Invest Without Emotions
A lot of thick blue squares mean that positive correlations are high. Red squares mean negative correlations are high. Whites are the doldrums.
| MINTs | |
|---|---|
| JCI(IDN) | -1.47% |
| INMEX(MEX) | +0.21% |
| NGSEINDX(NGA) | +0.22% |
| XU030(TUR) | -0.29% |
| BRICS | |
|---|---|
| IBOV(BRA) | -0.40% |
| SHCOMP(CHN) | +6.27% |
| NIFTY(IND) | -1.99% |
| INDEXCF(RUS) | -0.03% |
| TOP40(ZAF) | +0.76% |
| Energy | |
|---|---|
| Brent Crude Oil | +10.29% |
| RBOB Gasoline | +7.53% |
| WTI Crude Oil | +9.18% |
| Ethanol | +3.14% |
| Natural Gas | +5.26% |
| Heating Oil | +7.64% |
| Metals | |
|---|---|
| Copper | +1.82% |
| Gold 100oz | -0.26% |
| Silver 5000oz | +0.62% |
| Palladium | +1.02% |
| Platinum | -0.04% |
| MINTs | |
|---|---|
| USDIDR(IDN) | -0.60% |
| USDMXN(MEX) | +0.89% |
| USDNGN(NGA) | -0.04% |
| USDTRY(TUR) | +1.81% |
| BRICS | |
|---|---|
| USDBRL(BRA) | -1.57% |
| USDCNY(CHN) | -0.17% |
| USDINR(IND) | +0.07% |
| USDRUB(RUS) | -2.66% |
| USDZAR(ZAF) | +0.76% |
| Agricultural | |
|---|---|
| Cotton | -2.53% |
| Orange Juice | +3.22% |
| Soybeans | +1.79% |
| Cattle | -0.63% |
| Cocoa | -0.05% |
| Coffee (Robusta) | -0.66% |
| Soybean Meal | +1.71% |
| Corn | +0.66% |
| Lean Hogs | +12.76% |
| Sugar #11 | +2.10% |
| Coffee (Arabica) | +3.00% |
| Feeder Cattle | +0.28% |
| Lumber | -7.98% |
| Wheat | -6.23% |
| White Sugar | +1.78% |
| Index | Change |
|---|---|
| Markit CDX EM | -0.13% |
| Markit CDX NA HY | -0.08% |
| Markit CDX NA IG | +0.10% |
| Markit iTraxx Asia ex-Japan IG | +0.96% |
| Markit iTraxx Australia | +0.03% |
| Markit iTraxx Europe | -0.46% |
| Markit iTraxx Europe Crossover | +1.35% |
| Markit iTraxx Japan | -3.42% |
| Markit iTraxx SovX Western Europe | +0.69% |
| Markit LCDX (Loan CDS) | -0.02% |
| Markit MCDX (Municipal CDS) | -2.29% |
| Decile | Mkt. Cap. | Adv/Decl |
|---|---|---|
| 1 (micro) | -2.71% | 76/59 |
| 2 | +3.43% | 71/63 |
| 3 | +2.70% | 74/60 |
| 4 | +2.47% | 69/66 |
| 5 | +1.37% | 70/64 |
| 6 | +1.34% | 66/68 |
| 7 | +0.36% | 66/69 |
| 8 | +0.41% | 73/61 |
| 9 | -0.36% | 69/65 |
| 10 (mega) | -0.99% | 67/68 |
| SSLT | +4.40% |
| ONGC | +6.54% |
| OIL | +11.39% |
| BHARATFORG | -10.11% |
| LUPIN | -9.88% |
| SRTRANSFIN | -9.75% |
| PSUBNKBEES | +3.39% |
| GOLDBEES | +0.41% |
| CPSEETF | -0.28% |
| INFRABEES | -0.93% |
| NIFTYBEES | -1.54% |
| BANKBEES | -2.24% |
| JUNIORBEES | -3.26% |
| Sub Index | Change in YTM | Total Return(%) |
|---|---|---|
| GSEC TB | -0.01 | +0.15% |
| GSEC SUB 1-3 | -0.63 | -0.31% |
| GSEC SUB 3-8 | -0.06 | -0.04% |
| GSEC SUB 8 | +0.01 | +0.24% |
