We publish an inventory 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 obtainable.
(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
(3) Historic knowledge from March 2019 to Feb 2022 can be primarily based on the Nifty 100. From March 2022 onwards, it will likely be primarily based on BSE 100. That is obtainable as a separate file.
The frequent technique of filtration: We filter for (1) constructive 1-year return, (2) constructive six-month return, (3) value > 200-day shifting common, (4) 50% of each 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 danger?
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 embody 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 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 pattern following requires severe ranges of self-discipline and dedication. It’s best 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. When you get distracted by the shares’ valuation, ROE, and many others. and hesitate or purchase greater than mandatory, it is not going to work. Please don’t blindly use this listing to purchase and litter your portfolio. This listing will evolve in technique with time. So be ready for this. Do your analysis about momentum and low volatility investing!! Determine which to present extra precedence to – low volatility or momentum. The usual previous efficiency is just not consultant of future efficiency 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 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 share change in value. After we compute these each day returns’ commonplace deviation, we assume they fall on a bell curve. That is mistaken. 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, 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 might use simply the bizarre commonplace deviation.
Why ought to returns fall on a bell curve? If they don’t, then the “common” and “commonplace deviation” haven’t any which means!!
Learn how to use this screener?
You should utilize it in a number of methods. Listed below are some solutions.
Please be aware: 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 commonplace deviation
- Select shares with the bottom volatility.
- Optionally you may think about shares with value 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 each day returns.
- Take away shares with a present value decrease than the final 200-day common.
- Kind 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 mandatory for each approaches. If the inventory doesn’t meet the above standards within the subsequent month’s screener, you’ll have to promote in full and exchange it with one other no matter tax.
Get the inventory lists!
Phrases and situations
- If you’d like Oct 2022 knowledge for BSE 100 alone, the price is Rs. 111.
- If you’d like Oct 2022 knowledge for BSE 500 alone, the price is Rs. 300.
- If you’d like month-to-month historic knowledge for the Prime 100 shares: March 2019 to Oct 2022, the value is Rs. 500. This may enable you to spot constantly low risky shares.
- This buy offers you entry to unique reductions on the 2 programs we run: Learn how to get folks to pay in 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 doesn’t include any purchase or promote suggestions and solely has knowledge derived from value data.
- Sufficient care and energy have been put in to weed out errors; nonetheless, I can’t assure that the sheet is freed from error.
- 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 offered individually.
- We is not going to present any additional assist or help in utilizing the sheet.
- We aren’t chargeable for your capital losses or beneficial properties from utilizing this sheet.
[1] If you’d like BSE 500 qualifying shares for October 2022: 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 exterior India? You may pay by way of this Paypal hyperlink (6 USD). Ship a mail to freefincal at Gmail dot com for help.
[2] If you’d like Prime 100 historic knowledge of qualifying shares from March 2019 to October 2022: 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 can 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 a mail to freefincal at Gmail dot com for help.
[3] If you’d like BSE 100 October 2022 qualifying shares alone: 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 exterior India? You may 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 data part above by clicking. Don’t forget to obtain the sheet after you pay (you’re going to get an e mail with a obtain hyperlink after fee)!!
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