Silicon Investor (SI) -- The First Internet Community

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

Strategies & Market Trends : Tech Stock Options -- Ignore unavailable to you. Want to Upgrade?

To: peter n matzke who wrote (43865)	5/26/1998 12:07:00 PM
From: Stoctrash	Read Replies (1) \| Respond to of 58727

It's like $3K/month....+ you need a Sun Workstation, etc etc...if you want it on site. I'm trying via the net...should be neat...havent got the PW to work yet so maybe I don't get to try :-(( edit: DAMN...still cannot get it!! ok...finally in... here is a sample: Logical Information Machines, Inc. [Home] [Stocks] [Bonds] [FX] [Agriculture] [Metals] [Energy] [Astrology] [Europe] [Asia] [Today's Idea] [Daily Numbers] [Archive] [Lounge] 4/21/98 Fact: Over the past two weeks, the S&P 500 is virtually unchanged. This seems odd considering that we have seen major international markets like FTSE, NIKKEI, and Dollar-Yen trade with an unusual amount of volatility. Q: Are there any implications for the long term investor when the S&P is steady over a two-week period while various other global markets move dramatically? If so, what S&P groups perform the best/worst over the next year? A: Stocks like Coke, Pepsi and Kimberly Clark help their respective S&P groups (Soft drinks and Household Products respectively) outperform the overall S&P 500. S&P autos are the worst performers against the overall index. Execution Units: Weekly First Value in 1 year LET ATTR theSec = (BEVSOFT / SPX) * 100, (AUTOS / SPX) * 100, (HOUSPRD / SPX) * 100, KMB, KO, PEP SHOW 1: percent_move from today to 3 months later of theSec 2: percent_move from today to 6 months later of theSec 3: percent_move from today to 1 year later of theSec WHEN 2 week percent_move of SPX is less than 0.1 AND 2 week percent_move of SPX is more than -0.1 AND { 1 week percent_move of NIKKEI is less than -4 OR 1 week percent_move of FTSE is less than -3 OR 1 week percent_move of JPY is more than 2 OR 2 week percent_move of DEM is less than -2 OR 1 week percent_move of DJTA is more than 4 OR 2 week percent_move of SI is less than -5 } -------------------------------------------------------------------------------- Let variable values: theSec = (BEVSOFT / SPX) * 100 Date Day _3M _6M _1Y 10/14/1966 Fri 16.0020 21.3445 27.2312 08/13/1971 Fri 13.6740 11.6082 23.2261 06/01/1973 Fri 1.3912 -3.0734 -16.7395 07/15/1977 Fri 10.8431 9.7198 16.2814 10/03/1980 Fri -2.5939 12.4771 19.3492 03/22/1985 Fri 0.6805 3.2547 20.7352 11/21/1986 Fri 7.6860 -2.6173 13.3787 07/29/1988 Fri 15.9137 9.6024 34.8020 06/15/1990 Fri 11.4486 18.7442 15.1213 02/21/1992 Fri 14.4882 13.8506 7.5813 04/15/1994 Fri -5.8334 7.0248 15.8151 08/18/1995 Fri 7.7148 11.2032 26.8229 10/25/1996 Fri 3.0019 5.0148 -12.8905 04/17/1998 Fri NaN NaN NaN Avg 7.2628 9.0887 14.6703 AvgPos 9.3495 11.2586 20.0313 AvgNeg -4.2136 -2.8454 -14.8150 PctPos 84.6154 84.6154 84.6154 PctNeg 15.3846 15.3846 15.3846 Maximum 16.0020 21.3445 34.8020 Minimum -5.8334 -3.0734 -16.7395 StdDev 7.3022 7.2394 14.8460 ZStat 0.9946 1.2554 0.9882 Variance 53.3222 52.4092 220.4024 14 Occurrences Let variable values: theSec = KO Date Day _3M _6M _1Y 06/01/1973 Fri 3.0165 -5.1187 -21.6637 07/15/1977 Fri -3.1544 -10.4098 5.6782 10/03/1980 Fri 2.2641 11.6982 4.9058 03/22/1985 Fri 4.4944 1.4983 54.8689 11/21/1986 Fri 25.0858 9.6220 9.2782 07/29/1988 Fri 11.7264 19.8696 65.4721 06/15/1990 Fri -9.4444 5.5556 24.7222 02/21/1992 Fri 11.8483 8.0569 5.5292 04/15/1994 Fri 7.6190 28.5714 47.6190 08/18/1995 Fri 19.0476 27.7778 64.2857 10/25/1996 Fri 14.5363 18.5464 11.2782 04/17/1998 Fri NaN NaN NaN Avg 7.9127 10.5152 24.7249 AvgPos 11.0710 14.5773 29.3638 AvgNeg -6.2994 -7.7643 -21.6637 PctPos 81.8182 81.8182 90.9091 PctNeg 18.1818 18.1818 9.0909 Maximum 25.0858 28.5714 65.4721 Minimum -9.4444 -10.4098 -21.6637 StdDev 9.9207 12.5397 28.9025 ZStat 0.7976 0.8386 0.8555 Variance 98.4208 157.2447 835.3558 12 Occurrences Let variable