Tag: index

Index Update 21.03.2015

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 2015-03-20 png

index momentum best 50 2015-03-20 png

index momentum worst 365 2015-03-20 png

index momentum worst 50 2015-03-20 png

Refactored Index Performance

50-day performance, from January 08, 2015 through March 20, 2015:

Equally Weighted Market Cap. Weighted
CNX PHARMA (EQUAL) +13.99% CNX PHARMA (CAP) +17.16%
CNX IT (EQUAL) +11.68% CNX MNC (CAP) +12.14%
CNX MNC (EQUAL) +10.30% CNX IT (CAP) +10.22%
CNX FMCG (EQUAL) +9.00% CNX REALTY (CAP) +7.37%
NI15 (EQUAL) +8.83% NI15 (CAP) +5.64%
CNX REALTY (EQUAL) +4.13% CNX SERVICE (CAP) +4.86%
CNX AUTO (EQUAL) +3.40% CNX INFRA (CAP) +4.57%
CNX CONSUMPTION (EQUAL) +2.88% CNX FINANCE (CAP) +3.41%
CNX SERVICE (EQUAL) +1.19% CNX AUTO (CAP) +3.29%
CNX INFRA (EQUAL) +1.16% LIX 15 (CAP) -0.05%
CNX FINANCE (EQUAL) +0.26% CNX FMCG (CAP) -0.17%
CNX COMMODITIES (EQUAL) +0.10% CNX BANK (CAP) -0.77%
CNX PSE (EQUAL) -1.54% CNX CONSUMPTION (CAP) -1.29%
LIX 15 (EQUAL) -1.66% NV20 (CAP) -1.89%
CPSE INDEX (EQUAL) -1.79% LIX15 Midcap (CAP) -2.19%
CNX ENERGY (EQUAL) -1.88% CNX PSE (CAP) -2.91%
NV20 (EQUAL) -3.85% CNX COMMODITIES (CAP) -2.99%
CNX MEDIA (EQUAL) -3.86% CNX ENERGY (CAP) -3.18%
LIX15 Midcap (EQUAL) -5.07% CPSE INDEX (CAP) -6.03%
CNX BANK (EQUAL) -5.76% CNX MEDIA (CAP) -6.96%
CNX METAL (EQUAL) -11.35% CNX METAL (CAP) -12.87%
CNX PSU BANK (EQUAL) -18.99% CNX PSU BANK (CAP) -16.64%
Categories Tags , ,

Index Update 14.03.2015

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 2015-03-13 png

index momentum best 50 2015-03-13 png

index momentum worst 365 2015-03-13 png

index momentum worst 50 2015-03-13 png

Refactored Index Performance

50-day performance, from January 01, 2015 through March 13, 2015:

Equally Weighted Market Cap. Weighted
CNX IT (EQUAL) +14.45% CNX PHARMA (CAP) +15.84%
CNX MNC (EQUAL) +13.13% CNX MNC (CAP) +14.23%
CNX FMCG (EQUAL) +11.90% CNX REALTY (CAP) +11.50%
CNX PHARMA (EQUAL) +11.21% CNX IT (CAP) +9.80%
NI15 (EQUAL) +9.58% CNX INFRA (CAP) +7.65%
CNX REALTY (EQUAL) +9.07% NI15 (CAP) +6.30%
CNX AUTO (EQUAL) +5.96% CNX SERVICE (CAP) +5.46%
CNX CONSUMPTION (EQUAL) +4.28% CNX AUTO (CAP) +4.96%
CNX INFRA (EQUAL) +2.93% CNX FINANCE (CAP) +4.07%
CNX SERVICE (EQUAL) +0.89% CNX FMCG (CAP) +3.20%
CNX COMMODITIES (EQUAL) +0.21% LIX 15 (CAP) +1.96%
CNX FINANCE (EQUAL) -0.20% CNX CONSUMPTION (CAP) +1.22%
CNX ENERGY (EQUAL) -0.72% CNX BANK (CAP) +0.16%
LIX 15 (EQUAL) -0.81% NV20 (CAP) -0.62%
CNX PSE (EQUAL) -1.44% LIX15 Midcap (CAP) -1.37%
CPSE INDEX (EQUAL) -2.02% CNX PSE (CAP) -1.42%
NV20 (EQUAL) -3.31% CNX COMMODITIES (CAP) -1.90%
LIX15 Midcap (EQUAL) -3.74% CNX ENERGY (CAP) -2.31%
CNX MEDIA (EQUAL) -4.96% CPSE INDEX (CAP) -5.37%
CNX BANK (EQUAL) -5.73% CNX MEDIA (CAP) -7.19%
CNX METAL (EQUAL) -11.19% CNX METAL (CAP) -11.55%
CNX PSU BANK (EQUAL) -20.20% CNX PSU BANK (CAP) -15.25%
Categories Tags , ,

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%
Categories Tags , ,