Measuredmarkets Early Warning Service for Stocks

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Guide

 

Stock Basket

The Stock Basket is a list of up to 30 stocks per subscribed exchange that will be monitored automatically each trading day.

The left-hand column of the basket will indicate if a stock is showing at least two new Early Warning Flags in the latest report. (See Analysis for an explanation of how the Early Warning Flags are determined.) A list of all such stocks – the Aberrant Report – is also available for each subscribed exchange.

Flag Summary

You can view a stock’s flag summary by clicking its name in your Stock Basket or in the Aberrant Report. You can also enter any symbol in the “Enter Symbol” form, if the stock is not in your basket or in the Aberrant Report.

The flag summary is broken down by time period and by price, volume and trades flags. A table shows how many flags there are, in total and for each type – Price, Volume and Trades/Number of Transactions. A second table shows if flags have been generated by the Early Warning Service in each of the designated time periods. Flags are shown as up or down arrows and the arrow direction denotes whether the trading behaviour is above or below the “normal” range.

Detailed Reports

From the flag summary, you can choose to view a 20-day detailed report. You can access up to 30 (see Note 1) such detailed reports per exchange per day.

The detailed report includes a graph as shown here:
Graph for COF,N
The vertical bars, in shades of blue, represent the number of Early Warning Flags generated on each day (dates as marked). A column of bars for any one day can include flags for unusual behaviour in Price and/or Volume and/or Number of Trades. The actual number of flags is shown on the left scale and the maximum is 27. The Closing Price is represented by orange-coloured points for each day and the price scale is on the right of the graph.

This data is also repeated in the accompanying table.
DatePriceVolumeTradesTotal DeviationPrice FlagsVolume FlagsTrades FlagsTotal Flags
2002-07-1833.31019,137,7008,67127.77276186620
2002-07-1730.48042,701,30012,716150.90247099927
2002-07-1650.6004,014,4003,7390.4644232057
2002-07-1551.1104,137,0003,4320.1564572024
2002-07-1251.5004,496,8002,4690.1101353104
2002-07-1150.4208,591,3002,6634.89162858013
2002-07-1051.4109,166,9004,88221.00784059923
2002-07-0955.4503,166,9003,2780.1919594026
2002-07-0858.0302,865,4002,9220.0020230011
2002-07-0559.9501,062,8001,5730.0000000347
2002-07-0357.4802,423,8002,2260.0000000112
2002-07-0256.7502,672,7003,1650.0453450044
2002-07-0158.5302,857,6003,0880.0332630033
2002-06-2861.0503,068,4002,4590.0178883115
2002-06-2759.1002,626,8002,6760.0005721001
2002-06-2656.8002,648,4002,5660.0000000000
2002-06-2557.5602,031,5002,6920.0000000101
2002-06-2458.0402,576,0002,8730.0015740011
2002-06-2157.3502,135,7002,6460.0000000101
2002-06-2057.0502,878,6003,0610.0269281012
Please note: for stocks traded on more than one of the exchanges covered by the Early Warning Service, Volume and Trades counts are added together, so as to better reflect the actual behaviour of the stocks.

Also shown in the table are the flag counts for each day, by type and by total.

Additionally a Total Deviation number is shown for the individual stock. This item is a computation of the weights of the flags generated by the stock and is useful for a day-to-day comparison.

“Capital One Shares Fall 40% On Warning From Regulators”
Wall Street Journal 18th July 2002

In the example shown above (graph & table) it can be seen that the stock was exhibiting unusual trading behaviour, as marked by the numerous flags Total Deviation Numbers some days before the news story (headline shown immediately above).

Aberrant Reports

A summary of all stocks on a subscribed exchange that have shown at least two new “Early Warning Flags”, signalling unusual trading behaviour as compared to the previous day’s report.

The “M2NDXs” (tm)

For each stock market that the Measuredmarkets Inc. Early Warning Service covers, an index is generated for the end of each trading day. This index – an M2NDX – effectively gives a report of the actual trend of all the common equities (no preferred, rights, warrants are included) of the Exchange for that particular day. As for individual stocks, end-of-day data is shown for the M2NDXs for Price, Volume and Trades/Transactions. Additionally, M2NDXs are generated for a Total Value measure on each exchange and a Closing Price Comparison for the four North American Markets covered at this time.

We believe that the M2NDXs are a far better measure of the general direction and tendency of the market than almost all other popular indices.



Note 1: More can be added, for an additional fee.

“Anomalies Happen”