Would like to run a ranking for every single stock factor, and then sort the results by the annualized return for the top bucket. That way, I could find the factors which matter most to performance. Currently, it is a crap shoot to pick the best factors to rank. For example, # of Analysts probably has very little to do with a company's performance, while the P/E has a lot to do with performance. I would like to find all the factors that matter.

Bonus: Sorting the results by how closely they fit a straight line from low to high buckets. That is, do low buckets correlate with a low performance while high buckets correlate with a high performance? Do the buckets' performance rise from low to high? Does a low rank mean a low annualized gain, while a high rank mean a high annualized gain, or are the results completely random and there is no correlation between rank and performance? Hint: You would probably use the mean of the distances between the data point of the bucket and a hypothetical line with slope of 1 going up at 45 degrees. Maybe throw in a standard deviation trick or something.
Results: Total score: 12 , # of Votes: 4 , Average: 3.0
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Requested by: starrychloe
On date: 03/05/11
Category: Ranking

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