Altria's $440M Volume Ranks 260th as High-Volume Strategy Posts 21.4% Gains

Generated by AI AgentAinvest Volume Radar
Wednesday, Sep 10, 2025 7:58 pm ET1min read
Aime RobotAime Summary

- Altria Group (MO) closed with a 0.06% gain on $440M volume, ranking 260th in U.S. equity liquidity.

- A high-volume strategy tracking top 500 U.S. stocks by liquidity generated 21.4% returns over 1,400 days, with a 0.28 Sharpe ratio and 27.1% maximum drawdown.

- The strategy’s performance aligned with broad-market trends, showing sensitivity to transaction costs, with a 0.40 Sharpe ratio in a zero-cost scenario.

- Mega-cap tech dominance in the portfolio amplified sector exposure, limiting diversification benefits despite high daily turnover (64%).

On September 10, 2025, , , . equities. The stock’s muted performance reflects limited catalysts in its immediate trading environment, with market focus remaining on broader macroeconomic signals ahead of key policy updates.

A back-test of a high-volume-driven strategy highlights structural characteristics influencing market dynamics. . stocks by dollar volume, net of transaction costs. Over 1,400 trading days through September 9, 2025, , . , . , underscoring the high-liquidity nature of the approach.

Performance metrics suggest the strategy’s returns were closely aligned with broad-market trends rather than idiosyncratic stock selection. , the model’s profitability remained sensitive to transaction costs. , . The concentration of in the universe further amplified exposure to sector-wide movements, limiting diversification benefits.

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