Rate of Change - But better?
Author: jimmyR
Creation Date: 1/25/2010 1:16 AM
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jimmyR

#1

1/25/2010 1:16 AM

Has anyone done or know of a way to rank stocks compared to an index to find out what stocks are moving up(down) faster than the index?

I found http://www.sfomag.com/homefeaturedetail.asp?ID=226115828&MonthNameID=November&YearID=2006 but it always favors higher priced stocks as they have a larger value for the moving average. I think I coded it correctly - correct me if I am wrong.

What I want as an end result is a list of the stocks that a moving the fastest up compared to the index.

Any ideas?

Thanks.
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Eugene

#2

6/19/2020 12:30 PM

Stumbled onto this old topic. In other word, topic starter tried to measure what is known as Alpha.
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