Hi,

I wish to know how many Stocks Per Day on avg. show a daily change of
over 2% in either direction. This is ragarding the US stock market.
I will rephrase, How many stocks, every day on average, show more then
a two (2%) percent change?

Thank you,
Please state source of your information.
An Answer without source won't be accepted.

---

Request for Question Clarification by omnivorous-ga on 09 Aug 2005 09:10 PDT

Chupik --

As Vballguy points out, there is quite a difference in stock
volatility at different periods.  Here, for example is a graph of
daily returns of the S&P500 since 1928 -- and periods of market
downturns like the Great Depression have great volatility.  Analysts
are continually debating whether markets today are more volatile -- or
less volatile:
http://schwert.ssb.rochester.edu/spvol282k.pdf

I actually don't think that it will be possible to answer your
question without custom research.

Best regards,

Omnivorous-GA

---

Request for Question Clarification by pafalafa-ga on 09 Aug 2005 11:51 PDT

chupik-ga,

I can give you the number of stocks that have gone up or down by more
than 2% for each day for the next few days, if that would be of
interest to you (in other words, I can track the numbers between now
and, say, Thursday).

I do not know of a managable way to get this data for a long period
over the past years (or decades) in order to give an average figure.

Would the numbers for the next few days meet your needs?

pafalafa-ga

---

Clarification of Question by chupik-ga on 09 Aug 2005 19:29 PDT

Thank you all for fast inquiries.

A week's data(5 working days) will be good for me.
That is The Per Day Avg for a 5 days period.

Please inform me afterwards, against my payment ofcorse of your data
source and how to obtain it.

Chupik

---

Clarification of Question by chupik-ga on 09 Aug 2005 19:31 PDT

One more clarification as to Vballguy-ga's comment.

Im interested in the enitre stock market positioned in north america.
Nasdaq, AMEX, NYSE and any other market i might have forgotten.

Thanks again

---

Clarification of Question by chupik-ga on 19 Aug 2005 05:57 PDT

-------->This question is sitting too long.
-------->I add 10$ tip for whoever answers it.

I have your data, taken from nearly 9,000 stocks over the last five
trading days. Such data is simply not available in bulk for free, or
even for a few dollars a month. Most free sites limit portfolio sizes
to a few hundred stocks. I got the information from a proprietary
database of actual closing prices. Day 1 is yesterday's close, and the
next four days represent the four days before yesterday.

		                Day 1	Day 2	Day 3	Day 4   Day 5  5-Day Day          
                                                         Average
							
American Stock Exchange							
							
Avg. Chg.		        -0.5%	-0.3%	-0.9%	-0.1%	-0.2%	-0.4%
No. Up More Than 2%		84	89	72	118	90	91
% Up More Than 2%		10.6%	11.2%	9.0%	14.8%	11.3%	11.4%
No. Down More Than 2%		145	148	191	137	119	148
% Down More Than 2%		18.2%	18.6%	24.0%	17.2%	14.9%	18.6%
No. Up/Down More than 2%	229	237	263	255	209	239
% Up/Down More than 2%		28.8%	29.8%	33.0%	32.0%	26.3%	30.0%
							
New York Stock Exchange							
							
Avg. Chg.		        -0.4%	-0.2%	-1.0%	0.3%	-0.4%	-0.3%
No. Up More Than 2%		72	122	50	226	78	110
% Up More Than 2%		2.8%	4.8%	2.0%	8.9%	3.1%	4.3%
No. Down More Than 2%		245	240	523	102	222	266
% Down More Than 2%		9.6%	9.4%	20.6%	4.0%	8.7%	10.5%
No. Up/Down More than 2%	317	362	573	328	300	376
% Up/Down More than 2%		12.5%	14.2%	22.5%	12.9%	11.8%	14.8%
							
NASDAQ/Over the counter							
							
Avg. Chg.		        0.4%	0.1%	-0.3%	0.3%	-0.2%	0.1%
No. Up More Than 2%		619	742	550	902	640	691
% Up More Than 2%		14.0%	16.8%	12.4%	20.4%	14.5%	15.6%
No. Down More Than 2%		899	816	1358	769	987	966
% Down More Than 2%		20.3%	18.5%	30.7%	17.4%	22.3%	21.9%
No. Up/Down More than 2%	1518	1558	1908	1671	1627	1656
% Up/Down More than 2%		34.4%	35.3%	43.2%	37.8%	36.8%	37.5%
							
