Click here to Login








Stocks Outperforming the S&P 500 on Daily Basis

by Caleb, 4865 days ago
Share |






This watchlist shows you whether a stock is outperforming or underperforming the S&P 500 Index on a daily basis over the previous days. It calculates the number of trading bars where the one-bar rate of change of a stock (today close price compared to yesterday's close) is higher than one-bar rate of change of the S&P 500 Index (^GSPC) over the last 20 trading days.

This watchlist returns all stocks and creates an "Up Days" column. This column contains the number of bars where a stock outperforms the market index. A value of zero indicates that over the preceding 20 days, the stock never outperformed the index, while a value of 20 indicates the stock outperformed the index on every day in the last 20 days.

S&P 500 Index historical data (^GSPC) can be downloaded using Historical Stock Market Data or Yahoo EOD historical quotes. You can also use another index in this watchlist by updating the formula and changing the S&P 500 ticker symbol (^GSPC) by another market index symbol.


Share This ->
Share |


You have to log in to bookmark this object
What is this?




Type: Watch List

Object ID: 853


Country:
United States

Market: Stock Market

Style:
All

Reviews
You must log in first

Join now
and get instant access for free to the trading software, the Sharing server and the Social network website.
Click here


Related objects

Empty

Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object

Technical Analysis


Fundamental Analysis



Random Blog Posts

QuantShare Version 2.1.2 - Trading Software

Automated Parsing in QS Trading Software

How to Create a List of Ticker Symbols

QuantShare Version 2.1.0 - Trading Software

How to create a ratio indicator using QS Trading Software

Screening with the composite indicators

Synchronize Buy/Sell List of Rules in the Trading System Optimizer

QS Trading Software: Global Script

Show All

Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object






QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright © 2024 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.