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 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 information from April 2023 is on the market at no further value!
(3) Historic information from March 2019 to February 2022 will probably be based mostly on the Nifty 100. From March 2022 onwards, will probably be based mostly on the BSE 100. That is out there as a separate file.
The widespread methodology 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? 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 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 embrace a technique to filter out shares based mostly on volatility. They like shares which have moved up previously (= 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, you will need to acknowledge when to promote them. This type of development requires severe ranges of self-discipline and dedication. It’s best to 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. If you happen to get distracted by the shares’ valuation, ROE, and so forth. and hesitate or purchase greater than essential, it is not going to work. Please don’t blindly use this checklist to purchase and litter your portfolio. This checklist will evolve when it comes to methodology over time. So be ready for this. Do your analysis about momentum and low-volatility investing!! Resolve which to offer extra precedence to – low volatility or momentum. The usual previous efficiency shouldn’t be consultant of future efficiency. The disclaimer applies right here. No methodology will work on a regular basis!
Momentum Investing in India
You possibly can 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 before today’s closing value, and p2 is at the moment’s closing value. Each day return is outlined as (p2-p1)/p1. That is the share change in value. Once we compute these day by day returns’ normal 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 possibly can use simply the odd 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 take advantage of this screener?
You should use it in a number of methods. Listed here are some solutions.
Please be aware: All 5 filters will probably be enabled once you open the file. You possibly can reset them and use any filter that you simply like.
To display screen for low-volatility shares:
- Kind by an growing normal deviation
- Select shares with the bottom volatility.
- Optionally, you’ll be able to think about shares with value momentum within the final six months, 12 months or longer.
To display screen for momentum shares:
- Take away shares with adverse 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.
- 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 essential for each approaches. If the inventory doesn’t meet the above standards in subsequent month’s screener, chances are you’ll must promote it in full and change it with one other, no matter tax. Then again, this will additionally not be essential for those who consider within the fundamentals of the underlying enterprise. This name is completely as much as the consumer.
Get the inventory lists!
Phrases and circumstances
- If you would like information for BSE 100 alone, the associated fee is Rs. 111.
- The price is Rs. 300 for information for the BSE 500 alone. Historic information from April 2023 is on the market at no further value!
- The worth is Rs. 500 for month-to-month historic information for the Prime 100 shares from March 2019 to the present month. This may aid you spot persistently low-volatility shares.
- This buy gives unique reductions on our two programs: Get Folks 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 information derived from value data.
- 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 is not going to present any additional assist or help in utilizing the sheet.
- We aren’t answerable for your capital losses or positive factors from utilizing this sheet.
[1] If you would 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. Residing exterior India? You possibly can pay through this PayPal hyperlink (6 USD). Ship a mail to freefincal at Gmail dot com for help.
[2] If you would like the Prime 100 historic information 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 information. 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 through this PayPal hyperlink (9 USD). Ship a mail to freefincal at Gmail dot com for help.
[3] If you would 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. Residing exterior India? You possibly can 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 vital data 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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