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 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
(3) Historic information from March 2019 to Feb 2022 shall be based mostly on the Nifty 100. From March 2022 onwards, it will likely be based mostly on BSE 100. That is obtainable as a separate file.
The widespread 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 every 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? Increased 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 embody a technique to filter out shares based mostly on volatility. They like shares which have moved up up 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, you will need to acknowledge when to promote them. This sort of pattern following requires critical ranges of self-discipline and dedication. It is best to have the ability to 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 needed, it won’t work. Please don’t blindly use this record to purchase and litter 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 isn’t 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 publish to get an introduction to momentum investing.
Low Volatility Investing in India
Suppose p1 is yesterday’s closing worth, and p2 is right this moment’s closing worth. Every day return is outlined as (p2-p1)/p1. That is the share change in worth. Once we compute these every day returns’ commonplace deviation, we assume they fall on a bell curve. That is unsuitable. 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. Nevertheless, this can be a nearer approximation. So, the usual deviation of log returns is used for creating low volatility indices. Nevertheless, there may be not a lot distinction for the current case; you would use simply the atypical 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 which means!!
use this screener?
You should use it in a number of methods. Listed below are some ideas.
Please word: All 5 filters shall be enabled while you open the file. You possibly can reset them and use any filter that you simply like.
To display screen for low-volatility shares:
- Type by an growing commonplace deviation
- Select shares with the bottom volatility.
- Optionally you may take into account shares with worth momentum within the final six months, 12 months or longer.
To display screen for momentum shares:
- Take away shares with destructive six months AND 1Y returns.
- Take away shares with 50% or decrease optimistic every day returns.
- Take away shares with a present worth decrease than the final 200-day common.
- Type remaining shares by growing 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 needed 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 change it with one other no matter tax.
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.
- In order for you month-to-month historic information for the High 100 shares: March 2019 to the present month, the value is Rs. 500. This can allow you to spot persistently low unstable shares.
- This buy offers you unique reductions on the 2 programs we run: get individuals to pay in your expertise (aka earn from expertise) 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 not assure the identical.
- The file doesn’t include 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; nonetheless, I can not assure that the sheet is freed from error.
- The client 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 won’t present any additional assist or help in utilizing the sheet.
- We aren’t answerable for your capital losses or positive aspects 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. Dwelling outdoors India? You possibly can 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 most recent High 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. Dwelling outdoors India? You possibly can 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 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 possibly can 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 essential 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 fee)!!
Do share this text with your folks utilizing the buttons beneath.
🔥Take pleasure in large year-end reductions on our programs and robo-advisory instrument! 🔥
Use our Robo-advisory Excel Instrument for a start-to-finish monetary plan! ⇐ Greater than 1000 traders and advisors use this!
- Observe us on Google Information.
- Do you’ve gotten a remark in regards to the above article? Attain out to us on Twitter: @freefincal or @pattufreefincal
- Be part of our YouTube Group and discover greater than 1000 movies!
- Have a query? Subscribe to our publication with this manner.
- Hit ‘reply’ to any electronic mail from us! We don’t supply customized funding recommendation. We are able to write an in depth article with out mentioning your title you probably have a generic query.
Discover the positioning! Search amongst our 2000+ articles for data and perception!
About The Writer
Dr M. Pattabiraman(PhD) is the founder, managing editor and first creator of freefincal. He’s an affiliate professor on the Indian Institute of Know-how, Madras. He has over 9 years of expertise publishing information evaluation, analysis and monetary product growth. Join with him through Twitter or Linkedin or YouTube. Pattabiraman has co-authored three print books: (1) You will be wealthy too with goal-based investing (CNBC TV18) for DIY traders. (2) Gamechanger for younger earners. (3) Chinchu Will get a Superpower! for youths. He has additionally written seven different free e-books on varied cash administration matters. He’s a patron and co-founder of “Payment-only India,” an organisation for selling unbiased, commission-free funding recommendation.
