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 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. NEW: Historic knowledge from April 2023 is accessible at no further price!
(3) Historic knowledge from March 2019 to Feb 2022 will probably be based mostly on the Nifty 100. From March 2022 onwards, it is going to be based mostly on BSE 100. That is out there as a separate file.
The widespread technique of filtration: We filter for (1) optimistic 1-year return, (2) optimistic six-month return, (3) value > 200-day shifting common, (4) 50% of every 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? 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 embrace a solution to filter out shares based mostly 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 value highs.
Warning: Whether or not you select shares with momentum or low volatility, it is very important acknowledge when to promote them. This sort of development requires critical 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 not has sufficient momentum and/or low volatility. In the event you get distracted by the shares’ valuation, ROE, and so forth. and hesitate or purchase greater than crucial, it is not going to work. Please don’t blindly use this listing to purchase and muddle 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 will not be 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 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 at the moment’s closing value. Day by day return is outlined as (p2-p1)/p1. That is the proportion change in value. Once we compute these every 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, it is a nearer approximation. So, the usual deviation of log returns is used for creating low volatility indices. Nonetheless, there may be not a lot distinction for the current case; you could possibly 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 here are some ideas.
Please be aware: All 5 filters will probably be enabled whenever you open the file. You’ll be able to reset them and use any filter that you simply like.
To display for low-volatility shares:
- Kind by an rising customary deviation
- Select shares with the bottom volatility.
- Optionally, you may think about shares with value momentum within the final six months, 12 months or longer.
To display for momentum shares:
- Take away shares with unfavorable six months AND 1Y returns.
- Take away shares with 50% or decrease optimistic every 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).
Observe: 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, chances are you’ll have to promote it in full and change it with one other, no matter tax. Alternatively, this may occasionally additionally not be crucial for those who imagine within the fundamentals of the underlying enterprise. This name is solely as much as the consumer.
Get the inventory lists!
Phrases and circumstances
- In order for you knowledge for BSE 100 alone, the fee is Rs. 111.
- In order for you knowledge for BSE 500 alone, the fee is Rs. 300. NEW: Historic knowledge from April 2023 is accessible at no further price!
- In order for you month-to-month historic knowledge for the High 100 shares: March 2019 to the present month, the worth is Rs. 500. This can enable you spot persistently low risky shares.
- This buy presents unique reductions on our two programs: Find out how to Get Individuals to Pay for Your Expertise (aka Earn from Expertise) 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’t assure the identical.
- The file incorporates no purchase or promote suggestions and solely has knowledge derived from value data.
- Sufficient care and energy have been put in to weed out errors; nevertheless, I can’t assure that the sheet is error-free.
- The customer 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 supplied 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 positive aspects from utilizing this sheet.
[1] In order for you 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’ll 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] In order for you the High 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 High 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 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] In order for you 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’ll 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 data 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 fee)!!
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