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 completely different screener information out there.
(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 on the market at no further price!
(3) Historic knowledge from March 2019 to February 2022 will probably be based mostly on the Nifty 100. From March 2022 onwards, it will likely be based mostly on the BSE 100. That is out there as a separate file.
The frequent 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 day by 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 based mostly 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 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 strategy 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 thought 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, you will need to acknowledge when to promote them. This type of pattern requires severe ranges of self-discipline and dedication. It is 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 many others. and hesitate or purchase greater than obligatory, 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!! Resolve which to present extra precedence to – low volatility or momentum. The usual previous efficiency shouldn’t be 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 submit to get an introduction to momentum investing.
Low Volatility Investing in India
Suppose p1 is the day gone by’s closing value, and p2 is right now’s closing value. Every day return is outlined as (p2-p1)/p1. That is the proportion change in value. After 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 subsequent 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. 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 may 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 use it in a number of methods. Listed here are some options.
Please notice: All 5 filters will probably be enabled whenever you open the file. You may reset them and use any filter that you simply like.
To display for low-volatility shares:
- Type 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 for momentum shares:
- Take away shares with destructive six-month AND 1y returns.
- Take away shares with 50% or decrease constructive day by day returns.
- Take away shares with a present value decrease than the final 200-day common.
- Type 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 obligatory for each approaches. If the inventory doesn’t meet the above standards in subsequent month’s screener, you could must promote it in full and change it with one other, no matter tax. Alternatively, this may occasionally additionally not be obligatory in case you imagine within the fundamentals of the underlying enterprise. This name is fully as much as the person.
Get the inventory lists!
Phrases and circumstances
- In order for you knowledge for BSE 100 alone, the associated fee is Rs. 111.
- The fee is Rs. 300 for knowledge for the BSE 500 alone. Historic knowledge from April 2023 is on the market at no further price!
- The value is Rs. 500 for month-to-month historic knowledge for the High 100 shares from March 2019 to the present month. This may assist you spot persistently low-volatility shares.
- This buy gives unique reductions on our two programs: Easy methods 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 not assure the identical.
- The file accommodates 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 not 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 offered individually.
- We won’t present any additional assist or help in utilizing the sheet.
- We aren’t liable 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 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 outdoors India? You may pay by way of this PayPal hyperlink (6 USD). Ship a mail to freefincal at Gmail dot com for help.
[2] In order for you the High 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 High 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 outdoors India? You may pay by way of this PayPal hyperlink (9 USD). Ship a 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 can be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Dwelling outdoors India? You may pay by way of this PayPal hyperlink (3 USD). Ship a mail to freefincal at Gmail dot com for help.
By clicking, you comply with the phrases within the essential info part above. Don’t forget to obtain the sheet after you pay (you’ll obtain an e mail with a obtain hyperlink after fee)!
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