Aggregated price index
Aggregated price index with volume information
Summary:
- WallStreetBets stocks down 0.4% on average while median return down -0.7% in a day
- WallStreetBets stocks down 2.1% on average while median return down 2.0% in a week
- WallStreetBets stocks down 5.1% on average while median return down 3.3% 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 $WWE 10.2%, $GEO 10.2%, $WEN 4.5%, $BB 1.2%, $EXPR 1.0%
- 1M losers are : Losers for past month are $BBBY -5.2%, $AMC -16.6%, $GME -21.5%, $KOSS -22.8%, $CLOV -24.7%
- 1W winners are : Winners for past week are $BBBY 12.0%, $WWE 6.3%, $EXPR 3.3%, $BB 2.0%
- 1W losers are : Losers for past week are $NOK -2.8%, $WEN -3.1%, $KOSS -8.9%, $AMC -10.5%, $GME -17.0%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 35.3%, for the past 3 months is 33.9%
In the past month for a 5 days rolling window, the highest corrrelation is 75.7%, the lowest correlation is 11.5%, the latest correlation is 12.9%
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 72.9% between CLOV and KOSS
The lowest correlation is -2.5% between BBBY and NOK
Stock news
Yahoo Finance's Brad Smith discusses how U.S. retail sales declined over the holiday season due to inflation, a staff shortage, and worries about Omicron.
Enthusiasm around "meme stocks" has eased for young investors a year on from the GameStop Corp trading frenzy, with Gen Z's attention shifting to companies in areas like electric vehicles and the "metaverse," according to a report released on Friday. The top stock holding among the Gen Z cohort - people born after 1996 - in the fourth quarter was Tesla Inc, according to the quarterly investor outlook https://go.apexclearing.com/apex-next-investor-outlook-q42021-top100?hs_preview=LCIWposU-636437...
Shares of Bed Bath & Beyond (NASDAQ: BBBY) were climbing this week, up 9.4% as of Thursday's close, according to data from S&P Global Market Intelligence. The catalyst was insider buying coming after last week's earnings report. CFO Gustavo Arnal bought 15,000 shares; Chief Merchandising Officer Joseph Hartsig bought 5,000 shares; Chief Customer Officer Rafeh Masood bought 7,000 shares, and director Joshua Schechter bought 6,000 shares.
The "King Silverback" had a bad day but so did online brokerages, maybe, if Gary Gensler and his team are bored enough to read deeply into Finra consent letters.
JUST Capital, a firm that works to help companies improve how they serve their stakeholders, released its annual rankings of the most “just” public companies in the country—and several Pittsburgh names made the list.
CP, HALO, AMX, ESTA, and GEO have been added to the Zacks Rank #5 (Strong Sell) List on January 13, 2021.
In an effort to unseat McDonald's and Wendy's, Burger King has been testing a new idea that might make its Croissan'wich irrelevant.
Bed Bath & Beyond stock has slipped to lows, but insiders at the home-furnishings retailer have just bought nearly half a million dollars of stock.
World Wrestling Entertainment spent roughly 20 years without any major national competition. The company, which has been led by Vince MacMahon, since it went public (though his wife, Linda, held the CEO title for many years) has always been aggressive when it came to keeping potential rivals from growing. Now, one smaller promotion, Major League Wrestling (MLW) has filed an antitrust lawsuit against WWE citing WWE's "ongoing attempts to undermine competition in and monopolize the professional...
The retail industry provides a variety of finished goods, both durable and non-durable, to individual consumers and households. The industry also sells services. Products sold by retail companies include apparel, electronics, furniture, kitchenware, sporting goods, books, and toys.