OPEN-SOURCE SCRIPT
Momentum Score
Momentum is the tendency of assets that have gone up in price to continue going up in price - and for assets that have gone down in price to continue going down in price. The reasons behind it are not well understood by academics, but momentum is a property that exists across geographies and asset classes.
The Momentum Score is a system that scores companies based on their one year total returns, excluding the last month of returns. In other words, a momentum score for today will be based on the total returns of a stock from 12 months ago today to one month ago today.
Our Momentum Score 13612W has the following composition:
MS 13612W = 12 * Roc(1) + 4 * Roc(3) + 2 * Roc(6) + 1 * Roc(12)
with ROC = (p0/pt) - 1, where pt equals price p with a t-month lag
The Momentum Score is a system that scores companies based on their one year total returns, excluding the last month of returns. In other words, a momentum score for today will be based on the total returns of a stock from 12 months ago today to one month ago today.
Our Momentum Score 13612W has the following composition:
MS 13612W = 12 * Roc(1) + 4 * Roc(3) + 2 * Roc(6) + 1 * Roc(12)
with ROC = (p0/pt) - 1, where pt equals price p with a t-month lag
Skrip open-source
Dengan semangat TradingView yang sesungguhnya, penulis skrip ini telah menerbitkannya sebagai sumber terbuka, sehingga para trader dapat memahami dan memverifikasinya. Hormat untuk penulisnya! Anda dapat menggunakannya secara gratis, namun penggunaan kembali kode ini dalam publikasi diatur oleh Tata Tertib. Anda dapat memfavoritkannya untuk digunakan pada chart
Pernyataan Penyangkalan
Informasi dan publikasi tidak dimaksudkan untuk menjadi, dan bukan merupakan saran keuangan, investasi, perdagangan, atau rekomendasi lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Persyaratan Penggunaan.