We publish an inventory of shares with low volatility and momentum every month. We offer information for BSE 500 and BSE 100 shares. There are actually three totally different screener recordsdata 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. NEW: historic information from April 2023 is offered at no further value!
(3) Historic information from March 2019 to Feb 2022 will probably be based mostly on the Nifty 100. From March 2022 onwards, will probably be based mostly on BSE 100. That is out there as a separate file.
The widespread methodology of filtration: We filter for (1) optimistic 1-year return, (2) optimistic six-month return, (3) value > 200-day shifting 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? Larger returns at decrease threat?
What’s momentum investing? Investing in shares which have elevated significantly over the previous 6-12 months, hoping the pattern will proceed (for a brief interval). Related information 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 embrace a technique 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, it is very important acknowledge when to promote them. This type of pattern following requires critical ranges of self-discipline and dedication. It’s best to 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. If you happen to get distracted by the shares’ valuation, ROE, and so on. and hesitate or purchase greater than vital, it is not going to work. Please don’t blindly use this listing to purchase and litter your portfolio. This listing will evolve in methodology with time. So be ready for this. Do your analysis about momentum and low-volatility investing!! Determine which to provide 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 possibly can watch this video model of the above-linked submit to get an introduction to momentum investing.
Low Volatility Investing in India
Suppose p1 is yesterday’s closing value, and p2 is immediately’s closing value. Day by day return is outlined as (p2-p1)/p1. That is the share change in value. After we compute these each day returns’ customary deviation, we assume they fall on a bell curve. That is improper. The following higher step can 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’s not a lot distinction for the current case; you might use simply the bizarre customary deviation.
Why ought to returns fall on a bell curve? If they don’t, then the “common” and “customary deviation” are meaningless!!
Easy methods to use this screener?
You should use it in a number of methods. Listed below are some ideas.
Please observe: All 5 filters will probably be enabled whenever you open the file. You possibly can reset them and use any filter that you simply like.
To display screen for low-volatility shares:
- Kind by an rising customary deviation
- Select shares with the bottom volatility.
- Optionally you may think about shares with value momentum within the final six months, 12 months or longer.
To display screen 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.
- Kind 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 could have to promote in full and exchange it with one other no matter tax. However, this will likely additionally not be vital should you consider within the fundamentals of the underlying enterprise. This name is fully as much as the consumer.
Get the inventory lists!
Phrases and situations
- In order for you information for BSE 100 alone, the price is Rs. 111.
- In order for you information for BSE 500 alone, the price is Rs. 300. NEW: Final three months’ screener historical past is offered at no further value!
- In order for you month-to-month historic information for the Prime 100 shares: March 2019 to the present month, the value is Rs. 500. This can aid you spot constantly low risky shares.
- This buy offers you unique reductions on the 2 programs we run: Easy methods to get individuals to Pay to your abilities (aka Earn from Abilities) and the lectures on goal-based portfolio administration.
- Whereas we are going to do our greatest to publish up to date screener sheets every month, we can’t assure the identical.
- The file accommodates no purchase or promote suggestions and solely has information derived from value info.
- Sufficient care and energy have been put in to weed out errors; nonetheless, I can’t assure that the sheet is error-free.
- The customer must analysis utilizing the knowledge within the spreadsheet and develop their technique. No suggestions or help are included within the sheet and won’t be supplied individually.
- We is not going to present any additional assist or help in utilizing the sheet.
- We’re not liable for your capital losses or good points from utilizing this sheet.
[1] In order for you 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. Residing outdoors India? You possibly can pay by way of this Paypal hyperlink (6 USD). Ship a mail to freefincal at Gmail dot com for help.
[2] In order for you the Prime 100 historic information 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 information. After buy, you can be directed to a google drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing outdoors India? You possibly can pay by way of this Paypal hyperlink (9 USD). Ship a mail to freefincal at Gmail dot com for help.
[3] In order for you 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. Residing outdoors India? You possibly can 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 fee)!!
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