{"id":2055161,"date":"2016-10-31T11:12:56","date_gmt":"2016-10-31T05:42:56","guid":{"rendered":"http:\/\/stockviz.biz\/index.php\/?p=2055161"},"modified":"2016-10-31T11:12:57","modified_gmt":"2016-10-31T05:42:57","slug":"monthly-recap-diwali","status":"publish","type":"post","link":"https:\/\/stockviz.biz\/index.php\/2016\/10\/31\/monthly-recap-diwali\/","title":{"rendered":"Monthly Recap: Diwali"},"content":{"rendered":"

\"world-2016-09-30-2016-10-28\"<\/p>\n

Equities<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n
Major<\/th>\n<\/tr>\n<\/thead>\n
DAX(DEU)<\/a><\/td>\n+1.76%<\/span><\/td>\n<\/tr>\n
CAC(FRA)<\/a><\/td>\n+2.26%<\/span><\/td>\n<\/tr>\n
UKX(GBR)<\/a><\/td>\n+1.40%<\/span><\/td>\n<\/tr>\n
NKY(JPN)<\/a><\/td>\n+5.73%<\/span><\/td>\n<\/tr>\n
SPX(USA)<\/a><\/td>\n-2.09%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\n\n\n\n\n\n\n\n\n
MINTs<\/th>\n<\/tr>\n<\/thead>\n
JCI(IDN)<\/a><\/td>\n+1.03%<\/span><\/td>\n<\/tr>\n
INMEX(MEX)<\/a><\/td>\n+1.03%<\/span><\/td>\n<\/tr>\n
NGSEINDX(NGA)<\/a><\/td>\n-3.67%<\/span><\/td>\n<\/tr>\n
XU030(TUR)<\/a><\/td>\n+2.20%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\n\n\n\n\n\n\n\n\n\n
BRICS<\/th>\n<\/tr>\n<\/thead>\n
IBOV(BRA)<\/a><\/td>\n+9.43%<\/span><\/td>\n<\/tr>\n
SHCOMP(CHN)<\/a><\/td>\n+2.84%<\/span><\/td>\n<\/tr>\n
NIFTY(IND)<\/a><\/td>\n+0.17%<\/span><\/td>\n<\/tr>\n
INDEXCF(RUS)<\/a><\/td>\n+0.19%<\/span><\/td>\n<\/tr>\n
TOP40(ZAF)<\/a><\/td>\n-2.46%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n
\n
\n
\n

Commodities<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n\n
Energy<\/th>\n<\/tr>\n<\/thead>\n
Brent Crude Oil<\/td>\n+0.77%<\/span><\/td>\n<\/tr>\n
RBOB Gasoline<\/td>\n-1.77%<\/span><\/td>\n<\/tr>\n
Heating Oil<\/td>\n+0.86%<\/span><\/td>\n<\/tr>\n
Natural Gas<\/td>\n+7.60%<\/span><\/td>\n<\/tr>\n
WTI Crude Oil<\/td>\n+0.50%<\/span><\/td>\n<\/tr>\n
Ethanol<\/td>\n+6.33%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\n\n\n\n\n\n\n\n\n\n
Metals<\/th>\n<\/tr>\n<\/thead>\n
Gold 100oz<\/td>\n-2.92%<\/span><\/td>\n<\/tr>\n
Silver 5000oz<\/td>\n-7.29%<\/span><\/td>\n<\/tr>\n
Copper<\/td>\n-0.90%<\/span><\/td>\n<\/tr>\n
Palladium<\/td>\n-14.45%<\/span><\/td>\n<\/tr>\n
Platinum<\/td>\n-5.33%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n<\/div>\n
\n

