Cameco Defies 20.3% Volume Drop with 0.53% Gain Secures 379th Market Activity Rank

On September 11, 2025, , , , ranking 379th in market activity. The stock remains underpinned by strategic momentum in the nuclear energy sector, driven by heightened demand for uranium and long-term infrastructure agreements.

Cameco has drawn attention as a key player in the nuclear energy resurgence, with CLSA initiating coverage with an "Outperform" rating. A landmark 15-year, . Analysts note the company’s positioning across the nuclear fuel cycle, from uranium mining to enriched fuel production, aligning with growing investor interest in reliable, low-carbon energy sources.

Recent operational updates indicate Cameco is navigating production delays but remains focused on long-term value creation. Market sentiment is further bolstered by institutional interest, as large-scale options trading reflects bullish positioning. The broader uranium market continues to benefit from supply constraints and rising demand, , reinforcing Cameco’s strategic relevance in a sector reshaped by AI-driven energy needs and geopolitical shifts.

To run this back-test rigorously I need to clarify a couple of practical details and agree on a few assumptions:

1. Market universe

• Do you want the full-universe of U.S. common stocks (NYSE + NASDAQ + AMEX) or a narrower list such as the current S&P 500 constituents?

• Should we ignore ADRs, ETFs and other non-common-stock listings?

2. Weighting & rebalancing method

• Equal-weight each of the 500 names selected every day (the usual approach)?

• Rebalance daily after the close, holding the portfolio for exactly one trading day (i.e., buy at today’s close, sell at tomorrow’s close)?

3. Price type

• Close-to-close returns (simplest and most common) or open-to-close?

4. Survivorship bias

• Is it acceptable to use today’s live symbol list (simpler) or would you like to include delisted names to remove survivorship bias?

5. Data availability

• Running a daily 500-stock volume screen requires pulling price & volume data for thousands of tickers. That is feasible, but please confirm you are comfortable with the associated data load and that this is indeed what you want.

If these default assumptions are fine—U.S. common stocks, equal-weight, daily close-to-close returns, ignore delisted names—I will proceed without further confirmation. Otherwise, let me know your preferred choices and I’ll tailor the test accordingly.