epsm-api
    epsm-api
    • Dark Shorts
      • Dark Shorts
        GET
    • PEAD Post Earnings Announcement Drift
      • /rest-v1-pead/{ticker}
        GET
      • /rest-v1-pead/quarterly-reports/{ticker}
        GET
    • Powerdays
      • /rest-v1-powerday/daily-reports/{ticker}
        GET
    • Relative Market Rank
      • /rest-v1-rmr/{ticker}
        GET
    • Timing Momentum
      • /timing-momentum/{ticker}
        GET
    • Trend Indicator
      • /rest-v1-trend-indicator/daily-reports/{ticker}
        GET
    • Volatility Strength
      • /rest-v1-volatility-strength/reports/{ticker}
        GET
    • Schemas
      • ChartPrice
      • Pead

    Relative Market Rank

    The Relative Market Rank is a proprietary indicator that captures the performance of a stock versus all top 5000 stocks, over 12 months, 6 months and 3 months and 1 month, and ranks them to capture relative price performance.
    There are 5 RMR metrics
    The Relative Market Rank 12 Months
    The Relative Market Rank 6 Months
    The Relative Market Rank 3 Months
    The Relative Market Rank 1 Month
    The Relative Market Rank RMR (Composite)
    For each of them we calculate the performance of each stock and rank the selected stock among all 5000 other companies in the database.
    So a stock that has a performance of 10% over 6 months and a RMR6m of 80, means that its 10% performance is greater than 80% of all the other stocks over 6 months.
    The RMR composite is a weighted average of the 12, 6, 3, and 1 Month RMR. Which makes it a great indicator of the “overall” relative performance compared to other stocks.
    Relative Market Rank (RMR): The Relative Market rank captures the performance of a stock over 12, 6, 3 and 1 month and Rank them against all other stocks in our universe. Some volatility adjustments and weights are performed to filter for liquid stocks
    Relative Market Rank 12M: The Relative Market rank captures the performance of a stock over 12 month and Ranks it against all other stocks in our universe. Some volatility adjustments and weights are performed to filter for liquid stocks
    Relative Market Rank 1M: The Relative Market rank captures the performance of a stock over 1 month and Ranks it against all other stocks in our universe. Some volatility adjustments and weights are performed to filter for liquid stocks.
    Relative Market Rank 3M: The Relative Market rank captures the performance of a stock over 3 months and Ranks it against all other stocks in our universe. Some volatility adjustments and weights are performed to filter for liquid stocks.
    Relative Market Rank 6M: The Relative Market rank captures the performance of a stock over 6 months and Ranks it against all other stocks in our universe. Some volatility adjustments and weights are performed to filter for liquid stocks
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    Modified at 2025-12-03 20:06:42
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