{"id":2017031,"date":"2015-03-08T20:01:02","date_gmt":"2015-03-08T14:31:02","guid":{"rendered":"http:\/\/stockviz.biz\/index.php\/?p=2017031"},"modified":"2015-03-08T20:01:02","modified_gmt":"2015-03-08T14:31:02","slug":"index-update-07-03-2015","status":"publish","type":"post","link":"https:\/\/stockviz.biz\/index.php\/2015\/03\/08\/index-update-07-03-2015\/","title":{"rendered":"Index Update 07.03.2015"},"content":{"rendered":"

Momentum<\/h3>\n

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. <\/p>\n

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.<\/p>\n

Here are the best and the worst sub-indices:<\/p>\n

\"index.momentum.best.365.2015-03-05\"<\/a><\/p>\n

\"index.momentum.worst.365.2015-03-05\"<\/a><\/p>\n

\"index.momentum.best.50.2015-03-05\"<\/a><\/p>\n

\"index.momentum.worst.50.2015-03-05\"<\/a><\/p>\n

Refactored Index Performance<\/h3>\n

50-day performance, from December 23, 2014 through March 04, 2015:<\/p>\n

\n
\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Equally Weighted<\/th>\nMarket Cap. Weighted<\/th>\n<\/tr>\n<\/thead>\n
CNX IT (EQUAL)<\/a><\/td>\n+21.55%<\/span><\/td>\nCNX REALTY (CAP)<\/a><\/td>\n+15.66%<\/span><\/td>\n<\/tr>\n
CNX REALTY (EQUAL)<\/a><\/td>\n+18.94%<\/span><\/td>\nCNX PHARMA (CAP)<\/a><\/td>\n+14.73%<\/span><\/td>\n<\/tr>\n
CNX MNC (EQUAL)<\/a><\/td>\n+17.13%<\/span><\/td>\nCNX MNC (CAP)<\/a><\/td>\n+14.67%<\/span><\/td>\n<\/tr>\n
CNX PHARMA (EQUAL)<\/a><\/td>\n+11.19%<\/span><\/td>\nCNX IT (CAP)<\/a><\/td>\n+13.54%<\/span><\/td>\n<\/tr>\n
CNX FMCG (EQUAL)<\/a><\/td>\n+10.96%<\/span><\/td>\nCNX INFRA (CAP)<\/a><\/td>\n+9.53%<\/span><\/td>\n<\/tr>\n
NI15 (EQUAL)<\/a><\/td>\n+10.92%<\/span><\/td>\nCNX SERVICE (CAP)<\/a><\/td>\n+8.74%<\/span><\/td>\n<\/tr>\n
CNX AUTO (EQUAL)<\/a><\/td>\n+8.70%<\/span><\/td>\nCNX FINANCE (CAP)<\/a><\/td>\n+8.50%<\/span><\/td>\n<\/tr>\n
LIX 15 (EQUAL)<\/a><\/td>\n+7.43%<\/span><\/td>\nNI15 (CAP)<\/a><\/td>\n+8.01%<\/span><\/td>\n<\/tr>\n
CNX INFRA (EQUAL)<\/a><\/td>\n+6.98%<\/span><\/td>\nLIX 15 (CAP)<\/a><\/td>\n+6.92%<\/span><\/td>\n<\/tr>\n
CNX COMMODITIES (EQUAL)<\/a><\/td>\n+6.65%<\/span><\/td>\nCNX AUTO (CAP)<\/a><\/td>\n+5.63%<\/span><\/td>\n<\/tr>\n
CNX FINANCE (EQUAL)<\/a><\/td>\n+5.52%<\/span><\/td>\nCNX BANK (CAP)<\/a><\/td>\n+4.78%<\/span><\/td>\n<\/tr>\n
CNX SERVICE (EQUAL)<\/a><\/td>\n+5.42%<\/span><\/td>\nLIX15 Midcap (CAP)<\/a><\/td>\n+3.94%<\/span><\/td>\n<\/tr>\n
CNX CONSUMPTION (EQUAL)<\/a><\/td>\n+5.11%<\/span><\/td>\nCNX FMCG (CAP)<\/a><\/td>\n+3.52%<\/span><\/td>\n<\/tr>\n
LIX15 Midcap (EQUAL)<\/a><\/td>\n+4.85%<\/span><\/td>\nNV20 (CAP)<\/a><\/td>\n+3.11%<\/span><\/td>\n<\/tr>\n
CNX PSE (EQUAL)<\/a><\/td>\n+3.03%<\/span><\/td>\nCNX COMMODITIES (CAP)<\/a><\/td>\n+2.69%<\/span><\/td>\n<\/tr>\n
CNX ENERGY (EQUAL)<\/a><\/td>\n+2.59%<\/span><\/td>\nCNX ENERGY (CAP)<\/a><\/td>\n+1.33%<\/span><\/td>\n<\/tr>\n
CPSE INDEX (EQUAL)<\/a><\/td>\n+2.22%<\/span><\/td>\nCNX PSE (CAP)<\/a><\/td>\n+1.17%<\/span><\/td>\n<\/tr>\n
CNX BANK (EQUAL)<\/a><\/td>\n+0.73%<\/span><\/td>\nCNX CONSUMPTION (CAP)<\/a><\/td>\n+0.37%<\/span><\/td>\n<\/tr>\n
NV20 (EQUAL)<\/a><\/td>\n-0.08%<\/span><\/td>\nCPSE INDEX (CAP)<\/a><\/td>\n-3.37%<\/span><\/td>\n<\/tr>\n
CNX MEDIA (EQUAL)<\/a><\/td>\n-0.53%<\/span><\/td>\nCNX METAL (CAP)<\/a><\/td>\n-6.23%<\/span><\/td>\n<\/tr>\n
CNX METAL (EQUAL)<\/a><\/td>\n-2.20%<\/span><\/td>\nCNX MEDIA (CAP)<\/a><\/td>\n-6.36%<\/span><\/td>\n<\/tr>\n
CNX PSU BANK (EQUAL)<\/a><\/td>\n-11.52%<\/span><\/td>\nCNX PSU BANK (CAP)<\/a><\/td>\n-12.13%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n","protected":false},"excerpt":{"rendered":"

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 … <\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[9],"tags":[3501,3491,987],"class_list":["post-2017031","post","type-post","status-publish","format-standard","hentry","category-your-money","tag-index","tag-momentum","tag-weekly","entry"],"_links":{"self":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2017031","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/comments?post=2017031"}],"version-history":[{"count":0,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2017031\/revisions"}],"wp:attachment":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media?parent=2017031"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/categories?post=2017031"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/tags?post=2017031"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}