Currencies<\/h3>\n

USDEUR<\/a>:+2.39% <\/span> USDJPY<\/a>:+3.35% <\/span><\/p>\n

\n
\n\n\n\n\n\n\n\n\n
MINTs<\/th>\n<\/tr>\n<\/thead>\n
USDIDR(IDN)<\/a><\/td>\n+0.02%<\/span><\/td>\n<\/tr>\n
USDMXN(MEX)<\/a><\/td>\n-2.12%<\/span><\/td>\n<\/tr>\n
USDNGN(NGA)<\/a><\/td>\n+0.56%<\/span><\/td>\n<\/tr>\n
USDTRY(TUR)<\/a><\/td>\n+3.62%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\n\n\n\n\n\n\n\n\n\n
BRICS<\/th>\n<\/tr>\n<\/thead>\n
USDBRL(BRA)<\/a><\/td>\n-1.42%<\/span><\/td>\n<\/tr>\n
USDCNY(CHN)<\/a><\/td>\n+1.47%<\/span><\/td>\n<\/tr>\n
USDINR(IND)<\/a><\/td>\n+0.25%<\/span><\/td>\n<\/tr>\n
USDRUB(RUS)<\/a><\/td>\n+0.40%<\/span><\/td>\n<\/tr>\n
USDZAR(ZAF)<\/a><\/td>\n+0.30%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n
\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Agricultural<\/th>\n<\/tr>\n<\/thead>\n
Coffee (Robusta)<\/td>\n+9.13%<\/span><\/td>\n<\/tr>\n
Orange Juice<\/td>\n+5.51%<\/span><\/td>\n<\/tr>\n
Soybean Meal<\/td>\n+6.18%<\/span><\/td>\n<\/tr>\n
Sugar #11<\/td>\n-1.77%<\/span><\/td>\n<\/tr>\n
White Sugar<\/td>\n-0.91%<\/span><\/td>\n<\/tr>\n
Cattle<\/td>\n+5.36%<\/span><\/td>\n<\/tr>\n
Cocoa<\/td>\n+2.47%<\/span><\/td>\n<\/tr>\n
Coffee (Arabica)<\/td>\n+9.39%<\/span><\/td>\n<\/tr>\n
Soybeans<\/td>\n+5.22%<\/span><\/td>\n<\/tr>\n
Wheat<\/td>\n+2.18%<\/span><\/td>\n<\/tr>\n
Corn<\/td>\n+5.13%<\/span><\/td>\n<\/tr>\n
Cotton<\/td>\n+4.12%<\/span><\/td>\n<\/tr>\n
Feeder Cattle<\/td>\n-1.18%<\/span><\/td>\n<\/tr>\n
Lean Hogs<\/td>\n-5.13%<\/span><\/td>\n<\/tr>\n
Lumber<\/td>\n-10.87%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n

International ETFs (USD)<\/h3>\n

\"global-etf-performance-2016-09-30-2016-10-28\"<\/p>\n

Nifty Heatmap<\/h3>\n

\"nifty-50-2016-09-30-2016-10-28\"<\/p>\n

Index Returns<\/h3>\n

\"index-performance-2016-09-30-2016-10-28\"
\nMore: Sector Dashboard<\/a><\/i><\/small><\/p>\n

Market Cap Decile Performance<\/h3>\n

\"deciles-perf-2016-10-28\"
\nMore: Equal-Weight Deciles<\/a>, Cap-Weight Deciles<\/a><\/i><\/small><\/p>\n

ETF Performance<\/h3>\n
\n
\n\n\n\n\n\n\n\n
CPSEETF<\/a><\/td>\n+7.79%<\/span><\/td>\n<\/tr>\n
JUNIORBEES<\/a><\/td>\n+3.40%<\/span><\/td>\n<\/tr>\n
INFRABEES<\/a><\/td>\n+2.70%<\/span><\/td>\n<\/tr>\n
BANKBEES<\/a><\/td>\n+0.81%<\/span><\/td>\n<\/tr>\n
PSUBNKBEES<\/a><\/td>\n+0.72%<\/span><\/td>\n<\/tr>\n
NIFTYBEES<\/a><\/td>\n+0.37%<\/span><\/td>\n<\/tr>\n<\/table>\n<\/div>\n
\nHope springs eternal for CPSEs?\n<\/div>\n<\/div>\n

Yield Curve<\/h3>\n

\"yieldcurve-2016-09-30-2016-10-28\"<\/p>\n

Bond Indices<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n
Sub Index<\/th>\nChange in YTM<\/th>\nTotal Return(%)<\/th>\n<\/tr>\n<\/thead>\n
0 5<\/td>\n-0.14<\/span><\/td>\n+0.91%<\/span><\/td>\n<\/tr>\n
5 10<\/td>\n-0.06<\/span><\/td>\n+0.79%<\/span><\/td>\n<\/tr>\n
10 15<\/td>\n-0.00<\/span><\/td>\n+0.57%<\/span><\/td>\n<\/tr>\n
15 20<\/td>\n+0.01<\/span><\/td>\n+0.46%<\/span><\/td>\n<\/tr>\n
20 30<\/td>\n+0.02<\/span><\/td>\n+0.38%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\nThe short-end of the curve outperformed the long-end. Did dynamic bond funds catch the drift?\n<\/div>\n<\/div>\n

