Shares of stock traded in a stock market. Equities represent the residual claim or interest of the most junior class of investors in assets, after all liabilities are paid.
Questions tagged [equities]
1053 questions
11
votes
1 answer
Forward Adjusting Stock Prices?
How should one correctly forward adjust historical prices given a time series of Open, High, Low, Close, Return?
Suppose that the data series is given below ('1' is the oldest interval; '5' is the latest one):
interval open high low close…
user749
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10
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1 answer
looking for regulations regarding stock symbol reuse in the US
in june 2009, GM has filed for bankruptcy. trading has moved from NYSE to OTC pink sheets, and the symbol changed to GMGMQ and later to MTLQQ. in november 2010 a new GM symbol started trading on NYSE. i am looking for the regulations regarding stock…
o17t H1H' S'k
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8
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1 answer
How do stock watch firms know who is buying and selling stocks before it is announced publicly?
The interview Warren Buffett Sells 30% Stake In IBM | Squawk Box | CNBC on May 5, 2017 mentioned that there exist "stock watch firms" that spotted Warren Buffett sold 30% of his stake in IBM before it was announced publicly. How do such firms glean…
Franck Dernoncourt
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7
votes
3 answers
EOD historical data
Apologies If I'm not posting in the right area.
Currently I'm using eoddata.com to get pricing data for the US market. Although not always 100% in pricing, I'm quite happy with it.
There is another website I stumbled across recently…
user172839
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5
votes
1 answer
What is the current state of the art method to predict the equity risk premium one month ahead?
I am aware of Goyal, Welch and Zafirov's paper A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction that seems to imply there is nothing one can do to predict the return of the stock market next month. Just wondering…
volcompt
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5
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2 answers
What is the intrinsic value of a stock that doesn't give dividends?
From a philosophical standpoint, I'm trying to figure out where the intrinsic value of stock derives from, in the case of a stock that doesn't pay out dividends. That is, what is the value just in owning a stock, ignoring trading it on the market?…
Noldorin
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4
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1 answer
Can a stock belong to multiple "tapes"?
My question is about the dissemination of price and quote information by the CTA and UTP (Consolidated Tape Association https://www.ctaplan.com/index , UTP https://www.utpplan.com/). I know that NYSE listed stocks are tape A, NASD listed stocks are…
Nikhil Kumar
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3
votes
1 answer
At what volume would you move the price at the opening auction?
At many exchanges the opening price is set using an auction which takes place pre-opening (see here for example). During the auction you are allowed to place orders according to certain rules (you might for example be prevented to cancel any order…
user2078515
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3
votes
1 answer
Can Central Index Keys (CIKs) issued by the SEC be reassigned?
Suppose company A has CIK 0000012345 and ceases to exist. At some later time, company B registers with the SEC to submit filings.
Is it possible that company B will be assigned the same CIK 0000012345? In other words, are CIKs unique for all time…
Till Hoffmann
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3
votes
2 answers
Clever ways of "summarising" the equity fund universe
I am trying to get some advice or direction (brainstorm) as to the best way to summarise/cluster/etc. the equity fund universe (which for my purposes consists of about 150 funds).
Some of my ideas at current:
-I have access to a Value and Growth…
NickF
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3
votes
1 answer
Comparing Equity Funds
I am trying to compare 2 equity funds, I have 10Y of monthly returns (no knowledge of their share allocations) - and their index benchmark returns.
They are both Value managers but I am not looking for qualitative comparisons. Are there any…
NickF
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3
votes
4 answers
List of Stocks by Sector
Does anyone know where I can find a list of all stocks traded on the NYSE in a table that also includes what sector they are in? I want to look at some data using info both from the individual stock and from the sector but I cannot find a…
Jonah
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3
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0 answers
The Public Market Equivalent measure in private equity
What are the advantages and disadvantages of the Public Market Equivalent measure in private equity? Why is it that the volatility of the cash flows do not matter? This topic has been discussed in a paper by Sorensen and Jagannathan 2013, but I…
finstats
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2
votes
2 answers
How do I calculate weighted mean with negative weights?
I need to display in my system the amount of stocks that I own and the average price it took me to buy them. I am having a problem doing that when I include the selling.
Lets say I bought 4 stocks in 100 usd each.
and I sold 2 stocks for 110 usd…
Bick
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2
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questions after reading the article by knuteson
I recently read this article by Knuteson and some thought/questions arose.
So I was wondering if anyone read it or wants to read it and can comment on
a few statements-questions below. I could probably email the author and I'm confident
that he…
mark leeds
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