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 completely different screener information accessible.
(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 accessible at no additional value!
(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 widespread technique of filtration: We filter for (1) optimistic 1-year return, (2) optimistic six-month return, (3) value > 200-day transferring common, (4) 50% of every day optimistic 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? Larger 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 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 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 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 not has sufficient momentum and/or low volatility. In case you get distracted by the shares’ valuation, ROE, and so forth. and hesitate or purchase greater than needed, it won’t 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!! Determine which to provide extra precedence to – low volatility or momentum. The usual previous efficiency will not be consultant of future efficiency. The disclaimer applies right here. No technique will work on a regular basis!
Momentum Investing in India
You’ll be able to 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 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 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 can use simply the peculiar 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 strategies.
Please be aware: All 5 filters can be enabled once you open the file. You’ll be able to reset them and use any filter that you simply like.
To display for low-volatility shares:
- Kind by an rising commonplace deviation
- Select shares with the bottom volatility.
- Optionally, you possibly can contemplate shares with value momentum within the final six months, 12 months or longer.
To display for momentum shares:
- Take away shares with detrimental six-month AND 1y returns.
- Take away shares with 50% or decrease optimistic every day returns.
- Take away shares with a present value decrease than the final 200-day common.
- Kind 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 needed 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 substitute it with one other, no matter tax. Alternatively, this will additionally not be needed when you imagine within the fundamentals of the underlying enterprise. This name is solely as much as the person.
Get the inventory lists!
Phrases and situations
- If you need knowledge for BSE 100 alone, the price is Rs. 111.
- The fee is Rs. 300 for knowledge for the BSE 500 alone. Historic knowledge from April 2023 is accessible at no additional value!
- The worth is Rs. 500 for month-to-month historic knowledge for the Prime 100 shares from March 2019 to the present month. This can assist you to spot constantly low-volatility 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 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; nevertheless, I can not assure that the sheet is error-free.
- The customer must analysis utilizing the knowledge 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 chargeable for your capital losses or positive factors 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 may be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Dwelling exterior India? You’ll be able to pay through 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 may be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Dwelling exterior India? You’ll be able to pay through 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 may be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Dwelling exterior India? You’ll be able to pay through 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 essential info part above. Don’t forget to obtain the sheet after you pay (you’ll obtain an electronic mail with a obtain hyperlink after fee)!
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