Below are "stock summaries" that shows the day trading and one month
tendencies of IBM stock
from 1988 to early 2005. The summaries are presented in the form of html
tables...for more information on how to read these tables,
click here.
There's a lot of information that can be gleaned from the tables below.
The stock has a history of performing well after sessions on which there was a
large difference between its high and close values. It tends to rise on
Mondays (an interesting result, since the market in general is weak on that
day). Indicators that are commonly thought to predict future gains seem to
work well here...increasing volume, a large (negative) difference between IBM
and its best trading partner's performance in the previous session, strong
performance over the last month, and strong industry performance over the last
week have all predicted gains. There are some counter-intuitive results as
well...the stock tends to bounce back after sessions in which a majority of
stocks lost, and tends to fare well if it took a large hit two days ago.
Some of these results aren't particularly significant in the statistical sense,
however...the tables make this clear as well.
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Date(ymd): 880426Average Gain: 11.30Group Stdev: 39.25Revised h/l prob: 15.46, 0.0Market Focus: 0.4+0.7(4.88, 1.03)Market Focus5: 0.0+-0.1
| Top Gaining Groups197.33 recent_std 0.02 to 0.06 (5)+ ptotal 1.39 to 13.94 (5)
185.66 high-close 1.73 to 14.13 (5)+ corr 0.72 to 0.78 (4)
184.44 resist1 -0.48 to -0.08 (1)+ pkurt 2.83 to 2.92 (3)
181.57 stdev 0.02 to 0.04 (5)+ ptotal 1.39 to 13.94 (5)
181.38 markcap_est 4481611.00 to 7010146.50 (4)+ pstdev 17.47 to 18.09 (3)
178.32 high-close 1.73 to 14.13 (5)+ close-low 0.57 to 1.00 (3)
177.96 markcap_est 4481611.00 to 7010146.50 (4)+ ptotal 1.39 to 13.94 (5)
173.43 high-close 1.73 to 14.13 (5)+ ptotal 1.39 to 13.94 (5)
172.45 volume3_10 -0.07 to 0.03 (3)+ volume10_60 0.18 to 1.07 (5)
169.43 mov_ave20 -0.21 to -0.03 (1)+ ptotal 1.39 to 13.94 (5)
| Losing Groups-173.00 mov_ave20 -0.03 to -0.01 (2)+ ups/downs 0.31 to 0.39 (2)
-168.13 close-low 1.74 to 12.98 (5)+ yeargain -3.64 to 7.34 (3)
-149.58 day_of_week 3.00 to 4.00 (3)+ close-low 1.74 to 12.98 (5)
-142.44 open-yclose 0.45 to 14.76 (5)+ break_ave -6.33 to -1.59 (2)
-139.34 resist2 -0.49 to -0.08 (1)+ slice3 0.21 to 0.80 (4)
-139.04 gain2 0.34 to 1.23 (4)+ volume3_10 0.17 to 1.23 (5)
-137.10 recent_price 117.19 to 246.00 (5)+ prd_max -0.01 to 0.02 (3)
-136.32 close-low 1.74 to 12.98 (5)+ ind_1day -6.74 to -0.58 (1)
-134.97 open-yclose -14.38 to -0.40 (1)+ ind_1month -2.74 to -0.26 (2)
-132.15 momentum -12.33 to -3.93 (2)+ pave -3.01 to 0.13 (3)
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Date(ymd): 880426Average Gain: 11.85Group Stdev: 38.95Revised h/l prob: 11.82, 72.84Market Focus: 0.6+-0.5(8.09, 84.41)Market Focus5: -0.1+-0.8 | Top Gaining Groups164.29 high-close 3.38 to 14.13 (25)
154.53 high-close 2.63 to 3.38 (24)
150.66 volume10_60 0.33 to 0.48 (24)
139.81 pave -3.58 to -3.01 (10)
136.57 vslice97 0.36 to 0.43 (21)
133.18 ind_1month -17.54 to -7.77 (1)
132.74 1monthgain 10.66 to 13.48 (23)
127.35 pair_dif20 -157.14 to -34.02 (1)
125.87 slice97 -2.55 to -1.87 (2)
122.37 ptotal 3.16 to 13.94 (25)
| Losing Groups-102.06 vkurt 2.27 to 2.31 (12)
-100.81 pair_dif20 -3.77 to -2.27 (10)
-100.73 volume1_3 0.47 to 1.32 (25)
-94.33 pair_dif 3.09 to 6.69 (25)
-91.22 vtotal -2.45 to -1.67 (10)
