Suffice to say, most investors/traders have their own personal strategy and I would think it is reasonable to assume that each strategy has an ideal rate of change.

For the sake of argument, lets define 'rate of change' as: 'what type of historical data we look for'.

Suppose I'm looking for a 'steady' stock, ie. the daily/weekly/monthly change (over time) is slow, or within a certain range. The same could be said for volatility.

What if I want a 'fast' or 'slow' stock, wherein the actual price fluctuates at a certain rate, within a certain range.

Many stock exchanges have software to search through available stocks. The TSX screener, for example, uses the deliminators: exchange, sector, share price, market capitalization, earnings per share, 5 year annual income growth rate, and institutional holdings.

My question is: How can I search through stocks to find ones with particular rates of change, ie. 'fast/slow' 'steady/volatile' (as previously defined).

Can you use the aforementioned deliminators, do you have to use special software, are there specific terms to ping on search engines? Essentially, how can I search for stock context rather than stock properties.

  • 2
    by "rate of change" are you searching for the word volatility? – JoeTaxpayer Jun 3 '15 at 19:58
  • Yes, but not in respect to rise and fall; I'm looking for total volatility. Eg. If a stock goes up 0.1 and then down 0.1 back to 0 change, that is still a total of 0.2 change. – CodeHard_or_HardCode Jun 3 '15 at 20:19
  • Liquidity, maybe? – CodeHard_or_HardCode Jun 3 '15 at 20:19
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    Most charting software would have a Rate Of Change (ROC) indicator. One software I use it on is Incredible Charts (there is a free version available). However, if you are talking about the range a stock moves in a day (from its low to its high), then that is the Average True Range (ATR) you are looking for. Most charting software have the ATR indicator as well. – Victor Jun 3 '15 at 21:51
  • You might have more luck on quant.stackexchange.com – rhaskett Oct 12 '15 at 22:11

If you look for specific range movement of a scrip ... then market has already factored it out. Though if you want to find out, then you got to pull out data of scripts which you wish to trade. Check for Open, High, Low and Close in spreadsheet. Find out percentile difference between Highs-lows,Open-high, Open-Low and High-Close, Low-close ; you will find range movement of particular time. Doing this activity you may roughly estimate movement of the market after it opens at a particular level.

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