Index Update 07.03.2015

Momentum

We run our proprietary momentum scoring algorithm on indices just like we do on stocks. You can use the momentum scores of sub-indices to get a sense for which sectors have the wind on their backs and those that are facing headwinds.

Traders can pick their longs in sectors with high short-term momentum and their shorts in sectors with low momentum. Investors can use the longer lookback scores to position themselves using our re-factored index Themes.

Here are the best and the worst sub-indices:

index.momentum.best.365.2015-03-05

index.momentum.worst.365.2015-03-05

index.momentum.best.50.2015-03-05

index.momentum.worst.50.2015-03-05

Refactored Index Performance

50-day performance, from December 23, 2014 through March 04, 2015:

Equally Weighted Market Cap. Weighted
CNX IT (EQUAL) +21.55% CNX REALTY (CAP) +15.66%
CNX REALTY (EQUAL) +18.94% CNX PHARMA (CAP) +14.73%
CNX MNC (EQUAL) +17.13% CNX MNC (CAP) +14.67%
CNX PHARMA (EQUAL) +11.19% CNX IT (CAP) +13.54%
CNX FMCG (EQUAL) +10.96% CNX INFRA (CAP) +9.53%
NI15 (EQUAL) +10.92% CNX SERVICE (CAP) +8.74%
CNX AUTO (EQUAL) +8.70% CNX FINANCE (CAP) +8.50%
LIX 15 (EQUAL) +7.43% NI15 (CAP) +8.01%
CNX INFRA (EQUAL) +6.98% LIX 15 (CAP) +6.92%
CNX COMMODITIES (EQUAL) +6.65% CNX AUTO (CAP) +5.63%
CNX FINANCE (EQUAL) +5.52% CNX BANK (CAP) +4.78%
CNX SERVICE (EQUAL) +5.42% LIX15 Midcap (CAP) +3.94%
CNX CONSUMPTION (EQUAL) +5.11% CNX FMCG (CAP) +3.52%
LIX15 Midcap (EQUAL) +4.85% NV20 (CAP) +3.11%
CNX PSE (EQUAL) +3.03% CNX COMMODITIES (CAP) +2.69%
CNX ENERGY (EQUAL) +2.59% CNX ENERGY (CAP) +1.33%
CPSE INDEX (EQUAL) +2.22% CNX PSE (CAP) +1.17%
CNX BANK (EQUAL) +0.73% CNX CONSUMPTION (CAP) +0.37%
NV20 (EQUAL) -0.08% CPSE INDEX (CAP) -3.37%
CNX MEDIA (EQUAL) -0.53% CNX METAL (CAP) -6.23%
CNX METAL (EQUAL) -2.20% CNX MEDIA (CAP) -6.36%
CNX PSU BANK (EQUAL) -11.52% CNX PSU BANK (CAP) -12.13%