Change From 200 Day SMA

Table of Contents

These filters compare the price of the last print for a stock to the average closing price of that stock for the previous 200, 50, 20, 10, or 8 trading days. A positive number means that the current price is above the moving average. A negative number means that the current price is below the moving average.

There are two different ways to scale the result. You can look at the difference as a percentage (%) or you can look at it in terms of volatility (Bars). There is no option to look at this in dollars, because that value would vary too much from one stock to another.

The formula for % is simple. (Percent Change) = ((Last Price) - (SMA)) / (SMA) * 100. This is a common way people look at the simple moving average when they are only looking at numbers.

Volatility is a way of formalizing what we see on a chart. The volatility of a stock is, roughly, the average amount that the stock moves between the close of one 15 minute bar, and the close of the next bar. See our stock screener for the exact volatility of any specific stock. The formula for this filter is (Volatility Weighted Change) = ((Last Price) - (SMA)) / (Volatility).

The stock screener includes several specific scans related to these filters. The winners and losers by % show the extreme cases that you would find using the percent version of these filters. The winners and losers by volatility show the extreme cases that you would find using the volatility version of these filters. Look at the details of specific stocks in these scans to find good values to use in these filters.

Relevant scans: 200-Day Winners by %, 200-Day Winners by Volatility, 50-Day Winners by %, 50-Day Winners by Volatility, 20-Day Winners by %, 20-Day Winners by Volatility, 200-Day Losers by %, 200-Day Losers by Volatility, 50-Day Losers by %, 50-Day Losers by Volatility, 20-Day Losers by %, 20-Day Losers by Volatility.

Filter Info for Change From 200 Day SMA [MA200P]

  • description = Change from 200 Day SMA
  • keywords = Moving Average  
  • units = %
  • format = 1
  • toplistable = 1
  • parent_code =