We publish a listing 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 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 out there at no additional price!
(3) Historic knowledge from March 2019 to February 2022 can be primarily based on the Nifty 100. From March 2022 onwards, it is going to be primarily based on the BSE 100. That is accessible as a separate file.
The frequent methodology of filtration: We filter for (1) constructive 1-year return, (2) constructive six-month return, (3) worth > 200-day transferring common, (4) 50% of day by 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 primarily based on previous proof: Low volatility inventory investing: Does it work? Larger 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 embrace a solution to filter out shares primarily based on volatility. They like shares which have moved up up to now (= momentum) with low volatility. One other intently 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, you will need to acknowledge when to promote them. This type of development requires severe 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. For those who get distracted by the shares’ valuation, ROE, and so on. and hesitate or purchase greater than mandatory, it won’t work. Please don’t blindly use this record to purchase and litter your portfolio. This record will evolve when it comes to methodology 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 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 submit to get an introduction to momentum investing.
Low Volatility Investing in India
Suppose p1 is yesterday’s closing worth, and p2 is right this moment’s closing worth. Every day return is outlined as (p2-p1)/p1. That is the proportion change in worth. Once we compute the usual deviation of those day by day returns, we assume they fall on a bell curve. I’m afraid that’s not proper. A extra applicable step could be to imagine that the log return, outlined as log(p2) – log(p1), follows 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 may be not a lot distinction for the current case; you possibly can use simply the bizarre 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 utilize it in a number of methods. Listed here are some ideas.
Please observe: All 5 filters can be enabled while you open the file. You may 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 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 unfavorable six-month AND 1y returns.
- Take away shares with 50% or decrease constructive day by 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).
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, whatever the tax implications. Then again, this may occasionally additionally not be mandatory should you imagine within the fundamentals of the underlying enterprise. This name is completely on the person’s discretion.
Get the inventory lists!
Phrases and circumstances
- In order for you knowledge for the BSE 100 alone, the associated fee is Rs. 111.
- The price is Rs. 300 for knowledge for the BSE 500 alone. Historic knowledge from April 2023 is out there at no additional price!
- The value is Rs. 500 for month-to-month historic knowledge for the Prime 100 shares from March 2019 to the present month. It will provide help to spot persistently low-volatility shares.
- This buy provides unique reductions on our two programs: How you can 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 that we’ll achieve this.
- The file accommodates no purchase or promote suggestions and solely has knowledge derived from worth info.
- Ample care and energy have been taken to weed out errors; nonetheless, I can not assure that the sheet is error-free.
- The customer should analysis utilizing the data within the spreadsheet and develop their technique. No suggestions or help are included within the sheet and won’t be offered individually.
- We won’t present any additional assist or help in utilizing the sheet.
- We’re not liable 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 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. Dwelling exterior India? You may pay by way of this PayPal hyperlink (6 USD). Ship an electronic 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 on right here to pay Rs. 500 and obtain the newest 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. Dwelling exterior India? You may pay by way of this PayPal hyperlink (9 USD). Ship an electronic mail to freefincal at Gmail dot com for help.
[3] In order for you 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 may be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Dwelling exterior India? You may pay by way of this PayPal hyperlink (3 USD). Ship an electronic mail to freefincal at Gmail dot com for help.
By clicking, you conform to the phrases within the vital info part above. Please bear in mind to obtain the sheet after fee (you’ll obtain an electronic mail with a obtain hyperlink).
Do share this text with your pals utilizing the buttons under.
Use our Robo-advisory Device to create a whole monetary plan! ⇐Greater than 3,000 traders and advisors use this! Use the low cost code: robo25 for a 20% low cost. Plan your retirement (early, regular, earlier than, and after), in addition to non-recurring monetary targets (similar to little one schooling) and recurring monetary targets (like holidays and equipment purchases). The device would assist anybody aged 18 to 80 plan for his or her retirement, in addition to six different non-recurring monetary targets and 4 recurring monetary targets, with an in depth money circulate abstract.
🔥You can even avail huge reductions on our programs and the freefincal investor circle! 🔥& be part of our group of 8000+ customers!
Observe your mutual funds and inventory investments with this Google Sheet!
We additionally publish month-to-month fairness mutual funds, debt and hybrid mutual funds, index funds, and ETF screeners, in addition to momentum and low-volatility inventory screeners.
You may comply with our articles on Google Information
Now we have over 1,000 movies on YouTube!
Be part of our WhatsApp Channel
Podcast: Let’s Get RICH With PATTU! Each single Indian CAN develop their wealth!
You may watch podcast episodes on the OfSpin Media Pals YouTube Channel.
🔥Now Watch Let’s Get Wealthy With Pattu தமிழில் (in Tamil)! 🔥
- Do you’ve gotten a remark in regards to the above article? Attain out to us on Twitter: @freefincal or @pattufreefincal
- Have a query? Subscribe to our publication utilizing the shape under.
