Aggregated price index
Aggregated price index with volume information
Summary:
- Software Publishers stocks down 0.3% on average while median return down 0.3% in a day
- Software Publishers stocks down 1.6% on average while median return down 1.8% in a week
- Software Publishers stocks down 6.2% on average while median return down 8.3% 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 $RENN 57.7%, $MFGP 35.6%, $ATHM 21.9%, $CANG 14.9%, $CTXS 14.4%
- 1M losers are : Losers for past month are $SPT -29.5%, $NCTY -31.5%, $HUBS -34.3%, $CLSK -34.6%, $MOXC -40.3%
- 1W winners are : Winners for past week are $PHUNW 13.8%, $VERB 13.2%, $UPLD 11.7%, $GRUB 9.6%, $PHUN 8.6%
- 1W losers are : Losers for past week are $ESTC -12.6%, $TWOU -12.7%, $XSPA -12.8%, $QTWO -12.9%, $DLPN -16.2%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 35.4%, for the past 3 months is 24.1%
In the past month for a 5 days rolling window, the highest corrrelation is 59.3%, the lowest correlation is 13.0%, the latest correlation is 47.0%
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 89.2% between ATHM and BABA
The lowest correlation is -25.2% between AEYE and ATVI
Stock news
Riverside, CT, based Investment company Baxter Bros Inc (Current Portfolio) buys Meta Platforms Inc, Activision Blizzard Inc, Chevron Corp, Constellation Brands Inc, Domino's Pizza Inc, sells Adobe Inc, , Philip Morris International Inc during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Baxter Bros Inc.
Kansas City, MO, based Investment company Scout Investments, Inc. (Current Portfolio) buys Freeport-McMoRan Inc, Cboe Global Markets Inc, Baker Hughes Co, Eaton Corp PLC, Hormel Foods Corp, sells Horizon Therapeutics PLC, Pioneer Natural Resources Co, Devon Energy Corp, EOG Resources Inc, Southwest Airlines Co during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Scout Investments, Inc..
Northfield, MN, based Investment company Carlson Capital Management (Current Portfolio) buys Distillate U.S.
Investment company Windward Capital Management Co (Current Portfolio) buys AT&T Inc, PotlatchDeltic Corp, Union Pacific Corp, Unity Software Inc, sells Nordstrom Inc during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Windward Capital Management Co .
New York, NY, based Investment company Edge Wealth Management LLC (Current Portfolio) buys SPDR Biotech ETF, Salesforce.com Inc, Invesco BulletShares 2024 Corporate Bond ETF, Invesco Senior Loan ETF, iShares J.P.
A new company called Auggy is aiming to let users to create their own personal metaverse.
Rating Action: Moody's rates Syniverse's proposed credit facility at B2Global Credit Research - 14 Jan 2022Approximately $1.2 billion of new securities ratedNew York, January 14, 2022 -- Moody's Investors Service ("Moody's") assigned a B2 rating to Syniverse Holdings, Inc.'s ("Syniverse") proposed senior secured first lien credit facility. All existing ratings remain on review for upgrade.The proposed credit facility consists of a $1 billion 7-year senior secured first lien term loan and a $165...
Snap stock flopped as an equity analyst downgraded the social media company over lingering concerns regarding changes to Apple's iOS.