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Worden Discussion Forum » Customer Training & Support » Ask a Trainer - TC2000 version 12/18 » Ranking 12 months return Less the past 1 month

Ranking 12 months return Less the past 1 month Rate this Topic:
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kram
Posted : Friday, October 21, 2016 1:13:03 PM
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Joined: 10/7/2004
Posts: 80

How would I rank the 12 month return LESS the past month?  Supposedly there is a regression to the mean.

In otherwords - rank the momentum based on 12 months ago compared to 1 month ago?

 

thank you
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StockGuy
Posted : Friday, October 21, 2016 2:00:21 PM

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Joined: 9/30/2004
Posts: 9,187

The 12 month Momentum value as of a month ago would be C21/C250.21*100.  Make sure you have the time frame set to Daily.
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kram
Posted : Friday, October 21, 2016 2:05:12 PM
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Joined: 10/7/2004
Posts: 80

thank you !
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