Investment Theme Performance<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Enterprise Yield<\/a><\/td>\n+14.66%<\/span><\/td>\n<\/tr>\n
Quality to Price<\/a><\/td>\n+12.73%<\/span><\/td>\n<\/tr>\n
Momentum<\/a><\/td>\n+11.80%<\/span><\/td>\n<\/tr>\n
Velocity<\/a><\/td>\n+10.08%<\/span><\/td>\n<\/tr>\n
Acceleration<\/a><\/td>\n+9.34%<\/span><\/td>\n<\/tr>\n
Momo (Velocity) v1.0<\/a><\/td>\n+7.17%<\/span><\/td>\n<\/tr>\n
Momo (Relative) v1.1<\/a><\/td>\n+5.92%<\/span><\/td>\n<\/tr>\n
Magic Formula<\/a><\/td>\n+4.77%<\/span><\/td>\n<\/tr>\n
Financial Strength Value<\/a><\/td>\n+4.31%<\/span><\/td>\n<\/tr>\n
Balance Sheet Strength<\/a><\/td>\n+3.73%<\/span><\/td>\n<\/tr>\n
HighIR Momentum<\/a><\/td>\n+2.41%<\/span><\/td>\n<\/tr>\n
Momo (Acceleration) v1.0<\/a><\/td>\n+2.39%<\/span><\/td>\n<\/tr>\n<\/table>\n<\/div>\n
\nMidcaps FTW!!!\n<\/div>\n<\/div>\n

Equity Mutual Funds<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n\n\n
Best<\/th>\n<\/tr>\n<\/thead>\n
HSBC Brazil Fund-Growth<\/a><\/td>\n+11.57%<\/span><\/td>\n<\/tr>\n
Sahara Infrastructure Fund —VARIABLE PRICING OPTION-Growth Option<\/a><\/td>\n+8.59%<\/span><\/td>\n<\/tr>\n
Sahara Infrastructure Fund —FIXED PRICING OPTION-Growth Option<\/a><\/td>\n+8.42%<\/span><\/td>\n<\/tr>\n
Reliance Small Cap Fund – Growth Plan – Growth Option<\/a><\/td>\n+7.99%<\/span><\/td>\n<\/tr>\n
Sahara Midcap Fund-Growth Plan<\/a><\/td>\n+7.72%<\/span><\/td>\n<\/tr>\n
Edelweiss Emerging Leaders Fund – Growth<\/a><\/td>\n+7.21%<\/span><\/td>\n<\/tr>\n
DSP BlackRock Natural Resources And New Energy Fund – Regular – Growth<\/a><\/td>\n+6.97%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\n\n\n\n\n\n\n\n\n\n\n\n
Worst<\/th>\n<\/tr>\n<\/thead>\n
ICICI Prudential US Bluechip Equity Fund – Growth<\/a><\/td>\n-2.38%<\/span><\/td>\n<\/tr>\n
JPMorgan Greater China Equity Off-shore Fund – Regular Plan – Growth Option<\/a><\/td>\n-2.52%<\/span><\/td>\n<\/tr>\n
ICICI Prudential Global Stable Equity Fund – Growth<\/a><\/td>\n-2.53%<\/span><\/td>\n<\/tr>\n
HSBC Global Consumer Opportunities Fund – Growth<\/a><\/td>\n-2.76%<\/span><\/td>\n<\/tr>\n
Kotak Global Emerging Market Fund – Growth<\/a><\/td>\n-2.95%<\/span><\/td>\n<\/tr>\n
Franklin India Feeder – Franklin European Growth Fund – Growth<\/a><\/td>\n-2.97%<\/span><\/td>\n<\/tr>\n
DSP BlackRock World Gold Fund – Regular Plan – Growth<\/a><\/td>\n-9.59%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n