values: theSec = PEP Date Day _3M _6M _1Y 06/01/1973 Fri -3.1769 -18.6081 -32.6778 07/15/1977 Fri 3.6269 6.7359 25.3887 10/03/1980 Fri 10.0001 36.4996 29.4998 03/22/1985 Fri 15.0119 14.2856 56.4162 11/21/1986 Fri 19.1963 17.4107 15.1785 07/29/1988 Fri 12.1108 7.9585 66.0901 06/15/1990 Fri 0.3379 5.4054 25.1690 02/21/1992 Fri 11.6279 16.6667 24.0310 04/15/1994 Fri -14.9660 -7.1429 11.5646 08/18/1995 Fri 20.6612 35.5372 38.8430 10/25/1996 Fri 12.9167 6.6667 24.5833 04/17/1998 Fri NaN NaN NaN Avg 7.9406 11.0378 25.8260 AvgPos 11.7211 16.3518 31.6764 AvgNeg -9.0715 -12.8755 -32.6778 PctPos 81.8182 81.8182 90.9091 PctNeg 18.1818 18.1818 9.0909 Maximum 20.6612 36.4996 66.0901 Minimum -14.9660 -18.6081 -32.6778 StdDev 10.5982 16.1852 25.4651 ZStat 0.7492 0.6820 1.0142 Variance 112.3218 261.9603 648.4734 12 Occurrences Let variable values: theSec = (HOUSPRD / SPX) * 100 Date Day _3M _6M _1Y 10/14/1966 Fri -9.5007 -6.5282 -0.2131 08/13/1971 Fri 13.5155 16.2146 23.9451 06/01/1973 Fri 1.9671 2.3505 8.9015 07/15/1977 Fri 5.6470 8.5786 6.2397 10/03/1980 Fri -10.8696 -5.9402 4.7820 03/22/1985 Fri -4.6285 3.5627 12.2952 11/21/1986 Fri 1.9165 8.4725 20.4536 07/29/1988 Fri 11.3480 9.1913 19.7525 06/15/1990 Fri 7.4024 16.8710 -4.6738 02/21/1992 Fri 3.5705 2.2808 -1.4642 04/15/1994 Fri -2.2557 5.4648 9.4661 08/18/1995 Fri 13.0278 8.7364 9.5032 10/25/1996 Fri 3.2919 13.1216 6.4687 04/17/1998 Fri NaN NaN NaN Avg 2.6486 6.3366 8.8813 AvgPos 6.8541 8.6222 12.1808 AvgNeg -6.8136 -6.2342 -2.1170 PctPos 69.2308 84.6154 76.9231 PctNeg 30.7692 15.3846 23.0769 Maximum 13.5155 16.8710 23.9451 Minimum -10.8696 -6.5282 -4.6738 StdDev 7.8672 7.2749 8.6337 ZStat 0.3367 0.8710 1.0287 Variance 61.8922 52.9249 74.5404 14 Occurrences Let variable values: theSec = KMB Date Day _3M _6M _1Y 06/01/1973 Fri -4.9449 -26.9229 -36.2637 07/15/1977 Fri -12.3626 -12.3626 0.5496 10/03/1980 Fri -2.9545 15.4545 11.3638 03/22/1985 Fri 20.7254 24.8705 73.5751 11/21/1986 Fri 35.1682 31.8043 30.5810 07/29/1988 Fri 3.2538 8.0260 12.1475 06/15/1990 Fri 5.9754 15.6415 34.9736 02/21/1992 Fri 13.5802 14.0741 9.1358 04/15/1994 Fri 1.4085 10.0939 -3.5211 08/18/1995 Fri 13.7405 21.3740 20.6107 10/25/1996 Fri 12.0787 11.2360 19.1011 04/17/1998 Fri NaN NaN NaN Avg 7.7881 10.2990 15.6594 AvgPos 13.2413 16.9528 23.5598 AvgNeg -6.7540 -19.6427 -19.8924 PctPos 72.7273 81.8182 81.8182 PctNeg 27.2727 18.1818 18.1818 Maximum 35.1682 31.8043 73.5751 Minimum -12.3626 -26.9229 -36.2637 StdDev 13.2384 16.6491 27.1143 ZStat 0.5883 0.6186 0.5775 Variance 175.2558 277.1937 735.1841 12 Occurrences Let variable values: theSec = (AUTOS / SPX) * 100 Date Day _3M _6M _1Y 10/14/1966 Fri -13.4770 -13.4606 -8.7342 08/13/1971 Fri 6.0549 -0.8869 -10.0073 06/01/1973 Fri -6.7758 -18.6587 -11.3228 07/15/1977 Fri 8.5056 -2.0614 -5.5859 10/03/1980 Fri -20.3426 -5.1275 -10.2229 03/22/1985 Fri -6.9613 -5.6396 7.6117 11/21/1986 Fri 4.8613 15.3460 5.1529 07/29/1988 Fri 0.9937 1.8714 -14.9240 06/15/1990 Fri -12.0546 -27.4894 -22.4859 02/21/1992 Fri 7.5213 2.3196 16.7095 04/15/1994 Fri -1.7671 -13.5056 -23.0769 08/18/1995 Fri -8.7884 -6.5615 -6.8748 10/25/1996 Fri 0.0792 -7.6150 -3.7663 04/17/1998 Fri NaN NaN NaN Avg -3.2424 -6.2669 -6.7328 AvgPos 4.6693 6.5123 9.8247 AvgNeg -10.0238 -10.1006 -11.7001 PctPos 46.1538 23.0769 23.0769 PctNeg 53.8462 76.9231 76.9231 Maximum 8.5056 15.3460 16.7095 Minimum -20.3426 -27.4894 -23.0769 StdDev 8.9862 10.6669 11.3177 ZStat -0.3608 -0.5875 -0.5949 Variance 80.7525 113.7835 128.0897 14 Occurrences Generated by JMIM -------------------------------------------------------------------------------- [Home] [Stocks] [Bonds] [Foreign Exchange] [Agriculture] [Metals] [Energy] [Astrology] [Asia] [Europe] [Today's Idea] [Daily Numbers] [Archive] [Lounge] Copyright c 1998 [Logical Information Machines]. Unauthorized photocopying, facsimile or any other distribution of this copyrighted material is prohibited. All rights reserved. Last Updated: April 22, 1998.