We publish an inventory of shares with low volatility and momentum every month. We offer information for BSE 500 and BSE 100 shares. There at the moment are three completely different screener information obtainable.
(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 additional value!
(3) Historic information from March 2019 to Feb 2022 will probably be based mostly on the Nifty 100. From March 2022 onwards, it is going to be based mostly on BSE 100. That is obtainable as a separate file.
The frequent methodology of filtration: We filter for (1) optimistic 1-year return, (2) optimistic six-month return, (3) worth > 200-day transferring common, (4) 50% of day by day optimistic returns, and (5) lowest volatility.
What’s low-volatility investing? Low volatility investing refers to figuring out shares with low worth 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 danger?
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 solution to filter out shares based mostly on volatility. They like shares which have moved up prior to now (= momentum) with low volatility. One other intently associated thought is to hunt for shares which have stayed near their all-time worth highs.
Warning: Whether or not you select shares with momentum or low volatility, it is very important acknowledge when to promote them. This sort of pattern requires critical ranges of self-discipline and dedication. It is 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. Should you get distracted by the shares’ valuation, ROE, and many others. and hesitate or purchase greater than needed, it is not going to 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!! Resolve 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’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 prior to this’s closing worth, and p2 is at present’s closing worth. Every day return is outlined as (p2-p1)/p1. That is the proportion change in worth. Once we compute these day by day returns’ customary deviation, we assume they fall on a bell curve. I’m afraid that’s not proper. 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’s not a lot distinction for the current case; you possibly can use simply the extraordinary customary deviation.
Why ought to returns fall on a bell curve? If they don’t, then the “common” and “customary deviation” are meaningless!!
How do I exploit this screener?
You need to use it in a number of methods. Listed below are some recommendations.
Please observe: All 5 filters will probably be enabled once 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 customary deviation
- Select shares with the bottom volatility.
- Optionally, you’ll be able to take into account shares with worth momentum within the final six months, 12 months or longer.
To display for momentum shares:
- Take away shares with detrimental six months AND 1Y returns.
- Take away shares with 50% or decrease optimistic day by day returns.
- Take away shares with a present worth 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).
Be aware: Frequent buying and selling could also be needed for each approaches. If the inventory doesn’t meet the above standards in subsequent month’s screener, it’s possible you’ll must promote it in full and substitute it with one other, no matter tax. However, this will likely additionally not be needed in the event you imagine within the fundamentals of the underlying enterprise. This name is totally as much as the person.
Get the inventory lists!
Phrases and situations
- In order for you information for BSE 100 alone, the fee is Rs. 111.
- In order for you information for BSE 500 alone, the fee is Rs. 300. NEW: Historic information from April 2023 is offered at no additional value!
- In order for you month-to-month historic information for the High 100 shares: March 2019 to the present month, the worth is Rs. 500. This can assist you to spot constantly low risky shares.
- This buy presents unique reductions on our two programs: The right way to Get Folks to Pay for 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 comprises no purchase or promote suggestions and solely has information derived from worth info.
- Sufficient care and energy have been put in to weed out errors; nevertheless, I can’t assure that the sheet is error-free.
- The customer must analysis utilizing the data within the spreadsheet and develop their technique. No suggestions or help are included within the sheet and won’t be offered individually.
- We is not going to present any additional assist or help in utilizing the sheet.
- We’re not answerable for your capital losses or features 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 newest BSE 500 momentum low volatility screener. After buy, you’ll 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 through this PayPal hyperlink (6 USD). Ship a mail to freefincal at Gmail dot com for help.
[2] In order for you the High 100 historic information of qualifying shares from March 2019 to the present month, Click on right here to pay Rs. 500 and obtain the newest High 100 momentum low volatility screener with historic information. After buy, you’ll 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 through 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, Click on right here to pay Rs. 111 and obtain the newest BSE 100 momentum low volatility screener. After buy, you’ll 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 through this PayPal hyperlink (3 USD). Ship a mail to freefincal at Gmail dot com for help.
You conform to the phrases within the necessary info part above by clicking. Don’t forget to obtain the sheet after you pay (you’re going to get an e mail with a obtain hyperlink after fee)!!
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