Moving Average Analysis of MSO

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From the Weekend Report 6/26/2009: Phase four of the MACD sequence is at least mildly bullish because the stock may get a boost as it approaches the 200 session moving average. Currently the stock is -16.00 % below that line, but the distance narrowed over the week.

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This page looks at the predictive abilities of different methods of averaging applied to MSO stock prices. Techniques available include moving weighted or exponential averages of various periods and the family of MACD (Moving Average Convergence Divergence) indicators.

Unfortunately, some of the most popular indicators of this type can prove to be the worst forcasting indicators. The next page tests the effectiveness of these methods as predictors of future prices for MSO.

The 200 session average is red, the 20 bar, green. The un-sophisticated moving averages plotted here are un-weighted, but they still may return better results than many of the more popular, highly tuned averages seen in some of the following sections. It is always possible to fine tune an exponential or other weighted average so that it seems to outperform a simple average in a given situation. However, over-tuning can increase false and misleading indicators. Norman G. Fosback has noted that legitimate signals of this sort will normally be evident through a variety of averaging methods.

Moving Average Convergence of Martha Stewart

Companies In the News

Wednesday, July 01, 2009: We have news on Public Service Enterprise Group Inc., ticker symbol PEG. Signs of an over-bought condition have become noticable. Also, there are breaking events concerning The Travelers Companies, Inc. and Kellogg Company.

From the News Archive: (7/1/2009 ) Favorable events happened at Allegheny Energy, Inc., Bank of America Corporation, and American International Group, Inc.. Meanwhile, bad news came from Lexmark International, Inc..

MACD analysis would appear perfect for overtuning, since it may use any of an infinite number of averaging methods and coefficients. In addition to crossover signals from various moving averages, analysts frequently add a trigger line based on some average of the first two averages. Here we depict the results of 12 and 26 session Exponential Moving Averages. The exponential coefficient used here is .18. There is nothing magic about these parameters, but these are frequently seen.

Float the cursor for a longer term chart.

Moving Average Convergence Divergence, or MACD, produces buy or sell signal that are color tinted here.

