Saturday, 6 May 2017

Metals Index –Underperform ?

Metals Index –Underperform ?
Latest data set suggests that the Metals Index could see lacklustre performance compared to other sectoral indices. Not doing anything different, just following the process like we did for the previous write ups done below –


Process: We are just dividing each sector index by one another and applying a moving average filter to check if the numerator is outperforming or underperforming. So, in this case just like the one’s above, the Metals Index is divided by all sector indices and if the ratio is above the 40-week moving average then the Metals index is outperforming and when the ratio charts are above or below the moving average filter against majority of Indices then that becomes very important as it is signalling a shift in sector preferences.

This is just a probability thing and if the ratio’s start to improve then obviously, that will signal a change and the Metals Index will be back in favour.

Anyways, below are the ratio charts and you can see that the Metals/sector ratios are below their respective moving average filter for all except the Metals/Pharma & Metals/IT ratios as Pharma & IT have been falling for long.

Do keep in mind that since these are weekly charts & data so this is analysis is more longer term oriented.





















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