We publish an inventory 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 accessible.
(1) Shares with low volatility and momentum from the BSE 100 massive 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. NEW: Historic information from April 2023 is out there at no additional value!
(3) Historic information from March 2019 to Feb 2022 shall be based mostly on the Nifty 100. From March 2022 onwards, will probably be based mostly on BSE 100. That is accessible as a separate file.
The frequent methodology of filtration: We filter for (1) optimistic 1-year return, (2) optimistic six-month return, (3) worth > 200-day transferring common, (4) 50% of every day optimistic returns, and (5) lowest volatility.
What’s low-volatility investing? Low volatility investing refers to figuring out shares with low worth fluctuations and investing in them. Once more, that is based mostly on previous proof: Low volatility inventory investing: Does it work? Larger returns at decrease threat?
What’s momentum investing? Investing in shares which have elevated significantly over the previous 6-12 months, hoping the pattern 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 solution to filter out shares based mostly on volatility. They like shares which have moved up prior to now (= momentum) with low volatility. One other carefully associated thought is to hunt for shares which have stayed near their all-time worth highs.
Warning: Whether or not you select shares with momentum or low volatility, it is very important acknowledge when to promote them. This type of pattern requires severe ranges of self-discipline and dedication. You must have the ability to purchase a inventory with out query and promote it with out query in a brief interval if it now not has sufficient momentum and/or low volatility. For those who 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 listing to purchase and litter your portfolio. This listing will evolve in methodology with time. So be ready for this. Do your analysis about momentum and low-volatility investing!! Determine which to provide extra precedence to – low volatility or momentum. The usual previous efficiency shouldn’t be consultant of future efficiency disclaimer applies right here. No methodology will work on a regular basis!
Momentum Investing in India
You’ll be able to watch this video model of the above-linked publish to get an introduction to momentum investing.
Low Volatility Investing in India
Suppose p1 is the day gone by’s closing worth, and p2 is at the moment’s closing worth. Every day return is outlined as (p2-p1)/p1. That is the proportion change in worth. After we compute these every day returns’ normal deviation, we assume they fall on a bell curve. That is flawed. The following 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. Nevertheless, it is a nearer approximation. So, the usual deviation of log returns is used for creating low volatility indices. Nevertheless, there may be not a lot distinction for the current case; you would use simply the unusual normal deviation.
Why ought to returns fall on a bell curve? If they don’t, then the “common” and “normal deviation” are meaningless!!
How do I exploit this screener?
You should use it in a number of methods. Listed below are some recommendations.
Please notice: All 5 filters shall be enabled once you open the file. You’ll be able to reset them and use any filter that you simply like.
To display for low-volatility shares:
- Kind by an growing normal deviation
- Select shares with the bottom volatility.
- Optionally, you possibly can think about shares with worth momentum within the final six months, 12 months or longer.
To display for momentum shares:
- Take away shares with unfavourable six months AND 1Y returns.
- Take away shares with 50% or decrease optimistic every day returns.
- Take away shares with a present worth decrease than the final 200-day common.
- Kind remaining shares by growing the usual deviation.
- Select shares with low volatility and excessive momentum (excessive 6-month or 1Y returns).
Be aware: Frequent buying and selling could also be needed for each approaches. If the inventory doesn’t meet the above standards in subsequent month’s screener, chances are you’ll must promote it in full and substitute it with one other, no matter tax. Alternatively, this will likely additionally not be needed when you imagine within the fundamentals of the underlying enterprise. This name is solely as much as the consumer.
Get the inventory lists!
Phrases and circumstances
- If you need information for BSE 100 alone, the associated fee is Rs. 111.
- If you need information for BSE 500 alone, the associated fee is Rs. 300. NEW: Historic information from April 2023 is out there at no additional value!
- If you need month-to-month historic information for the Prime 100 shares: March 2019 to the present month, the value is Rs. 500. It will assist you spot constantly low unstable shares.
- This buy gives unique reductions on our two programs: Methods to Get Folks to Pay for Your Expertise (aka Earn from Expertise) and the lectures on goal-based portfolio administration.
- Whereas we’ll do our greatest to publish up to date screener sheets every month, we can not assure the identical.
- The file incorporates no purchase or promote suggestions and solely has information derived from worth data.
- Sufficient care and energy have been put in to weed out errors; nonetheless, I can not assure that the sheet is error-free.
- The client must analysis utilizing the knowledge within the spreadsheet and develop their technique. No suggestions or help are included within the sheet and won’t be supplied individually.
- We is not going to present any additional assist or help in utilizing the sheet.
- We’re not accountable for your capital losses or positive aspects from utilizing this sheet.
[1] If you need BSE 500 qualifying shares for the present month, 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. Residing exterior India? You’ll be able to pay through this PayPal hyperlink (6 USD). Ship a mail to freefincal at Gmail dot com for help.
[2] If you need the Prime 100 historic information of qualifying shares from March 2019 to the present month: 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. Residing exterior India? You’ll be able to pay through this PayPal hyperlink (9 USD). Ship a mail to freefincal at Gmail dot com for help.
[3] If you need BSE 100 qualifying shares, Click on right here to pay Rs. 111 and obtain the newest BSE 100 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. Residing exterior India? You’ll be able to 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 essential data part above by clicking. Don’t forget to obtain the sheet after you pay (you’ll get an e-mail with a obtain hyperlink after fee)!!
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