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Trending investment indicators
The most profitable investment factor
The most earning factor (indicator) over the last week was Autocovariance 22. This indicator from the Volatility category measures the degree to which two time-separated values of a time series are linearly related. Signal direction is down, i.e. stocks with low value in the indicator outperform those with high value. For this reason, you can see a downward curve on the chart.
Analysis of the indicator Autocovariance 22
Long-term Signal strength (T-Stat) is slightly below the generally accepted threshold (1.4890). Statistical confidence also falls somewhat short of the required 95% (93.1382%).
Stocks with the highest indicator value
In the calculation for November 2024, TSLA (Tesla), BA (The Boeing Company), and QCOM (QUALCOMM Incorporated) have the lowest factor value within the S&P 100 universe.
In the Factor investing app, you can find over 1,000 investment indicators and their values for all S&P 500 stocks.
Trending stocks
The most trending ticker in terms of the number of articles written is HEI-A (HEICO Corporation). The company also holds this position regarding the change in positive articles. The biggest change in the number of negative articles over the past week was seen by DIS (The Walt Disney Company). Disney leads in Negative mainly because there are far more articles written about the company overall. However, the ratio of negative to total is lower.
You can find all trends, articles, and sentiments for each stock in the Market Sentiment app for free.
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Trending investment indicators are calculated on the S&P 100 universe, data from November 19, 2024. Trending stocks are based on the approximately 60,000 tickers found in the analyzed articles.