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Software-as-a-Service Stocks$141.89
-0.39%4:00PM 10/18/2021
The list of companies include BIGC-BigCommerce Holdings Inc, BILL-Bill.com Holdings Inc, DCT-Duck Creek Technologies Inc, DDOG-Datadog Inc, EPAY-Bottomline Technologies (Delaware) Inc, GAN-GAN Limited, GTYH-GTY Technology Holdings Inc, HSTM-Healthstream Inc, JAMF-Jamf Holding Corp, LSPD-Lightspeed POS Inc, MDLA-Medallia Inc, MSP-Datto Holding Corp, PBTS-Powerbridge Technologies Co Ltd, PD-Pagerduty Inc, SAIL-SailPoint Technologies Holdings Inc, SUMO-Sumo Logic Inc, TWOU-2U Inc, APPF-Appfolio Inc, ASPS-Altisource Portfolio Solutions S.A., BOX-Box Inc, CAMP-Calamp Corp., CYRN-CYREN Ltd, EBIX-Ebix Inc., INSG-Inseego Corp, LTRX-Lantronix Inc, PAR-Par Technology Corp., PCYG-Park City Group, Inc., PDFS-PDF Solutions Inc., PRO-Pros Holdings Inc, QUMU-Qumu Corp
Latest intraday update before market close @ 19:45:48 PM 10/18/2021
Summary :
Average return is down -0.3%
Median return is up 0.1%
19 out of 36 stocks are up (limited to those with intraday pricing feeds).

Aggregated price index

Aggregated price index with volume information

Summary:

  • Software-as-a-Service stocks down 0.4% on average while median return down -0.0% in a day
  • Software-as-a-Service stocks up 3.6% on average while median return up 5.4% in a week
  • Software-as-a-Service stocks up 0.1% on average while median return up -0.7% 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/G
P/B (mrq)
P/S (ttm)
Earning Growth
MarketCap
Short %
Held By Institutions %
RSI
Price Pattern
Resist Support
Days Since Channel Change
Channel Slope (daily rate %)
BIGC3.0%
10.4%
-5.4%
26.903.9B14%71%54\-122-0.0%
DDOG1.9%
10.9%
10.0%
-846.9938.8845.9037.7B6%76%67/-\/960.8%
APPF1.7%
5.1%
7.3%
33.721.6516.8915.612.5B7%82%61/-\190-0.1%
ASAN1.6%
11.3%
-0.3%
-59.2541.5211.2B5%51%65/-/1072.3%
HSTM0.8%
-0.6%
-4.2%
107.11185.332.423.31-68%884.5M7%76%42\/Below support1900.2%
TWOU0.7%
3.1%
-5.0%
-15.63-4.593.303.632.5B18%110%47/-\96-0.1%
JAMF0.6%
8.0%
14.0%
2.7413.205.1B7%96%75\/\/Above resistance640.4%
SAIL0.6%
5.7%
-1.4%
-112.77-38.9711.6612.174.3B10%107%56\/\-96-0.1%
SUMO0.6%
6.8%
-7.3%
11.191.9B4%66%50/\110-0.1%
WK0.6%
6.5%
-7.1%
-204.5176.9614.536.2B9%90%54\/Below support960.5%
BEST0.5%
6.5%
38.0%
-0.530.430.02491.3M31%63\/Above resistance960.1%
CAMP0.5%
3.7%
-4.8%
-8.832.374.911.51361.3M3%78%45\/\96-0.2%
PCYG0.4%
-2.1%
4.8%
1.542.384.81184%109M4%34%56
PD0.4%
5.4%
-12.7%
-35.75-3.1312.4316.083.5B16%87%47-/-96-0.0%
MSP0.3%
2.1%
-4.4%
0.627.941030%3.7B13%87%40\/\51-0.3%
ASPS0.2%
-1.3%
33.4%
-3.56-0.150.30219.5M5%48%69\/\/Above resistance960.4%
PRO0.1%
3.4%
-13.5%
-19.48-1.7363.959.061.5B13%105%36\/-\96-0.1%
BILL0.0%
9.4%
0.6%
-248.71-41.2132.7982.4928.1B9%102%62/940.9%
MDLA0.0%
0.1%
0.1%
-26.73-1.4110.6210.195.5B10%92%63\/\/960.2%
PDFS0.0%
-1.2%
0.2%
-17.36-17.442.877.11853.3M4%72%51\/-\/960.4%

* 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.

Related ETFs (click on ticker for stock detail page)

leak data

  • 1M winners are : Winners for past month are $BEST 38.0%, $ASPS 33.4%, $LTRX 21.5%, $JAMF 14.0%, $VERB 12.6%
  • 1M losers are : Losers for past month are $INSG -17.6%, $QUMU -19.5%, $LSPD -23.4%, $PBTS -27.4%, $DCT -31.2%
  • 1W winners are : Winners for past week are $LTRX 15.3%, $ASAN 11.3%, $DDOG 10.9%, $BIGC 10.4%, $GAN 10.3%
  • 1W losers are : Losers for past week are $PCYG -2.1%, $QUMU -4.1%, $RSSS -5.7%, $PBTS -10.7%, $DCT -22.9%
Pick two stocks to compare:

Correlation Analysis

Index correlation analysis

Correlation for the past month is 35.0%, for the past 3 months is 21.4%

In the past month for a 5 days rolling window, the highest corrrelation is 52.3%, the lowest correlation is 13.4%, the latest correlation is 17.9%

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 81.4% between APPF and PRO

The lowest correlation is -27.4% between EPAY and PCYG

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