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Moving Avg. 20/200 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 11 instances
Future30SesAvgClose	0.27 % minus -0.07 % = 0.34 %	2.89 %
Future5SesAvgClose	0.10 % minus -0.02 % = 0.12 %	6.05 %
Future2SesAvgClose	0.08 % minus -0.01 % = 0.10 %	12.35 %
Sell Signals - 10 instances
Future30SesAvgClose	1.17 % minus -0.07 % = 1.24 %	10.52 %
Future5SesAvgClose	-0.84 % minus -0.02 % = -0.82 %	-41.72 %
Future2SesAvgClose	-1.28 % minus -0.01 % = -1.27 %	-160.96 %
	.
Moving Avg. 5/20 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 65 instances
Future30SesAvgClose	-0.73 % minus -0.07 % = -0.66 %	-5.57 %
Future5SesAvgClose	-0.43 % minus -0.02 % = -0.41 %	-20.66 %
Future2SesAvgClose	-0.55 % minus -0.01 % = -0.54 %	-68.57 %
Sell Signals - 65 instances
Future30SesAvgClose	-0.11 % minus -0.07 % = -0.04 %	-0.33 %
Future5SesAvgClose	0.64 % minus -0.02 % = 0.66 %	33.46 %
Future2SesAvgClose	0.64 % minus -0.01 % = 0.65 %	82.52 %
	.
Moving Avg. 5/200 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 18 instances
Future30SesAvgClose	2.09 % minus -0.07 % = 2.17 %	18.36 %
Future5SesAvgClose	0.97 % minus -0.02 % = 0.99 %	50.40 %
Future2SesAvgClose	1.10 % minus -0.01 % = 1.11 %	141.51 %
Sell Signals - 17 instances
Future30SesAvgClose	1.90 % minus -0.07 % = 1.97 %	16.68 %
Future5SesAvgClose	2.50 % minus -0.02 % = 2.52 %	128.25 %
Future2SesAvgClose	1.45 % minus -0.01 % = 1.47 %	186.19 %
	.
MACD 12/26 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 180 instances
Future30SesAvgClose	0.86 % minus -0.07 % = 0.93 %	7.91 %
Future5SesAvgClose	0.36 % minus -0.02 % = 0.38 %	19.44 %
Future2SesAvgClose	0.33 % minus -0.01 % = 0.34 %	43.39 %
Sell Signals - 181 instances
Future30SesAvgClose	0.94 % minus -0.07 % = 1.01 %	8.55 %
Future5SesAvgClose	0.17 % minus -0.02 % = 0.19 %	9.62 %
Future2SesAvgClose	0.08 % minus -0.01 % = 0.10 %	12.48 %
	.
MACD 12/26 Signal	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 267 instances
Future30SesAvgClose	0.24 % minus -0.07 % = 0.32 %	2.67 %
Future5SesAvgClose	0.05 % minus -0.02 % = 0.07 %	3.60 %
Future2SesAvgClose	0.06 % minus -0.01 % = 0.07 %	8.91 %
Sell Signals - 266 instances
Future30SesAvgClose	-0.09 % minus -0.07 % = -0.02 %	-0.18 %
Future5SesAvgClose	-0.32 % minus -0.02 % = -0.30 %	-15.12 %
Future2SesAvgClose	-0.24 % minus -0.01 % = -0.22 %	-28.43 %
	.
Calibrated M by Q Half Cycle Moving Avg.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 110 instances
Future30SesAvgClose	0.32 % minus -0.07 % = 0.39 %	3.32 %
Future5SesAvgClose	-0.28 % minus -0.02 % = -0.26 %	-12.97 %
Future2SesAvgClose	-0.41 % minus -0.01 % = -0.39 %	-49.98 %
Sell Signals - 110 instances
Future30SesAvgClose	-0.56 % minus -0.07 % = -0.48 %	-4.08 %
Future5SesAvgClose	-0.80 % minus -0.02 % = -0.77 %	-39.27 %
Future2SesAvgClose	-0.34 % minus -0.01 % = -0.33 %	-41.75 %
	.
Calibrated M by Q Full Cycle Moving Avg.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 58 instances
Future30SesAvgClose	-0.22 % minus -0.07 % = -0.15 %	-1.26 %
Future5SesAvgClose	0.25 % minus -0.02 % = 0.28 %	14.14 %
Future2SesAvgClose	0.40 % minus -0.01 % = 0.42 %	53.18 %
Sell Signals - 58 instances
Future30SesAvgClose	-3.79 % minus -0.07 % = -3.71 %	-31.42 %
Future5SesAvgClose	-1.48 % minus -0.02 % = -1.45 %	-73.89 %
Future2SesAvgClose	-0.87 % minus -0.01 % = -0.86 %	-109.07 %
	.
Projected Crossing of SMA 20/200.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 16 instances
Future30SesAvgClose	-0.31 % minus -0.07 % = -0.23 %	-1.96 %
Future5SesAvgClose	-1.64 % minus -0.02 % = -1.61 %	-81.88 %
Future2SesAvgClose	-1.17 % minus -0.01 % = -1.15 %	-146.16 %
Sell Signals - 12 instances
Future30SesAvgClose	-4.57 % minus -0.07 % = -4.50 %	-38.09 %
Future5SesAvgClose	-2.26 % minus -0.02 % = -2.24 %	-113.84 %
Future2SesAvgClose	-1.03 % minus -0.01 % = -1.02 %	-129.43 %
	.
Projected Crossing of SMA 5/20.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 68 instances
Future30SesAvgClose	-0.33 % minus -0.07 % = -0.26 %	-2.19 %
Future5SesAvgClose	-0.72 % minus -0.02 % = -0.69 %	-35.14 %
Future2SesAvgClose	-0.47 % minus -0.01 % = -0.46 %	-57.97 %
Sell Signals - 72 instances
Future30SesAvgClose	1.28 % minus -0.07 % = 1.35 %	11.44 %
Future5SesAvgClose	1.21 % minus -0.02 % = 1.23 %	62.73 %
Future2SesAvgClose	0.39 % minus -0.01 % = 0.41 %	51.59 %
	.

The best buy signal for 30 future sessions was 2.17 % from the Moving Avg. 5/200 Divergence,and the best sell signal for was -4.50 % from the Projected Crossing of SMA 20/200..

For 5 future sessions the best buy signal was 0.99 % from the Moving Avg. 5/200 Divergence,and the best sell signal was -2.24 % from the Projected Crossing of SMA 20/200..

The best buy signal for 2 future sessions was 1.11 % from the Moving Avg. 5/200 Divergence,and the best sell signal was -1.27 % from the Moving Avg. 20/200 Divergence.

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Moving Average Analysis for MSO Stock Prices