We publish an inventory 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 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 knowledge from March 2019 to Feb 2022 will probably 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) constructive 1-year return, (2) constructive six-month return, (3) worth > 200-day shifting common, (4) 50% of every day constructive 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. Most momentum stock-picking methods additionally embody a technique to filter out shares primarily based 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 sort of development following requires severe ranges of self-discipline and dedication. You must have the ability to purchase a inventory with out query and promote it with out query in a brief interval if it now not has sufficient momentum and/or low volatility. In the event you get distracted by the shares’ valuation, ROE, and many others. and hesitate or purchase greater than vital, it won’t 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 provide extra precedence to – low volatility or momentum. The usual previous efficiency just isn’t consultant of future efficiency disclaimer applies right here. No technique will work on a regular basis!
Momentum Investing in India
You’ll be able to 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 in the present day’s closing worth. Each day return is outlined as (p2-p1)/p1. That is the share change in worth. After we compute these every day returns’ normal deviation, we assume they fall on a bell curve. That is unsuitable. 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 may be not a lot distinction for the current case; you possibly can use simply the odd normal deviation.
Why ought to returns fall on a bell curve? If they don’t, then the “common” and “normal deviation” are meaningless!!
How you can use this screener?
You should utilize it in a number of methods. Listed below are some recommendations.
Please observe: All 5 filters will probably be enabled while you open the file. You’ll be able to reset them and use any filter that you simply like.
To display screen for low-volatility shares:
- Kind by an growing normal deviation
- Select shares with the bottom volatility.
- Optionally you possibly can contemplate shares with worth momentum within the final six months, 12 months or longer.
To display screen for momentum shares:
- Take away shares with unfavorable six months AND 1Y returns.
- Take away shares with 50% or decrease constructive every 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).
Observe: Frequent buying and selling could also be vital for each approaches. If the inventory doesn’t meet the above standards within the subsequent month’s screener, you could must promote in full and change it with one other no matter tax. Then again, this will additionally not be vital for those who consider within the fundamentals of the underlying enterprise. This name is solely as much as the person.
Get the inventory lists!
Phrases and circumstances
- If you would like knowledge for BSE 100 alone, the price is Rs. 111.
- If you would like knowledge for BSE 500 alone, the price is Rs. 300.
- If you would like month-to-month historic knowledge for the Prime 100 shares: March 2019 to the present month, the worth is Rs. 500. This can allow you to spot persistently low unstable shares.
- This buy provides you unique reductions on the 2 programs we run: How you can get folks to pay in your abilities (aka earn from abilities) 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 incorporates 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 won’t present any additional assist or help in utilizing the sheet.
- We’re not answerable for your capital losses or features 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’ll be able to 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 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 may be directed to a google drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing outdoors India? You’ll be able to 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’ll be able to 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 vital info 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 mates utilizing the buttons under.
🔥Get pleasure from huge 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!
New Instrument! => Monitor your mutual funds and shares investments with this Google Sheet!
- Comply with 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 a 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 personalised funding recommendation. We will write an in depth article with out mentioning your title when you’ve got a generic query.
Get free cash administration options delivered to your mailbox! Subscribe to get posts by way of electronic mail!
Discover the positioning! Search amongst our 2000+ articles for info 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 improvement. Join with him by way of Twitter or Linkedin, or YouTube. Pattabiraman has co-authored three print books: (1) You might 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 numerous cash administration subjects. He’s a patron and co-founder of “Charge-only India,” an organisation selling unbiased, commission-free funding recommendation.
Our flagship course! Study to handle your portfolio like a professional to attain your targets no matter market circumstances! ⇐ Greater than 3000 traders and advisors are a part of our unique group! Get readability on learn how to plan in your targets and obtain the required corpus it doesn’t matter what the market situation is!! Watch the primary lecture totally free! 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 earnings by getting folks to pay in your abilities! ⇐ Greater than 700 salaried workers, entrepreneurs and monetary advisors are a part of our unique group! Discover ways to get folks to pay in your abilities! Whether or not you’re a skilled or small enterprise proprietor who needs extra shoppers by way of on-line visibility or a salaried particular person wanting a facet earnings or passive earnings, we are going to present you learn how to obtain this by showcasing your abilities and constructing a group that trusts you and pays you! (watch 1st lecture totally free). One-time fee! No recurring charges! Life-long entry to movies!
Our new ebook for youths: “Chinchu will get a superpower!” is now obtainable!
Most investor issues might be traced to a scarcity of knowledgeable decision-making. We have all made unhealthy selections and cash errors once we began incomes and spent years undoing these errors. Why ought to our kids undergo the identical ache? What is that this ebook about? As mother and father, what wouldn’t it be if we needed to groom one potential in our kids that’s key not solely to cash administration and investing however to any side of life? My reply: Sound Choice Making. So on this ebook, we meet Chinchu, who’s about to show 10. What he needs for his birthday and the way his mother and father plan for it and educate him a number of key concepts of resolution making and cash administration is the narrative. What readers say!
Should-read ebook even for adults! That is one thing that each mum or dad ought to educate their youngsters proper from their younger age. The significance of cash administration and resolution making primarily based on their needs and desires. Very properly written in easy phrases. – Arun.
Purchase the ebook: Chinchu will get a superpower in your baby!
How you can revenue from content material writing: Our new book for these enthusiastic about getting facet earnings by way of content material writing. It’s obtainable at a 50% low cost for Rs. 500 solely!
Need to examine 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 unique evaluation, experiences, evaluations and insights on mutual funds, shares, investing, retirement and private finance developments. We achieve this with out battle of curiosity and bias. Comply with us on Google Information. Freefincal serves greater than three million readers a 12 months (5 million web page views) with articles primarily based solely on factual info and detailed evaluation by its authors. All statements made will probably be verified from credible and educated sources earlier than publication. Freefincal doesn’t publish any paid articles, promotions, PR, satire or opinions with out knowledge. All opinions introduced will solely be inferences backed by verifiable, reproducible proof/knowledge. Contact info: 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-Primarily based Investing
Revealed by CNBC TV18, this ebook is supposed that can assist you ask the suitable questions and search the right solutions, and because it comes with 9 on-line calculators, you may also create customized options in your way of life! Get it now.
Gamechanger: Neglect Startups, Be a part of Company & Nonetheless Dwell the Wealthy Life You Need
This ebook 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, price range lodging, what to do when travelling, and the way travelling slowly is healthier financially and psychologically with hyperlinks to the net pages and hand-holding at each step. Get the pdf for Rs 300 (on the spot obtain)