We publish an inventory of shares with low volatility and momentum every month. We offer knowledge for BSE 500 and BSE 100 shares. There are actually three totally 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. NEW: Historic knowledge from April 2023 is obtainable at no additional price!
(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 obtainable as a separate file.
The frequent technique of filtration: We filter for (1) optimistic 1-year return, (2) optimistic six-month return, (3) worth > 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 worth fluctuations and investing in them. Once more, that is primarily based on previous proof: Low volatility inventory investing: Does it work? Larger returns at decrease threat?
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. Most momentum stock-picking methods additionally embrace a strategy to filter out shares primarily based on volatility. They like shares which have moved up up to now (= momentum) with low volatility. One other carefully 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, it is very important acknowledge when to promote them. This type of development requires critical ranges of self-discipline and dedication. It’s best 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. In case you get distracted by the shares’ valuation, ROE, and so on. and hesitate or purchase greater than needed, 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 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 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 now’s closing worth. Every day return is outlined as (p2-p1)/p1. That is the share change in worth. Once we compute these day by day returns’ customary 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. 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 extraordinary customary deviation.
Why ought to returns fall on a bell curve? If they don’t, then the “common” and “customary 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 notice: All 5 filters can be enabled if you open the file. You may reset them and use any filter that you just like.
To display for low-volatility shares:
- Kind by an growing customary 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 for momentum shares:
- Take away shares with destructive six months AND 1Y returns.
- Take away shares with 50% or decrease optimistic day by day returns.
- Take away shares with a present worth decrease than the final 200-day common.
- Kind 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 in subsequent month’s screener, it’s possible you’ll must promote it in full and substitute it with one other, no matter tax. Alternatively, this will additionally not be needed in the event you consider within the fundamentals of the underlying enterprise. This name is fully as much as the person.
Get the inventory lists!
Phrases and circumstances
- If you need knowledge for BSE 100 alone, the fee is Rs. 111.
- If you need knowledge for BSE 500 alone, the fee is Rs. 300. NEW: Historic knowledge from April 2023 is obtainable at no additional price!
- If you need month-to-month historic knowledge for the Prime 100 shares: March 2019 to the present month, the worth is Rs. 500. This may assist you to spot constantly low risky shares.
- This buy presents unique reductions on our two programs: How one can Get Individuals to Pay for 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 comprises no purchase or promote suggestions and solely has knowledge derived from worth info.
- Sufficient care and energy have been put in to weed out errors; nonetheless, I can not assure that the sheet is error-free.
- The client 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 offered individually.
- We is not going to present any additional assist or help in utilizing the sheet.
- We’re not accountable for your capital losses or positive factors from utilizing this sheet.
[1] If you need 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 can be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing outdoors 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 need the Prime 100 historic knowledge 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 knowledge. After buy, you can be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing outdoors 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 need BSE 100 qualifying shares, Click on right here to pay Rs. 111 and obtain the newest 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. Residing outdoors 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 info part above by clicking. Don’t forget to obtain the sheet after you pay (you’re going to get an electronic mail with a obtain hyperlink after cost)!!
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