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Strategies & Market Trends : Befriend the Trend Trading
SPY 675.37-1.2%4:00 PM EST

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To: Dr. Stoxx who started this subject3/26/2001 6:30:03 PM
From: Ed Weider  Read Replies (1) of 39683
 
Weekly data: Here's the filtered list of stocks
that should mirror the NAZ COMP with the largest
swings along with the confidence rating.

Based on a Weekly short-term time series measurement.
Short-term means 10 periods (or bars,10 weeks
in this case), the previous list was based
on Daily, also 10 periods( or bars, 10 days)

I haven't studied them yet...
But the ones that are at the top of the list should be those
with the largest, exaggerated swings declining as we go
down through the list. They should in theory follow the
NAZ COMP pattern but simply with more swing. If there was
a true beta formula calculated for them based on that time
period, the beta would definitely be ranked high.

Doug Enjoy...

Symbol Confidence CONF*BetaFactor
NEWP 93.0% 2.94826
BRCD 93.4% 2.90996
FNSR 89.7% 2.60304
DCTM 87.0% 2.52120
NUAN 89.9% 2.51505
BRCM 93.2% 2.50381
AKAM 95.5% 2.44741
AVNX 88.8% 2.29377
JDSU 93.1% 2.18926
ARXX 86.3% 2.11660
SEBL 93.0% 2.09239
SRNA 87.0% 2.08788
WFII 90.7% 2.08680
WEBM 89.0% 2.07132
SQNM 86.6% 2.03180
NXTL 89.3% 2.02630
STOR 89.7% 1.96648
TIBX 86.6% 1.95922
ACTU 85.7% 1.93578
ITWO 93.3% 1.90156
YHOO 90.0% 1.88550
AETH 88.8% 1.85582
HAND 92.7% 1.84520
IWOV 87.1% 1.84251
PWER 89.1% 1.82022
QLGC 91.0% 1.79509
SANM 87.6% 1.78857
PSFT 85.8% 1.76561
BLDP 94.8% 1.74765
INCY 86.7% 1.71754
DSGX 91.1% 1.67739
JNPR 86.7% 1.61357
TRPH 85.3% 1.60261
VRTS 86.0% 1.54802
MERQ 87.3% 1.53237
ACRI 91.2% 1.50870
PCOP 86.9% 1.50308
BEAS 86.6% 1.47863
QSFT 85.7% 1.41984
DIGX 85.4% 1.38039
VICR 87.8% 1.34957
CRXA 88.1% 1.34376
CIEN 85.9% 1.21216
SABA 86.3% 1.18911
ARMHY 86.3% 1.10657
COMPX 100.0% 1.00000
WIND 92.9% 0.93496
VRSN 86.1% 0.85244
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