Aggregated price index
Aggregated price index with volume information
Summary:
- Tobacco stocks up 1.2% on average while median return up 0.9% in a day
- Tobacco stocks down 2.2% on average while median return down 2.9% in a week
- Tobacco stocks down 9.0% on average while median return down 5.2% 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
- 1M losers are : Losers for past month are $PM -5.7%, $VGR -14.0%, $MO -21.9%
- 1W winners are : Winners for past week are $UVV 2.3%
- 1W losers are : Losers for past week are $VGR -3.2%, $PM -3.6%, $TPB -4.5%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 60.9%, for the past 3 months is 49.1%
In the past month for a 5 days rolling window, the highest corrrelation is 79.7%, the lowest correlation is 0.9%, the latest correlation is 51.6%
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 83.9% between UVV and VGR
The lowest correlation is 44.5% between BTI and TPB
Stock news
In this article, we will be taking a look at 10 extreme dividend stocks with upside potential. To skip our detailed analysis of dividend investing, you can go directly to see the 5 Extreme Dividend Stocks with Upside Potential. Dividend investing has been an attractive prospect for individual investors and hedge funds alike for many years. […]
The European Commission proposed on Wednesday to ban the sale in the EU of flavoured heated tobacco products after a big rise in their consumption. The move comes after the Commission estimated a 10% rise in the sales volumes of heated tobacco products in half a dozen EU countries, helping heated tobacco products to exceed 2.5% of total sales of tobacco products in the EU, the EU executive said. Heated tobacco is an alternative to smoking which uses real tobacco.
Style Box ETF report for DHS
The board of British American Tobacco p.l.c. ( LON:BATS ) has announced that it will be increasing its dividend on the...
Altria rebounded, after an appeals court on Friday temporarily blocked an FDA ban on products sold by Juul. Is MO stock a buy?
In the latest trading session, Philip Morris (PM) closed at $102.44, marking a -0.26% move from the previous day.
Schiff publicly predicted the great financial crash of 2008. Will he be right again?
Investors might be skeptical to put their money in the stock market now given the current market scenario. Excellent growth stocks are trading at a bargain now. Investors new to dividend stocks can consider these three that belong to an exclusive group of Dividend Kings.
According to a Bloomberg survey, 30% of polled economists believe the U.S. could enter a recession within the next 12 months. Let's explore why Dollar General (NYSE: DG) and Vector Group (NYSE: VGR) fit the bill. With its shares up 5% in 2022, Dollar General is outperforming the S&P 500, which has fallen 18% in the same period.
Turning Point Brands Inc (NYSE: TPB) has partnered with marketing and sales agency Petalfast Inc. for the distribution expansion of its rolling paper brand, Zig-Zag. Turning Point acquired the license to distribute Zig-Zag in North America in 1997. Under the agreement, Petalfast will provide full-service sales and marketing support to Zig-Zag and its full complement of products in the cannabis retail channel throughout the state of California. "Petalfast has built an impressive platform that cle