Stock v index

[rahul100]

Hi

Is there a way in MS to compare the relative strength or weakness of a security against an index, ie the stocks in the sp100 v the index, ie MSFT V SP100 INDEX, and then to generate some sort of buy / sell signal? i would like to do this for say all the the stocks in the sp100 v the index.

thanks

 

[Cadavre]

I've heard about a Beta Delta relationship. My general understanding is the regression slopes of the underlying are normalized to the regression slope of the index and that from that a price change to index moves can be established.

Beta refers to the volatility. Delta is the speed or price change.

You might want to use this as a starting point:
http://easycalculation.com/statistics/learn-regression.php

I think Excel has some functions.

 

[vspfurn]

Hi

Is there a way in MS to compare the relative strength or weakness of a security against an index, ie the stocks in the sp100 v the index, ie MSFT V SP100 INDEX, and then to generate some sort of buy / sell signal? i would like to do this for say all the the stocks in the sp100 v the index.

thanks

Hi.

http://www.equis.com/customer/resources/formulas/formula.aspx?Id=11

http://www.equis.com/Customer/Resources/TASC/Article.aspx?Id=25

check out the above given links.

they may help.

Vspfurn