We publish a listing of shares with low volatility and momentum every month. We offer information for BSE 500 and BSE 100 shares. There at the moment are 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 information from April 2023 is offered at no additional price!
(3) Historic information from March 2019 to Feb 2022 shall 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) value > 200-day transferring 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 primarily based on previous proof: Low volatility inventory investing: Does it work? Larger returns at decrease threat?
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 embody a option 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 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 type 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 now 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 vital, it is not going to 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!! Determine which to offer 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 may 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 prior to this’s closing value, and p2 is at the moment’s closing value. Every day return is outlined as (p2-p1)/p1. That is the share change in value. Once we compute these day by day returns’ commonplace deviation, we assume they fall on a bell curve. That is flawed. The subsequent 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, 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 possibly 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 options.
Please observe: All 5 filters shall be enabled once you open the file. You may reset them and use any filter that you simply like.
To display screen for low-volatility shares:
- Type by an rising commonplace 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 detrimental six months 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 remaining shares by rising 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 vital 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 change it with one other, no matter tax. However, this may increasingly additionally not be vital if you happen to consider within the fundamentals of the underlying enterprise. This name is completely as much as the person.
Get the inventory lists!
Phrases and situations
- If you would like information for BSE 100 alone, the price is Rs. 111.
- If you would like information for BSE 500 alone, the price is Rs. 300. NEW: Historic information from April 2023 is offered at no additional price!
- If you would like month-to-month historic information for the High 100 shares: March 2019 to the present month, the worth is Rs. 500. This may enable you to spot constantly low unstable shares.
- This buy presents unique reductions on our two programs: The way to Get Individuals 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’t assure the identical.
- The file accommodates 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; nonetheless, I can’t assure that the sheet is error-free.
- The client 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 is not going to 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] If you would like 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 can be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing outdoors India? You may pay through this PayPal hyperlink (6 USD). Ship a mail to freefincal at Gmail dot com for help.
[2] If you would like the High 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 High 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 outdoors India? You may 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 most recent 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 outdoors India? You may pay through this PayPal hyperlink (3 USD). Ship a mail to freefincal at Gmail dot com for help.
You conform to the phrases within the essential info part above by clicking. Don’t forget to obtain the sheet after you pay (you’re going to get an electronic mail with a obtain hyperlink after fee)!!
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