Page 46 - FINAL CFA I SLIDES JUNE 2019 DAY 4
P. 46
Session Unit 3:
13. Technical Analysis
LOS 13.e: Describe common technical analysis indicators (price-based, momentum
oscillators, sentiment, and flow of funds)., p. 323
Rate of change oscillator (ROC) or momentum oscillator = 100 times the difference
between the latest closing price and the closing price n periods earlier
Steep ROC
Steep ROC
Some use the ratio of the current price to the past price instead; so, it oscillates around 100 instead!
