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Say I have a group of 20 stocks. I use an exploration to calculate
two different values for each stock, let's say:
1. C/ref(C,-55) and
2. C/ref(C,-200)
I want to rank the 20 stocks on each of the two measures and get a
composite score to select the stock which does best overall.
So in this case, I want to rank the stocks on the first measure so
that the best return over 55 days scores 1, second best scores 2 and
so on down to the worst stock which scores 20.
Then I rank the stocks over the 200 day return in the same way.
Adding the two scores for each stock gives my overall score - the
lowest number is the "best" stock.
Can anyone tell me how to do this?
Thanks,
Steve
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