Our flagship course! Study to handle your portfolio like a professional to attain your targets no matter market situations! ⇐ Greater than 3000 traders and advisors are a part of our unique neighborhood! Get readability on methods to plan in your targets and obtain the required corpus it doesn’t matter what the market situation is!! Watch the primary lecture free of charge! One-time fee! No recurring charges! Life-long entry to movies! Cut back worry, uncertainty and doubt whereas investing! Discover ways to plan in your targets earlier than and after retirement with confidence.
Our new course! Improve your revenue by getting individuals to pay in your expertise! ⇐ Greater than 700 salaried workers, entrepreneurs and monetary advisors are a part of our unique neighborhood! Discover ways to get individuals to pay in your expertise! Whether or not you’re a skilled or small enterprise proprietor who desires extra shoppers through on-line visibility or a salaried individual wanting a aspect revenue or passive revenue, we are going to present you methods to obtain this by showcasing your expertise and constructing a neighborhood that trusts you and pays you! (watch 1st lecture free of charge). One-time fee! No recurring charges! Life-long entry to movies!
Our new e book for youths: “Chinchu will get a superpower!” is now obtainable!
Most investor issues will be traced to an absence of knowledgeable decision-making. We have all made dangerous selections and cash errors after we began incomes and spent years undoing these errors. Why ought to our kids undergo the identical ache? What is that this e book about? As dad and mom, what would it not be if we needed to groom one means in our kids that’s key not solely to cash administration and investing however to any facet of life? My reply: Sound Determination Making. So on this e book, we meet Chinchu, who’s about to show 10. What he desires for his birthday and the way his dad and mom plan for it and educate him a number of key concepts of choice making and cash administration is the narrative. What readers say!
Should-read e book even for adults! That is one thing that each dad or mum ought to educate their children proper from their younger age. The significance of cash administration and choice making based mostly on their desires and wishes. Very properly written in easy phrases. – Arun.
Purchase the e book: Chinchu will get a superpower in your youngster!
revenue from content material writing: Our new book for these eager about getting aspect revenue through content material writing. It’s obtainable at a 50% low cost for Rs. 500 solely!
Wish to verify if the market is overvalued or undervalued? Use our market valuation instrument (it can work with any index!), otherwise you purchase the brand new Tactical Purchase/Promote timing instrument!
We publish month-to-month mutual fund screeners and momentum, low volatility inventory screeners.
About freefincal & its content material coverage Freefincal is a Information Media Group devoted to offering authentic evaluation, experiences, opinions and insights on mutual funds, shares, investing, retirement and private finance developments. We accomplish that with out battle of curiosity and bias. Observe us on Google Information. Freefincal serves greater than three million readers a 12 months (5 million web page views) with articles based mostly solely on factual data and detailed evaluation by its authors. All statements made shall be verified from credible and educated sources earlier than publication. Freefincal doesn’t publish any paid articles, promotions, PR, satire or opinions with out information. All opinions introduced will solely be inferences backed by verifiable, reproducible proof/information. Contact data: letters {at} freefincal {dot} com (sponsored posts or paid collaborations won’t be entertained)
Join with us on social media
Our publications
You Can Be Wealthy Too with Aim-Based mostly Investing
Printed by CNBC TV18, this e book is supposed that will help you ask the appropriate questions and search the right solutions, and because it comes with 9 on-line calculators, you can even create customized options in your way of life! Get it now.
Gamechanger: Overlook Startups, Be part of Company & Nonetheless Dwell the Wealthy Life You Need
This e book is supposed for younger earners to get their fundamentals proper from day one! It is going to additionally allow you to journey to unique locations at a low value! Get it or present it to a younger earner.
Your Final Information to Journey
That is an in-depth dive evaluation into trip planning, discovering low cost flights, funds lodging, what to do when travelling, and the way travelling slowly is healthier financially and psychologically with hyperlinks to the online pages and hand-holding at each step. Get the pdf for Rs 300 (immediate obtain)