Aggregated price index
Aggregated price index with volume information
Summary:
- Wholesale Trade stocks down 2.2% on average while median return down 2.1% in a day
- Wholesale Trade stocks down 0.4% on average while median return down -0.4% in a week
- Wholesale Trade stocks down 12.3% on average while median return down 6.5% 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 $BLBX 25.0%, $PETQ 13.9%, $NSIT 7.0%, $DIT 6.8%, $UNVR 5.9%
- 1M losers are : Losers for past month are $OMI -34.1%, $AE -34.9%, $ASPN -37.1%, $AHCO -37.8%, $UNFI -44.6%
- 1W winners are : Winners for past week are $WEYS 8.6%, $CHEF 5.3%, $CVGW 5.0%, $WIRE 4.9%, $DIT 4.7%
- 1W losers are : Losers for past week are $UNFI -7.3%, $CAL -8.4%, $GRWG -16.6%, $COSM -19.4%, $AE -23.3%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 32.3%, for the past 3 months is 24.7%
In the past month for a 5 days rolling window, the highest corrrelation is 54.6%, the lowest correlation is 3.2%, the latest correlation is 54.6%
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 85.4% between ARW and AVT
The lowest correlation is -54.9% between COSM and CVGW
Stock news
Genuine Parts Company (NYSE: GPC) announced today that it has selected Google Cloud as the innovation partner to support its business transformation and further improve the customer experience.
Here is how Brinker International (EAT) and Fastenal (FAST) have performed compared to their sector so far this year.
Investors can buy low cost index fund if they want to receive the average market return. But if you invest in...
In this piece, we will take a look at the ten best cruise stocks to buy now. For more cruise stocks, head on over to 5 Best Cruise Stocks To Buy Now. One of the hardest hit sectors by the coronavirus pandemic was the cruise ship industry. While other hospitality sectors, such as hotels and […]
G. Willi-Food International Ltd. (NASDAQ: WILC) (TASE: WILF) (the "Company" or "Willi-Food"), a global company that specializes in the development, marketing and international distribution of kosher foods, today announced its financial results for the fiscal year ended December 31, 2022.
Lululemon Athletica, Ralph Lauren, Crocs, PVH and Under Armour are part of the Zacks Industry Outlook article.
Meridian Funds, managed by ArrowMark Partners, released its “Meridian Small Cap Growth Fund” fourth quarter 2022 investor letter. A copy of the same can be downloaded here. In the fourth quarter, the fund returned 7.41% net compared to a 4.13% return for the Russell 2000 Growth Index. The general positive factors in the market helped the […]
PROVIDENCE, R.I., March 22, 2023--UNFI elevated two senior leaders to better align leadership teams and resources to drive its customer-centric strategy and transformation agenda.
Olin (OLN) decides to cease operations at its epoxy facilities as part of an ongoing restructuring program in response to lower demand for its epoxy products.
If you're not sure where to start when looking for the next multi-bagger, there are a few key trends you should keep an...