We publish an inventory of shares with low volatility and momentum every month. We offer knowledge for BSE 500 and BSE 100 shares. There at the moment are three totally different screener information out there.
(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. NEW: Historic knowledge from April 2023 is on the market at no further price!
(3) Historic knowledge from March 2019 to Feb 2022 might be primarily based on the Nifty 100. From March 2022 onwards, it is going to be primarily based 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 day by 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 primarily based 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 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 option to filter out shares primarily based on volatility. They like shares which have moved up previously (= momentum) with low volatility. One other intently associated concept 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 sort of pattern requires critical ranges of self-discipline and dedication. You must be capable of 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. In the event you 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!! Resolve which to provide extra precedence to – low volatility or momentum. The usual previous efficiency isn’t 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 put up 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 as we speak’s closing worth. Every day return is outlined as (p2-p1)/p1. That is the proportion change in worth. Once we compute these day by day returns’ commonplace deviation, we assume they fall on a bell curve. I’m afraid that’s not proper. 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, it is a nearer approximation. So, the usual deviation of log returns is used for creating low volatility indices. Nonetheless, there may be not a lot distinction for the current case; you might use simply the extraordinary commonplace deviation.
Why ought to returns fall on a bell curve? If they don’t, then the “common” and “commonplace deviation” are meaningless!!
How do I take advantage of this screener?
You should use it in a number of methods. Listed here are some options.
Please word: All 5 filters might be enabled if you open the file. You’ll be able to reset them and use any filter that you simply like.
To display screen for low-volatility shares:
- Type by an growing commonplace deviation
- Select shares with the bottom volatility.
- Optionally, you’ll be able to think about shares with worth momentum within the final six months, 12 months or longer.
To display screen for momentum shares:
- Take away shares with unfavourable six months AND 1Y returns.
- Take away shares with 50% or decrease constructive day by 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).
Observe: 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 exchange it with one other, no matter tax. However, this will likely additionally not be needed should you imagine within the fundamentals of the underlying enterprise. This name is totally as much as the person.
Get the inventory lists!
Phrases and circumstances
- If you need knowledge for BSE 100 alone, the price is Rs. 111.
- If you need knowledge for BSE 500 alone, the price is Rs. 300. NEW: Historic knowledge from April 2023 is on the market at no further 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 allow you to spot constantly low unstable shares.
- This buy affords unique reductions on our two programs: Easy methods to Get Folks to Pay for Your Abilities (aka Earn from Abilities) 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’t assure the identical.
- The file comprises no purchase or promote suggestions and solely has knowledge derived from worth info.
- Sufficient care and energy have been put in to weed out errors; nevertheless, I can’t assure that the sheet is error-free.
- The customer should 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’ll be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Dwelling outdoors India? You’ll be able to pay by way of 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’ll be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Dwelling outdoors India? You’ll be able to pay by way of 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’ll be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Dwelling outdoors India? You’ll be able to pay by way of this PayPal hyperlink (3 USD). Ship a mail to freefincal at Gmail dot com for help.
You conform to the phrases within the necessary info 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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