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 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 knowledge from April 2023 is offered at no additional value!
(3) Historic knowledge from March 2019 to Feb 2022 will probably 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 every 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 inventory investing: Does it work? Greater returns at decrease threat?
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 Inventory 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 technique to filter out shares based mostly on volatility. They like shares which have moved up up to now (= momentum) with low volatility. One other carefully associated concept is to hunt for shares which have stayed near their all-time worth highs.
Warning: Whether or not you select shares with momentum or low volatility, it is very important acknowledge when to promote them. This type of development requires critical ranges of self-discipline and dedication. It’s best to be capable of 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. In case you get distracted by the shares’ valuation, ROE, and so forth. and hesitate or purchase greater than vital, it is not going to work. Please don’t blindly use this checklist to purchase and muddle your portfolio. This checklist 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’ll be able to 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 gone by’s closing worth, and p2 is as we speak’s closing worth. Day by day return is outlined as (p2-p1)/p1. That is the proportion change in worth. After we compute these every 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. 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 may use simply the extraordinary 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 below are some recommendations.
Please word: All 5 filters will probably be enabled once you open the file. You’ll be able to reset them and use any filter that you simply like.
To display screen for low-volatility shares:
- Kind by an rising normal deviation
- Select shares with the bottom volatility.
- Optionally, you may contemplate shares with worth momentum within the final six months, 12 months or longer.
To display screen for momentum shares:
- Take away shares with damaging six months AND 1Y returns.
- Take away shares with 50% or decrease constructive every day returns.
- Take away shares with a present worth decrease than the final 200-day common.
- Kind remaining shares by rising 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 vital for each approaches. If the inventory doesn’t meet the above standards in subsequent month’s screener, it’s possible you’ll must promote it in full and exchange it with one other, no matter tax. However, this will likely additionally not be vital if you happen to consider within the fundamentals of the underlying enterprise. This name is solely as much as the consumer.
Get the inventory lists!
Phrases and situations
- If you would like knowledge for BSE 100 alone, the associated fee is Rs. 111.
- If you would like knowledge for BSE 500 alone, the associated fee is Rs. 300. NEW: Historic knowledge from April 2023 is offered at no additional value!
- If you would like month-to-month historic knowledge for the Prime 100 shares: March 2019 to the present month, the worth is Rs. 500. It will aid you spot persistently low unstable shares.
- This buy provides unique reductions on our two programs: Easy methods to Get Individuals to Pay for Your Abilities (aka Earn from Abilities) and the lectures on goal-based portfolio administration.
- 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 knowledge derived from worth info.
- Sufficient care and energy have been put in to weed out errors; nevertheless, I can’t 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’re not liable for your capital losses or positive factors from utilizing this sheet.
[1] If you would like BSE 500 qualifying shares for the present month, Click on right here to pay Rs. 300 and obtain the most recent 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 through this PayPal hyperlink (6 USD). Ship a mail to freefincal at Gmail dot com for help.
[2] If you would like the Prime 100 historic knowledge of qualifying shares from March 2019 to the present month, Click on right here to pay Rs. 500 and obtain the most recent Prime 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 through this PayPal hyperlink (9 USD). Ship a mail to freefincal at Gmail dot com for help.
[3] If you would like BSE 100 qualifying shares, Click on right here to pay Rs. 111 and obtain the most recent 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. Residing outdoors India? You’ll be able to pay through this PayPal hyperlink (3 USD). Ship a mail to freefincal at Gmail dot com for help.
You conform to the phrases within the vital info part above by clicking. Don’t forget to obtain the sheet after you pay (you’re going to get an electronic mail with a obtain hyperlink after cost)!!
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