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Portfolio123 » List all forums » Forum: Ranking Systems and Factors/Functions » Thread: Full Universe Ranking vs Filtered Ranking |
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Total posts in this thread: 2 |
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dcnelson
Advanced Member
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I've attached a spreadsheet comparing the rankings of the S&P 500. Rankings on left came from the Full universe with 1 being the top ranked and 500 the bottom. The absolute ranking of course is different because there are 7000 stocks in the full universe. Rankings on right are the S&P 500 using the same ranking system but filtering to rank S&P 500 stocks only. Intuitively it would seem the order of the stocks would be the same. While many of the top 10 are the same there are many with huge discrepencies. I would think the order should be the same regardless because the rankings come from the same system. Any thoughts. ---------------------------------------- 
S&P 500 comparisons.xls
(946176 bytes)
(Download Count: 7)
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Stittsville123
Advanced Member
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Maybe this thread will help. http://www.portfolio123.com/mvnforum/viewthread?thread=2144#8723 |
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