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  3. World Equity Indices (WEI)

World Equity Indices (WEI)

World Equity Indices (WEI) offers multiple pre-defined lists of indexes and ETFs, and helps build quickly a broad and high-level view of major markets and sectors.

Each list focuses on a specific region or gives insight into specific industries.

You can also dive into the constituents or holdings of a specific index or ETF, and identify what sector or individual member is driving the ETF move today.

WEI is also equipped with graphs for the Normalized Total Return, and cumulative average traded volumes at different time horizons, as well as z-score alerts to identify unusual volatility.

Purpose

Monitor Equity ETFs for the main regions around the world in real time for prices and volume and other key trading data.

Watchlist selection

Various lists for different analysises

Sparklines

WEI offers two sparklines for a quick visual scan of the recent market performance of the individual securities; the Mini graphs show the price charts of yesterday and today, and of last year and YTD.

Normalized Performance Graph

The Normalized Performance graph displays the Total return of the selected securities, normalized to 0% on the first day of the graph.

You can move the slider at the bottom or use the fixed date-selectors at the top of the graph to change the time range;

By default, the first 5 securities in the list when you start WEI are selected, You can include or remove securities by selecting them on the first column of the table

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AVAT Intraday Graph

a comparison of today’s trace of cumulative volume and the historical average over various time horizons; 

Interactive Portfolio Holdings Performance Analysis

Slice and dice the intraday performance of a portfolio holdings by sector subsector, industry etc.. down to the individual stock, and a summary of top movers and by sector performance of the portfolio.

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Each slice is of the relative size of the market cap of its constituents.

Holdings or constituents are grouped by GICS Sectors and you can drill into the 4 Levels of the GICS classification all the way down to the tickers.

The tables to the right show for the top performers of the current segment, the top movers, and the top abnormally active stocks of the day (AVAT).

Data is normalized to the most common denominator, i.e. If all stocks prices are available intraday (live or delayed), all the data will be shown intraday; if some are only available on Sentieo on an end of day basis, then all the data will be shown for the last full trading day available.

On mouseover, a pop up shows the individual slice data; this includes

  • Name of the segment
  • The Market cap (absolute and as % total)
  • The % change intraday of the Segment
  • The change in AVAT of the Segment
  • The number of holdings in the Segment

View Selection

Multiple views are available for different analyses. By default, the following metrics are shown

  • Index ticker and name
  • 2 day and 2 Year sparklines
  • Price
  • Net change and % change
  • Change in AVAT
  • Time of last trade
  • Advancers and Decliners
  • P/E FY1 and EPS FY1
  • 52 Wk High and Low

The last 2 columns can be swapped for Volatility and Market Cap (in trading currency and in the selected currency).

Indicators of abnormal market Activity

WEI offers besides the live calculations of Z-score and change in AVAT a visual alert when numbers reach abnormal levels

Boxed number for outliers

A percentage value is boxed in red or green if the z-score (90-day) is either above or below 1.5 , i.e. 1.5 standard deviations away from the mean change of the past 3 months.

Mouse over provide some contact around the visual alert, including the value of the Z-score.

We define z-score as the deviation from the mean adjusted to the standard deviation of the sample. Please check the article here for further detail on Z-score and change in AVAT.

Delayed data / Previous day close data

A column next to the price indicates the status of the data:

  • “(d)” when the data is delayed (non-US)
  • “(l)” when it is live data
  • “(c)” when it is previous day close.
Updated on September 25, 2020

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