To solve the problem that an investor finds difficulty in instantly finding a brand whose price starts to move in a stock market and determining investment in a conventional collection method of stock price ranking, when a stock brand whose price is high at the opening of the market and the occurrence of a large dealing volume, causing a high rank at the opening of the market, an influence for a certain time period, and as a result, a brand is apt to continue to stay at a high rank even after the deal is shifted to be weakened, in the case of a large stock price ascending rate and a large actual deal amount at the opening of the market.

The time axis of the shifted stock price is divided into short samples, and the occurrence of the deals in the time axis is detected and recorded. Based on the occurrence frequency thereof, a ranking table is generated, and thereby a mechanism is formed to instantly recognize a stock being in large movement and a stock starting to move. By the lapse of a preset certain time period, entire count values are reset, and a new cycle of counting and generating the ranking table is started. By the continuous functioning thereof, there is formed a mechanism of enabling the constant checking of most updated information with regard to the stock in movement or the stock starting to move in a ranking format.