Argan Shares Plunge 11% on Surge in Volume, Ranked 366th in Market Activity

Generated by AI AgentAinvest Volume Radar
Friday, Sep 5, 2025 7:10 pm ET1min read
ETC
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Aime RobotAime Summary

- Argan shares plunged 11.07% on Sept 5, 2025, with $0.3B trading volume (90.52% surge from prior day), ranking 366th in market activity.

- Q2 results showed $2.50 EPS (beating estimates) but $237.74M revenue fell short, driven by non-recurring gains and delayed $2B contract execution.

- Valuation pressures emerged as 28.97 P/E ratio suggests overvaluation, despite strong 7.26 Altman Z-Score and 7 Piotroski F-Score metrics.

- Execution risks overshadow robust financial stability, raising investor concerns about near-term revenue realization and long-term growth potential.

On September 5, 2025, , .

The stock’s decline followed mixed second-quarter results. . The earnings beat was driven by non-recurring gains, raising concerns about sustainability. , but delays in executing these deals exacerbated investor anxiety over near-term revenue realization.

Valuation pressures compounded the sell-off. , with intrinsic value estimates below current trading levels. Strong financial metrics, , underscore its stability, yet execution risks remain a key hurdle for long-term growth.

To run this back-test rigorously I’ll need to clarify a few practical details and, if necessary, suggest an implementation that fits the current tool set (which is geared toward single-ticker or single-index back-tests).

1. Universe definition • Which market(s) should we scan for the “top 500” names? (e.g., all U.S. listed stocks on NYSE + NASDAQ, only S&P 500 constituents, a specific country,

etc
.) • Do ADRs, ETFs, or penny stocks belong in the universe?

2. Rebalancing

mechanics
• Each day we would rank every stock by that day’s dollar trading volume and buy the 500 highest-volume names at the next day’s open, holding each position for exactly one trading day (i.e., sell everything at the next day’s close). • Positions weighted equally? (default) • Any constraints on position size, liquidity screens, or transaction costs?

3. Implementation constraints Our current back-testing engine handles one ticker (or one index/ETF) at a time. A true “500-stock daily rotation” portfolio would require multi-asset portfolio support, which the existing tool set does not expose directly. We can:

a) Approximate with an investable proxy (e.g., the SPY ETF) if your goal is simply to compare “liquid large-cap equity exposure” versus buy-and-hold. b) Narrow the scope to a smaller, user-supplied list of tickers so we can cycle through them with an event-driven back-test. c) Pause until multi-asset portfolio testing is available.

Please let me know which direction you’d like to take—or provide additional details on the universe and constraints—so I can proceed with the appropriate back-testing workflow.