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 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 accessible at no further value!
(3) Historic knowledge from March 2019 to Feb 2022 will likely be primarily based on the Nifty 100. From March 2022 onwards, it will likely be primarily based on BSE 100. That is out there as a separate file.
The widespread methodology of filtration: We filter for (1) optimistic 1-year return, (2) optimistic six-month return, (3) value > 200-day transferring common, (4) 50% of day by day optimistic returns, and (5) lowest volatility.
What’s low-volatility investing? Low volatility investing refers to figuring out shares with low value 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 pattern will proceed (for a brief interval). Related knowledge 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 embrace a method to filter out shares primarily based on volatility. They like shares which have moved up previously (= momentum) with low volatility. One other carefully 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 sort of pattern 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 now not has sufficient momentum and/or low volatility. Should you get distracted by the shares’ valuation, ROE, and many others. and hesitate or purchase greater than mandatory, 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 present 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 may 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 before today’s closing value, and p2 is at present’s closing value. Every day return is outlined as (p2-p1)/p1. That is the share change in value. After we compute these day by day returns’ normal 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 may be not a lot distinction for the current case; you might use simply the atypical 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 take advantage of this screener?
You should utilize it in a number of methods. Listed here are some options.
Please be aware: All 5 filters will likely be enabled whenever 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 normal deviation
- Select shares with the bottom volatility.
- Optionally, you’ll be able to contemplate shares with value momentum within the final six months, 12 months or longer.
To display for momentum shares:
- Take away shares with unfavorable six months AND 1Y returns.
- Take away shares with 50% or decrease optimistic day by day returns.
- Take away shares with a present value 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).
Be aware: Frequent buying and selling could also be mandatory for each approaches. If the inventory doesn’t meet the above standards in subsequent month’s screener, you might must promote it in full and exchange it with one other, no matter tax. However, this will likely additionally not be mandatory for those who imagine within the fundamentals of the underlying enterprise. This name is solely as much as the person.
Get the inventory lists!
Phrases and situations
- In order for you knowledge for BSE 100 alone, the fee is Rs. 111.
- In order for you knowledge for BSE 500 alone, the fee is Rs. 300. NEW: Historic knowledge from April 2023 is accessible at no further value!
- In order for you month-to-month historic knowledge for the Prime 100 shares: March 2019 to the present month, the worth is Rs. 500. This can aid you spot constantly low unstable shares.
- This buy affords 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 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 value info.
- Sufficient care and energy have been put in to weed out errors; nevertheless, I can not assure that the sheet is error-free.
- The client 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 supplied individually.
- We is not going to present any additional assist or help in utilizing the sheet.
- We aren’t chargeable for your capital losses or beneficial properties 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 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 by way of this PayPal link (6 USD). Ship a mail to freefincal at Gmail dot com for help.
[2] In order for you the Prime 100 historic knowledge 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 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 by way of 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 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 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 vital 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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