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Semiconductors Stocks$218.42
-2.75%4:00PM 01/15/2021
The list of companies include ADI-Analog Devices Inc., ALGM-Allegro Microsystems Inc., AMBA-Ambarella Inc, AMD-Advanced Micro Devices Inc., AMKR-AMKOR Technology Inc., AOSL-Alpha & Omega Semiconductor Ltd, ARRY-Array Technologies Inc, AVGO-Broadcom Inc, BOSC-B.O.S. Better Online Solutions, CCMP-CMC Materials Inc, CEVA-Ceva Inc., COHR-Coherent Inc., CRUS-Cirrus Logic, Inc., DIOD-Diodes, Inc., DSPG-DSP Group, Inc., ENPH-Enphase Energy Inc, ENTG-Entegris Inc, FN-Fabrinet, GSIT-GSI Technology Inc, ICHR-Ichor Holdings Ltd, INTC-Intel Corp., INVE-Identiv Inc, IPGP-IPG Photonics Corp, IPHI-Inphi Corp, KLIC-Kulicke & Soffa Industries, Inc., KOPN-Kopin Corp., LASR-nLIGHT Inc, LSCC-Lattice Semiconductor Corp., MCHP-Microchip Technology, Inc., MOSY-Mosys Inc
Latest intraday update before market close @ 19:45:32 PM 01/15/2021

Aggregated price index

Aggregated price index with volume information

Summary:

  • Semiconductors stocks down 2.8% on average while median return down 2.2% in a day
  • Semiconductors stocks up 1.6% on average while median return up 1.3% in a week
  • Semiconductors stocks up 19.2% on average while median return up 14.1% 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

Click on + to show price series and click on ticker for stock detail page

Ticker
1 Day Return
1 Week Return
1 Month Return
PE Ratio
PE Growth Ratio
Price to Book (mrq)
Price to Sales (ttm)
Earning Growth
MarketCap
Short %
Held By Institutions %
20 Days Price ZScore
50 Days Price ZScore
12-26 Days Percentage Price Oscillator
20 Days Volume ZScore
ADI-1.10%
0.60%
10.80%
48.512.444.8610.4039.20%58.8B7.67%94.55%1.281.953.38%-0.33
ALGM-1.90%
12.10%
22.10%
10.58-17.10%6.1B13.33%29.30%1.722.277.12%-0.25
AMBA-3.50%
4.50%
14.90%
-56.5126.717.9116.833.5B6.33%76.46%1.301.386.13%1.58
AMD-2.80%
-6.70%
-6.90%
126.541.9327.4212.28225.00%110.9B5.07%73.88%-2.04-0.320.37%0.44
AMKR-3.70%
8.20%
20.50%
13.520.321.990.9070.40%4.2B3.73%39.63%1.722.265.52%0.04
AOSL-4.20%
1.90%
17.10%
0.932.331.45848.90%749.8M2.09%60.34%1.011.356.10%-0.25
ARRY-5.20%
-9.50%
24.30%
2.9514.616.366.3B29.43%77.67%0.120.824.92%-0.56
ASX-4.70%
9.70%
28.10%
0.62.3317.10%15.6B4.41%1.562.327.13%1.71
AVGO-1.40%
0.00%
8.30%
71.212.157.607.5956.30%183.3B1.30%83.17%1.051.372.49%-0.20
AVGOP-1.20%
0.10%
5.20%
56.30%183B112.70%1.061.412.24%-0.22
BOSC-1.60%
4.30%
-6.90%
-6.730.900.3310.6M0.17%4.72%-0.30-0.79-2.61%1.33
CAN-8.10%
-22.40%
38.20%
707.5M7.20%-0.230.518.30%-0.50
CCMP-1.80%
4.00%
12.90%
33.931.654.464.294.8B2.86%93.79%1.541.592.92%-0.19
CEVA-3.10%
5.90%
35.90%
27023.814.824.6711.941.3B3.22%86.67%1.222.208.39%-0.13
COHR-2.20%
-12.60%
10.60%
-8.974.023.983.021132.20%3.8B3.89%94.08%-0.230.864.14%-0.08
CRUS1.20%
8.40%
26.00%
36.353.064.354.60-21.90%5.5B2.51%90.46%2.002.815.27%0.20
DIOD-2.80%
-0.10%
13.10%
35.932.273.333.39-28.70%4.1B2.27%81.85%0.921.634.14%-0.20
DSPG-3.40%
-4.10%
-2.50%
-68.9315.152.443.36389.2M4.01%89.51%-1.57-0.550.27%-0.39
ENPH-8.70%
-8.10%
31.40%
4.4657.8233.4626.60%26.2B7.79%77.62%0.281.248.71%-0.00
ENTG-0.90%
8.10%
12.80%
53.991.9911.158.2194.50%14.2B1.37%99.07%2.112.393.57%0.18

* 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.

* 20 days Price Zscore = (Today price - 20 days SMA price) / 20 days volatility. 50 days Price Zscore = (Today price - 50 days SMA price) / 50 days volatility.

* 12-26 Days Percentage Price Oscillator = (12 days EMA price - 26 days EMA price) / 26 days EMA price * 100

Related ETFs (click on ticker for stock detail page)

leak data

  • 1M winners are : Winners for past month are $SOL 222.2%, $KOPN 89.3%, $MOSY 58.3%, $VLDRW 48.6%, $QUIK 42.8%
  • 1M losers are : Losers for past month are $NVDA -3.4%, $SEDG -3.8%, $AMD -6.9%, $BOSC -6.9%, $XLNX -8.3%
  • 1W winners are : Winners for past week are $MOSY 18.3%, $MX 13.6%, $ICHR 13.5%, $KOPN 13.1%, $SITM 13.1%
  • 1W losers are : Losers for past week are $VLDRW -8.5%, $ARRY -9.5%, $COHR -12.6%, $SEDG -20.7%, $CAN -22.4%
Pick two stocks to compare:

Correlation Analysis

Index correlation analysis

Correlation for the past month is 27.4%, for the past 3 months is 25.6%

In the past month for a 5 days rolling window, the highest corrrelation is 49.2%, the lowest correlation is 6.9%, the latest correlation is 45.7%

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 79.7% between AMKR and ICHR

The lowest correlation is -63.8% between BOSC and HIMX

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