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Stocks Outperforming the S&P 500 on Daily Basis

by Caleb, 5077 days ago
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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.


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Type: Watch List

Object ID: 853


Country:
United States

Market: Stock Market

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