Diffusion Index
Search Dictionary
Definition of 'Diffusion Index'
In econometrics, a diffusion index (also known as a dynamic factor) is a series which measures the co-movement of many time series. It is used in macroeconomic models.
An example of a diffusion index in the market place is the General Business Conditions Index produced by the Philadelphia Fed Survey.
Diffusion indexes are also used in technical analysis and measure the percentage of advancing verses decline stocks in a sector, industry, index or market. You may have also seen these referred to as
advance/decline diffusion indexes.
An example of a diffusion index in the market place is the General Business Conditions Index produced by the Philadelphia Fed Survey.
Diffusion indexes are also used in technical analysis and measure the percentage of advancing verses decline stocks in a sector, industry, index or market. You may have also seen these referred to as
advance/decline diffusion indexes.
Do you have a trading or investing definition for our dictionary? Click the Create Definition link to add your own definition. You will earn 150 bonus reputation points for each definition that is accepted.
Is this definition wrong? Let us know by posting to the forum and we will correct it.
Emini Day Trading /
Daily Notes /
Forecast /
Economic Events /
Search /
Terms and Conditions /
Disclaimer /
Books /
Online Books /
Site Map /
Contact /
Privacy Policy /
Links /
About /
Day Trading Forum /
Investment Calculators /
Pivot Point Calculator /
Market Profile Generator /
Fibonacci Calculator /
Mailing List /
Advertise Here /
Articles /
Financial Terms /
Brokers /
Software /
Holidays /
Stock Split Calendar /
Mortgage Calculator /
Donate
Copyright © 2004-2023, MyPivots. All rights reserved.
Copyright © 2004-2023, MyPivots. All rights reserved.