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 massive 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 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) value > 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 value 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 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 embody a strategy to filter out shares based mostly on volatility. They like shares which have moved up previously (= momentum) with low volatility. One other intently 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 pattern following requires critical ranges of self-discipline and dedication. You need to be capable 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 essential, 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 offer extra precedence to – low volatility or momentum. The usual previous efficiency shouldn’t be 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 the day prior to this’s closing value, and p2 is immediately’s closing value. Day by day return is outlined as (p2-p1)/p1. That is the proportion change in value. After we compute these day by day returns’ commonplace deviation, we assume they fall on a bell curve. That is fallacious. The following 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. 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 might use simply the unusual commonplace deviation.
Why ought to returns fall on a bell curve? If they don’t, then the “common” and “commonplace deviation” are meaningless!!
Find out how to use this screener?
You should use it in a number of methods. Listed below are some recommendations.
Please be aware: All 5 filters might be enabled once you open the file. You possibly can reset them and use any filter that you simply like.
To display for low-volatility shares:
- Kind by an rising commonplace deviation
- Select shares with the bottom volatility.
- Optionally you possibly can think about shares with value momentum within the final six months, 12 months or longer.
To display for momentum shares:
- Take away shares with adverse six months AND 1Y returns.
- Take away shares with 50% or decrease optimistic day by 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 essential 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
- If you would like information for BSE 100 alone, the fee is Rs. 111.
- If you would like information for BSE 500 alone, the fee is Rs. 300.
- If you would like month-to-month historic information for the High 100 shares: March 2019 to the present month, the value is Rs. 500. This may show you how to spot constantly low risky shares.
- This buy offers you unique reductions on the 2 programs we run: Find out how to get folks to pay on 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’t assure the identical.
- The file comprises no purchase or promote suggestions and solely has information derived from value data.
- 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 should analysis utilizing the data 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 accountable for your capital losses or good points 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 may 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] If you would like 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 may 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] 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 may 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.
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