Tag: index

Index Update 02.05.2015

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.

You can see how the momentum algorithm has performed on individual stocks here.

Here are the best and the worst sub-indices:

index momentum best 365 2015-04-30 png

index momentum best 50 2015-04-30 png

index momentum worst 365 2015-04-30 png

index momentum worst 50 2015-04-30 png

Refactored Index Performance

50-day performance, from February 16, 2015 through April 30, 2015:

Equally Weighted Market Cap. Weighted
CNX MNC (EQUAL) -0.40% CNX INFRA (CAP) -1.12%
CNX FMCG (EQUAL) -1.55% CNX MNC (CAP) -2.13%
CNX INFRA (EQUAL) -3.18% CNX PHARMA (CAP) -2.40%
CNX ENERGY (EQUAL) -3.99% LIX15 Midcap (CAP) -3.33%
CNX BANK (EQUAL) -4.18% CNX BANK (CAP) -4.37%
CNX PSE (EQUAL) -4.32% CNX PSE (CAP) -4.71%
CNX AUTO (EQUAL) -4.44% CNX ENERGY (CAP) -5.23%
LIX15 Midcap (EQUAL) -4.90% CNX COMMODITIES (CAP) -5.49%
CNX CONSUMPTION (EQUAL) -5.11% CNX AUTO (CAP) -5.52%
CPSE INDEX (EQUAL) -5.22% CNX FINANCE (CAP) -5.83%
CNX COMMODITIES (EQUAL) -5.72% CNX METAL (CAP) -6.19%
CNX FINANCE (EQUAL) -5.91% CPSE INDEX (CAP) -6.46%
NI15 (EQUAL) -5.94% LIX 15 (CAP) -6.91%
CNX SERVICE (EQUAL) -6.65% NV20 (CAP) -7.02%
NV20 (EQUAL) -6.85% CNX SERVICE (CAP) -7.03%
LIX 15 (EQUAL) -7.11% CNX CONSUMPTION (CAP) -7.74%
CNX PHARMA (EQUAL) -7.32% NI15 (CAP) -9.32%
CNX MEDIA (EQUAL) -8.45% CNX PSU BANK (CAP) -10.44%
CNX IT (EQUAL) -8.75% CNX REALTY (CAP) -10.54%
CNX PSU BANK (EQUAL) -8.96% CNX FMCG (CAP) -10.99%
CNX METAL (EQUAL) -10.05% CNX MEDIA (CAP) -11.67%
CNX REALTY (EQUAL) -10.79% CNX IT (CAP) -11.73%

Trend Model Summary

Index Signal % From Peak Day of Peak
CNX AUTO SHORT
10.02
2015-Jan-27
CNX BANK SHORT
10.79
2015-Jan-27
CNX ENERGY SHORT
30.64
2008-Jan-14
CNX FMCG SHORT
12.49
2015-Feb-25
CNX INFRA SHORT
49.61
2008-Jan-09
CNX IT SHORT
88.48
2000-Feb-21
CNX MEDIA SHORT
30.24
2008-Jan-04
CNX METAL SHORT
56.27
2008-Jan-04
CNX MNC SHORT
6.12
2015-Mar-12
CNX NIFTY SHORT
9.06
2015-Mar-03
CNX PHARMA SHORT
12.82
2015-Apr-08
CNX PSE SHORT
27.16
2008-Jan-04
CNX REALTY SHORT
89.10
2008-Jan-14
MNCs remain an oasis of calm in a desert landscape filled with fallen stars. Every other sector index has experienced double digit drawdowns from this year’s highs. Some indices are yet to recover from their 2008 blow offs. Are we due for a reversal?
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Index Update 25.04.2015

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.

You can see how the momentum algorithm has performed on individual stocks here.

Here are the best and the worst sub-indices:

index momentum best 365 2015-04-24 png

index momentum best 50 2015-04-24 png

index momentum worst 365 2015-04-24 png

index momentum worst 50 2015-04-24 png

Refactored Index Performance

50-day performance, from February 10, 2015 through April 24, 2015:

