where can I find industry group ranking online similar to IBD's?

Discussion in 'Strategy Development' started by clearpicks, Apr 15, 2004.

  1. I am looking for industry sector/group performance ranking for the past 6 months or 1 year. I am not sure whether this is the right place to post this questions. Any help is appreciated.
     
  2. IBD didnot keep the historical data
     
  3. what I am trying to find is which sectors have been in low 10% or high 10% bracket for a certain period. Example, the five sectors which have fallen into the lowest 20 sectors in terms of 1 year performance for the longest time. Both IBD and Marketwatch don't provide such infomation unless I keep a record of them using a spreadsheet by myself.
     
  4. If you understand how IBD calculates it you can work this out. The ranking is a weighted average and the formula is
    0.4 * (C * 100 / C65) + 0.2 * (C * 100 / C130) + 0.2 * (C * 100 / C195) + 0.2 * (C * 100 / C260)
     
  5. dbphoenix

    dbphoenix

    Perhaps bigcharts can meet your request.

    Click here: http://bigcharts.marketwatch.com/industry/bigcharts-com/

    Then use the drop-down to enter the time period you want. When you get it, you'll have the top 10% and the bottom 10% for that period. If you then click on the industry name, you'll get the best and worst-performing stocks.

    If you click Show All Industries to your left, you'll get a branched listing of everything down to sub-groups.

    There's a lot there. Click around.
     
  6. Where can I retrieve historical price for those sectors so that I can calculate by myself? Thanks.
     
  7. agrau

    agrau

    Thanks for sharing. One question though: The close values of what? Taking for granted that we talk about some sort of a sector index, which one would that be? Or, better asked, what computational and weighting method should be used: cap-weighted vs. equal weighted. arithmetic vs. geometric?

    Thanks,
    agrau
     
  8. equal weighted arithmetic. you will find sector groups indexed in most data packages
     
    #10     Apr 16, 2004