Standard Deviation in Breadth Action

Optuma Forums Optuma Feature Requests Standard Deviation in Breadth Action

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  • #68461
    Deepak
    • Topics: 85
    • Replies: 71
    • Posts: 156

    Hii Sir,

    Is it possible to add standard deviation in breadth action.

    Actually here is the issue.

    I wanted to calculate the standard deviation of a data set rather than number of bars.

    As per NSE Momentum methodology below data points are required.

    MR12 is the 12 month Momentum Ratio of the stock
    µMR, 12 is the mean of the 12 month Momentum Ratios of the eligible
    universe
    σMR,12 is the std. deviation of the 12 month Momentum Ratios of the
    eligible universe

    now i think it will only be possible through breadth action. Is it possible to include the same.

    #68985
    Deepak
    • Topics: 85
    • Replies: 71
    • Posts: 156

    Hii Sir,

    Is it possible to include standard deviation in breadth action or is there an alternate way to calculate the same.

    Regards,
    Deepak

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