We publish a listing 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 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 out there at no further value!
(3) Historic knowledge from March 2019 to Feb 2022 can 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 frequent methodology of filtration: We filter for (1) optimistic 1-year return, (2) optimistic six-month return, (3) worth > 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 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 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 based mostly on volatility. They like shares which have moved up prior 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, you will need to 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 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 essential, it is not going to work. Please don’t blindly use this record to purchase and muddle your portfolio. This record will evolve in methodology 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 methodology will work on a regular basis!
Momentum Investing in India
You’ll be able to 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 past’s closing worth, and p2 is at present’s closing worth. Each day return is outlined as (p2-p1)/p1. That is the proportion change in worth. After 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 could 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 would use simply the bizarre 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 take advantage of this screener?
You should use it in a number of methods. Listed below are some strategies.
Please word: All 5 filters can be enabled if you open the file. You’ll be able to reset them and use any filter that you just like.
To display screen for low-volatility shares:
- Kind by an rising customary deviation
- Select shares with the bottom volatility.
- Optionally, you possibly can think about shares with worth momentum within the final six months, 12 months or longer.
To display screen for momentum shares:
- Take away shares with unfavourable six months AND 1Y returns.
- Take away shares with 50% or decrease optimistic every day returns.
- Take away shares with a present worth 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 essential for each approaches. If the inventory doesn’t meet the above standards in subsequent month’s screener, you might have to promote it in full and change it with one other, no matter tax. However, this will likely additionally not be essential if you happen to imagine within the fundamentals of the underlying enterprise. This name is fully as much as the consumer.
Get the inventory lists!
Phrases and situations
- If you’d like knowledge for BSE 100 alone, the price is Rs. 111.
- If you’d like knowledge for BSE 500 alone, the price is Rs. 300. NEW: Historic knowledge from April 2023 is out there at no further value!
- If you’d like month-to-month historic knowledge for the High 100 shares: March 2019 to the present month, the value is Rs. 500. This can assist you spot persistently low unstable shares.
- This buy presents unique reductions on our two programs: How you can Get Folks 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 not assure the identical.
- The file incorporates no purchase or promote suggestions and solely has knowledge derived from worth data.
- 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 supplied 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 good points 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 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 exterior 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’d like 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 exterior 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’d like 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 exterior 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’re going to get an electronic mail with a obtain hyperlink after fee)!!
Do share this text with your mates utilizing the buttons beneath.
🔥Take pleasure in huge reductions on our programs, robo-advisory software and unique investor circle! 🔥& be a part of our group of 5000+ customers!
Use our Robo-advisory Instrument for a start-to-finish monetary plan! ⇐ Greater than 1,000 traders and advisors use this!
New Instrument! => Observe your mutual funds and inventory investments with this Google Sheet!
We additionally publish month-to-month fairness mutual funds, debt and hybrid mutual funds, index funds and ETF screeners and momentum, low-volatility inventory screeners.
Podcast: Let’s Get RICH With PATTU! Each single Indian CAN develop their wealth!
You’ll be able to watch podcast episodes on the OfSpin Media Pals YouTube Channel.
🔥Now Watch Let’s Get Wealthy With Pattu தமிழில் (in Tamil)! 🔥
- Do you might have a remark concerning the above article? Attain out to us on Twitter: @freefincal or @pattufreefincal
- Have a query? Subscribe to our e-newsletter utilizing the shape beneath.
- Hit ‘reply’ to any electronic mail from us! We don’t provide personalised funding recommendation. We are able to write an in depth article with out mentioning your title you probably have a generic query.
Be a part of over 32,000 readers and get free cash administration options delivered to your inbox! Subscribe to get posts by way of electronic mail!
