Monday, March 22, 2010

Stock Ranking Based on Jeff Augen Price Change Behavior Model

The relative strength ranking is usually based upon the percentage change. In the list below, I rank the top 50 and bottom 50 stocks from S&P 500 stocks based onn Jeff Augen's Price change over STD. I just add the last 125 days (about 6 months) price change over std.

You could find good stocks from Top 50 list below, I plan do a model portfolio based on this kind of ranking in the future.




Top 50 Stocks
Six Month RankSymbolSummation of all daily change-over-STDPercent Change
1FDO40.86138.15
2EL38.74778.63
3BIG33.56554.11
4F32.60987.79
5SHLD32.46463.33
6FAST28.15124.66
7ABC27.48436.17
8LTD25.73548.24
9WYN25.17261.55
10MIL24.85548.50
11CAH24.48532.47
12SII24.38549.88
13TSN24.36140.82
14AKAM23.88354.37
15SWK23.20643.31
16EFX23.11825.52
17JWN22.66136.68
18HAS22.48140.73
19BA22.0835.50
20AZO21.97119.32
21NKE21.86725.99
22MCD21.7717.21
23ISRG21.45435.55
24DV21.40425.09
25GR21.34833.32
26Q21.26946.05
27MCO21.26259.26
28MHP21.18451.80
29ATI21.02952.18
30CLF21.02101.54
31SYK20.98525.86
32SNDK20.8255.41
33MKC20.79516.95
34DTE20.7228.35
35RX20.68958.47
36MEE20.50476.99
37KFT20.42114.26
38MYL20.08641.86
39SE19.91616.73
40QLGC19.88116.99
41NOC19.86127.33
42LXK19.79461.15
43ETN19.71334.15
44JBL19.57749.71
45HOT19.31737.93
46PXD19.30644.66
47BDK19.17649.14
48HSP19.02728.02
49HRL18.88415.58
50DRI18.78123.96
SPY8.37429.9934
Stock Charts
Note:
Bottom 50 Stocks
RankSymbolSummation of all daily change-over-STDPercent Change
1BRK.B-68.65723.27
2BSX-21.778-34.93
3TAP-15.972-9.90
4FE-12.869-12.68
5FSLR-12.669-28.08
6AES-11.525-26.05
7NRG-11.217-24.33
8EXC-10.48-11.75
9GME-10.337-19.37
10KLAC-9.5742-15.79
11FPL-9.0894-12.95
12GT-8.116-24.34
13ETFC-8.0555-16.11
14PPL-7.8371-6.82
15DF-7.327-12.15
16CHK-7.3143-18.71
17AYE-6.6828-12.06
18APOL-6.618-11.21
19AIG-6.1718-26.16
20DO-6.1605-7.27
21DVN-5.6641-5.91
22XOM-5.6627-3.04
23MON-5.6026-5.64
24PEG-5.1169-2.24
25C-4.963-14.04
26MWW-4.6107-5.15
27FLR-4.5651-10.83
28APD-4.5531-2.20
29ECL-4.5434-5.26
30WU-4.3946-14.29
31MFE-3.7083-4.51
32PCS-3.4599-26.61
33MOT-3.0751-13.67
34QCOM-3.0604-11.48
35CME-2.96151.94
36NUE-2.811-4.57
37OI-2.6206-8.32
38FIS-2.4233-6.65
39PWR-2.3713-13.89
40RRC-2.1702-3.68
41TSS-2.1155-1.52
42IGT-2.0355-14.38
43SIAL-2.00530.65
44IVZ-1.9079-1.57
45PTV-1.8718-4.30
46NSM-1.86711.51
47NDAQ-1.8254-2.53
48HRB-1.7677-4.62
49SCHW-1.736-3.79
50VMC-1.6994-6.56
Stock Charts
Note: BRK.B seems have wrong data, so ignore it from the list
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