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 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 obtainable at no further price!
(3) Historic knowledge from March 2019 to Feb 2022 will likely be primarily based on the Nifty 100. From March 2022 onwards, it will likely be primarily based on BSE 100. That is out there as a separate file.
The frequent methodology of filtration: We filter for (1) optimistic 1-year return, (2) optimistic six-month return, (3) worth > 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 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 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 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 severe ranges of self-discipline and dedication. You must be capable to purchase a inventory with out query and promote it with out query in a brief interval if it now not has sufficient momentum and/or low volatility. Should you get distracted by the shares’ valuation, ROE, and many others. and hesitate or purchase greater than vital, it won’t work. Please don’t blindly use this checklist to purchase and litter your portfolio. This checklist will evolve in methodology with 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 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 prior to this’s closing worth, and p2 is at present’s closing worth. Every day return is outlined as (p2-p1)/p1. That is the proportion change in worth. Once we compute these day by day returns’ commonplace 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, it is 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 abnormal 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 exploit this screener?
You should utilize it in a number of methods. Listed here are some ideas.
Please notice: All 5 filters will likely be enabled while you open the file. You may reset them and use any filter that you just like.
To display for low-volatility shares:
- Kind 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 for momentum shares:
- Take away shares with unfavorable six months AND 1Y returns.
- Take away shares with 50% or decrease optimistic day by 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).
Word: 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 change it with one other, no matter tax. Alternatively, this may increasingly additionally not be vital in the event you imagine within the fundamentals of the underlying enterprise. This name is totally as much as the person.
Get the inventory lists!
Phrases and situations
- If you’d like knowledge for BSE 100 alone, the price is Rs. 111.
- If you’d like knowledge for BSE 500 alone, the price is Rs. 300. NEW: Historic knowledge from April 2023 is obtainable at no further price!
- If you’d like month-to-month historic knowledge for the Prime 100 shares: March 2019 to the present month, the value is Rs. 500. It will aid you spot constantly low risky shares.
- This buy presents unique reductions on our two programs: Tips on how to Get Individuals to Pay for Your Expertise (aka Earn from Expertise) 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 incorporates no purchase or promote suggestions and solely has knowledge derived from worth data.
- Sufficient care and energy have been put in to weed out errors; nonetheless, I can’t assure that the sheet is error-free.
- The customer must 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 liable for your capital losses or good points 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 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 through this PayPal hyperlink (6 USD). Ship a mail to freefincal at Gmail dot com for help.
[2] If you’d 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 newest 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. Dwelling 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 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 through this PayPal hyperlink (3 USD). Ship a mail to freefincal at Gmail dot com for help.
You comply with the phrases within the necessary data part above by clicking. Don’t forget to obtain the sheet after you pay (you’re going to get an e mail with a obtain hyperlink after fee)!!
Do share this text with your mates utilizing the buttons under.
🔥Take pleasure in huge reductions on our programs, robo-advisory software and unique investor circle! 🔥& be a part of our group of 7000+ customers!
Use our Robo-advisory Software for a start-to-finish monetary plan! ⇐ Greater than 2,500 traders and advisors use this!
Monitor 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 and momentum, low-volatility inventory screeners.
Podcast: Let’s Get RICH With PATTU! Each single Indian CAN develop their wealth!
You may watch podcast episodes on the OfSpin Media Associates YouTube Channel.
🔥Now Watch Let’s Get Wealthy With Pattu தமிழில் (in Tamil)! 🔥
- Do you have got a remark concerning 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 e mail from us! We don’t supply customized funding recommendation. We will write an in depth article with out mentioning your title when you’ve got a generic query.
Be a part of 32,000+ readers and get free cash administration options delivered to your inbox! Subscribe to get posts through e mail! (Hyperlink takes you to our e mail sign-up type)
About The Writer
Dr M. Pattabiraman(PhD) is the founder, managing editor and first creator of freefincal. He’s an affiliate professor on the Indian Institute of Expertise, Madras. He has over ten years of expertise publishing information evaluation, analysis and monetary product improvement. Join with him through Twitter(X), Linkedin, or YouTube. Pattabiraman has co-authored three print books: (1) You could be wealthy too with goal-based investing (CNBC TV18) for DIY traders. (2) Gamechanger for younger earners. (3) Chinchu Will get a Superpower! for teenagers. He has additionally written seven different free e-books on numerous cash administration subjects. He’s a patron and co-founder of “Charge-only India,” an organisation selling unbiased, commission-free funding recommendation.
Our flagship course! Be taught to handle your portfolio like a professional to realize your objectives no matter market situations! ⇐ Greater than 3,000 traders and advisors are a part of our unique group! Get readability on plan on your objectives and obtain the mandatory corpus regardless of the market situation is!! Watch the primary lecture at no cost! One-time fee! No recurring charges! Life-long entry to movies! Scale back worry, uncertainty and doubt whereas investing! Learn to plan on your objectives earlier than and after retirement with confidence.
Our new course! Enhance your earnings by getting individuals to pay on your expertise! ⇐ Greater than 700 salaried staff, entrepreneurs and monetary advisors are a part of our unique group! Learn to get individuals to pay on your expertise! Whether or not you’re a skilled or small enterprise proprietor who needs extra shoppers through on-line visibility or a salaried particular person wanting a facet earnings or passive earnings, we’ll present you obtain this by showcasing your expertise and constructing a group that trusts and pays you! (watch 1st lecture at no cost). One-time fee! No recurring charges! Life-long entry to movies!
Our new e-book for teenagers: “Chinchu Will get a Superpower!” is now out there!
Most investor issues could be traced to a scarcity of knowledgeable decision-making. We made unhealthy choices 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 would it not be if we needed to groom one skill in our youngsters that’s key not solely to cash administration and investing however to any side of life? My reply: Sound Determination Making. So, on this e-book, we meet Chinchu, who’s about to show 10. 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, is the narrative. What readers say!
Should-read e-book even for adults! That is one thing that each dad or mum ought to train their youngsters proper from their younger age. The significance of cash administration and choice making primarily based on their needs and desires. Very properly written in easy phrases. – Arun.
Purchase the e-book: Chinchu will get a superpower on your baby!
Tips on how to revenue from content material writing: Our new e-book is for these excited about getting facet earnings through content material writing. It’s out there 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 software (it’s going to work with any index!), or get the Tactical Purchase/Promote timing software!
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 Group devoted to offering unique evaluation, stories, evaluations and insights on mutual funds, shares, investing, retirement and private finance developments. We accomplish that 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 data and detailed evaluation by its authors. All statements made will likely 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 will likely be inferences backed by verifiable, reproducible proof/knowledge. Contact data: letters {at} freefincal {dot} com (sponsored posts or paid collaborations won’t be entertained)
Join with us on social media
Our publications
You Can Be Wealthy Too with Purpose-Primarily based Investing
Printed by CNBC TV18, this e-book is supposed that will help you ask the fitting questions and search the right solutions, and because it comes with 9 on-line calculators, you may as well create customized options on your life-style! Get it now.
Gamechanger: Neglect Startups, Be a part of Company & Nonetheless Dwell the Wealthy Life You Need
This e-book is supposed for younger earners to get their fundamentals proper from day one! It is going to additionally aid you journey to unique locations at a low price! Get it or reward it to a younger earner.
Your Final Information to Journey
That is an in-depth dive into trip planning, discovering low-cost flights, funds lodging, what to do when travelling, and the way travelling slowly is healthier financially and psychologically, with hyperlinks to the net pages and hand-holding at each step. Get the pdf for Rs 300 (immediate obtain)