{"id":2023191,"date":"2015-05-16T11:09:13","date_gmt":"2015-05-16T05:39:13","guid":{"rendered":"https:\/\/stockviz.biz\/index.php\/?p=2023191"},"modified":"2015-05-16T11:24:51","modified_gmt":"2015-05-16T05:54:51","slug":"index-update-16-05-2015","status":"publish","type":"post","link":"https:\/\/stockviz.biz\/index.php\/2015\/05\/16\/index-update-16-05-2015\/","title":{"rendered":"Index Update 16.05.2015"},"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

You can see how the momentum algorithm has performed on individual stocks here<\/a>.<\/p>\n

Here are the best and the worst sub-indices:
\n
index momentum best 365 2015-05-15 png<\/a>
\n
index momentum best 50 2015-05-15 png<\/a>
\n
index momentum worst 365 2015-05-15 png<\/a>
\n
index momentum worst 50 2015-05-15 png<\/a><\/p>\n

Refactored Index Performance<\/h3>\n

50-day performance, from March 02, 2015 through May 15, 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 FMCG (EQUAL)<\/a><\/td>\n+2.48%<\/span><\/td>\nCNX CONSUMPTION (CAP)<\/a><\/td>\n-1.65%<\/span><\/td>\n<\/tr>\n
CNX MNC (EQUAL)<\/a><\/td>\n-1.05%<\/span><\/td>\nCNX AUTO (CAP)<\/a><\/td>\n-3.03%<\/span><\/td>\n<\/tr>\n
CNX CONSUMPTION (EQUAL)<\/a><\/td>\n-1.17%<\/span><\/td>\nCNX FMCG (CAP)<\/a><\/td>\n-3.22%<\/span><\/td>\n<\/tr>\n
NI15 (EQUAL)<\/a><\/td>\n-3.04%<\/span><\/td>\nCNX PHARMA (CAP)<\/a><\/td>\n-3.66%<\/span><\/td>\n<\/tr>\n
CNX AUTO (EQUAL)<\/a><\/td>\n-3.47%<\/span><\/td>\nCNX MNC (CAP)<\/a><\/td>\n-4.11%<\/span><\/td>\n<\/tr>\n
CNX MEDIA (EQUAL)<\/a><\/td>\n-6.28%<\/span><\/td>\nCPSE INDEX (CAP)<\/a><\/td>\n-4.28%<\/span><\/td>\n<\/tr>\n
CPSE INDEX (EQUAL)<\/a><\/td>\n-6.60%<\/span><\/td>\nCNX ENERGY (CAP)<\/a><\/td>\n-4.36%<\/span><\/td>\n<\/tr>\n
CNX INFRA (EQUAL)<\/a><\/td>\n-7.32%<\/span><\/td>\nCNX COMMODITIES (CAP)<\/a><\/td>\n-5.60%<\/span><\/td>\n<\/tr>\n
CNX PHARMA (EQUAL)<\/a><\/td>\n-7.44%<\/span><\/td>\nNI15 (CAP)<\/a><\/td>\n-5.95%<\/span><\/td>\n<\/tr>\n
CNX PSE (EQUAL)<\/a><\/td>\n-7.49%<\/span><\/td>\nLIX15 Midcap (CAP)<\/a><\/td>\n-6.08%<\/span><\/td>\n<\/tr>\n
NV20 (EQUAL)<\/a><\/td>\n-7.55%<\/span><\/td>\nCNX METAL (CAP)<\/a><\/td>\n-6.69%<\/span><\/td>\n<\/tr>\n
LIX15 Midcap (EQUAL)<\/a><\/td>\n-8.18%<\/span><\/td>\nCNX PSE (CAP)<\/a><\/td>\n-7.01%<\/span><\/td>\n<\/tr>\n
CNX COMMODITIES (EQUAL)<\/a><\/td>\n-8.38%<\/span><\/td>\nCNX PSU BANK (CAP)<\/a><\/td>\n-7.08%<\/span><\/td>\n<\/tr>\n
CNX ENERGY (EQUAL)<\/a><\/td>\n-8.86%<\/span><\/td>\nNV20 (CAP)<\/a><\/td>\n-7.67%<\/span><\/td>\n<\/tr>\n
CNX PSU BANK (EQUAL)<\/a><\/td>\n-8.87%<\/span><\/td>\nCNX INFRA (CAP)<\/a><\/td>\n-7.67%<\/span><\/td>\n<\/tr>\n
CNX BANK (EQUAL)<\/a><\/td>\n-9.34%<\/span><\/td>\nLIX 15 (CAP)<\/a><\/td>\n-8.92%<\/span><\/td>\n<\/tr>\n
CNX SERVICE (EQUAL)<\/a><\/td>\n-9.86%<\/span><\/td>\nCNX BANK (CAP)<\/a><\/td>\n-9.13%<\/span><\/td>\n<\/tr>\n
LIX 15 (EQUAL)<\/a><\/td>\n-10.57%<\/span><\/td>\nCNX SERVICE (CAP)<\/a><\/td>\n-9.42%<\/span><\/td>\n<\/tr>\n
CNX FINANCE (EQUAL)<\/a><\/td>\n-10.84%<\/span><\/td>\nCNX FINANCE (CAP)<\/a><\/td>\n-9.51%<\/span><\/td>\n<\/tr>\n
CNX METAL (EQUAL)<\/a><\/td>\n-11.02%<\/span><\/td>\nCNX MEDIA (CAP)<\/a><\/td>\n-9.79%<\/span><\/td>\n<\/tr>\n
CNX IT (EQUAL)<\/a><\/td>\n-12.03%<\/span><\/td>\nCNX IT (CAP)<\/a><\/td>\n-11.63%<\/span><\/td>\n<\/tr>\n
CNX REALTY (EQUAL)<\/a><\/td>\n-16.15%<\/span><\/td>\nCNX REALTY (CAP)<\/a><\/td>\n-16.09%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n

