Aggregated price index
Aggregated price index with volume information
Summary:
- Wholesale Trade stocks down 0.8% on average while median return down 0.7% in a day
- Wholesale Trade stocks down 1.1% on average while median return down 1.5% in a week
- Wholesale Trade stocks up 1.1% on average while median return up 0.3% 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 $RELL 26.1%, $RCKY 18.0%, $DIT 13.3%, $VALU 11.0%, $HFFG 10.7%
- 1M losers are : Losers for past month are $SITE -11.2%, $SANW -12.7%, $POOL -12.9%, $ASPN -29.3%, $GRWG -31.6%
- 1W winners are : Winners for past week are $DIT 15.6%, $REZI 5.3%, $VALU 4.7%, $NTR 4.1%, $WEYS 3.7%
- 1W losers are : Losers for past week are $HFFG -7.0%, $AHCO -7.9%, $ASPN -12.1%, $EVI -13.8%, $GRWG -16.0%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 23.2%, for the past 3 months is 23.9%
In the past month for a 5 days rolling window, the highest corrrelation is 47.7%, the lowest correlation is 4.8%, the latest correlation is 7.4%
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 83.8% between BCC and GMS
The lowest correlation is -36.6% between ANDE and DIT
Stock news
Investment company First Financial Corp (Current Portfolio) buys Vanguard FTSE Developed Markets ETF, Canadian Pacific Railway, Vanguard Mid-Cap ETF, Invesco NASDAQ 100 ETF, Vanguard Small Cap ETF, sells Southern Co, Pfizer Inc, , General Electric Co, Energy Transfer LP during the 3-months ended 2021Q4, according to the most recent filings of the investment company, First Financial Corp .
Nu Skin Enterprises, Caleres Inc., Preferred Apartment Communities, Inc., Schneider National and MDU Resources Group are included in this blog.
Investment company Nepsis, Inc. (Current Portfolio) buys Qualcomm Inc, NOV Inc, Cigna Corp, F5 Inc, General Mills Inc, sells Ventas Inc, Fulgent Genetics Inc, American International Group Inc, Freshworks Inc, Freshworks Inc during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Nepsis, Inc..
Investment company PM CAPITAL Ltd (Current Portfolio) buys Las Vegas Sands Corp, sells Nutrien, Oracle Corp, Turquoise Hill Resources during the 3-months ended 2021Q4, according to the most recent filings of the investment company, PM CAPITAL Ltd.
Nutrien (NTR) closed at $71.03 in the latest trading session, marking a -1.76% move from the prior day.
Tractor Supply (TSCO) closed at $230.79 in the latest trading session, marking a +0.82% move from the prior day.
Valvoline Inc. (NYSE: VVV), a global leader in vehicle care powering the future of mobility through innovative services and products, today announced that it plans to report financial results for its fiscal first quarter after market close on Feb. 8, 2022, and host a live audio webcast with analysts and investors at 9 a.m. ET on Feb. 9, 2022.
AZZ Inc. (NYSE: AZZ), a global provider of metal coating solutions, welding solutions, specialty electrical equipment and highly engineered services, today announced its Board of Directors has authorized a third quarter cash dividend in the amount of $0.17 per share on the Company's outstanding shares of common stock. The dividend is payable on February 8, 2022, to shareholders of record as of the close of business on January 25, 2022.