Danaher (DHR) Surges 1.30% on September 17 2025 as $850M Volume Ranks 120th in Market Activity
, 2025, , . The stock's performance was influenced by strategic updates and operational metrics disclosed in recent corporate communications.
Recent developments highlighted Danaher’s reaffirmation of its long-term growth strategy, emphasizing disciplined capital allocation and portfolio optimization. The company reiterated its focus on high-margin segments within its diversified industrial and healthcare divisions, which analysts suggest could drive sustained earnings visibility.
Operational updates included progress in integrating recent acquisitions, with management noting improved cost synergies and revenue cross-selling opportunities. These actions align with Danaher’s historical emphasis on operational excellence, potentially reinforcing investor confidence in its ability to navigate macroeconomic headwinds.
To run this back-test accurately I need a bit more detail about the universeUPC-- you have in mind and how you want the daily trading-volume screen applied: 1. Market universe • All U.S. listed stocks? • A specific index constituent list (e.g., Russell 3000, S&P 500, etcETC--.)? • Another market (e.g., Europe, Asia)? 2. Ranking source & frequency • Use each day’s end-of-day consolidated volume to rank? • OK to exclude very illiquid penny stocks priced below, say, USD 1? (avoids survivorship-bias “shells”) 3. Rebalance mechanics • Buy at the next day’s open and sell at that day’s close (i.e., a one-day holding period)? • Equal-weight position sizing? (default) • Do you want to include trading costs or slippage? 4. Practical limits Running a daily 500-stock equal-weight portfolio over several years is feasible, but the data pull is large. If you’d prefer a quicker approximate answer, we can: • Limit the universe (e.g., top 1 000 tickers by average turnover) • Or test the concept on representative ETFs/indices first.


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