-86.12 open-yclose -14.38 to -1.39 (1)
-85.84 pkurt 2.79 to 2.81 (9)
-84.98 corr_f 0.56 to 0.57 (16)
-84.96 volume3_10 0.49 to 1.23 (25)
-84.90 gain4 0.48 to 0.63 (17)
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Date(ymd): 880426Average Gain: 11.86Group Stdev: 24.38Revised h/l prob: 0.0, 14.83Market Focus: 2.0+0.3(0.00639, 25.89)Market Focus5: -0.2+-0.9 | Top Gaining Groups130.31 high-close 2.38 to 14.13 (10)
80.71 gain2 -15.54 to -1.91 (1)
78.95 ptotal 2.17 to 13.94 (10)
77.18 pair_dif20 -157.14 to -20.92 (1)
76.79 stdev 0.03 to 0.04 (10)
75.13 day_of_week 1.00 to 1.00 (1)
71.25 pave -4.65 to -3.01 (4)
70.86 vskew -101.53 to -36.25 (1)
69.36 ups/downs 0.01 to 0.24 (1)
66.80 volume10_60 0.29 to 1.07 (10)
| Losing Groups-71.97 pair_dif20 -6.22 to -2.27 (4)
-57.56 prd_max 0.05 to 0.09 (9)
-57.02 vslice3 -0.40 to -0.22 (2)
-43.95 volume3_10 -0.98 to -0.27 (1)
-43.52 1monthgain -6.03 to -3.68 (3)
-41.30 momentum -12.33 to -7.83 (3)
-40.78 day_of_week 3.00 to 3.00 (5)
-38.47 slice97 1.65 to 24.02 (10)
-38.30 pave -3.01 to -1.40 (5)
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Date(ymd): 880426Average Gain: 11.85Group Stdev: 16.59Revised h/l prob: 9.81, 57.06Market Focus: 0.5+0.1(13.14, 43.25)Market Focus5: -0.7+-0.6 | Top Gaining Groups72.15 high-close 1.73 to 14.13 (5)
55.45 ptotal 1.39 to 13.94 (5)
53.73 day_of_week 1.00 to 2.00 (1)
52.40 1monthgain 7.41 to 45.76 (5)
52.30 vskew -101.53 to -21.76 (1)
49.28 vslice3 0.24 to 1.05 (5)
48.38 gain2 -15.54 to -1.19 (1)
48.01 pave -6.70 to -3.01 (2)
46.61 pkurt 2.83 to 2.92 (3)
46.36 ind_1week 1.83 to 13.36 (5)
| Losing Groups-33.92 pave -3.01 to 0.13 (3)
-31.16 mov_ave20 -0.03 to -0.01 (2)
-26.57 yeargain -3.64 to 7.34 (3)
-24.82 1monthgain -6.03 to -1.53 (2)
-21.74 day_of_week 3.00 to 4.00 (3)
-21.71 pair_dif20 -2.27 to 4.95 (3)
-19.17 high-close 0.00 to 0.31 (1)
-18.54 volume10_60 -0.99 to -0.19 (1)
-17.71 high-close 0.31 to 0.64 (2)
-17.58 gain2 -1.19 to -0.36 (2)
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Below are several tables showing the tendencies of IBM stock over a one month
period. The periods are chosen by starting with the most recent data
available, gathering the necessary data, then going back into history 10 days
(about half of one month), gathering more data, etc. Incrementing the "lookback"
date by just one day, as opposed to ten, could result in biased data.
Looking at the tables below, one can see that the stock has a tendency to
bounce back if the previous 20 days have been weak in the general market, or if
its industry group has been weak.
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Date(ymd): 880426Average Gain: 10.48Group Stdev: 32.17Revised h/l prob: 0.0, 60.11Market Focus: 0.6+0.0(0.00000, 53.09)Market Focus5: -0.2+-0.2 |
Top Gaining Groups171.57 corr_f 0.73 to 0.85 (5)+ vstdev 25.92 to 26.94 (3)
164.19 resist1 -0.46 to -0.08 (1)+ vkurt 2.37 to 2.46 (3)
158.75 slice3 0.95 to 3.80 (4)+ yest_market -13.85 to -2.35 (1)
153.25 leadership 141.60 to 950.60 (4)+ pskew -9.44 to 5.45 (2)
146.41 vstdev 25.92 to 26.94 (3)+ mov_ave100 -0.02 to 0.04 (3)
146.40 vave -1.53 to 2.15 (3)+ ups/downs 0.48 to 0.57 (4)
141.50 pair_dif20 -223.11 to -13.24 (1)+ slice3 0.95 to 3.80 (4)
138.79 ind_1year -27.85 to -3.03 (1)+ vslice97 -0.16 to -0.05 (2)
137.09 prd_lastyear 7.05 to 28.53 (5)+ ind_3months -24.02 to -5.11 (1)
135.80 3monthgain -38.71 to -10.20 (1)+ slice3 0.95 to 3.80 (4)
