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 totally different screener information 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 information from April 2023 is on the market at no further price!
(3) Historic information from March 2019 to Feb 2022 will likely be based mostly on the Nifty 100. From March 2022 onwards, it is going to be based mostly on BSE 100. That is out there 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 based mostly 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 pattern 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 option to filter out shares based mostly 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, you will need to acknowledge when to promote them. This type of pattern requires severe ranges of self-discipline and dedication. It’s best to 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. In case you get distracted by the shares’ valuation, ROE, and so on. and hesitate or purchase greater than crucial, it is not going to work. Please don’t blindly use this record to purchase and litter your portfolio. This record 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 will not be consultant of future efficiency disclaimer applies right here. No technique will work on a regular basis!
Momentum Investing in India
You may 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 right now’s closing worth. Each day return is outlined as (p2-p1)/p1. That is the share change in worth. After 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 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’s not a lot distinction for the current case; you might use simply the odd 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 exploit this screener?
You need to use it in a number of methods. Listed below are some recommendations.
Please notice: All 5 filters will likely be enabled once you open the file. You may reset them and use any filter that you just like.
To display screen for low-volatility shares:
- Type by an growing commonplace deviation
- Select shares with the bottom volatility.
- Optionally, you may take into account 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, you could must promote it in full and substitute it with one other, no matter tax. However, this will additionally not be crucial should you consider within the fundamentals of the underlying enterprise. This name is fully 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 on the market at no further price!
- If you need month-to-month historic information for the Prime 100 shares: March 2019 to the present month, the worth is Rs. 500. It will show you how to spot persistently low unstable 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’t assure the identical.
- The file accommodates 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’t assure that the sheet is error-free.
- 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.
- We is not going to present any additional assist or help in utilizing the sheet.
- We’re not chargeable for your capital losses or positive factors from utilizing this sheet.
[1] If you need 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 can 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 by way of this PayPal link (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 here to pay Rs. 500 and download the latest Top 100 momentum low volatility screener with historical data. After buy, you can 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 by way of this PayPal link (9 USD). Ship a mail to freefincal at Gmail dot com for help.
[3] If you need BSE 100 qualifying shares, Click here to pay Rs. 111 and download the latest BSE 100 momentum low volatility screener. After buy, you can 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 by way of this PayPal link (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’re going to get an e mail with a obtain hyperlink after cost)!!
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