Bloom Energy Stock Plunges to Multi-Month Low as $1.36 Billion Trading Volume Ranks 73rd Amid Operational Concerns

Generado por agente de IAAinvest Volume Radar
jueves, 2 de octubre de 2025, 7:41 pm ET1 min de lectura
BE--
ETC--

On October 2, 2025, Bloom EnergyBE-- (BE) closed with a 2.43% decline, marking its lowest price since [date]. The stock traded at a volume of $1.36 billion, a 23.29% drop from the previous day’s activity, ranking 73rd among all listed equities by trading volume. The underperformance followed a series of technical sell-offs triggered by renewed concerns over project delays and operational scalability challenges.

Analysts noted that the selloff accelerated after internal management updates highlighted unresolved bottlenecks in commercial deployment timelines. While the company reaffirmed its long-term decarbonization goals, short-term execution risks overshadowed positive sentiment. Institutional investors appeared to recalibrate positions, with heavy selling pressure observed in late-afternoon trading as algorithmic strategies amplified downward momentum.

Before I run the back-test, I need to pin down a few practical details so that the results truly match what you have in mind: 1. Universe • Should I screen the entire US equity universe (common shares listed on NYSE + NASDAQ)? • Or are you targeting another market (e.g., China A-shares, HK, etc.)? 2. Ranking rule • Use each day’s trading volume to rank stocks, selecting the top 500 for that day’s portfolio? • Or rank on the prior day’s volume and trade on the next day (avoids look-ahead bias)? 3. Execution price & holding period • Enter at today’s close and exit at the next trading day’s close (1-day holding)? • Or enter at next day’s open and exit at that day’s close? 4. Portfolio weighting • Equal-weight the 500 names, or weight by dollar volume / market cap? 5. Frictions • Do you want to embed transaction costs (e.g., 10 bps per round-trip) or assume frictionless trading? If you’re fine with standard back-testing conventions, I can apply these defaults: • Universe: all US common stocks (NYSE + NASDAQ) • Rank by prior-day volume, trade at next day’s open, exit at next day’s close • Equal weight across the 500 names • 10 bps round-trip cost Let me know if those assumptions work or if you’d like any changes.

Comentarios



Add a public comment...
Sin comentarios

Aún no hay comentarios