Bond Mutual Funds<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n\n\n
Best<\/th>\n<\/tr>\n<\/thead>\n
IDFC Dynamic Bond Fund -Regular Plan-GROWTH<\/a><\/td>\n+0.92%<\/span><\/td>\n<\/tr>\n
IDFC – SSIF – Investment Plan -Regular Plan- Growth Option<\/a><\/td>\n+0.90%<\/span><\/td>\n<\/tr>\n
IDFC Dynamic Bond Fund – Growth<\/a><\/td>\n+0.90%<\/span><\/td>\n<\/tr>\n
DHFL Pramerica Gilt Fund – Growth<\/a><\/td>\n+0.89%<\/span><\/td>\n<\/tr>\n
HDFC Gilt Fund-Short Term-Growth<\/a><\/td>\n+0.86%<\/span><\/td>\n<\/tr>\n
DHFL Pramerica Inflation Indexed Bond Fund – Regular Plan – Growth<\/a><\/td>\n+0.85%<\/span><\/td>\n<\/tr>\n
Franklin India Govt.Sec. Fund-Long Term Plan – Growth<\/a><\/td>\n+0.82%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\n\n\n\n\n\n\n\n\n\n\n\n
Worst<\/th>\n<\/tr>\n<\/thead>\n
Invesco India Active Income Fund – Growth<\/a><\/td>\n+0.34%<\/span><\/td>\n<\/tr>\n
HDFC Income Fund-Growth<\/a><\/td>\n+0.34%<\/span><\/td>\n<\/tr>\n
IDBI Gilt Fund Growth<\/a><\/td>\n+0.32%<\/span><\/td>\n<\/tr>\n
Sundaram Bond Saver-Growth<\/a><\/td>\n+0.32%<\/span><\/td>\n<\/tr>\n
Invesco India GILT Fund – Long Duration Plan – Growth<\/a><\/td>\n+0.29%<\/span><\/td>\n<\/tr>\n
Birla Sun Life Dynamic Bond Fund-Discipline Advantage Plan-Growth<\/a><\/td>\n+0.28%<\/span><\/td>\n<\/tr>\n
Birla Sun Life Dynamic Bond Fund – Growth – Regular Plan<\/a><\/td>\n+0.28%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n

Institutional flows<\/h3>\n

\"fii-investments-2014-01-01-2016-10-31\"<\/p>\n

\"dii-investments-2014-01-01-2016-10-31\"<\/p>\n

Books I read this month<\/h3>\n

Cable Cowboy: John Malone and the Rise of the Modern Cable Business (Amazon<\/a>, Notes<\/a>)<\/p>\n

The book tells the (unfinished) story of John Malone of TCI and Liberty Media fame. How the cable TV business got started in America, how it ended up being one of the largest private sector investments in infrastructure, the regulatory angles, tax dodging, etc. Interesting read.<\/p>\n

Business Adventures: Twelve Classic Tales from the World of Wall Street (Amazon<\/a>, Notes<\/a>)<\/p>\n

This one feels like the author published his diary. It may have felt profound to him, but there is not much to go on. The first and last stories were interesting. However, the book lacked an internal consistency that would have helped the reader make any sense of the rambling.<\/p>\n

All the Devils Are Here: The Hidden History of the Financial Crisis (Amazon<\/a>)<\/p>\n

The book paints an accurate picture of the subprime crisis that brought down the world’s financial system. How it began, the main actors… basically the people behind the systemic crisis and its evolution. Interesting read for those who are still wondering about how it all happened.<\/p>\n","protected":false},"excerpt":{"rendered":"

Equities Major DAX(DEU) +1.76% CAC(FRA) +2.26% UKX(GBR) +1.40% NKY(JPN) +5.73% SPX(USA) -2.09% MINTs JCI(IDN) +1.03% INMEX(MEX) +1.03% NGSEINDX(NGA) -3.67% XU030(TUR) +2.20% BRICS IBOV(BRA) +9.43% SHCOMP(CHN) +2.84% NIFTY(IND) +0.17% INDEXCF(RUS) +0.19% TOP40(ZAF) -2.46% Commodities Energy Brent Crude Oil +0.77% RBOB Gasoline -1.77% Heating Oil +0.86% Natural Gas +7.60% WTI Crude Oil +0.50% Ethanol +6.33% Metals Gold … <\/p>\n","protected":false},"author":2,"featured_media":2055171,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[9],"tags":[1881],"class_list":["post-2055161","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-your-money","tag-monthly","entry"],"_links":{"self":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2055161","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=2055161"}],"version-history":[{"count":0,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2055161\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media\/2055171"}],"wp:attachment":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media?parent=2055161"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/categories?post=2055161"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/tags?post=2055161"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}