We publish a listing of shares with low volatility and momentum every month. We offer information for BSE 500 and BSE 100 shares. There are actually three totally different screener information obtainable.
(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. NEW: Historic information from April 2023 is out there at no additional price!
(3) Historic information from March 2019 to February 2022 will probably be primarily based on the Nifty 100. From March 2022 onwards, will probably be primarily based on the BSE 100. That is obtainable as a separate file.
The frequent technique 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? 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 information 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 method to filter out shares primarily based on volatility. They like shares which have moved up up to now (= momentum) with low volatility. One other carefully associated thought 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 pattern requires critical ranges of self-discipline and dedication. You need 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 vital, it is not going to work. Please don’t blindly use this record to purchase and muddle your portfolio. This record will evolve by way of technique over time. So be ready for this. Do your analysis about momentum and low-volatility investing!! Resolve which to provide extra precedence to – low volatility or momentum. The usual previous efficiency just isn’t consultant of future efficiency. The disclaimer applies right here. No technique will work on a regular basis!
Momentum Investing in India
You may 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 in the present day’s closing worth. Day by day return is outlined as (p2-p1)/p1. That is the share change in worth. After 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 acceptable 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. Nevertheless, this can be a nearer approximation. So, the usual deviation of log returns is used for creating low-volatility indices. Nevertheless, 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 use it in a number of methods. Listed here are some options.
Please notice: All 5 filters will probably be enabled while you open the file. You may reset them and use any filter that you simply like.
To display for low-volatility shares:
- Kind by an growing normal deviation
- Select shares with the bottom volatility.
- Optionally, you possibly can contemplate shares with worth momentum within the final six months, 12 months or longer.
To display 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.
- Kind the remaining shares by growing 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 could have to promote it in full and exchange it with one other, whatever the tax implications. Then again, this may increasingly additionally not be vital if you happen to consider within the fundamentals of the underlying enterprise. This name is fully on the person’s discretion.
Get the inventory lists!
Phrases and circumstances
- In order for you information for the BSE 100 alone, the fee is Rs. 111.
- The associated fee is Rs. 300 for information for the BSE 500 alone. Historic information from April 2023 is out there at no additional price!
- The worth is Rs. 500 for month-to-month historic information for the High 100 shares from March 2019 to the present month. This may assist you to spot constantly low-volatility shares.
- This buy affords unique reductions on our two programs: Find out how 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’t assure that we’ll accomplish that.
- The file comprises no purchase or promote suggestions and solely has information derived from worth data.
- Ample care and energy have been taken to weed out errors; nonetheless, I can’t 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 supplied individually.
- We is not going to 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] In order for you 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 can 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 e mail to freefincal at Gmail dot com for help.
[2] In order for you the High 100 historic information of qualifying shares from March 2019 to the present month, Click on right here to pay Rs. 500 and obtain the most recent High 100 momentum low volatility screener with historic information. After buy, you can 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 e 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 most recent BSE 100 momentum low volatility screener. After buy, you can 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 e mail to freefincal at Gmail dot com for help.
By clicking, you comply with the phrases within the vital data part above. Please bear in mind to obtain the sheet after fee (you’ll obtain an e mail with a obtain hyperlink).
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