We publish an inventory 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 recordsdata 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 information from April 2023 is accessible at no additional price!
(3) Historic information 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 shifting common, (4) 50% of every day optimistic returns, and (5) lowest volatility.
It is a partial screenshot.
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? 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 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 primarily based on volatility. They like shares which have moved up previously (= 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, it is very important acknowledge when to promote them. This sort of development 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. Should you get distracted by the shares’ valuation, ROE, and many others. and hesitate or purchase greater than obligatory, it is not going to 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 offer 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 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 prior to this’s closing value, and p2 is as we speak’s closing value. Every day return is outlined as (p2-p1)/p1. That is the share change in value. Once we compute the usual deviation of those every day returns, we assume they fall on a bell curve. I’m afraid that’s not proper. A extra acceptable step could be to imagine that the log return, outlined as log(p2) – log(p1), follows 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 may be not a lot distinction for the current case; you would use simply the abnormal customary deviation.
Why ought to returns fall on a bell curve? If they don’t, then the “common” and “customary deviation” are meaningless!!
How do I exploit this screener?
You need to use it in a number of methods. Listed here are some options.
Please observe: All 5 filters can 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 customary deviation
- Select shares with the bottom volatility.
- Optionally, you possibly can think about shares with value momentum within the final six months, 12 months or longer.
To display for momentum shares:
- Take away shares with damaging 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).
Observe: 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, it’s possible you’ll have to promote it in full and substitute it with one other, no matter tax. Alternatively, this may increasingly additionally not be obligatory in case you consider within the fundamentals of the underlying enterprise. This name is completely as much as the consumer.
Get the inventory lists!
Phrases and circumstances
- In order for you information for BSE 100 alone, the price is Rs. 111.
- The price is Rs. 300 for information for the BSE 500 alone. Historic information from April 2023 is accessible at no additional price!
- 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 assist you to spot constantly low-volatility shares.
- This buy presents unique reductions on our two programs: The right way to 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’t assure the identical.
- The file comprises no purchase or promote suggestions and solely has information derived from value info.
- Sufficient care and energy have been put in to weed out errors; nevertheless, I can’t assure that the sheet is error-free.
- The customer 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 is not going to present any additional assist or help in utilizing the sheet.
- We’re not accountable for your capital losses or beneficial properties 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 most recent BSE 500 momentum low volatility screener. After buy, you’ll be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing exterior India? You may pay by way of this PayPal hyperlink (6 USD). Ship an e mail to freefincal at Gmail dot com for help.
[2] In order for you 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 most recent Prime 100 momentum low volatility screener with historic information. After buy, you’ll be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing exterior India? You may pay by way of this PayPal hyperlink (9 USD). Ship an e 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 most recent BSE 100 momentum low volatility screener. After buy, you’ll be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing exterior India? You may pay by way of this PayPal hyperlink (3 USD). Ship an e 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 e mail with a obtain hyperlink after cost)!
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