Market Composite

Utilities Stocks$125.04

-0.70%4:00PM 07/30/2021

The list of companies include AEE-Ameren Corp., AEP-American Electric Power Company Inc., AES-AES Corp., AGR-Avangrid Inc, ALE-Allete, Inc., AQN-Algonquin Power & Utilities Corp, AREC-American Resources Corporation, ARTNA-Artesian Resources Corp., AT-Atlantic Power Corp., ATO-Atmos Energy Corp., AVA-Avista Corp., AWK-American Water Works Co. Inc., AWR-American States Water Co., AY-Atlantica Sustainable Infrastructure Plc, AZRE-Azure Power Global Ltd, BEEM-Beam Global, BEPC-Brookfield Renewable Corporation, BIPC-Brookfield Infrastructure Corp, BKH-Black Hills Corporation, BWXT-BWX Technologies Inc, CDZI-Cadiz Inc., CLNE-Clean Energy Fuels Corp, CMS-CMS Energy Corporation, CNP-Centerpoint Energy Inc., CPK-Chesapeake Utilities Corp, CWCO-Consolidated Water Co. Ltd., CWEN-Clearway Energy Inc, CWT-California Water Service Group, D-Dominion Energy Inc, DTE-DTE Energy Co.

Latest intraday update before market close @ 19:45:55 PM 07/30/2021

Summary :

Average return is down -0.8%

Median return is down -0.6%

36 out of 144 stocks are up (limited to those with intraday pricing feeds).

Top Movers : LEU -7.0%, EBR -6.3%, PAM -5.9%, AREC -5.5%, EIX -5.1%, SBS -3.7%, ELP -3.7%, PCG -3.1%, CIG -3.0%, VVPR -3.0%, ENIC -2.4%, AES -2.4%, CEQP -2.3%, BEPC -2.3%, PNW -2.2%, NI -2.2%, LNG -2.0%, SMLP -2.0%, PCGU -2.0%, ATO -1.8%, AY -1.8%, SOJD -1.6%, CLNE -1.6%, PEG -1.6%, ETR -1.5%, NWN -1.5%, SRE -1.5%, KEP -1.5%, FCEL -1.5%, CNP -1.5%, NFG -1.4%, MAXN -1.4%, NRG -1.4%, EDN -1.4%, SR -1.4%, ALE -1.3%,

Aggregated price index

Aggregated price index with volume information

Summary:

Utilities stocks down 0.7% on average while median return down 0.5% in a day
Utilities stocks up 0.7% on average while median return up 0.6% in a week
Utilities stocks down 0.0% on average while median return down -0.9% 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	Days Since Channel Change	Channel Slope (daily rate %)	Half Channel Bandwidth	Distance to Channel MidPoint %

NOVA	3.8%	9.4%	1.2%		-0.08	4.61	22.35		4.3B	9%	97%	60	/-\	85	-0.2%	17.4%	15.3%
NES	2.9%	6.0%	5.6%			0.27	0.35		36.5M	1%	93%	58	/\	121	-0.2%	20.7%	15.1%
AZRE	2.2%	12.0%	-3.2%		-1.62	0.05	0.09		1.3B	12%	97%	55	/\	168	-0.3%	24.0%	22.1%
GVP	1.4%	0.7%	-20.7%			3.71	0.66		28.9M	0%	36%	42
AQN	1.2%	3.4%	7.3%			1.79	4.90		9.8B		54%	67	\/-\	85	-0.1%	6.5%	5.4%
SREA	1.2%	0.7%	1.3%						40.6B			58	\/-	161	0.0%	3.9%	0.8%
TAC	1.0%	5.1%	4.4%		-1.71	1.84	1.21		2.8B	0%	73%	71	\-/	85	0.1%	7.5%	3.6%
BEEM	0.9%	4.5%	-20.2%				50.44		271.6M	30%	38%	46	/\	85	-0.4%	39.6%	-0.7%
CWCO	0.9%	3.1%	8.1%	107.62	4.59	1.17	2.73	-66%	193.2M	4%	56%	60	\/\	85	-0.1%	9.2%	6.8%
EDN	0.9%	2.5%	-8.1%			0.00	0.00		98.6M		1%	51	\-/	85	0.3%	13.2%	-2.2%
ENBA	0.9%	0.7%	0.6%						81B			60	/-/	65	0.0%	1.4%	-0.1%
SOJB	0.9%	0.3%	1.1%						68.9B			53	\/-\-	81	-0.0%	2.8%	0.3%
CMSC	0.8%	1.3%	0.7%						18.2B			57	\/-	161	-0.0%	3.6%	-0.3%
SJIJ	0.8%	1.1%	2.2%						2.6B			67
TVC	0.8%	0.9%	0.7%						289.9M			56	\/-\/	81	0.1%	2.2%	-0.6%
FE	0.7%	-0.4%	3.0%	19.16	-7.95	2.74	1.92	353%	20.9B	4%	84%	54	\/	168	0.2%	8.8%	-4.0%
IPLDP	0.7%	1.1%	1.6%			0.09	0.18	-5%	208.2M		35%	57	/\/\	56	-0.0%	1.3%	1.2%
RUN	0.7%	4.6%	-5.0%	-50.47	-4.76	1.74	10.27		10.8B	23%	95%	55	-/-	168	-0.2%	23.6%	15.4%
SOJC	0.7%	1.0%	-0.1%						68.8B			59	\/-\/	79	0.0%	3.3%	0.4%
FTS	0.6%	1.8%	2.5%			1.24	2.36	13%	21.4B		57%	61	\/	85	0.1%	4.9%	-1.2%

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* 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 $MSEX 24.5%, $SMLP 22.8%, $CWT 12.9%, $PCYO 11.9%, $AWR 11.0%
1M losers are : Losers for past month are $BEEM -20.2%, $GVP -20.7%, $MAXN -25.8%, $CLNE -26.0%, $FCEL -28.9%
1W winners are : Winners for past week are $AZRE 12.0%, $CEPU 11.9%, $NOVA 9.4%, $SMLP 7.6%, $NES 6.0%
1W losers are : Losers for past week are $SPKE -3.9%, $EBR -4.0%, $PCG -4.7%, $ENIC -5.1%, $BIPC -7.4%

Pick two stocks to compare:

AEP

AEPPL

Correlation Analysis

Index correlation analysis

Correlation for the past month is 19.5%, for the past 3 months is 20.1%

In the past month for a 5 days rolling window, the highest corrrelation is 42.8%, the lowest correlation is 7.6%, the latest correlation is 7.6%

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 93.5% between AEP and AEPPL

The lowest correlation is -62.2% between AREC and AT