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I'm interested in researching the effects of a stock ranking at extremes on a certain date, and was wondering if anyone can help me find a tool/site which allows to easily retrieve the best/worst performing stock on a given (historical) date. I'm interested in US stocks and the performance criteria should be % change.

DisinfectedDuck
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This links shows the S&P500 stocks. You can sort them by clicking on the column "change": http://www.barchart.com/stocks/sp500.php

emcor
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  • Thanks but I'm looking for a way to see those stocks in a given historical date. – DisinfectedDuck Dec 03 '15 at 10:07
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    If you are interested in historical results, then you have to define the set of stocks you are sampling from carefully. For example are you interested in S&P 500 stocks? Then you must use a database which accurately keeps track of changes to the S&P membership over time. Enron was once in S&P 500, but isn't now, you get the picture. – nbbo2 Dec 03 '15 at 16:57
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Quickest way : Have a look at Bloomberg EQS (Equity Screening) function:

1 - Type EQS and hit GO.

2 - Add criteria under section, Screening Criteria; select More Options to view all screening criteria. Hoping you find or define your Performance criteria there;

3 - Click Results located in right corner of screen.

4 - Click Output to save to Excel, PDF or print.

Alternatively : Resort to FREE Quandl API to query a list of your specified data over a defined time period. This could be done in putting all the data into a financial time series object in Matlab for instance, compute the return on those data and use min() or max() to retrieve the best/worst performing asset.

PS: It takes a little bit more time to program than using Bloomberg EQS function, but it also worth doing it.

Let's know if you need further assistance on this.

Best,

owner
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