Home Finance Stocks with low volatility and momentum for June 2021

Stocks with low volatility and momentum for June 2021

49
0

Here is a list of stocks with low volatility and momentum for Nifty 100 to June 2021. You can also get historical data from March 2019 to June 2021. We filter Nifty 100 for (1) positive 1-year returns, (2). Positive six-month returns, (3) price > 200-day moving average, (4) 50% of daily positive returns, (5) lowest volatility.

What is low volatility investing? Low volatility investing refers to identifying and investing in stocks with low price volatility. Again this is based on previous evidence: Low Volatility Stock Investing: Does It Work? Higher returns for less risk?

What is momentum investing? Invest in stocks that have gone up significantly in the last 6-12 months in the hope that the trend will continue (for a short period). Relevant data and links for the Indian and US markets are discussed here: Momentum Stock Investing in India: Does it Work?.

There is a close relationship between momentum investing and low volatility. In fact, most momentum stock-picking strategies even include a way to filter stocks based on volatility. They prefer stocks that have grown in the past (= momentum) with low volatility. Another closely related idea is to look for stocks that have been held in them. all time price high.

Warning: Whether you choose stocks with momentum or low volatility, or both, it’s important to know when to sell a stock. Following such a trend requires a serious level of discipline and commitment. You should be able to buy and sell stocks without question In a short time If it no longer has enough momentum and/or low volatility. If you deviate from the valuation, ROE etc of the shares and hesitate or buy more than necessary, it will not work. Please do not use this list indiscriminately to buy into and clutter up your portfolio. This list will grow in method over time. So be ready for it. Do your own research about speed and low volatility investing!!

speed investing in india

You can watch this video version of the above link to get an introduction to momentum investing

low volatility investment in india

Let’s say p1 is the previous day’s closing price, and p2 is today’s closing price. The daily return is defined as (p2-p1)/p1. This is the percentage change in the price. When we calculate the standard deviation of these daily returns, we assume that they fall on the bell curve. this is wrong. The next better step would be to assume that the log return is defined as log(p2) – log(p1) which falls on the bell curve.

This is also not an accurate estimate because market returns are fractals in nature. However, this is a close approximation. So to create a low volatility index, the standard deviation of the log return is used. However, there isn’t much difference in the present case, and you can just use the normal standard deviation.

Why should returns fall on the bell curve? If they don’t, then both “average” and “standard deviation” have no meaning!!

How to use this screener?

You can use it in many ways. Here are some suggestions.

To check low volatility stocks:

  1. Sort by increasing standard deviation
  2. Ensure returns in the last 6 months and 1Y are positive with good amount of daily returns.
  3. Choose the stocks with the lowest volatility.

To screen for momentum stocks.

  1. Take out stocks with negative 6 months and 1Y returns.
  2. Eliminate stocks with a positive daily return of 50% or less.
  3. Eliminate stocks with a current price lower than the previous 200-day average.
  4. Sort the remaining stock by increasing the standard deviation.
  5. Choose stocks with low volatility and high momentum (high 6 month or 1 year returns).

pay attention: Repeat trading may be necessary for both approaches. If the stock does not meet the above criteria in the next month’s screener, you will have to sell outright regardless of tax and replace it with another. As mentioned above, the history of previous months is provided along with this month’s sheet. I will continue to add to this history in subsequent months.

GET STOCK LIST!

  1. If you want data for June 2021 alone, the cost will be Rs. 111.
  2. If you want monthly historical data: March 2019 to June 2021, the price is Rs. 500.
  3. This purchase gets you a special 40% off on two courses we offer: How to get people to pay you for your skills (aka Skill Earning) with 565 members and Lecture on Goal Based Portfolio Management With 2271 members!
  4. While I will do my best to publish an updated screener sheet every month, I cannot guarantee that.
  5. The file contains no buy or sell recommendations and only data derived from price information.
  6. Adequate care and effort has been made to remove the errors; However, I cannot guarantee that the sheet is free from error.
  7. Buyers will need to do their own research on how to use the information in the spreadsheet. The sheet does not include any recommendations or assistance and will not be provided separately.
  8. I will not provide any further help or assistance in using Sheets.

If you want historical data of qualifying stocks from March 2019 to June 2021: Click here to pay Rs. Download 500 & Nifty 100 Momentum Low Volatility Screener.

Living outside India? you can pay through paypal link (9 USD) and send a mail to freefincal on gmail.

If you want the qualifying stocks for June 2021 alone: Click here to pay Rs. Download Nifty 100 Momentum Low Volatility Screener for 111 and June 2021. Living outside India? you can pay through paypal link (3 USD) and send a mail to freefincal on gmail.

By clicking, you agree to the terms in the Important Information section above. Don’t forget to download the sheet after making the payment (after payment you will get an email with the download link)!!

Share if you found this useful


We now publish both Equity Fund and Debt Fund (+ Hybrid Fund) screeners every month!


Use our Robo-Advisor Excel Template for Start-to-Finish Financial Planning! Now with a new demo video! More than 415 investors and advisors use it!


Uncover the secrets of successful financial advisors and entrepreneurs With our new course!


