europe had the 'upper hand' in negotiations over financial services rights.
Bank stocks rebound impressively in Q1. One must keep an eye on best-performing S&P 500 banks like People's United (PBCT), Fifth Third Bancorp (FITB), Wells Fargo (WFC), Regions Financial (RF) and Bank of America (BAC) that are driven by strong fundamentals.
Bridgewater Bancshares (BWB) has seen solid earnings estimate revision activity over the past month, and belongs to a strong industry as well.
If you want to know who really controls FS Bancorp, Inc. ( NASDAQ:FSBW ), then you'll have to look at the makeup of its...
If you own shares in any of the companies listed above and would like to discuss our investigations or have any questions concerning this notice or your rights or interests, please contact:
NEW YORK, April 05, 2021 (GLOBE NEWSWIRE) -- Halper Sadeh LLP, a global investor rights law firm, announces it is investigating the following companies: Boingo Wireless, Inc. (NASDAQ: WIFI) concerning potential violations of the federal securities laws and/or breaches of fiduciary duties relating to its sale to an affiliate of Digital Colony Management, LLC for $14.00 per share in cash. If you are a Boingo shareholder, click here to learn more about your rights and options. WSFS Financial Corpor...
Banking as a Service collaboration to power innovative banking products and services to growing companiesPEARL RIVER, N.Y., April 05, 2021 (GLOBE NEWSWIRE) -- Sterling National Bank, the wholly-owned operating bank subsidiary of Sterling Bancorp (NYSE: STL), today announced a Banking as a Service (BaaS) agreement with Rho Technologies, the fintech company behind Rho Business Banking. Rho Technologies is a digital platform that provides companies with a suite of commercial banking and financial s...