Aggregated price index
Aggregated price index with volume information
Summary:
- Semiconductors stocks up 1.0% on average while median return up 0.6% in a day
- Semiconductors stocks up 3.4% on average while median return up 3.3% in a week
- Semiconductors stocks up 2.0% on average while median return up 0.2% 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 $AOSL 14.7%, $SOL 14.5%, $AMD 14.3%, $CAN 13.9%, $ENPH 13.6%
- 1M losers are : Losers for past month are $AMKR -13.0%, $PXLW -13.7%, $KLIC -14.7%, $IMOS -15.8%, $ASX -19.1%
- 1W winners are : Winners for past week are $CAN 37.3%, $SOL 11.6%, $KLIC 10.7%, $BOSC 9.0%, $MXL 8.6%
- 1W losers are : Losers for past week are $GSIT -3.1%, $XPER -3.6%, $TRT -4.1%, $ARRY -4.7%, $SGH -6.7%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 40.3%, for the past 3 months is 26.7%
In the past month for a 5 days rolling window, the highest corrrelation is 62.2%, the lowest correlation is 3.9%, the latest correlation is 12.3%
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 87.2% between ADI and AVGO
The lowest correlation is -36.7% between COHR and IPHI
Stock news
BILLERICA, Mass., October 21, 2021--Entegris (Nasdaq: ENTG), a world-class supplier of advanced materials and process solutions for the semiconductor and other high-tech industries, today issued its first annual Corporate Social Responsibility (CSR) report. The report, Science Today for a Sustainable Tomorrow, is available online. It provides a comprehensive overview of Entegris’ progress toward reaching its 2030 CSR goals and outlines the company’s baseline performance in 2020 across the four p
OSI (OSIS) doesn't possess the right combination of the two key ingredients for a likely earnings beat in its upcoming report. Get prepared with the key expectations.
Allegro MicroSystems, Inc. (ALGM) doesn't possess the right combination of the two key ingredients for a likely earnings beat in its upcoming report. Get prepared with the key expectations.
Power Integrations (POWI) doesn't possess the right combination of the two key ingredients for a likely earnings beat in its upcoming report. Get prepared with the key expectations.
Monolithic (MPWR) doesn't possess the right combination of the two key ingredients for a likely earnings beat in its upcoming report. Get prepared with the key expectations.
NEW YORK, Oct. 21, 2021 (GLOBE NEWSWIRE) -- Moore Kuehn, PLLC, a law firm focusing in securities litigation located on Wall Street in downtown New York City, is investigating potential claims concerning whether the following proposed mergers are fair to shareholders. Moore Kuehn may seek increased consideration, additional disclosures, or other relief on behalf of the shareholders of these companies: Diversicare Healthcare Services, Inc. (OTC: DVCR) A proxy was recently filed with the SEC regard
Madison Funds, an investment management firm, published its “Madison Small Cap Fund” third quarter 2021 investor letter – a copy of which can be downloaded here. The Madison Small Cap Fund Class Y declined 4.70%, slightly underperforming the Russell 2000 by 34 basis points (bps) for the third quarter of 2021, while the Russell 2000 […]
Here at Zacks, our focus is on the proven Zacks Rank system, which emphasizes earnings estimates and estimate revisions to find great stocks. Nevertheless, we are always paying attention to the latest value, growth, and momentum trends to underscore strong picks.
Theodore Blegen, CFO at Monolithic Power Systems (NASDAQ:MPWR), made a large insider sell on October 20, according to a new SEC filing. What Happened: A Form 4 filing from the U.S. Securities and Exchange Commission on Wednesday showed that Blegen sold 1,897 shares of Monolithic Power Systems at a price of $496.59. The total transaction amounted to $942,031. Following the transaction, Blegen still owns 131,069 shares of Monolithic Power Systems worth $65,759,938. Monolithic Power Systems shares
Pixelworks, Inc. (NASDAQ: PXLW), a leading provider of innovative video and display processing solutions, will release its third quarter 2021 financial results on November 9, 2021 after market close. Todd DeBonis, President and CEO, and Elias Nader, CFO, will host a conference call at 2:00 p.m. Pacific Time to discuss the Company's financial results.