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Earnings and Price Movement Analysis Tool

Discussion in 'Equities' started by tom, Oct 11, 2014.

  1. tom

    tom Administrator Staff Member

    Before I worked at Sheridan Mentoring, I built a tool to analyze the price movement of a stock or index. The page includes analysis of standard deviations of price movement based on the user inputted value of volatility, and the price movement of stocks around the previous eight earnings dates. Here's a screen shot of it the earnings analysis portion:

    2014-10-11-Earnings-and-Price-Movement-Analysis.jpg
    The version at Sheridan Mentoring stopped working about a month before I left the company. Dan never had it fixed so I decided to re-write and fix the broken tool.
    It looks like it's working at Capital Discussions in the members area now.

    If you can do me a favor, please try the tool out and let me know if you find any bugs. You can go to it directly if you have auto-login enabled here:
    http://members.capitaldiscussions.com/go/u.earnings-analysis

    If you don't have auto-login enabled (by checking the box "remember me" when you login), then go to the "Tools" menu and you'll see the "Earnings and Price Movement Analysis" as the first tool in the drop down list.

    If you haven't logged into the members site, why not? It's free and has the calendar of upcoming events, library of recordings, tools and more. You can recover your password on the login page or sign up for a free account if you don't have one already at

    http://members.capitaldiscussions.com/join

    I look forward to your feedback on the tool.

    Thanks

    Tom
     
  2. tom

    tom Administrator Staff Member

    I've fixed a minor bug so all of the indexes work and I've removed some of the less popular indexes.
     
  3. mdb

    mdb Member

    1. If I open RUT, data is shown as of May 14, 2014. Looks like a data feed problem - CSV file page not found. YF feed is available for $RUT, but your page comes out empty.
    2. I'd suggest adding explanation of "cumulative change". Not clear at all what it is.
    Overall, great work. Thanks!
     
  4. tom

    tom Administrator Staff Member

    The price data is coming from Yahoo so you have to use the Yahoo symbols. RUT is ^RUT It's easiest to use the drop down for "Indices" to get it right.

    Cumulative change is how much has the price changed from the latest close. For example, RUT closed at 1053.32 -14.67 from the previous day on the first row.

    In the second row, RUT was down -29.13 plus the -14.67 the day after is a total change of -43.80 over the two days.

    If you take the current close and subtract the cumulative change, you should end up with the close the day before the cumulative change row you're looking at. In this case:

    Current close = 1053.32
    Cumulative change = -43.06 on Fri 3 Oct 2014
    Thu 2 Oct 2014 Close would be 1053.32 - (-43.06) = 1053.32 + 43.06 = 1096.38

    Does that make sense?

    The idea is that is gives you an idea of how much the symbol has moved going back X days, including how many standard deviations it's moved.
     
  5. Rahul

    Rahul Member

    Great Job. I saw your video to understand this tool.... this is awesome! Thanks!
     

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