Infosys Shares Dip 0.24% as Trading Volume Jumps 45% to $320M, Ranking 351st in U.S. Market
. 15, 2025, , . , reflecting mixed institutional and retail investor activity.
, . , InfosysINFY-- remains a key player in IT services, operating across sectors including finance, manufacturing, and healthcare. , indicating potential sensitivity to global capital flows.
Infosys has allocated portions of its assets to domestic mutual funds, including the HDFC Index Sensex and ICICI PrudentialPUK-- Sensex Index Fund. As of Aug. 25, 2025, , , . The stock’s recent performance suggests ongoing pressure from macroeconomic factors and sector-specific challenges.
To run a rigorous back-test I need to pin down a few implementation details that aren’t fully specified yet: 1. Market universe • Should we rank all common stocks listed on NYSE + NASDAQ + AMEXAXP--, or use a predefined index universe (e.g., Russell 3000)? 2. Ranking time-stamp • Do we determine the “top-500 by volume” using the same-day closing volume (i.e., ranks known after the close), then enter positions at that close and exit at the next day’s close? • Or do you prefer an open-to-open (buy next day’s open, sell same day’s close) workflow? 3. Weighting & capital allocation • Equal-weight across the 500 names each day? • Reinvest 100% of capital daily (full turnover), ignoring slippage/transaction costs for now? 4. Data assumptions • Is it acceptable to use consolidated U.S. daily stock price/volume data (adjusted for splits/dividends) from 2022-01-03 through 2025-09-15? 5. Output preference • Besides total return and drawdown, are there any additional metrics (e.g., Sharpe, turnover) you’d like highlighted? Once I have these points confirmed I can build the retrieval plan and run the back-test.


Comentarios
Aún no hay comentarios