Donnerstag, 7. Juli 2011

SP500 Condensed (CLUSTERED)


powerd by:


algoservice.com

want do it yourself ? go to

algoservice.com/


description=SP500
skipp negative 200 / 50 day change

SP500 marketcap>=250.0 mio USD OPTION=+ONLYK-means clustering using exchange method

matrix:8
Group condition

Symbol=s
PctChgFrom50-dayMovingAvg=m8
PctChgFrom200-dayMovingAvg=m6

CPU time=267 ms
Data had dimension: 2 with number of rows: 300
Number of final clusters=20
Compactness=6.482756237584484




Cluster-center and Cluster symbols:
cluster: :   0  (0.97, 1.24)
  L INTU PEG CBG CFN TMK SHW WM AEE ADI VTR MCHP CPB CLX BLK MTB XOM ORCL
 
cluster: :   1  (3.34, 1.02)
  GD HD SUN STT NTAP HAR PH NBL PCL HCP RDC NVLS UNM CTSH APH APA
 
cluster: :   2  (1.05, 3.26)
  FO STZ BA WAG XEL LEG TE EXC DTE CMS PDCO WMB RSG AON
 
cluster: :   3  (2.04, 4.33)
  PGR PKI TWX NU WEC TEG IP HCN NEE NWSA SE SO PNW POM DUK AMT
 
cluster: :   4  (4.50, 2.73)
  ROP SWK PBCT VAR EXPD JBL AAPL VZ AES UPS COP ITT OMC PRU SLB ZION APC
 
cluster: :   5  (1.42, 6.12)
  ED SYY PGN PFE CVS T QEP MCK PEP LH EMC AEP ADP DGX VNO PPL RRD SLE CELG HNZ XRAY HRB
 
cluster: :   6  (7.00, 0.66)
  FCX FTI MSFT EMR CMI
 
cluster: :   7  (3.76, 5.02)
  CVX PLD PLL INTC IGT CMCSA GAS KO LMT KIM OXY AIV COF GILD CHRW TSN ITW BMS TSS FISV HON LUK MPC
 
cluster: :   8  (7.47, 5.42)
  FFIV DD ROK RHT CAT FDX JOYG ICE JCI NOC CLF EBAY PPG TSO
 
cluster: :   9  (3.07, 8.04)
  ARG D JNJ TYC SWN CL NI AZO IFF CAG FDO CCE KR BDX MMC ABT EMN DHR UNP BHI MHP LLL HSY COST SYMC BLL BMY LSI PSA YUM

 
cluster: :  10  (5.52, 7.30)
  EW GR MYL WDC MAT MMM TJX UTX CSX SNA QCOM SRCL APD IPG
 
cluster: :  11  (3.41, 10.88)
  FE B ALTR ROST TWC XLNX CAH MCD ECL BAX CTXS BCR TMO KFT ABC MJN SPG MWV HRL BMC DVA SLM EQT EQR
 
cluster: :  12  (7.24, 10.11)
  PCLN ORLY JWN WFM IBM WYN BEN NKE RL PX GPC FMC RRC DOV DRI
 
cluster: :  13  (2.01, 15.70)
  EP M S LO MCO PCS FRX CEG AET CEPH GME ANF WLP
 
cluster: :  14  (4.86, 13.23)
  EL A BXP DELL WAT AVB AXP CTAS AGN CNP DTV LTD NSC DPS
 
cluster: :  15  (9.20, 14.90)
  DV V R OKE AN HAL ISRG HP PCP VFC SBUX GWW APOL FAST AMZN BBBY SIAL CRM
 
cluster: :  16  (11.56, 7.28)
  MON NOV AKS KMX HOG
 
 
cluster: :  17  (5.33, 20.45)
  CVH CERN CI ERTS EXPE CBS UNH HUM NSM IRM
 
cluster: :  18  (10.46, 21.35)
  GT WYNN MA TDC DFS TIF COH WPI CMG
 
cluster: :  19  (11.56, 32.54)
  BIIB NFLX COG

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