- Hit ‘reply’ to any electronic mail from us! We don’t provide personalised funding recommendation. We will write an in depth article with out mentioning your identify when you’ve got a generic query.
Be part of 32,000+ readers and get free cash administration options delivered to your inbox! Subscribe to get posts by way of electronic mail! (Hyperlink takes you to our electronic mail sign-up type)
About The Writer
Dr 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 13 years of expertise publishing information evaluation, analysis and monetary product growth. Join with him by way of Twitter(X), LinkedIn, or YouTube. Pattabiraman has co-authored three print books: (1) You will be wealthy too with goal-based investing (CNBC TV18) for DIY traders. (2) Gamechanger for younger earners. (3) Chinchu Will get a Superpower! for youths. He has additionally written seven different free e-books on numerous cash administration matters. He’s a patron and co-founder of “Payment-only India,” an organisation selling unbiased, commission-free, AUM-independent funding recommendation.
Our flagship course! Study to handle your portfolio like a professional to attain your targets no matter market circumstances! ⇐ Greater than 3,500 traders and advisors are a part of our unique group! Get readability on tips on how to plan to your targets and obtain the mandatory corpus regardless of the market situation!! Watch the primary lecture free of charge! One-time fee! No recurring charges! Life-long entry to movies! Cut back worry, uncertainty and doubt whereas investing! Learn to plan to your targets earlier than and after retirement with confidence.
Enhance your revenue by getting individuals to pay to your abilities! ⇐ Greater than 800 salaried staff, entrepreneurs and monetary advisors are a part of our unique group! Learn to get individuals to pay to your abilities! Whether or not you’re a skilled or small enterprise proprietor searching for extra purchasers by means of on-line visibility, or a salaried particular person in search of a facet revenue or passive revenue, we are going to present you tips on how to obtain this by showcasing your abilities and constructing a group that trusts and pays you. (watch 1st lecture free of charge). One-time fee! No recurring charges! Life-long entry to movies!
Our e book for youths: “Chinchu Will get a Superpower!” is now accessible!
Most investor issues will be traced to an absence of knowledgeable decision-making. We made unhealthy 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 mother and father, what wouldn’t it be if we needed to groom one means in our youngsters that’s key not solely to cash administration and investing however to any side of life? My reply: Sound Choice Making. So, on this e book, we meet Chinchu, who’s about to show 10. The narrative revolves round what he needs for his birthday and the way his mother and father plan for it, in addition to educating him a number of key concepts of decision-making and cash administration. What readers say!
Should-read e book even for adults! That is one thing that each father or mother ought to train their children proper from their younger age. The significance of cash administration and determination making primarily based on their needs and wishes. Very properly written in easy phrases. – Arun.
Purchase the e book: Chinchu will get a superpower to your little one!
How you can revenue from content material writing: Our new book is for these inquisitive about getting a facet revenue by way of content material writing. It’s accessible at a 50% low cost for Rs. 500 solely!
Do you need to test if the market is overvalued or undervalued? Use our market valuation device (it can work with any index!), or get the Tactical Purchase/Promote timing device!
We publish month-to-month mutual fund screeners and momentum, low-volatility inventory screeners.
About freefincal & its content material coverage. Freefincal is a Information Media organisation devoted to offering authentic evaluation, reviews, opinions and insights on mutual funds, shares, investing, retirement and private finance developments. We achieve this with out battle of curiosity and bias. Observe us on Google Information. Freefincal serves greater than three million readers a 12 months (5 million web page views) with articles primarily based solely on factual info and detailed evaluation by its authors. All statements made can be verified with credible and educated sources earlier than publication. Freefincal doesn’t publish paid articles, promotions, PR, satire or opinions with out knowledge. All opinions can be inferences backed by verifiable, reproducible proof/knowledge. Contact Info: To get in contact, please use our contact type. (Sponsored posts or paid collaborations won’t be entertained.)
Join with us on social media
Our publications
You Can Be Wealthy Too with Aim-Based mostly Investing
Printed by CNBC TV18, this e book is designed that can assist you ask the appropriate questions and discover the right solutions. Moreover, it comes with 9 on-line calculators, permitting you to create customized options tailor-made to your way of life. Get it now.
Gamechanger: Overlook Startups, Be part of Company & Nonetheless Reside the Wealthy Life You Need
This e book is designed for younger earners to get their fundamentals proper from the beginning! It would additionally provide help to journey to unique locations at a low price! Get it or present it to a younger earner.
Your Final Information to Journey
That is an in-depth exploration of trip planning, together with discovering inexpensive flights, funds lodging, and sensible journey ideas. It additionally examines the advantages of travelling slowly, each financially and psychologically, with hyperlinks to related internet pages and steering at each step. Get the PDF for Rs 300 (immediate obtain)
