Market

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Is the number of stocks I analyzed

2552

Number of stocks with positive YTD Return

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Percentage of stocks within an industry sector that have positive YTD Return

Density Distribution of the number of stocks per YTD Return for each industry sector

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Distribution of price day change for each stock by industry sector

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Distribution of volume day change for each stock by industry sector

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Top 25 stocks based on price day change

Worst 25 stocks based on price day change

Most active stocks based on shares traded

Least active stocks based on shares traded

Column

Scatter plot of stocks based on volatility and YTD return

Number of stocks per binned area in scatter plot

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Anomalous Stocks (volatility and YTD return)

The anomaly detection algorithm used was kNN

Table listing anomalous stocks (volatility and YTD return)

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Scatter plot of stocks based on price and volume day change

Number of stocks per binned area in scatter plot

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Anomalous Stocks (volume and price)

The anomaly detection algorithm used was kNN

Table listing anomalous stocks (volume and price)

Anomalous Stocks (Volatility vs. Return)

15 stocks chosen at random from the anomalous list (Volatility (%) vs. YTD_Return (%))

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Price (black), EMA12 (orange), and EMA50 (skyblue)

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Anomalous Stocks (Volume vs. Price)

15 stocks chosen at random from the anomalous list (Volume Day Change (%) vs. Price Day Change (%))

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Price (black), EMA12 (orange), and EMA50 (skyblue)

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Stocks: Volume Day Change > 0 and Price Day Change > 0

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Stocks with Volume Day Change (%) > 0 and Price Day Change (%) > 0

List of stocks with Volume Day Change (%) > 0 and Price Day Change (%) > 0

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15 stocks chosen at random. Price (black), EMA12 (orange), and EMA50 (skyblue)

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Stocks: Volume Day Change < 0 and Price Day Change < 0

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Stocks with Volume Day Change (%) < 0 and Price Day Change (%) < 0

List of stocks with Volume Day Change (%) < 0 and Price Day Change (%) < 0

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15 stocks chosen at random. Price (black), EMA12 (orange), and EMA50 (skyblue)

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Stocks Absolute Return

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Stocks NOT CORRELATED with the Russell 2000 Index – Stocks for Absolute Return Strategy?

Pearson’s correlation coefficient between the range -0.1 to 0.1

Table listing stocks NOT CORRELATED with the Russell 2000 index

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Indicators for technical analysis for the top 15 stocks (based on YTD Return) not correlated with the Russell 2000 Index — price (black), EMA12 (orange), EMA50 (skyblue)

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Indexes

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Russell 2000 (black), EMA12 (orange)

S&P500

Dow Jones

NASDAQ

VIX

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Historic Data for Russell 2000 index (black), and EMA200 (brown), EMA100 (dark green), EMA50 (skyblue)