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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 recordsdata 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 obtainable at no further price!
(3) Historic knowledge from March 2019 to Feb 2022 might be primarily based on the Nifty 100. From March 2022 onwards, will probably be primarily based on BSE 100. That is out there as a separate file.
The frequent methodology of filtration: We filter for (1) constructive 1-year return, (2) constructive six-month return, (3) worth > 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 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 threat?
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 embrace a option to filter out shares primarily based on volatility. They like shares which have moved up previously (= 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 pattern requires severe ranges of self-discipline and dedication. You need to 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. When you get distracted by the shares’ valuation, ROE, and so on. and hesitate or purchase greater than crucial, it won’t work. Please don’t blindly use this checklist to purchase and muddle 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 present 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 possibly can watch this video model of the above-linked put up to get an introduction to momentum investing.
Low Volatility Investing in India
Suppose p1 is the day past’s closing worth, and p2 is right now’s closing worth. Every day return is outlined as (p2-p1)/p1. That is the share change in worth. Once we compute these day by day returns’ customary 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. Nevertheless, it is 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 can 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 take advantage of this screener?
You should utilize it in a number of methods. Listed here are some ideas.
Please word: All 5 filters might be enabled once you open the file. You possibly can reset them and use any filter that you simply like.
To display for low-volatility shares:
- Type by an growing customary deviation
- Select shares with the bottom volatility.
- Optionally, you may think about shares with worth momentum within the final six months, 12 months or longer.
To display for momentum shares:
- Take away shares with detrimental six months AND 1Y returns.
- Take away shares with 50% or decrease constructive day by day returns.
- Take away shares with a present worth decrease than the final 200-day common.
- Type remaining shares by growing 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 crucial for each approaches. If the inventory doesn’t meet the above standards in subsequent month’s screener, chances are you’ll have to promote it in full and substitute it with one other, no matter tax. Then again, this will additionally not be crucial in the event you consider within the fundamentals of the underlying enterprise. This name is solely 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.
- In order for you knowledge for BSE 500 alone, the associated fee is Rs. 300. NEW: Historic knowledge from April 2023 is obtainable at no further price!
- In order for you month-to-month historic knowledge for the Prime 100 shares: March 2019 to the present month, the value is Rs. 500. It will enable you to spot constantly low unstable shares.
- This buy affords unique reductions on our two programs: The right way to Get Folks to Pay for Your Abilities (aka Earn from Abilities) 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 accommodates no purchase or promote suggestions and solely has knowledge derived from worth info.
- 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 should analysis utilizing the knowledge 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 answerable 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 newest 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. Residing exterior India? You possibly can 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 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 may 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 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 may 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 by way of this PayPal hyperlink (3 USD). Ship a mail to freefincal at Gmail dot com for help.
You comply with the phrases within the essential info part above by clicking. Don’t forget to obtain the sheet after you pay (you’ll get an e mail with a obtain hyperlink after cost)!!
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