AutoZone Rises 1.14% on $400M Volume, 262nd in Market Activity Amid Mixed Signals

On September 9, 2025, , ranking 262nd in market activity. Recent Zacks analysis highlights mixed signals for the stock, , . However, , . , though valuation metrics suggest it trades at a premium to peers, earning a D rating on Zacks’ Value Style Score.

Earnings surprises have been uneven, . Analysts note that while near-term price movements may align with earnings estimate revisions, AutoZone’s Zacks Rank of #4 (Sell) signals potential underperformance against broader market benchmarks. Forward-looking revenue projections for the next fiscal year, , , .

To design a precise back-test I need to nail down a few practical details that aren’t fully specified yet:

1. Universe • Do we rank “all U.S. listed stocks” each day, only S&P 500 members, or another universe? • Corporate-action–adjusted tickers (delistings, mergers) – is survivorship bias acceptable, or do you need historical membership changes handled?

2. Ranking rule • “Daily trading volume” – use dollar volume (shares × close) or raw share volume? • Rank at the close, buy at the next day’s open, then exit at that day’s close (i.e., a 1-day holding period), or some other intraday timing?

3. Portfolio construction • Equal-weight each of the 500 names, or weight by volume, market-cap, etc.? • Rebalance every trading day (so a brand-new 500-stock basket each day)?

4. Transaction assumptions • Include transaction costs or slippage? (Defaults to zero if you prefer.)

Once these points are settled I can generate the data-retrieval plan and run the back-test.