About The Creator
Dr M. Pattabiraman(PhD) is the founder, managing editor and first writer of freefincal. He’s an affiliate professor on the Indian Institute of Know-how, Madras. He has over ten years of expertise publishing information evaluation, analysis and monetary product growth. Join with him by way of Twitter(X), Linkedin, or YouTube. Pattabiraman has co-authored three print books: (1) You may 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 varied cash administration subjects. He’s a patron and co-founder of “Price-only India,” an organisation selling unbiased, commission-free funding recommendation.
Our flagship course! Be taught to handle your portfolio like a professional to realize your targets no matter market situations! ⇐ Greater than 3,000 traders and advisors are a part of our unique group! Get readability on how one can plan in your targets and obtain the mandatory corpus irrespective of the market situation is!! Watch the primary lecture free of charge! One-time fee! No recurring charges! Life-long entry to movies! Scale back concern, uncertainty and doubt whereas investing! Learn to plan in your targets earlier than and after retirement with confidence.
Our new course! Improve your revenue by getting individuals to pay in your abilities! ⇐ Greater than 700 salaried staff, entrepreneurs and monetary advisors are a part of our unique group! Learn to get individuals to pay in your abilities! Whether or not you’re a skilled or small enterprise proprietor who desires extra purchasers by way of on-line visibility or a salaried particular person wanting a aspect revenue or passive revenue, we’ll present you how one can obtain this by showcasing your abilities and constructing a group that trusts and pays you! (watch 1st lecture free of charge). One-time fee! No recurring charges! Life-long entry to movies!
Our new e-book for youths: “Chinchu Will get a Superpower!” is now out there!
Most investor issues may be traced to an absence of knowledgeable decision-making. We made dangerous 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 e-book about? As mother and father, what would it not be if we needed to groom one capacity in our kids that’s key not solely to cash administration and investing however to any side of life? My reply: Sound Resolution Making. So, on this e-book, we meet Chinchu, who’s about to show 10. What he desires for his birthday and the way his mother and father plan for it, in addition to educating him a number of key concepts of decision-making and cash administration, is the narrative. What readers say!
Should-read e-book even for adults! That is one thing that each mum or dad ought to train their children proper from their younger age. The significance of cash administration and resolution making based mostly on their desires and desires. Very properly written in easy phrases. – Arun.
Purchase the e-book: Chinchu will get a superpower in your youngster!
How you can revenue from content material writing: Our new e book is for these concerned about getting aspect revenue by way of content material writing. It’s out there at a 50% low cost for Rs. 500 solely!
Do you wish to test if the market is overvalued or undervalued? Use our market valuation software (it’ll work with any index!), or get the Tactical Purchase/Promote timing software!
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, reviews, critiques and insights on mutual funds, shares, investing, retirement and private finance developments. We achieve this with out battle of curiosity and bias. Observe us on Google Information. Freefincal serves greater than three million readers a 12 months (5 million web page views) with articles based mostly solely on factual data and detailed evaluation by its authors. All statements made can be verified with credible and educated sources earlier than publication. Freefincal doesn’t publish paid articles, promotions, PR, satire or opinions with out knowledge. All opinions can be inferences backed by verifiable, reproducible proof/knowledge. Contact data: letters {at} freefincal {dot} com (sponsored posts or paid collaborations is not going to be entertained)
Join with us on social media
Our publications
You Can Be Wealthy Too with Purpose-Based mostly Investing
Printed by CNBC TV18, this e-book is supposed that will help you ask the precise questions and search the right solutions, and because it comes with 9 on-line calculators, you can even create customized options in your life-style! Get it now.
Gamechanger: Neglect Startups, Be a part of Company & Nonetheless Dwell the Wealthy Life You Need
This e-book is supposed for younger earners to get their fundamentals proper from day one! It’s going to additionally assist you journey to unique locations at a low value! Get it or reward it to a younger earner.
Your Final Information to Journey
That is an in-depth dive into trip planning, discovering low-cost flights, funds lodging, what to do when travelling, and the way travelling slowly is healthier financially and psychologically, with hyperlinks to the online pages and hand-holding at each step. Get the pdf for Rs 300 (on the spot obtain)
