Sector Rotation Model

srmind

Function Name: srmind

Tags: ROC, SRM

Category: Cycles, Market Breadth

"A market sector is a group of companies conducting similar types of business, and a sector rotation model (SRM) is a paradigm that describes which sectors are expected to be the most active during various periods of the economic cycle. Since business activity for the companies translates to more revenue, an SRM has implications in the profitability of sectors. Thus, an SRM could be used to find the topperforming sectors in the stock market. While there is no common acceptance of an SRM, all variations have minor differences so they come under the same name: the sector rotation model."

 

Author: Giorgos E. Siligardos

Source: Stocks & Commodities, August 2012: "Stocks and Commodities"

 

Parameters

Exchange

 

 

 

Type:

RocPeriod

 

Default Value: 75  |  Minimum: 1  |  Maximum: 200

 

Type: Numeric