Thursday, December 1, 2022
HomeMutual FundShares with low volatility and momentum for NOV 2022

Shares with low volatility and momentum for NOV 2022


We publish a listing of shares with low volatility and momentum every month. We offer information for BSE 500 and BSE 100 shares.  There are actually three completely different screener information obtainable.

(1) Shares with low volatility and momentum from the BSE 100 giant cap universe can be found as a separate file

(2) Shares with low volatility and momentum from the BSE 500 universe can be found as a separate file

(3) Historic information from March 2019 to Feb 2022 can be primarily based on the Nifty 100. From March 2022 onwards, will probably be primarily based on BSE 100. That is obtainable as a separate file.

The frequent methodology of filtration: We filter for (1) constructive 1-year return, (2) constructive six-month return, (3) value > 200-day shifting common, (4) 50% of each day constructive returns, and (5) lowest volatility.

What’s low-volatility investing? Low volatility investing refers to figuring out shares with low value fluctuations and investing in them. Once more that is primarily based on previous proof: Low volatility inventory investing: Does it work? Increased returns at decrease danger?

What’s momentum investing? Investing in shares which have elevated significantly over the previous 6-12 months, hoping the development will proceed (for a brief interval). Related information and hyperlinks for the Indian and US markets are mentioned right here: Momentum Inventory Investing in India: Does it work?

There’s a shut connection between momentum investing and low volatility. Most momentum stock-picking methods additionally embody a technique to filter out shares primarily based on volatility. They like shares which have moved up previously (= momentum) with low volatility. One other carefully associated thought is to hunt for shares which have stayed near their all-time value highs.

Warning: Whether or not you select shares with momentum or low volatility, you will need to acknowledge when to promote them. This type of development following requires severe ranges of self-discipline and dedication. You need to be capable to purchase a inventory with out query and promote it with out query in a brief interval if it not has sufficient momentum and/or low volatility. If you happen to get distracted by the shares’ valuation, ROE, and so on. and hesitate or purchase greater than needed, it is not going to work. Please don’t blindly use this record to purchase and litter your portfolio. This record will evolve in methodology with time. So be ready for this. Do your analysis about momentum and low-volatility investing!! Resolve which to offer extra precedence to – low volatility or momentum. The usual previous efficiency just isn’t consultant of future efficiency disclaimer applies right here. No methodology will work on a regular basis!

Momentum Investing in India

You may watch this video model of the above-linked submit to get an introduction to momentum investing.

Low Volatility Investing in India

Suppose p1 is the day past’s closing value, and p2 is right now’s closing value. Every day return is outlined as (p2-p1)/p1. That is the proportion change in value. After we compute these each day returns’ normal deviation, we assume they fall on a bell curve. That is fallacious. The subsequent higher step could be to imagine that the log return outlined as log (p2) – log(p1) falls on a bell curve.

That is additionally not an correct approximation as market returns are fractal in nature. Nonetheless, this can be a nearer approximation. So, the usual deviation of log returns is used for creating low volatility indices. Nonetheless, there’s not a lot distinction for the current case; you would use simply the extraordinary normal deviation.

Why ought to returns fall on a bell curve? If they don’t, then the “common” and “normal deviation” haven’t any that means!!

How one can use this screener?

You should use it in a number of methods. Listed here are some solutions.

 

Please word: All 5 filters can be enabled while you open the file. You may reset them and use any filter that you just like.

To display screen for low-volatility shares:

  1. Kind by an rising normal deviation
  2. Select shares with the bottom volatility.
  3. Optionally you possibly can think about shares with value momentum within the final six months, 12 months or longer.

To display screen for momentum shares:

  1. Take away shares with adverse six months AND 1Y returns.
  2. Take away shares with 50% or decrease constructive each day returns.
  3. Take away shares with a present value decrease than the final 200-day common.
  4. Kind remaining shares by rising the usual deviation.
  5. Select shares with low volatility and excessive momentum (excessive 6-month or 1Y returns).

Observe: Frequent buying and selling could also be needed for each approaches. If the inventory doesn’t meet the above standards within the subsequent month’s screener, you’ll have to promote in full and change it with one other no matter tax.

Get the inventory lists!

Phrases and circumstances

  1. In order for you Nov 2022 information for BSE 100 alone, the price is Rs. 111.
  2. In order for you Nov 2022 information for BSE 500 alone, the price is Rs. 300.
  3. In order for you month-to-month historic information for the Prime 100 shares: March 2019 to Nov 2022, the worth is  Rs. 500. This can make it easier to spot persistently low unstable shares.
  4. This buy offers you entry to unique reductions on the 2 programs we run:  How one can get folks to pay on your expertise (aka earn from expertise) and the lectures on goal-based portfolio administration.
  5. Whereas we are going to do our greatest to publish up to date screener sheets every month, we can not assure the identical.
  6. The file doesn’t include any purchase or promote suggestions and solely has information derived from value data.
  7. Sufficient care and energy have been put in to weed out errors; nevertheless, I can not assure that the sheet is freed from error.
  8. The customer should analysis utilizing the knowledge within the spreadsheet and develop their technique. No suggestions or help are included within the sheet and won’t be offered individually.
  9. We is not going to present any additional assist or help in utilizing the sheet.
  10. We’re not liable for your capital losses or features from utilizing this sheet.

[1] In order for you BSE 500 qualifying shares for November 2022: Click on right here to pay Rs. 300 and obtain the newest BSE 500 momentum low volatility screener. After buy, you’ll be directed to a google drive hyperlink with the sheet. Please obtain the sheet to make use of it. Dwelling outdoors India? You may pay through this Paypal hyperlink (6 USD). Ship a mail to freefincal at Gmail dot com for help.

[2] In order for you the Prime 100 historic information of qualifying shares from March 2019 to November 2022: Click on right here to pay Rs. 500 and obtain the newest Prime 100 momentum low volatility screener with historic information. After buy, you’ll be directed to a google drive hyperlink with the sheet. Please obtain the sheet to make use of it. Dwelling outdoors India? You may pay through this Paypal hyperlink (9 USD). Ship a mail to freefincal at Gmail dot com for help.

[3] In order for you BSE 100 November 2022 qualifying shares alone: Click on right here to pay Rs. 111 and obtain the newest BSE 100 momentum low volatility screenerAfter buy, you’ll be directed to a google drive hyperlink with the sheet. Please obtain the sheet to make use of it. Dwelling outdoors India? You may pay through this Paypal hyperlink (3 USD). Ship a mail to freefincal at Gmail dot com for help.

You comply with the phrases within the vital data part above by clicking. Don’t forget to obtain the sheet after you pay (you’re going to get an electronic mail with a obtain hyperlink after cost)!!

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