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 recordsdata accessible.
(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 can be based mostly on the Nifty 100. From March 2022 onwards, it will likely be based mostly on the BSE 100. That is accessible as a separate file.
The frequent methodology of filtration: We filter for (1) optimistic 1-year return, (2) optimistic six-month return, (3) value > 200-day shifting 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 based mostly on previous proof: Low volatility inventory investing: Does it work? Increased 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. Most momentum stock-picking methods additionally embrace 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 thought 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, it is very important 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 not has sufficient momentum and/or low volatility. When you get distracted by the shares’ valuation, ROE, and many others. and hesitate or purchase greater than mandatory, it won’t work. Please don’t blindly use this checklist to purchase and muddle your portfolio. This checklist will evolve by way of methodology over time. So be ready for this. Do your analysis about momentum and low-volatility investing!! Determine which to present extra precedence to – low volatility or momentum. The usual previous efficiency is just not consultant of future efficiency. The 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 publish to get an introduction to momentum investing.
Low Volatility Investing in India
Suppose p1 is the day gone by’s closing value, and p2 is right this moment’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 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. 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 distinction for the current case; you could possibly use simply the peculiar 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 exploit this screener?
You should utilize it in a number of methods. Listed here are some options.
Please be aware: All 5 filters can be enabled once 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 possibly can take into account shares with value momentum within the final six months, 12 months or longer.
To display for momentum shares:
- Take away shares with adverse six-month 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 the remaining shares by growing the usual deviation.
- Select shares with low volatility and excessive momentum (excessive 6-month or 1Y returns).
Word: 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, it’s possible you’ll have to promote it in full and substitute it with one other, no matter tax. Then again, this will additionally not be mandatory in case you consider within the fundamentals of the underlying enterprise. This name is totally as much as the consumer.
Get the inventory lists!
Phrases and circumstances
- If you’d like knowledge for BSE 100 alone, the fee is Rs. 111.
- The associated 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. This can show you how to spot constantly low-volatility shares.
- This buy presents unique reductions on our two programs: The right way to Get Folks to Pay for Your Expertise (aka Earn from Expertise) and the lectures on goal-based portfolio administration.
- 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 comprises 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 must 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 won’t present any additional assist or help in utilizing the sheet.
- We aren’t liable for your capital losses or features from utilizing this sheet.
[1] If you’d like BSE 500 qualifying shares for the present month, Click on right here to pay Rs. 300 and obtain the newest 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 may pay through this PayPal hyperlink (6 USD). Ship a mail to freefincal at Gmail dot com for help.
[2] If you’d like the High 100 historic knowledge of qualifying shares from March 2019 to the present month, Click on right here to pay Rs. 500 and obtain the newest High 100 momentum low volatility screener with historic knowledge. 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 may pay through this PayPal hyperlink (9 USD). Ship a mail to freefincal at Gmail dot com for help.
[3] If you’d like BSE 100 qualifying shares, Click on right here to pay Rs. 111 and obtain the newest 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 may pay through this PayPal hyperlink (3 USD). Ship a mail to freefincal at Gmail dot com for help.
By clicking, you conform to the phrases within the necessary info part above. Don’t forget to obtain the sheet after you pay (you’ll obtain an electronic mail with a obtain hyperlink after fee)!
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