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
|
