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 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 knowledge from April 2023 is out there at no further value!
(3) Historic knowledge from March 2019 to February 2022 might be primarily based on the Nifty 100. From March 2022 onwards, it will likely be primarily based on the BSE 100. That is obtainable as a separate file.
The widespread technique of filtration: We filter for (1) constructive 1-year return, (2) constructive six-month return, (3) value > 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 value fluctuations and investing in them. Once more, that is primarily based 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 option 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 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 severe 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. If you happen to get distracted by the shares’ valuation, ROE, and so on. and hesitate or purchase greater than vital, it won’t work. Please don’t blindly use this listing to purchase and muddle your portfolio. This listing will evolve by way of technique 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 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 possibly can 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 past’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 every day returns’ commonplace 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 may be not a lot distinction for the current case; you could possibly use simply the atypical 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 use it in a number of methods. Listed below are some options.
Please observe: All 5 filters might be enabled if you open the file. You possibly can reset them and use any filter that you just like.
To display screen for low-volatility shares:
- Kind by an growing commonplace deviation
- Select shares with the bottom volatility.
- 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:
- Take away shares with damaging six-month AND 1y returns.
- Take away shares with 50% or decrease constructive every day returns.
- Take away shares with a present value 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).
Be aware: 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, chances are you’ll have to promote it in full and exchange it with one other, no matter tax. However, this will additionally not be vital in case you consider within the fundamentals of the underlying enterprise. This name is fully as much as the consumer.
Get the inventory lists!
Phrases and circumstances
- If you need knowledge for 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 further value!
- The value is Rs. 500 for month-to-month historic knowledge for the Prime 100 shares from March 2019 to the present month. This can enable you spot constantly low-volatility shares.
- This buy provides unique reductions on our two programs: The way to Get Folks 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 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; nonetheless, I can’t assure that the sheet is error-free.
- The client 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 won’t present any additional assist or help in utilizing the sheet.
- We’re not accountable for your capital losses or good points from utilizing this sheet.
[1] If you need 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. Residing exterior India? You possibly can pay by way of this PayPal hyperlink (6 USD). Ship a mail to freefincal at Gmail dot com for help.
[2] If you need 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 can be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing exterior India? You possibly can 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 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. Residing exterior India? You possibly can pay by way of 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 cost)!
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