We publish a listing 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 accessible.
(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. NEW: Historic information from April 2023 is accessible at no further price!
(3) Historic information from March 2019 to Feb 2022 will probably be based mostly on the Nifty 100. From March 2022 onwards, will probably be based mostly on BSE 100. That is accessible as a separate file.
The widespread technique 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 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 embody a option 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 worth 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 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 record to purchase and muddle your portfolio. This record will evolve in technique 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 technique 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 the day prior to this’s closing worth, and p2 is at this time’s closing worth. Each day return is outlined as (p2-p1)/p1. That is the share change in worth. After we compute these each day returns’ commonplace deviation, we assume they fall on a bell curve. I’m afraid that’s not proper. 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. Nevertheless, it is a nearer approximation. So, the usual deviation of log returns is used for creating low volatility indices. Nevertheless, there’s not a lot distinction for the current case; you possibly can use simply the odd commonplace deviation.
Why ought to returns fall on a bell curve? If they don’t, then the “common” and “commonplace deviation” are meaningless!!
How do I exploit this screener?
You need to use it in a number of methods. Listed below are some solutions.
Please be aware: All 5 filters will probably be enabled if you open the file. You possibly can reset them and use any filter that you just like.
To display screen for low-volatility shares:
- Type by an rising commonplace 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 screen for momentum shares:
- Take away shares with detrimental six months AND 1Y returns.
- Take away shares with 50% or decrease optimistic each 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).
Word: Frequent buying and selling could also be crucial for each approaches. If the inventory doesn’t meet the above standards in subsequent month’s screener, you might must promote it in full and substitute it with one other, no matter tax. However, this will additionally not be crucial should you imagine within the fundamentals of the underlying enterprise. This name is completely as much as the consumer.
Get the inventory lists!
Phrases and circumstances
- If you’d like information for BSE 100 alone, the price is Rs. 111.
- If you’d like information for BSE 500 alone, the price is Rs. 300. NEW: Historic information from April 2023 is accessible at no further price!
- If you’d like month-to-month historic information for the High 100 shares: March 2019 to the present month, the worth is Rs. 500. It will make it easier to spot constantly low unstable shares.
- This buy affords unique reductions on our two programs: How you can Get Individuals to Pay for 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 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 not 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 aren’t answerable for your capital losses or features from utilizing this sheet.
[1] If you’d like 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’ll be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Dwelling exterior 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’d 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 most recent 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 exterior 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’d like BSE 100 qualifying shares, Click on right here to pay Rs. 111 and obtain the most recent 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 possibly can 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 essential info part above by clicking. Don’t forget to obtain the sheet after you pay (you’ll get an e-mail with a obtain hyperlink after cost)!!
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