| Losing Groups-108.52 ind_3months 10.79 to 37.72 (5)+ break_ave 8.97 to 30.57 (5)
-106.15 gain3 1.02 to 11.73 (5)+ vstdev 26.94 to 28.19 (4)
-105.70 stdev 0.02 to 0.04 (5)+ volume10_60 -0.18 to -0.08 (2)
-105.59 leadership 950.60 to 3983.80 (5)+ gain3 1.02 to 11.73 (5)
-102.79 leadership 950.60 to 3983.80 (5)+ 3monthgain 12.23 to 54.00 (5)
-101.60 gain3 1.02 to 11.73 (5)+ pskew 27.69 to 100.83 (5)
-100.97 3monthgain 12.23 to 54.00 (5)+ ind_3months 10.79 to 37.72 (5)
-100.89 ind_1day -0.08 to 0.40 (3)+ volume10_60 -0.39 to -0.18 (1)
-98.94 gain3 1.02 to 11.73 (5)+ move_ave5 0.00 to 0.01 (4)
-98.74 ind_3months 10.79 to 37.72 (5)+ mov_ave100 0.09 to 0.33 (5)
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Date(ymd): 880426Average Gain: 10.64Group Stdev: 32.74Revised h/l prob: 26.63, 26.30Market Focus: 0.0+0.1(48.05, 38.49)Market Focus5: -0.3+-0.6 | Top Gaining Groups126.92 leadership 723.10 to 950.60 (20)
125.98 prcvd_risk 0.45 to 0.56 (25)
118.63 ptotal 5.87 to 8.69 (24)
117.35 ind_1week -9.38 to -3.51 (1)
115.35 recent_std 0.04 to 0.06 (25)
109.35 resist1 -0.15 to -0.12 (3)
108.77 momentum 40.92 to 103.19 (25)
108.66 ind_1month -16.54 to -8.21 (1)
104.47 pave 11.03 to 21.46 (25)
104.09 vstdev 26.26 to 26.47 (13)
| Losing Groups-96.74 pkurt 2.24 to 2.29 (2)
-88.13 vslice3 0.10 to 0.12 (19)
-83.39 leadership 1636.10 to 2124.10 (24)
-75.02 ind_3months 14.60 to 18.49 (23)
-71.87 1monthgain 8.90 to 10.44 (22)
-70.33 prcvd_risk 0.32 to 0.34 (21)
-70.18 close-low 0.35 to 0.40 (7)
-69.69 gain2 1.07 to 1.34 (20)
-66.46 prd_3yrs 0.82 to 0.85 (4)
-65.15 pkurt 2.12 to 2.24 (1)
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Date(ymd): 880426Average Gain: 10.61Group Stdev: 20.93Revised h/l prob: 14.41, 8.18Market Focus: 0.7+0.6(5.07, 8.25)Market Focus5: 0.0+-0.4 | Top Gaining Groups83.09 ind_1month -16.54 to -5.67 (1)
79.30 ptotal 4.88 to 17.11 (10)
72.82 yest_market -13.85 to -4.05 (1)
69.33 prcvd_risk 0.37 to 0.56 (10)
68.71 ind_3months -24.02 to -8.32 (1)
65.29 recent_std 0.03 to 0.06 (10)
64.14 vave -1.53 to 0.22 (5)
63.70 leadership 418.30 to 950.60 (8)
61.67 close-low 2.72 to 6.56 (10)
61.46 gain4 2.03 to 12.94 (10)
| Losing Groups-59.75 pkurt 2.12 to 2.30 (1)
-54.24 gain2 0.77 to 1.34 (8)
-50.04 pstdev 29.45 to 32.52 (10)
-40.53 corr 0.41 to 0.45 (3)
-38.44 gain3 1.02 to 1.94 (9)
-37.49 ind_1year 12.07 to 15.32 (7)
-37.02 leadership 1496.10 to 3983.80 (10)
-31.77 volume10_60 -0.19 to -0.14 (3)
-30.30 vstock_ind -0.19 to 0.22 (7)
-29.99 vstock_ind -0.87 to -0.52 (5)
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Date(ymd): 880426Average Gain: 10.61Group Stdev: 14.53Revised h/l prob: 38.60, 61.86Market Focus: 0.0+-0.2(50.86, 64.57)Market Focus5: -0.3+-0.4 | Top Gaining Groups51.43 vstdev 25.92 to 26.94 (3)
49.51 ind_1month -16.54 to -2.56 (1)
48.10 ind_1year -27.85 to -3.03 (1)
47.52 close-low 1.85 to 6.56 (5)
47.15 gain3 -10.73 to -1.21 (1)
44.83 open-yclose -6.09 to -0.45 (1)
43.42 yest_market -13.85 to -2.35 (1)
43.15 leadership 141.60 to 950.60 (4)
43.00 vave -1.53 to 2.15 (3)
40.83 recent_std 0.02 to 0.06 (5)
| Losing Groups-24.69 vstdev 28.19 to 32.04 (5)
-23.04 gain3 1.02 to 11.73 (5)
-22.13 pstdev 28.34 to 32.52 (5)
-21.63 vave -21.57 to -5.73 (1)
-21.01 ind_1day -0.08 to 0.40 (3)
-18.99 volume10_60 -0.18 to -0.08 (2)
-16.34 leadership 950.60 to 3983.80 (5)
-16.19 volume10_60 -0.39 to -0.18 (1)
-15.41 yeargain -2.40 to 8.78 (3)
-15.10 close-low 0.28 to 0.63 (2)
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