My New Book for Kids: “Chinchoo Gets a Superpower!” Available now!

Both the boy and girl edition covers of Chinchoo get a superpower
Both the boy and girl version covers of Chinchu get superpowers.

Most investor problems can be traced back to what? make informed decisions. We all made wrong decisions and money mistakes when we started earning and spent years correcting these mistakes. Why should our children go through the same pain? What is this book about? As parents, if we were to develop in our children an ability that is important not only for money management and investing, but for any aspect of life, what would it be? my answer: sound decision making. So in this book, we meet Chinchu, who is about to turn 10. What he wants for his birthday and how his parents plan for it and teach him many important ideas of decision making and money management. What do readers say!

Reaction of a young reader after reading Chinchu a superpower (short version)
A young reader’s reaction after reading Chinchu gives him superpowers!

A must read book for adults too! This is something that every parent should teach their children from an early age. Importance of money management and decision making based on their wants and needs. Very beautifully written in simple words. – Arun.

Buy the book: Chinchu gets superpowers for your child!


How to profit from content writing: Our new eBook for those who want to earn side income through content writing. It is available at a discount of Rs.50 at Rs. Only 500!



Join our courses in exclusive Facebook groups!

  • 550+ Members are now part of our new curriculum: How to get people to pay you for your skills! (Watch the first lecture for free). Learn how to get people to pay you for your skills! Whether you’re a professional or small business owner who wants more clients through online visibility or a salaried individual who wants a side income or passive income, we’ll show you how to build a community by showcasing your skills. You can get by by building something that trusts you and pays you!
  • Goal-Based Portfolio Management! Join 2220+ members and get clarity on how to plan for your goals and get the funds you need, whatever the market situation!! Watch the first lecture for free! Lump sum payment of Rs. 3000 only. No recurring charges! Lifetime access to videos (10+ hours of content) in a specific Facebook group! Minimize fear, uncertainty and doubt while investing! Learn to plan your goals with confidence before and after retirement.

Want to check if the market is overvalued or undervalued? Use our Market Valuation Tool (will work with any index!), or you buy new Tactical Buy/Sell Timing Tool!


we publish Mutual Fund Screeners and Momentum, Low Volatility Stock Screeners .every month.


About the Author Pattabiraman Editor FreeFinalM Pattabirman(PhD) is the founder, managing editor and primary author of FreeFinals. He is an Associate Professor at the Indian Institute of Technology, Madras. since August 2006. join him Twitter or Linkedin Pattabirman has co-authored two print-books, You Can Get Rich With Goal Based Investing (CNBC TV18) and game changer and seven others free e-books On various money management topics. He is the mentor and co-founder of “duty only indiahandjobAn organization to promote unbiased, commission-free investment advice. He conducts free money management sessions for corporates and associations based on wealth management. Past engagements include world Bank, RBI, BHEL, Asian Paints, Cognizant, Madras Atomic Power Station, Honeywell, Tamil Nadu Investors Association, IIST Alumni Association. For speaking engagements, write to Pattu [at] freefinal [dot] With


FreeFinals and about content policy Freefincal is a news media organization dedicated to providing original analysis, reports, reviews and insights on developments in mutual funds, stocks, investing, retirement and personal finance. We do so without conflict of interest and without prejudice. follow us on Google News. Freefincal serves over one million readers (2.5 million page views) a year with articles based only on factual information and detailed analysis by its authors. All statements made will be verified from reliable and knowledgeable sources prior to publication. Freefincal does not publish any paid articles, promotions, PR, satire or opinions without data. All opinions presented shall be conjectures supported by verifiable, reproducible evidence/data only. contact information: Letter {at} freefincal {dot} com (Sponsored post or paid collaboration will not be considered)


Join us on social media


our publications

You Can Get Rich With Goal-Based Investing

Goal based investing can make you rich tooPublished by CNBC TV18, this book is meant to help you ask the right questions, find the right answers, and since it comes with nine online calculators, you can even create custom solutions for your lifestyle! understand now. it is also available in Kindle Format.


Gamechanger: Forget Startups, Join Corporate and Still Live the Rich Life of Your Choice Gamechanger: Forget Start-ups, Join Corporate and Still Live the Rich Life of Your ChoiceThis book is for the young earners to get their basics right from day one! It will also help you travel to exotic places at a low cost! Receive it or gift it to someone young earner.


Your Ultimate Guide to Travel

travel-training-kit-cover-new It covers planning vacations, finding cheap flights, budget accommodation, what to do when traveling, how to travel slowly financially and psychologically, including links to web pages and hands-on every step of the way. Get PDF for Rs.199 (Instant Download)


Free Android Apps


Disclaimer: The opinions expressed within this article are the personal opinions of the author. The facts and opinions appearing in the article do not reflect the views of knews.uk and knews.uk does not assume any responsibility or liability for the same.

For latest entertainment news| health news| political news| sports news| travel news| Covid-19 news| Tech news| Digital Marketing| Lyrics

LEAVE A REPLY

Please enter your comment!
Please enter your name here

This site uses Akismet to reduce spam. Learn how your comment data is processed.