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Average Stock Performance for each U.S Exchange

by QuantShare, 3113 days ago
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The current pivot table returns the average 10-Bar stock performance for each U.S. Exchange (NYSE, NASD, NYSE and OTC). It also returns, in another column, the number of stocks in each one of the previous exchanges. The 10-Bar return calculation is performed using the "perf" trading indicator and it is based on the last global date.

As I said, the table contains two columns. The "10D Return" uses the "Average" calculation method, while the "Number of stocks" column uses the "Sum" method. Stocks are grouped using the "market()" function, a function that returns the market/exchange where the stock is listed.
As you may have guessed, this pivot table can work with any market. All you have to do is make sure that the market field of each stock is properly set, then you should update the limits field values of the pivot table.
Here is how to update the limits field:
- Right click on the pivot table
- Click on "Update Rows/Columns/Values"
- Select "Formula" under the "Rows" list
- Select "Indicator Limits" tab
- Under "Limits" pane, change "AMEX;NASD;NYSE;OTC" with your own list of exchanges

It is also possible to calculate the average performance or return for each sector, industry or index, by setting "industry()", "sector()" or "index()" formula instead of "market()". You also need to set the different sectors, industries or indices (or at least few ones) in the "Limits" field.

Here is how the pivot table looks like. This example uses only a subset of U.S. stocks:



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Type: Pivot Table

Object ID: 965


Country:
United States

Market: Stock Market

Style:
Technical Analysis

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