Would it possible to share Google sheet? Also, next update, do not sort on a to z, keep it the way u get in ur sheet. Thank you, great learning and interesting.
Next update, I will sort on ranking (as I get it) and A to Z so it is easy to track.
I will see how I can share a copy of my sheet.
5 Likes
Update for entry on 9th December
Based on ranking:
- BSE
- SUZLON
- KALYANKJIL
- BSOFT
- JINDALSAW
- KAYNES
- JYOTHYLAB
- APARINDS
- ITI
- WELCORP
- MCX
- MEDANTA
- MRPL
- SJVN
- MAPMYINDIA
- NAM-INDIA
- GPIL
- NLCINDIA*
- SAFARI
- PCBL*
Based on A → Z for easy tracking
- APARINDS
- BSE
- BSOFT
- GPIL
- ITI
- JINDALSAW
- JYOTHYLAB
- KALYANKJIL
- KAYNES
- MAPMYINDIA
- MCX
- MEDANTA
- MRPL
- NAM-INDIA
- NLCINDIA*
- PCBL*
- SAFARI
- SJVN
- SUZLON
- WELCORP
Entries:
SJVN makes an entry
NLCINDIA and PCBL are unable to enter as there is no vacancy
Exits:
ANGELONE falls out of the top 25 and leaves
IRCON and SONATSOFTW are within the top 25 and hence, remain.
5 Likes
Hey @visuarchie waiting for this post.
Could you tell me how long you’ve been holding Angelone?
Hold this in perosnal PF and it seems this scrip is losing momentum
Thanks for your answer
Praveen
Hello @praveen_potnuru Entered Angelone on 6th November and will exit on Monday.
1 Like
Thank you, awaiting your Google sheet also for study of methodology.
Hello again
How do you calculate SD. Is it for 3 months or 6 months? Is it weekly data or daily data?
Praveen
Not sure how to share my Google sheet. Will check and share.
1 Like
SD is calculated for daily price changes and is done for look back periods of 1 year and 6 months.
2 Likes
Hope this is fine with you, if you know excuse me. Open subject Google sheet, top right look for three vertical dots menu (kebab menu), share and export, copy link and you can paste here.
Please see if this works.
7 Likes
Hello Viswa
I’m not sure if you’re using the most efficient way to source the raw data for each stock. Following formula gives you the raw price data for last 365 days
=query(sort(googlefinance(“NSE:”& A2,“price”,today()-365,today()),1,0),“select Col2”)
Replace A2 with any stock you want
You can change the no. of day from 365 to any number you want
Hope this helps
Praveen
3 Likes
You are right about getting price change for any look back period. But please remember that I need the daily price change to calculate the SD. That is why I have populated my Sheets that way.
Trust this clarifies.
3 Likes
@praveen_potnuru If possible can you pls help me with The formula of calculating Day to day stock price for the last 1 year? I have made the other changes as per weekly monthly & 6 months returns data
@visuarchie Btw thank you so much for the framework. I will also track this closely. May look to implement this strategy next year.
1 Like
This should give data for last 1year. Is this what you want? Or something else?
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Basically I want to calculate Standard Deviation and for that I want to extract Daily Stock price for last one year.
Great start, tahnks for sharing the thought process, which I invest passively at some point would move towardsa active rebalancing weekly biweekly. appreciate the help
1 Like
Update for entry on 18th December 2023
Based on ranking
- BSE
- BSOFT
- SUZLON
- KAYNES
- JINDALSAW
- JYOTHYLAB
- ITI
- APARINDS
- NLCINDIA
- SONATSOFTW
- KALYANKJIL
- WELCORP
- SJVN
- MCX
- ANGELONE
- NAM-INDIA
- CHALET
- IRCON
- ZENSARTECH
- MEDANTA
Based on A → Z for easy tracking
- ANGELONE*
- APARINDS
- BSE
- BSOFT
- CHALET*
- IRCON
- ITI
- JINDALSAW
- JYOTHYLAB
- KALYANKJIL
- KAYNES
- MCX
- MEDANTA
- NAM-INDIA
- NLCINDIA*
- SJVN
- SONATSOFTW
- SUZLON
- WELCORP
- ZENSARTECH*
Entry:
ANGELONE and NLCINDIA make an entry.
CHALET AND ZENSARTECH cannot enter as there is no vacancy.
Exit:
GPIL and SAFARI exit.
MAPMYINDIA and MRPL remain within the top 25 and hence stay.
7 Likes
Update for entry on 26th December 2023
Based on ranking
- BSE
- SUZLON
- BSOFT
- KAYNES
- KALYANKJIL
- JINDALSAW
- NLCINDIA
- JYOTHYLAB
- ITI
- WELCORP
- APARINDS
- SONATSOFTW
- CHALET
- IRCON
- ANGELONE
- SJVN
- NAM-INDIA
- ZENSARTECH
- CYIENT
- MCX
Based on A → Z for easy tracking
- ANGELONE
- APARINDS
- BSE
- BSOFT
- CHALET*
- CYIENT*
- IRCON
- ITI
- JINDALSAW
- JYOTHYLAB
- KALYANKJIL
- KAYNES
- MCX
- NAM-INDIA
- NLCINDIA
- SJVN
- SONATSOFTW
- SUZLON
- WELCORP
- ZENSARTECH*
Entry:
CHALET makes an entry
CYIENT and ZENSARTECH cannot enter as there is no vacancy.
Exit:
MAPMYINDIA exits.
MEDANTA and MRPL remain within the top 25 and hence stay.
4 Likes
Hello Viswanath, you’ve done quite a work.
I checked the excel you’ve shared. (pls pardon me for my ignorance)
- against some stocks the stock prices are showing as error. Can you please let me know why it is so?
- how manytimes NIFTY250 index rabalances and how do you change the universe you’re tracking when that happens.