| PPFAS Long Term Value | +0.05% |
| Balance Sheet Strength | -0.25% |
| Financial Strength Value | -0.62% |
| Textile, Metals, Chemicals, Paper and Energy Quality to Price | -1.30% |
| Auto and Consumer Goods Quality to Price | -1.47% |
| Tactical CNX 100 | -1.91% |
| Quality to Price | -2.09% |
| Momentum | -2.34% |
| ADAG stocks | -2.75% |
| Low Volatility | -3.02% |
| Magic Formula | -3.15% |
| ASK Life | -3.21% |
| CNX 100 Enterprise Yield | -3.46% |
| Media, Health, IT, Telecom, Services, Pharma Quality To Price | -3.48% |
| High Beta | -3.84% |
| Next Trillion | -7.20% |
Check this video out:
https://youtu.be/kDTmvWDseMY
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.
You can see how the momentum algorithm has performed on individual stocks here.
Here are the best and the worst sub-indices:
50-day performance, from February 03, 2015 through April 17, 2015:
A lot of thick blue squares mean that positive correlations are high. Red squares mean negative correlations are high. Whites are the doldrums.
| MINTs | |
|---|---|
| JCI(IDN) | -0.17% |
| INMEX(MEX) | +0.30% |
| NGSEINDX(NGA) | +0.74% |
| XU030(TUR) | -1.03% |
| BRICS | |
|---|---|
| IBOV(BRA) | +0.05% |
| SHCOMP(CHN) | +0.49% |
| NIFTY(IND) | +0.61% |
| INDEXCF(RUS) | +1.28% |
| TOP40(ZAF) | +0.37% |
| Energy | |
|---|---|
| Brent Crude Oil | +0.86% |
| Ethanol | +0.00% |
| Heating Oil | +0.85% |
| Natural Gas | +0.48% |
| RBOB Gasoline | +0.57% |
| WTI Crude Oil | +0.98% |
| Metals | |
|---|---|
| Copper | +0.00% |
| Gold 100oz | +0.11% |
| Palladium | -0.74% |
| Platinum | +0.29% |
| Silver 5000oz | +0.00% |
| MINTs | |
|---|---|
| USDIDR(IDN) | +0.09% |
| USDMXN(MEX) | -0.13% |
| USDNGN(NGA) | -0.00% |
| USDTRY(TUR) | -0.26% |
| BRICS | |
|---|---|
| USDBRL(BRA) | +1.49% |
| USDCNY(CHN) | -0.03% |
| USDINR(IND) | +0.30% |
| USDRUB(RUS) | -0.29% |
| USDZAR(ZAF) | -0.48% |
| Agricultural | |
|---|---|
| Cattle | +0.00% |
| Coffee (Robusta) | +0.00% |
| Lumber | -1.66% |
| Wheat | +0.10% |
| White Sugar | +0.00% |
| Corn | +0.13% |
| Orange Juice | -2.09% |
| Cocoa | +0.00% |
| Coffee (Arabica) | -0.74% |
| Cotton | -0.08% |
| Feeder Cattle | +0.00% |
| Lean Hogs | +0.00% |
| Sugar #11 | +1.17% |
| Soybean Meal | +0.42% |
| Soybeans | +0.21% |
S&P: India’s hard-won fiscal improvement is vulnerable to financial or commodity shock, because of high subsidy and public debt. (ET, #economy)
Consumer price inflation hit a three-month low of 5.17% in March. (FE, #inflation)
Soon, we will all be totally jobless:
Markets closed today on account of Dr. Baba Saheb Ambedkar Jayanti