  This paper proposes a method for ranking the investment attractiveness of
exchange-traded stocks where investment risk is not related to the volatility
indicator but instead is related to the indicator of compression of the time
series of price changes. The article describes in detail the ranking algorithm,
provides an example of ranking the shares of all companies included in the Dow
Jones stock index. The paper additionally compares the results of ranking these
stocks by volatility and compression and also shows the strengths of the second
indicator, which is formed using the method of binary-ternary compression of
historical financial data.
