We publish a listing of shares with low volatility and momentum every month. We offer information for BSE 500 and BSE 100 shares.  There at the moment are three totally 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 information from April 2023 is obtainable at no additional price!

(3) Historic information from March 2019 to Feb 2022 will likely be based mostly on the Nifty 100. From March 2022 onwards, it will likely be based mostly on BSE 100. That is out there as a separate file.

The widespread 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 each 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 based mostly on previous proof: Low volatility inventory investing: Does it work? Increased returns at decrease danger?

What’s momentum investing? Investing in shares which have elevated significantly over the previous 6-12 months, hoping the pattern will proceed (for a brief interval). Related information 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 concept 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 pattern 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. Should you get distracted by the shares’ valuation, ROE, and so forth. and hesitate or purchase greater than essential, 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 possibly can 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 before today’s closing worth, and p2 is right this moment’s closing worth. Every day return is outlined as (p2-p1)/p1. That is the proportion change in worth. Once we compute these each day returns’ normal deviation, we assume they fall on a bell curve. That is flawed. The following 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. Nevertheless, this can be 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 peculiar 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 take advantage of this screener?

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

Please notice: All 5 filters will likely be enabled whenever you open the file. You possibly can reset them and use any filter that you simply like.

To display screen for low-volatility shares:

  1. Type by an growing normal deviation
  2. Select shares with the bottom volatility.
  3. Optionally, you may take into account shares with worth momentum within the final six months, 12 months or longer.

To display screen for momentum shares:

  1. Take away shares with unfavourable six months AND 1Y returns.
  2. Take away shares with 50% or decrease constructive each day returns.
  3. Take away shares with a present worth decrease than the final 200-day common.
  4. Type remaining shares by growing 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 essential for each approaches. If the inventory doesn’t meet the above standards within the subsequent month’s screener, you could have to promote in full and exchange it with one other no matter tax. Then again, this will additionally not be essential in the event you imagine within the fundamentals of the underlying enterprise. This name is solely as much as the consumer.

Get the inventory lists!

Phrases and circumstances

  1. If you would like information for BSE 100 alone, the fee is Rs. 111.
  2. If you would like information for BSE 500 alone, the fee is Rs. 300. NEW:Historic information from April 2023 is obtainable at no additional price!
  3. If you would like month-to-month historic information for the High 100 shares: March 2019 to the present month, the worth is  Rs. 500. It will assist you spot constantly low risky shares.
  4. This buy provides you unique reductions on our two programs:  Tips on how to Get Individuals to Pay for Your Abilities (aka Earn from Abilities) 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’t assure the identical.
  6. The file accommodates no purchase or promote suggestions and solely has information derived from worth data.
  7. Sufficient care and energy have been put in to weed out errors; nonetheless, I can’t assure that the sheet is error-free.
  8. The client 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 chargeable for your capital losses or positive aspects 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 most recent 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 exterior India? You possibly can pay through this PayPal hyperlink (6 USD). Ship a mail to freefincal at Gmail dot com for help.

[2] If you would like the High 100 historic information of qualifying shares from March 2019 to the present month: Click on right here to pay Rs. 500 and obtain the most recent High 100 momentum low volatility screener with historic information. After buy, you may be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing exterior India? You possibly can pay through 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, Click on right here to pay Rs. 111 and obtain the most recent BSE 100 momentum low volatility screenerAfter buy, you may be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing exterior India? You possibly can pay through this PayPal hyperlink (3 USD). Ship a mail to freefincal at Gmail dot com for help.

You comply with the phrases within the essential data 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 cost)!!

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Pattabiraman editor freefincalDr. M. Pattabiraman(PhD) is the founder, managing editor and first creator of freefincal. He’s an affiliate professor on the Indian Institute of Expertise, Madras. He has over ten years of expertise publishing information evaluation, analysis and monetary product improvement. Join with him through Twitter, 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 teenagers. 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.


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Our new e book for teenagers: “Chinchu will get a superpower!” is now out there!

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Most investor issues might be traced to an absence of knowledgeable decision-making. We have all made dangerous choices 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 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 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 and train him a number of key concepts of decision-making and cash administration is the narrative. What readers say!

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