We publish a listing of shares with low volatility and momentum every month. We offer information for BSE 500 and BSE 100 shares. There at the moment are three completely different screener information accessible.
(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 information from April 2023 is accessible at no further value!
(3) Historic information from March 2019 to Feb 2022 shall be primarily based on the Nifty 100. From March 2022 onwards, it will likely be primarily based on BSE 100. That is accessible as a separate file.
The widespread technique 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 stock investing: Does it work? Higher returns at lower risk?
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 Stock 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 primarily based on volatility. They like shares which have moved up up to now (= momentum) with low volatility. One other intently associated concept is to hunt for shares which have stayed near their all-time price 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 development requires critical ranges of self-discipline and dedication. You need to have the ability 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. When you get distracted by the shares’ valuation, ROE, and so on. and hesitate or purchase greater than crucial, it won’t work. Please don’t blindly use this listing to purchase and litter your portfolio. This listing will evolve in technique with time. So be ready for this. Do your analysis about momentum and low-volatility investing!! Resolve which to present extra precedence to – low volatility or momentum. The usual previous efficiency just isn’t consultant of future efficiency disclaimer applies right here. No technique will work on a regular basis!
Momentum Investing in India
You’ll be able to watch this video model of the above-linked submit to get an introduction to momentum investing.
Low Volatility Investing in India
Suppose p1 is yesterday’s closing worth, and p2 is at this time’s closing worth. Day by day return is outlined as (p2-p1)/p1. That is the proportion change in worth. Once we compute these day by day returns’ customary deviation, we assume they fall on a bell curve. I’m afraid that’s not proper. The following 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, it is a nearer approximation. So, the usual deviation of log returns is used for creating low volatility indices. Nevertheless, there’s not a lot distinction for the current case; you could possibly use simply the abnormal 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 take advantage of this screener?
You need to use it in a number of methods. Listed here are some strategies.
Please word: All 5 filters shall be enabled once you open the file. You’ll be able to reset them and use any filter that you just like.
To display screen for low-volatility shares:
- Type by an growing customary deviation
- Select shares with the bottom volatility.
- Optionally, you possibly can contemplate shares with worth momentum within the final six months, 12 months or longer.
To display screen for momentum shares:
- Take away shares with destructive 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 crucial for each approaches. If the inventory doesn’t meet the above standards in subsequent month’s screener, it’s possible you’ll must promote it in full and change it with one other, no matter tax. Alternatively, this may occasionally additionally not be crucial when you imagine within the fundamentals of the underlying enterprise. This name is totally as much as the person.
Get the inventory lists!
Phrases and situations
- In order for you information for BSE 100 alone, the associated fee is Rs. 111.
- In order for you information for BSE 500 alone, the associated fee is Rs. 300. NEW: Historic information from April 2023 is accessible at no further value!
- In order for you month-to-month historic information for the High 100 shares: March 2019 to the present month, the worth is Rs. 500. This may aid you spot constantly low risky shares.
- This buy provides unique reductions on our two programs: How to Get People to Pay for Your Skills (aka Earn from Expertise) and the lectures on goal-based portfolio management.
- 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 info.
- 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 offered individually.
- We won’t present any additional assist or help in utilizing the sheet.
- We aren’t accountable for your capital losses or positive factors from utilizing this sheet.
[1] In order for you BSE 500 qualifying shares for the present month, Click here to pay Rs. 300 and download the latest 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 exterior India? You’ll be able to pay through this PayPal link (6 USD). Ship a mail to freefincal at Gmail dot com for help.
[2] In order for you the High 100 historic information of qualifying shares from March 2019 to the present month, Click here to pay Rs. 500 and download the latest Top 100 momentum low volatility screener with historical data. After buy, you’ll be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Dwelling exterior India? You’ll be able to pay through this PayPal link (9 USD). Ship a mail to freefincal at Gmail dot com for help.
[3] In order for you BSE 100 qualifying shares, Click here to pay Rs. 111 and download the latest 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 exterior India? You’ll be able to pay through this PayPal link (3 USD). Ship a mail to freefincal at Gmail dot com for help.
You comply with the phrases within the essential info 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 cost)!!
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