Twitter Tweet

Optuma General Discussion
1

Hi,

I think I have again a special request to the highly creative and marvelous Optuma team.

On the Optuma Twitter account (https://twitter.com/Optuma) you have published on March 6 an analysis about the relative performance between the S&P 500 and its sectors (https://twitter.com/Optuma/status/1235863994289643520).

Is it possible to get the workbook or especially the watch list of this relative strength analysis?

Thanks a lot again,

Thomas

2

Hi Thomas,

I didn’t save the workbook but you can open the GICS Level 2 indices from the Optuma Symbol List as a Watchlist, and then add the RIC function in a column, set to a user-defined date (Feb 19th in this case).

3

Hi Optuma Team,

you have published on Tweeter a few hours ago a screenshot of a watch list about the relative performance of S&P 500 stock to the S&P 500. (https://twitter.com/Optuma/status/1237691270354649088)

Can you make the watch list available to download?

I am interested in the scripts of the watch list.

Thanks

Thomas

4

Hi Thomas,

It’s the same RIC script as the other tweet, set to a user-defined date:

RIC(DATESEL=User Defined, START_DATE=2020-02-19, ZEROBASED=True, INDEX=SPX:WI)/100

It’s divided by 100 so that it can be displayed as a % in the watchlist.

5

Hi Darren,

thanks for the script. I “underestimated” possibilities of the RIC settings.

6

Hi,

I have created the script

RIC(DATESEL=User Defined, START_DATE=2020-02-19, ZEROBASED=True, INDEX=SPX:WI)/100

Using a watch list I got for Apple (AAPL) the value 3.59% for 2020/03/10.

My manual calculation:

On 2020/02/19 the closing value of Apple was 323.62

On 2020/03/10 the closing value of Apple was 285.34

This is a decline of 11.828%

On 2020/02/19 the closing value of the S&P 500 was 3,386.15

On 2020/03/10 the closing value of the S&P 500 was 2,882.23

This is a decline of 14.881%

The difference between 14.881% and 11.828% is 3,053%

Please give me some explanation why the watch list script shows the value of 3.59% whereas my manual calculation shows a value of 3.053%?

 

Another question:

In the watch list on Twitter ((https://twitter.com/Optuma/status/1235863994289643520) there is a column named “Since 2/19”.

I have tried to create a script calculating the %-change of some indices and stocks since 02/19, too.

But my scripts didn’t work. I have tried using the StringDate function to set the start date to 2020/02/19 and the Change() and the Change Since Signal function but nothing worked.

Can you give me please the script for the column “Since 2/19” as used in the Twitter screen shot?

Thank you really very much for your help.

Thomas

7

Hi Thomas,

The RIC calculates the % change in the ratio of AAPL to SPX on those days:

Feb 19th = 323.62/3386.15 = 0.095572

Mar 10th = 285.34/2882.23 = 0.098999

((0.098999-0.095572)/0.095572) * 100 = 3.59%

For the change since Feb 19th use this:

CHANGE(INT_TYPE=Fixed, DATE=2020-02-19)/100