We publish an inventory of shares with low volatility and momentum every month. We offer knowledge for BSE 500 and BSE 100 shares. There at the moment are three completely different screener information out there.
(1) Shares with low volatility and momentum from the BSE 100 giant cap universe can be found as a separate file
(2) Shares with low volatility and momentum from the BSE 500 universe can be found as a separate file
(3) Historic knowledge from March 2019 to Feb 2022 will probably be based mostly on the Nifty 100. From March 2022 onwards, it will likely be based mostly on BSE 100. That is out there as a separate file.
The frequent methodology of filtration: We filter for (1) optimistic 1-year return, (2) optimistic six-month return, (3) value > 200-day transferring common, (4) 50% of each day optimistic returns, and (5) lowest volatility.
What’s low-volatility investing? Low volatility investing refers to figuring out shares with low value fluctuations and investing in them. Once more that is based mostly on previous proof: Low volatility inventory investing: Does it work? Greater returns at decrease threat?
What’s momentum investing? Investing in shares which have elevated significantly over the previous 6-12 months, hoping the development will proceed (for a brief interval). Related knowledge and hyperlinks for the Indian and US markets are mentioned right here: Momentum Inventory Investing in India: Does it work?
There’s a shut connection between momentum investing and low volatility. Most momentum stock-picking methods additionally embody a approach to filter out shares based mostly on volatility. They like shares which have moved up previously (= momentum) with low volatility. One other carefully associated thought is to hunt for shares which have stayed near their all-time value highs.
Warning: Whether or not you select shares with momentum or low volatility, you will need to acknowledge when to promote them. This type of development following requires severe ranges of self-discipline and dedication. You must be capable of purchase a inventory with out query and promote it with out query in a brief interval if it now not has sufficient momentum and/or low volatility. For those who get distracted by the shares’ valuation, ROE, and many others. and hesitate or purchase greater than vital, it won’t work. Please don’t blindly use this record to purchase and muddle your portfolio. This record will evolve in methodology with time. So be ready for this. Do your analysis about momentum and low-volatility investing!! Determine which to offer extra precedence to – low volatility or momentum. The usual previous efficiency is just not consultant of future efficiency disclaimer applies right here. No methodology will work on a regular basis!
Momentum Investing in India
You’ll be able to watch this video model of the above-linked publish to get an introduction to momentum investing.
Low Volatility Investing in India
Suppose p1 is the day before today’s closing value, and p2 is at the moment’s closing value. Every day return is outlined as (p2-p1)/p1. That is the share change in value. After we compute these each day returns’ commonplace deviation, we assume they fall on a bell curve. That is improper. The subsequent higher step could be to imagine that the log return outlined as log (p2) – log(p1) falls on a bell curve.
That is additionally not an correct approximation as market returns are fractal in nature. Nonetheless, this can be a nearer approximation. So, the usual deviation of log returns is used for creating low volatility indices. Nonetheless, there may be not a lot distinction for the current case; you may use simply the odd commonplace deviation.
Why ought to returns fall on a bell curve? If they don’t, then the “common” and “commonplace deviation” haven’t any that means!!
The best way to use this screener?
You should use it in a number of methods. Listed here are some ideas.
Please observe: All 5 filters will probably be enabled whenever you open the file. You’ll be able to reset them and use any filter that you simply like.
To display for low-volatility shares:
- Type by an rising commonplace deviation
- Select shares with the bottom volatility.
- Optionally you’ll be able to take into account shares with value momentum within the final six months, 12 months or longer.
To display for momentum shares:
- Take away shares with unfavorable six months AND 1Y returns.
- Take away shares with 50% or decrease optimistic each day returns.
- Take away shares with a present value decrease than the final 200-day common.
- Type remaining shares by rising the usual deviation.
- Select shares with low volatility and excessive momentum (excessive 6-month or 1Y returns).
Word: Frequent buying and selling could also be vital for each approaches. If the inventory doesn’t meet the above standards within the subsequent month’s screener, you’ll have to promote in full and substitute it with one other no matter tax.
Get the inventory lists!
Phrases and circumstances
- If you need knowledge for BSE 100 alone, the associated fee is Rs. 111.
- If you need knowledge for BSE 500 alone, the associated fee is Rs. 300.
- If you need month-to-month historic knowledge for the Prime 100 shares: March 2019 to the present month, the value is Rs. 500. It will assist you to spot constantly low risky shares.
- This buy offers you unique reductions on the 2 programs we run: The best way to get folks to pay to your abilities (aka earn from abilities) and the lectures on goal-based portfolio administration.
- Whereas we’ll do our greatest to publish up to date screener sheets every month, we can’t assure the identical.
- The file doesn’t include any purchase or promote suggestions and solely has knowledge derived from value info.
- Sufficient care and energy have been put in to weed out errors; nevertheless, I can’t assure that the sheet is freed from error.
- The client should analysis utilizing the knowledge within the spreadsheet and develop their technique. No suggestions or help are included within the sheet and won’t be offered individually.
- We won’t present any additional assist or help in utilizing the sheet.
- We’re not chargeable for your capital losses or good points from utilizing this sheet.
[1] If you need BSE 500 qualifying shares for the present month: Click on right here to pay Rs. 300 and obtain the most recent BSE 500 momentum low volatility screener. After buy, you can be directed to a google drive hyperlink with the sheet. Please obtain the sheet to make use of it. Dwelling outdoors India? You’ll be able to pay by way of this Paypal hyperlink (6 USD). Ship a mail to freefincal at Gmail dot com for help.
[2] If you need the Prime 100 historic knowledge of qualifying shares from March 2019 to the present month: Click on right here to pay Rs. 500 and obtain the most recent Prime 100 momentum low volatility screener with historic knowledge. After buy, you can be directed to a google drive hyperlink with the sheet. Please obtain the sheet to make use of it. Dwelling outdoors India? You’ll be able to pay by way of this Paypal hyperlink (9 USD). Ship a mail to freefincal at Gmail dot com for help.
[3] If you need BSE 100 qualifying shares alone: Click on right here to pay Rs. 111 and obtain the most recent BSE 100 momentum low volatility screener. After buy, you can be directed to a google drive hyperlink with the sheet. Please obtain the sheet to make use of it. Dwelling outdoors India? You’ll be able to pay by way of this Paypal hyperlink (3 USD). Ship a mail to freefincal at Gmail dot com for help.
You comply with the phrases within the vital info part above by clicking. Don’t forget to obtain the sheet after you pay (you’ll get an e-mail with a obtain hyperlink after cost)!!
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