We publish an inventory 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 obtainable.
(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 value!
(3) Historic knowledge from March 2019 to February 2022 will likely be primarily based on the Nifty 100. From March 2022 onwards, it is going to be primarily based on the BSE 100. That is obtainable as a separate file.
The frequent technique of filtration: We filter for (1) optimistic 1-year return, (2) optimistic six-month return, (3) worth > 200-day shifting common, (4) 50% of every day optimistic 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 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 technique to filter out shares primarily based on volatility. They like shares which have moved up previously (= momentum) with low volatility. One other intently associated thought 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 development requires severe 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. If you happen to get distracted by the shares’ valuation, ROE, and so on. and hesitate or purchase greater than vital, it won’t work. Please don’t blindly use this checklist to purchase and muddle your portfolio. This checklist will evolve by way of technique over 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 shouldn’t be consultant of future efficiency. The disclaimer applies right here. No technique will work on a regular basis!
Momentum Investing in India
You possibly can 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 prior to this’s closing worth, and p2 is right now’s closing worth. Every day return is outlined as (p2-p1)/p1. That is the proportion change in worth. Once we compute these every 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. Nonetheless, it is a nearer approximation. So, the usual deviation of log returns is used for creating low-volatility indices. Nonetheless, there’s not a lot distinction for the current case; you would use simply the unusual 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 below are some ideas.
Please word: All 5 filters will likely be enabled if you open the file. You possibly can reset them and use any filter that you just like.
To display screen for low-volatility shares:
- Type by an rising commonplace deviation
- Select shares with the bottom volatility.
- Optionally, you possibly can 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 detrimental six-month AND 1y returns.
- Take away shares with 50% or decrease optimistic every day returns.
- Take away shares with a present worth decrease than the final 200-day common.
- Type the remaining shares by rising 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 vital 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 substitute it with one other, no matter tax. Then again, this may increasingly additionally not be vital when you consider 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 price is Rs. 111.
- The fee is Rs. 300 for knowledge for the BSE 500 alone. Historic knowledge from April 2023 is offered at no additional value!
- The value is Rs. 500 for month-to-month historic knowledge for the High 100 shares from March 2019 to the present month. It will enable you spot constantly low-volatility shares.
- This buy gives unique reductions on our two programs: How to Get People to Pay for Your Skills (aka Earn from Abilities) 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 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 client 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 won’t present any additional assist or help in utilizing the sheet.
- We’re not accountable 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’ll be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing exterior India? You possibly can 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 High 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’ll be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing exterior India? You possibly can 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’ll be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing exterior India? You possibly can pay by way of this PayPal link (3 USD). Ship a mail to freefincal at Gmail dot com for help.
By clicking, you comply with the phrases within the essential info part above. Don’t forget to obtain the sheet after you pay (you’ll obtain an e mail with a obtain hyperlink after cost)!
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