Shares with low volatility and momentum for Could 2024


We publish a listing 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 recordsdata accessible.

(1) Shares with low volatility and momentum from the BSE 100 giant 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 further price!

(3) Historic knowledge from March 2019 to Feb 2022 might be primarily based on the Nifty 100. From March 2022 onwards, it will likely be primarily based on BSE 100. That is accessible as a separate file.

The frequent technique of filtration: We filter for (1) optimistic 1-year return, (2) optimistic six-month return, (3) value > 200-day transferring 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 value 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 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 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 intently 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, you will need to acknowledge when to promote them. This sort 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 now not has sufficient momentum and/or low volatility. For those who get distracted by the shares’ valuation, ROE, and many others. and hesitate or purchase greater than obligatory, it won’t 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 present 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 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 yesterday’s closing value, and p2 is right now’s closing value. Each day return is outlined as (p2-p1)/p1. That is the proportion change in value. Once we compute these each day returns’ normal 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, this can be 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 abnormal normal deviation.

Why ought to returns fall on a bell curve? If they don’t, then the “common” and “normal deviation” are meaningless!!

How do I exploit this screener?

You need to use it in a number of methods. Listed here are some strategies.

Please word: All 5 filters might be enabled once you open the file. You may reset them and use any filter that you simply like.

To display screen for low-volatility shares:

  1. Type by an rising normal deviation
  2. Select shares with the bottom volatility.
  3. Optionally, you may think about shares with value 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 value decrease than the final 200-day common.
  4. Type remaining shares by rising 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 obligatory 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 change it with one other, no matter tax. Then again, this may increasingly additionally not be obligatory if you happen to consider within the fundamentals of the underlying enterprise. This name is totally as much as the person.

Get the inventory lists!

Phrases and circumstances

  1. In order for you knowledge for BSE 100 alone, the fee is Rs. 111.
  2. In order for you knowledge for BSE 500 alone, the fee is Rs. 300. NEW: Historic knowledge from April 2023 is obtainable at no further price!
  3. In order for you 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 risky shares.
  4. This buy presents unique reductions on our two programs:  The way to Get Individuals to Pay for Your Expertise (aka Earn from Expertise) and the lectures on goal-based portfolio administration.
  5. Whereas we’ll do our greatest to publish up to date screener sheets every month, we can not assure the identical.
  6. The file comprises no purchase or promote suggestions and solely has knowledge derived from value info.
  7. Sufficient care and energy have been put in to weed out errors; nonetheless, I can not assure that the sheet is error-free.
  8. The customer should 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.
  9. We won’t present any additional assist or help in utilizing the sheet.
  10. We’re not answerable for your capital losses or good points 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 can be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Dwelling 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 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. Dwelling 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 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. Dwelling exterior India? You may pay through this PayPal hyperlink (3 USD). Ship a mail to freefincal at Gmail dot com for help.

You conform to 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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