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% of Sector M’Cap:

  The proportion of the market cap of each issue relative to the aggregate market cap. of the display sector and region (Global, US, Non-US). These may not always sum to 100% if there are issues in the sector index that are not included in the table (for example stocks that have traded for less than 60 days are excluded)

Average Dollar Volume (Avg. Vol. in $M/Day):

  The average daily volume multiplied by the share price measured over 3 months

Volume Confirmation Signal:

  The 1-day Money Flow (the day’s change in share price multiplied by the day’s volume) relative to the market cap. For the sector, this is the 1-day Volume Confirmation signal (see definition in Chart & Sector Overview Summary Help)

Volume Confirmation Rank:

  This captures the 1-week momentum of Volume Confirmation signals. Each stock is ranked from 1 (best) to 100 (worst) according to the 1-week change in the 25-day exponential moving average of the 2-day Volume Confirmation signal

Volume:

  The 1-day volume relative to the 60 trading-day average volume

Stock Performance:

  Price change over 1, 5, 20 and 60 trading days

52-Week H/L:

  Indicates if the share price is at a 52-week high or low

Beta:

  The Beta of the share price against the price index of the displayed sector and region (Global, US or Non-US) measured over 60 trading days. The Beta could be positive even if the correlation were zero as random movements in the same direction could happen more often on days with larger share price movements than on days with smaller share price movements

Correlation:

  The correlation between the share price and the price index of the displayed sector and region measured in the same way as Beta. A correlation of 1.0 would imply that the stock and the sector are perfectly correlated, i.e. they move in lock-step each trading day (although possibly at different rates of change as measured by the Beta), a value of zero would imply no correlation, and a value of -1.0 would imply a perfect inverse daily correlation

Volatility:

  The annualized standard deviation of the daily changes in share price measured using logarithmic returns over 60 trading days. Annualized using 252 trading days

Note that our definition of “Non-US” only refers to non-US domiciled stocks trading on US exchanges. “Global” refers to US traded stocks of all domiciles.

 


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