We publish a listing 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 totally different screener recordsdata accessible.
(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 information from March 2019 to Feb 2022 might be based mostly on the Nifty 100. From March 2022 onwards, it will likely be based mostly on BSE 100. That is accessible as a separate file.
The widespread technique of filtration: We filter for (1) constructive 1-year return, (2) constructive six-month return, (3) worth > 200-day transferring common, (4) 50% of day by day constructive 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 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 approach 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 concept 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 type of pattern following requires severe 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 not has sufficient momentum and/or low volatility. If you happen to get distracted by the shares’ valuation, ROE, and many others. and hesitate or purchase greater than crucial, it is not going to work. Please don’t blindly use this listing to purchase and litter your portfolio. This listing will evolve in technique with time. So be ready for this. Do your analysis about momentum and low-volatility investing!! Resolve which to present extra precedence to – low volatility or momentum. The usual previous efficiency is just not consultant of future efficiency disclaimer applies right here. No technique will work on a regular basis!
Momentum Investing in India
You may watch this video model of the above-linked put up to get an introduction to momentum investing.
Low Volatility Investing in India
Suppose p1 is the day before today’s closing worth, and p2 is right this moment’s closing worth. Each day return is outlined as (p2-p1)/p1. That is the proportion change in worth. Once we compute these day by day returns’ commonplace deviation, we assume they fall on a bell curve. That is incorrect. The subsequent 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 possibly can use simply the bizarre commonplace deviation.
Why ought to returns fall on a bell curve? If they don’t, then the “common” and “commonplace deviation” don’t have any that means!!
The right way to use this screener?
You should utilize it in a number of methods. Listed below are some ideas.
Please observe: All 5 filters might be enabled if you open the file. You may reset them and use any filter that you simply like.
To display screen for low-volatility shares:
- Kind by an rising commonplace deviation
- Select shares with the bottom volatility.
- Optionally you possibly can contemplate shares with worth momentum within the final six months, 12 months or longer.
To display screen for momentum shares:
- Take away shares with adverse six months AND 1Y returns.
- Take away shares with 50% or decrease constructive day by day returns.
- Take away shares with a present worth 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).
Notice: Frequent buying and selling could also be crucial 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 situations
- If you would like information for BSE 100 alone, the price is Rs. 111.
- If you would like information for BSE 500 alone, the price is Rs. 300.
- If you would like month-to-month historic information for the Prime 100 shares: March 2019 to the present month, the value is Rs. 500. This can enable you spot persistently low risky shares.
- This buy provides you unique reductions on the 2 programs we run: The right way to get individuals to pay in 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 not assure the identical.
- The file doesn’t comprise any purchase or promote suggestions and solely has information derived from worth data.
- Sufficient care and energy have been put in to weed out errors; nevertheless, I can not assure that the sheet is freed from error.
- 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 aren’t chargeable for your capital losses or beneficial properties from utilizing this sheet.
[1] If you would like 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 exterior India? You may pay by way of this Paypal hyperlink (6 USD). Ship a mail to freefincal at Gmail dot com for help.
[2] If you would like 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 newest Prime 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 exterior India? You may pay by way of this Paypal hyperlink (9 USD). Ship a mail to freefincal at Gmail dot com for help.
[3] If you would like BSE 100 qualifying shares alone: 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 exterior India? You may 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 necessary data part above by clicking. Don’t forget to obtain the sheet after you pay (you’ll get an electronic mail with a obtain hyperlink after cost)!!
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