Equally Weighted Market Cap. Weighted
CNX FMCG (EQUAL) +5.98% CNX INFRA (CAP) +4.81%
CNX MNC (EQUAL) +2.47% CNX PHARMA (CAP) +1.98%
CNX INFRA (EQUAL) +1.31% CNX MNC (CAP) +1.22%
CNX CONSUMPTION (EQUAL) +0.14% LIX15 Midcap (CAP) +0.64%
CNX AUTO (EQUAL) +0.09% CNX CONSUMPTION (CAP) -0.74%
CNX ENERGY (EQUAL) +0.03% CNX METAL (CAP) -1.41%
LIX15 Midcap (EQUAL) -0.25% CNX FMCG (CAP) -1.56%
NI15 (EQUAL) -0.73% CNX ENERGY (CAP) -1.67%
CNX PSE (EQUAL) -0.88% CNX AUTO (CAP) -1.82%
CNX IT (EQUAL) -1.51% CNX PSE (CAP) -1.88%
CNX COMMODITIES (EQUAL) -2.32% CNX COMMODITIES (CAP) -2.07%
CNX FINANCE (EQUAL) -2.52% CNX FINANCE (CAP) -3.29%
CPSE INDEX (EQUAL) -2.52% NI15 (CAP) -3.47%
CNX SERVICE (EQUAL) -2.69% CNX SERVICE (CAP) -3.89%
CNX BANK (EQUAL) -3.56% CNX BANK (CAP) -4.04%
NV20 (EQUAL) -3.59% LIX 15 (CAP) -4.56%
CNX PHARMA (EQUAL) -3.80% CNX PSU BANK (CAP) -4.59%
LIX 15 (EQUAL) -3.86% NV20 (CAP) -4.71%
CNX MEDIA (EQUAL) -4.14% CPSE INDEX (CAP) -4.96%
CNX METAL (EQUAL) -5.45% CNX MEDIA (CAP) -7.68%
CNX PSU BANK (EQUAL) -5.83% CNX REALTY (CAP) -8.07%
CNX REALTY (EQUAL) -7.39% CNX IT (CAP) -8.24%

Trend Model Summary

Index Signal % From Peak Day of Peak
CNX AUTO SHORT
10.28
2015-Jan-27
CNX BANK SHORT
12.42
2015-Jan-27
CNX ENERGY SHORT
29.16
2008-Jan-14
CNX FMCG SHORT
7.58
2015-Feb-25
CNX INFRA SHORT
48.62
2008-Jan-09
CNX MEDIA SHORT
28.84
2008-Jan-04
CNX METAL SHORT
55.32
2008-Jan-04
CNX MNC SHORT
6.69
2015-Mar-12
CNX NIFTY SHORT
7.68
2015-Mar-03
CNX PHARMA SHORT
11.72
2015-Apr-08
CNX PSE SHORT
25.79
2008-Jan-04
ENERGY, INFRA, MEDIA, METAL and PSE sub-indices are well below their 2008 boom-era heights. Banks and Pharma have been badly hit this year. Will MNCs provide cover?
Our trend model is short on all indices right now, probably indicating that the market is over-sold…
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Index Update 18.04.2015

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.

You can see how the momentum algorithm has performed on individual stocks here.

Here are the best and the worst sub-indices:

index momentum best 365 2015-04-15 png

index momentum best 50 2015-04-15 png

index momentum worst 365 2015-04-15 png

index momentum worst 50 2015-04-15 png

Refactored Index Performance

50-day performance, from February 03, 2015 through April 17, 2015:

Equally Weighted Market Cap. Weighted
CNX FMCG (EQUAL) +9.94% CNX PHARMA (CAP) +5.90%
CNX IT (EQUAL) +4.64% CNX INFRA (CAP) +1.64%
NI15 (EQUAL) +3.39% NI15 (CAP) +1.27%
CNX CONSUMPTION (EQUAL) +1.76% CNX FMCG (CAP) +1.24%
CNX PSE (EQUAL) -0.52% CNX CONSUMPTION (CAP) +0.19%
CNX ENERGY (EQUAL) -0.78% CNX MNC (CAP) -0.46%
CPSE INDEX (EQUAL) -0.92% CNX IT (CAP) -1.19%
CNX INFRA (EQUAL) -0.97% CNX PSE (CAP) -1.46%
CNX AUTO (EQUAL) -1.28% LIX15 Midcap (CAP) -1.51%
CNX MNC (EQUAL) -1.36% CNX ENERGY (CAP) -1.53%
CNX COMMODITIES (EQUAL) -1.50% CNX METAL (CAP) -1.80%
CNX PHARMA (EQUAL) -1.65% CNX COMMODITIES (CAP) -1.88%
CNX MEDIA (EQUAL) -2.11% CNX SERVICE (CAP) -1.91%
CNX SERVICE (EQUAL) -2.59% CNX AUTO (CAP) -2.70%
CNX METAL (EQUAL) -2.95% CPSE INDEX (CAP) -2.82%
LIX15 Midcap (EQUAL) -2.99% CNX FINANCE (CAP) -3.43%
CNX FINANCE (EQUAL) -3.93% NV20 (CAP) -3.84%
CNX REALTY (EQUAL) -4.17% CNX PSU BANK (CAP) -4.89%
NV20 (EQUAL) -4.30% CNX REALTY (CAP) -5.09%
CNX BANK (EQUAL) -4.72% CNX BANK (CAP) -5.39%
LIX 15 (EQUAL) -5.42% LIX 15 (CAP) -6.05%
CNX PSU BANK (EQUAL) -7.84% CNX MEDIA (CAP) -6.91%
Categories Tags , ,

Index Update 11.04.2015

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.

You can see how the momentum algorithm has performed on individual stocks here.