Other OTC							
							
Avg. Chg.		        28.1%	10.2%	16.7%	19.4%	5.0%	15.9%
No. Up More Than 2%		138	149	133	133	152	141
% Up More Than 2%		20.1%	21.8%	19.6%	19.6%	22.4%	20.7%
No. Down More Than 2%		136	138	158	144	130	141
% Down More Than 2%		19.8%	20.2%	23.3%	21.3%	19.1%	20.7%
No. Up/Down More than 2%	274	287	291	277	282	282
% Up/Down More than 2%		39.8%	42.1%	42.9%	40.9%	41.5%	41.5%

I hope this data helps,

V

---

Request for Answer Clarification by chupik-ga on 20 Aug 2005 04:43 PDT

Dear Vercingatorix,

Thank you very much.
However, I have to rely on an information source since without it, if
I use the information it would have the same value as my guess will.
Other then that it is an A+ answer.

Waiting for clerification,
Chupik

---

Clarification of Answer by vercingatorix-ga on 20 Aug 2005 10:12 PDT

Chupik:

Please rest assured the information is accurate over the period I
provided. I take my role as a researcher seriously. Market volatility
will indeed change over time, and I regret that I cannot provide you
with a way to capture this information on a regular basis in the
future.

I answer stock-related questions all the time, using public
information (stock prices are indeed public information, accessible to
anyone with enough computer power to collect them). But I have access
to software that collects such data, and the type of information you
seek is just not available online, or at least I've never found a
source for that much data in my years of online research.

To be honest with you, if you had said in your question that you
needed a source you could use in the future, I wouldn't have answered
the question, because I don't believe such a source exists unless
you're willing to pay serious bucks. I thought you simply wanted a
picture of stock volatility over a five-day period, and that's what I
provided. Sorry if that's not what you had in mind.

If this is data you want to track in the future, I'd suggest you make
a deal with a local firm that has access to a financial database, and
offer to pay them a fee for monthly reports like the one I provided
you. It would not be cheap, but you'd have the data you need. Possible
sources for the data would be brokerages and money-management
businesses.

Alternatively, you could try to purchase the data from any one of a
number of companies that provide it for financial professionals and
investors. Here are some links you can try out:

http://about.reuters.com/productinfo/s/stock_market_data/
http://www.analyzerxl.com/bulkquotesxl.htm
http://www.bloomberg.com
http://www.zacks.com
http://info.standardandpoors.com/mk/get/IMS_FREE_TRIAL_REG_FORM

I don't know much about these different companies, though all should
be able to provide you with the data you want, with varying levels of
cost and sophistication.

V

I was about to give 5 stars, when I found out I stated clearly "an
answer without source wont be accepted".
However and since I cannot use the information the way I was going to.
I think it does not deserve the tip.
I will give only 5$ tip

chupik

You might want to include some additional details.

1) Which markets? (Nasdaq, AMEX, NYSE, etc) 
2) What time frame?  ie:

The average number of nasdaq stocks that had a 2% or greater change
over the past seven days is:  xxxxxx

-------->This question is sitting too long.
-------->I add 10$ tip for whoever answers it.

Hello folks,

Thanks to vercingatorix-ga for answering this question, which I
thought I would be able to answer myself, but I'm afraid I got
sidetracked.

Anyway, it might help to know that the source I was using -- which is
free and easily available -- is the Yahoo advanced stock screener at:


http://screen.finance.yahoo.com/newscreener.html


Click on the link that reads: "Launch Yahoo! Finance Stock Screener",
and it will download a temporary screener that can return a listing
for all stocks that closed above (or) below X% from the previous close
-- you can set X at any value you want.

Give it a try, and see if it helps out.

pafalafa-ga

Thank you Pfalafa,

If i could i would send the tip to you.

You were more then helpfull,

Chupik

Thanks, chupik-ga,

You got some really good information in your answer, here.  But do
give the Yahoo screener a try if you need a public source of info.

paf