Wednesday, March 29, 2023
HomeMutual FundShares with low volatility and momentum for AUG 2022

Shares with low volatility and momentum for AUG 2022


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 recordsdata 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

(3) Historic knowledge from March 2019 to Feb 2022 might be based mostly on the Nifty 100. From March 2022 onwards, it is going to be based mostly on BSE 100. That is accessible as a separate file.

The frequent technique of filtration: We filter for (1) optimistic 1-year return, (2) optimistic six-month return, (3) value > 200-day shifting common, (4) 50% of each 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 based mostly on previous proof: Low volatility inventory investing: Does it work? Greater returns at decrease danger?

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. In actual fact, most momentum stock-picking methods additionally embody a solution to filter out shares based mostly 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 value highs.

Warning: Whether or not you select shares with momentum or low volatility, you will need to acknowledge when to promote the shares. This sort of pattern following requires critical ranges of self-discipline and dedication. You need to be capable to purchase a inventory with out query and promote it with out query in a brief time period if it not has sufficient momentum and/or low volatility. In case you get distracted by the shares’ valuation, ROE, and many others. and hesitate or purchase greater than vital, it won’t work. Please don’t blindly use this checklist to purchase and litter your portfolio. This checklist will evolve in technique with time. So be ready for this. Do your personal analysis about momentum and low volatility investing!! Determine which to provide extra precedence to – low volatility or momentum. The usual previous efficiency is just not 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 the day before today’s closing value, and p2 is right now’s closing value. Day by day return is outlined as (p2-p1)/p1. That is the share change in value. Once we compute these each day returns’ commonplace deviation, we assume that they fall on a bell curve. That is incorrect. 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, this can be a nearer approximation. So, the usual deviation of log returns is used for creating low volatility indices. Nonetheless, there’s not a lot of a distinction for the current case, and you might use simply the unusual commonplace deviation.

Why ought to returns fall on a bell curve? If they don’t, then each the “common” and “commonplace deviation” don’t have any that means!!

Methods to use this screener?

You need to use it in a number of methods. Listed below are some ideas.

 

Please notice: All 5 filters might be enabled whenever 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:

  1. Kind by an growing commonplace deviation
  2. Select shares with the bottom volatility.
  3. Optionally you may take into account shares with value momentum within the final six months, 12 months or longer.

To display screen for momentum shares:

  1. Take away shares with unfavourable six months AND 1Y returns.
  2. Take away shares with 50% or decrease optimistic each day returns.
  3. Take away shares with a present value decrease than the final 200-day common.
  4. Kind remaining shares by growing the usual deviation.
  5. Select shares with low volatility and excessive momentum (excessive 6-month or 1Y returns).

Observe: Frequent buying and selling could also be vital for each approaches. If the inventory doesn’t meet the above standards within the subsequent month’s screener, you’ll have to promote in full and substitute it with one other no matter tax.

Get the inventory lists!

Phrases and situations

  1. If you need Aug 2022 knowledge for BSE 100 alone, the price is Rs. 111.
  2. If you need Aug 2022 knowledge for BSE 500 alone, the price is Rs. 300.
  3. If you need month-to-month historic knowledge for High 100 shares: March 2019 to Aug 2022, the worth is  Rs. 500. This may assist you spot persistently low unstable shares.
  4. This buy offers you entry to unique reductions on the 2 programs we run:  Methods to get individuals to pay on your expertise (aka earn from expertise) and the lectures on goal-based portfolio administration.
  5. Whereas we are going to do our greatest to publish up to date screener sheets every month, we can not assure the identical.
  6. The file doesn’t comprise any purchase or promote suggestions and solely has knowledge derived from value info.
  7. Sufficient care and energy have been put in to weed out errors; nevertheless, I can not assure that the sheet is freed from error.
  8. The customer must analysis utilizing the knowledge within the spreadsheet and develop their very own technique. No suggestions or help is included within the sheet and won’t be supplied individually.
  9. We won’t present any additional assist or help in utilizing the sheet.
  10. We aren’t in any manner accountable for your capital losses or positive aspects arising from utilizing this sheet.

[1] If you need BSE 500 qualifying shares for August 2022: Click on right here to pay Rs. 300 and obtain the newest 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. Residing 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 High 100 historic knowledge of qualifying shares from March 2019 to August 2022: Click on right here to pay Rs. 500 and obtain the newest High 100 momentum low volatility screener with historic knowledge. After buy, you may be directed to a google drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing 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 August 2022 qualifying shares alone: Click on right here to pay Rs. 111 and obtain the newest BSE 100 momentum low volatility screenerAfter buy, you may be directed to a google drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing 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 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 fee)!!

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Pattabiraman editor freefincalDr M. Pattabiraman(PhD) is the founder, managing editor and first writer of freefincal. He’s an affiliate professor on the Indian Institute of Know-how, Madras. He has over 9 years of expertise publishing information evaluation, analysis and monetary product growth. Join with him by way of Twitter or Linkedin or YouTube. Pattabiraman has co-authored three print books: (1) You might be wealthy too with goal-based investing (CNBC TV18) for DIY traders. (2) Gamechanger for younger earners. (3) Chinchu Will get a Superpower! for teenagers. He has additionally written seven different free e-books on varied cash administration subjects. He’s a patron and co-founder of “Price-only India,” an organisation for selling unbiased, commission-free funding recommendation.


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Both boy and girl version covers of Chinchu gets a superpower
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Most investor issues might be traced to a scarcity of knowledgeable decision-making. We have all made dangerous selections and cash errors after we began incomes and spent years undoing these errors. Why ought to our youngsters undergo the identical ache? What is that this e-book about? As dad and mom, if we needed to groom one potential in our youngsters that’s key not solely to cash administration and investing however to any facet of life, what wouldn’t it be? My reply: Sound Choice Making. So on this e-book, we meet Chinchu, who’s about to show 10. What he desires for his birthday and the way his dad and mom plan for it and train him a number of key concepts of resolution making and cash administration is the narrative. What readers say!

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We publish mutual fund screeners and momentum, low volatility inventory screeners each month.


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