Here are the best and the worst sub-indices:

index momentum best 365 2015-04-10 png

index momentum best 50 2015-04-10 png

index momentum worst 365 2015-04-10 png

index momentum worst 50 2015-04-10 png

Refactored Index Performance

50-day performance, from January 28, 2015 through April 10, 2015:

Equally Weighted Market Cap. Weighted
CNX FMCG (EQUAL) +11.64% CNX PHARMA (CAP) +11.49%
CNX IT (EQUAL) +11.54% CNX IT (CAP) +4.35%
NI15 (EQUAL) +5.69% NI15 (CAP) +3.88%
CNX REALTY (EQUAL) +3.89% CNX REALTY (CAP) +3.73%
CNX INFRA (EQUAL) +2.05% CNX INFRA (CAP) +3.40%
CNX CONSUMPTION (EQUAL) +1.53% CNX FMCG (CAP) +0.94%
CNX AUTO (EQUAL) +0.94% CNX MNC (CAP) -0.15%
CNX PSE (EQUAL) +0.84% CNX AUTO (CAP) -0.47%
CNX ENERGY (EQUAL) +0.52% CNX CONSUMPTION (CAP) -0.90%
CNX PHARMA (EQUAL) +0.33% CNX COMMODITIES (CAP) -1.12%
CPSE INDEX (EQUAL) +0.17% CNX ENERGY (CAP) -1.30%
CNX COMMODITIES (EQUAL) +0.14% CNX PSE (CAP) -1.37%
CNX MNC (EQUAL) +0.05% LIX15 Midcap (CAP) -1.47%
CNX MEDIA (EQUAL) -0.61% CNX SERVICE (CAP) -2.73%
CNX SERVICE (EQUAL) -2.90% CNX METAL (CAP) -3.40%
LIX15 Midcap (EQUAL) -3.43% CPSE INDEX (CAP) -4.24%
CNX METAL (EQUAL) -3.72% LIX 15 (CAP) -4.77%
CNX FINANCE (EQUAL) -4.07% NV20 (CAP) -5.13%
LIX 15 (EQUAL) -5.06% CNX MEDIA (CAP) -6.45%
NV20 (EQUAL) -5.71% CNX FINANCE (CAP) -6.84%
CNX BANK (EQUAL) -9.94% CNX BANK (CAP) -8.26%
CNX PSU BANK (EQUAL) -18.54% CNX PSU BANK (CAP) -17.25%
Categories Tags , ,

Index Update 28.03.2015

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.

You can see how the momentum algorithm has performed on individual stocks here.

Here are the best and the worst sub-indices:

index momentum best 365 2015-03-27 png

index momentum best 50 2015-03-27 png

index momentum worst 365 2015-03-27 png

index momentum worst 50 2015-03-27 png

Refactored Index Performance

50-day performance, from January 15, 2015 through March 27, 2015:

Equally Weighted Market Cap. Weighted
CNX PHARMA (EQUAL)) +12.28% CNX PHARMA (CAP)) +16.54%
CNX MNC (EQUAL)) +6.93% CNX MNC (CAP)) +9.64%
CNX IT (EQUAL)) +4.37% CNX IT (CAP)) +6.67%
NI15 (EQUAL)) +3.53% CNX REALTY (CAP)) +4.27%
CNX FMCG (EQUAL)) +3.45% CNX INFRA (CAP)) +3.50%
CNX CONSUMPTION (EQUAL)) -0.54% NI15 (CAP)) +3.42%
CNX AUTO (EQUAL)) -1.27% CNX AUTO (CAP)) +1.47%
CNX INFRA (EQUAL)) -1.67% CNX SERVICE (CAP)) +1.44%
CNX REALTY (EQUAL)) -2.88% CNX FINANCE (CAP)) -0.45%
CNX ENERGY (EQUAL)) -3.32% CNX FMCG (CAP)) -2.77%
CNX COMMODITIES (EQUAL)) -3.42% LIX 15 (CAP)) -2.87%
CNX PSE (EQUAL)) -4.20% CNX CONSUMPTION (CAP)) -3.04%
CNX SERVICE (EQUAL)) -4.78% CNX BANK (CAP)) -3.76%
LIX 15 (EQUAL)) -5.56% NV20 (CAP)) -4.54%
CPSE INDEX (EQUAL)) -5.81% CNX PSE (CAP)) -5.03%
CNX MEDIA (EQUAL)) -6.10% CNX COMMODITIES (CAP)) -5.44%
CNX FINANCE (EQUAL)) -6.22% LIX15 Midcap (CAP)) -5.65%
NV20 (EQUAL)) -8.46% CNX ENERGY (CAP)) -5.93%
LIX15 Midcap (EQUAL)) -8.80% CPSE INDEX (CAP)) -8.62%
CNX BANK (EQUAL)) -11.64% CNX MEDIA (CAP)) -10.06%
CNX METAL (EQUAL)) -12.80% CNX METAL (CAP)) -15.23%
CNX PSU BANK (EQUAL)) -25.48% CNX PSU BANK (CAP)) -21.48%
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