We publish a listing of shares with low volatility and momentum every month. We offer knowledge for BSE 500 and BSE 100 shares. There are actually three completely different screener recordsdata out there.
(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 knowledge from April 2023 is offered at no additional price!
(3) Historic knowledge from March 2019 to Feb 2022 will probably be based mostly on the Nifty 100. From March 2022 onwards, it will likely be based mostly on BSE 100. That is out there as a separate file.
The widespread methodology of filtration: We filter for (1) constructive 1-year return, (2) constructive six-month return, (3) worth > 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 worth fluctuations and investing in them. Once more, that is based mostly on previous proof: Low volatility inventory investing: Does it work? Increased 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 knowledge 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 intently 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, you will need to acknowledge when to promote them. This sort of pattern requires critical ranges of self-discipline and dedication. It is best 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. 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 checklist to purchase and litter your portfolio. This checklist 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 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 worth, and p2 is at this time’s closing worth. Every day return is outlined as (p2-p1)/p1. That is the share change in worth. After we compute these each day returns’ customary deviation, we assume they fall on a bell curve. That is improper. The subsequent higher step can 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, this can be 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 could possibly use simply the peculiar customary deviation.
Why ought to returns fall on a bell curve? If they don’t, then the “common” and “customary deviation” are meaningless!!
How do I exploit this screener?
You should use it in a number of methods. Listed below are some ideas.
Please word: All 5 filters will probably be enabled once you open the file. You may reset them and use any filter that you simply like.
To display for low-volatility shares:
- Type by an growing customary deviation
- Select shares with the bottom volatility.
- Optionally, you’ll be able to contemplate shares with worth momentum within the final six months, 12 months or longer.
To display for momentum shares:
- Take away shares with destructive six months AND 1Y returns.
- Take away shares with 50% or decrease constructive each day returns.
- Take away shares with a present worth decrease than the final 200-day common.
- Type remaining shares by growing the usual deviation.
- Select shares with low volatility and excessive momentum (excessive 6-month or 1Y returns).
Notice: 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, you could have to promote it in full and change it with one other, no matter tax. However, this may increasingly additionally not be needed for those who imagine within the fundamentals of the underlying enterprise. This name is fully as much as the person.
Get the inventory lists!
Phrases and circumstances
- If you need knowledge for BSE 100 alone, the associated fee is Rs. 111.
- If you need knowledge for BSE 500 alone, the associated fee is Rs. 300. NEW: Historic knowledge from April 2023 is offered at no additional price!
- If you need month-to-month historic knowledge for the Prime 100 shares: March 2019 to the present month, the value is Rs. 500. It will provide help to spot constantly low unstable shares.
- This buy gives unique reductions on our two programs: The right way to Get Individuals to Pay for Your Expertise (aka Earn from Expertise) and the lectures on goal-based portfolio administration.
- Whereas we are going to 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 knowledge 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 customer must analysis utilizing the data 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 aren’t liable for your capital losses or positive factors 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 most recent BSE 500 momentum low volatility screener. After buy, you may 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] If you need the Prime 100 historic knowledge of qualifying shares from March 2019 to the present month: Click on right here to pay Rs. 500 and obtain the most recent Prime 100 momentum low volatility screener with historic knowledge. After buy, you may 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] If you need BSE 100 qualifying shares, Click on right here to pay Rs. 111 and obtain the most recent BSE 100 momentum low volatility screener. After buy, you may 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 necessary data part above by clicking. Don’t forget to obtain the sheet after you pay (you’re going to get an e-mail with a obtain hyperlink after cost)!!
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