Tuesday, August 2, 2022
HomeMutual FundShares with low volatility and momentum for AUG 2022

Shares with low volatility and momentum for AUG 2022


We publish a listing of shares with low volatility and momentum every month. We offer knowledge for BSE 500 and BSE 100 shares.  There at the moment are three totally different screener recordsdata out there.

(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 knowledge from March 2019 to Feb 2022 can be primarily based on the Nifty 100. From March 2022 onwards, it is going to be primarily based on BSE 100. That is out there 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 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 worth fluctuations and investing in them. Once more that is primarily based 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 development will proceed (for a brief interval). Related knowledge 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. In actual fact, most momentum stock-picking methods additionally embody a solution to filter out shares primarily based 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, you will need to acknowledge when to promote the shares. This sort of development 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 time period if it now not has sufficient momentum and/or low volatility. In case you get distracted by the shares’ valuation, ROE, and so forth. and hesitate or purchase greater than crucial, 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 individual analysis about momentum and low volatility investing!! Determine which to present extra precedence to – low volatility or momentum. The usual previous efficiency will not be consultant of future efficiency disclaimer applies right here. No methodology will work on a regular basis!

Momentum Investing in India

You may 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 past’s closing worth, and p2 is at this time’s closing worth. Every day return is outlined as (p2-p1)/p1. That is the share change in worth. Once we compute these each day returns’ commonplace deviation, we assume that they fall on a bell curve. That is mistaken. 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, it is a nearer approximation. So, the usual deviation of log returns is used for creating low volatility indices. Nevertheless, there may be not a lot of a distinction for the current case, and you may use simply the odd commonplace deviation.

Why ought to returns fall on a bell curve? If they don’t, then each the “common” and “commonplace deviation” haven’t any which means!!

Methods to use this screener?

You should use it in a number of methods. Listed below are some recommendations.

 

Please word: All 5 filters can be enabled whenever you open the file. You may reset them and use any filter that you just like.

To display screen for low volatility shares:

  1. Kind by an growing commonplace deviation
  2. Select shares with the bottom volatility.
  3. Optionally you possibly can think about shares with worth momentum within the final six months, 12 months or longer.

To display screen for momentum shares:

  1. Take away shares with damaging six months AND 1Y returns.
  2. Take away shares with 50% or decrease optimistic each day returns.
  3. Take away shares with a present worth decrease than the final 200-day common.
  4. Kind remaining shares by growing the usual deviation.
  5. Select shares with low volatility and excessive momentum (excessive 6-month or 1Y returns).

Observe: 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 exchange it with one other no matter tax.

Get the inventory lists!

Phrases and circumstances

  1. In order for you Aug 2022 knowledge for BSE 100 alone, the associated fee is Rs. 111.
  2. In order for you Aug 2022 knowledge for BSE 500 alone, the associated fee is Rs. 300.
  3. In order for you month-to-month historic knowledge for Prime 100 shares: March 2019 to Aug 2022, the worth is  Rs. 500. This can enable you spot constantly low risky shares.
  4. This buy offers you entry to unique reductions on the 2 programs we run:  Methods to get individuals to pay to your expertise (aka earn from expertise) and the lectures on goal-based portfolio administration.
  5. Whereas we are going to do our greatest to publish up to date screener sheets every month, we can not assure the identical.
  6. The file doesn’t include any purchase or promote suggestions and solely has knowledge derived from worth data.
  7. Sufficient care and energy have been put in to weed out errors; nevertheless, I can not assure that the sheet is freed from error.
  8. The client should analysis utilizing the data within the spreadsheet and develop their very own technique. No suggestions or help is included within the sheet and won’t be offered individually.
  9. We won’t present any additional assist or help in utilizing the sheet.
  10. We aren’t in any means answerable for your capital losses or good points arising from utilizing this sheet.

[1] In order for you BSE 500 qualifying shares for August 2022: 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. Residing exterior India? You may pay through this Paypal hyperlink (6 USD). Ship a mail to freefincal at Gmail dot com for help.

[2] In order for you Prime 100 historic knowledge of qualifying shares from March 2019 to August 2022: Click on right here to pay Rs. 500 and obtain the newest Prime 100 momentum low volatility screener with historic knowledge. After buy, you’ll be directed to a google drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing exterior India? You may 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 August 2022 qualifying shares alone: Click on right here to pay Rs. 111 and obtain the newest BSE 100 momentum low volatility screenerAfter buy, you’ll be directed to a google drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing exterior India? You may pay through 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’re going to get an e-mail with a obtain hyperlink after fee)!!

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Pattabiraman editor freefincalDr M. Pattabiraman(PhD) is the founder, managing editor and first writer 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 could be wealthy too with goal-based investing (CNBC TV18) for DIY buyers. (2) Gamechanger for younger earners. (3) Chinchu Will get a Superpower! for youths. He has additionally written seven different free e-books on numerous cash administration subjects. He’s a patron and co-founder of “Charge-only India,” an organisation for selling unbiased, commission-free funding recommendation.


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We publish mutual fund screeners and momentum, low volatility inventory screeners each month.


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