Trend Model Summary<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Index<\/th>\nSignal<\/th>\n% From Peak<\/th>\nDay of Peak<\/th>\n<\/tr>\n<\/thead>\n
CNX AUTO<\/td>\nSHORT<\/td>\n\n
6.15<\/div>\n<\/td>\n
\n
2015-Jan-27<\/div>\n<\/td>\n<\/tr>\n
CNX BANK<\/td>\nSHORT<\/td>\n\n
11.54<\/div>\n<\/td>\n
\n
2015-Jan-27<\/div>\n<\/td>\n<\/tr>\n
CNX ENERGY<\/td>\nSHORT<\/td>\n\n
30.63<\/div>\n<\/td>\n
\n
2008-Jan-14<\/div>\n<\/td>\n<\/tr>\n
CNX FMCG<\/td>\nSHORT<\/td>\n\n
10.31<\/div>\n<\/td>\n
\n
2015-Feb-25<\/div>\n<\/td>\n<\/tr>\n
CNX INFRA<\/td>\nSHORT<\/td>\n\n
50.32<\/div>\n<\/td>\n
\n
2008-Jan-09<\/div>\n<\/td>\n<\/tr>\n
CNX IT<\/td>\nSHORT<\/td>\n\n
88.30<\/div>\n<\/td>\n
\n
2000-Feb-21<\/div>\n<\/td>\n<\/tr>\n
CNX MEDIA<\/td>\nSHORT<\/td>\n\n
31.75<\/div>\n<\/td>\n
\n
2008-Jan-04<\/div>\n<\/td>\n<\/tr>\n
CNX METAL<\/td>\nSHORT<\/td>\n\n
55.90<\/div>\n<\/td>\n
\n
2008-Jan-04<\/div>\n<\/td>\n<\/tr>\n
CNX MNC<\/td>\nSHORT<\/td>\n\n
5.04<\/div>\n<\/td>\n
\n
2015-Mar-12<\/div>\n<\/td>\n<\/tr>\n
CNX NIFTY<\/td>\nSHORT<\/td>\n\n
8.16<\/div>\n<\/td>\n
\n
2015-Mar-03<\/div>\n<\/td>\n<\/tr>\n
CNX PHARMA<\/td>\nSHORT<\/td>\n\n
11.11<\/div>\n<\/td>\n
\n
2015-Apr-08<\/div>\n<\/td>\n<\/tr>\n
CNX PSE<\/td>\nSHORT<\/td>\n\n
27.10<\/div>\n<\/td>\n
\n
2008-Jan-04<\/div>\n<\/td>\n<\/tr>\n
CNX REALTY<\/td>\nSHORT<\/td>\n\n
89.34<\/div>\n<\/td>\n
\n
2008-Jan-14<\/div>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\nIt looks like Autos and Pharma may be green-shooting. A rate cut would help autos and rupee depreciation can act as a tailwind for pharma.\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":3,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[9],"tags":[3501,3491,987],"class_list":["post-2023191","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\/2023191","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\/3"}],"replies":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/comments?post=2023191"}],"version-history":[{"count":0,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2023191\/revisions"}],"wp:attachment":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media?parent=2023191"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/categories?post=2023191"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/tags?post=2023191"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}