AZO Falls 0.99% on 259th-Ranked $500M Volume Amid Antitrust Probe

On October 1, 2025, Autozone (AZO) traded with a volume of $0.50 billion, ranking 259th in market activity. The stock closed 0.99% lower, reflecting mixed market sentiment amid sector-specific dynamics.

Recent developments highlight regulatory scrutiny intensifying for the auto parts retailer. A federal investigation into pricing practices has raised concerns over potential antitrust violations, prompting investor caution. Analysts note the probe could lead to higher compliance costs and reputational risks, though no formal charges have been filed yet.

Supply chain adjustments also emerged as a key factor. Autozone announced revised inventory management protocols to address regional distribution bottlenecks, signaling a strategic pivot toward localized logistics. While the move aims to stabilize product availability, execution risks remain a focal point for short-term volatility.

To run this back-test accurately I’ll need to clarify a few practical details: 1. Market universe – do you want U.S. listed common stocks only, or a different / broader universe? 2. Portfolio construction – should the position in each of the 500 names be equally-weighted (i.e., 0.2 % each), value-weighted by dollar volume, or another scheme? 3. Trade price – are we entering at the next day’s market open and exiting at that day’s close, or some other convention? 4. Benchmark – would you like the results shown versus a particular benchmark (e.g., SPY) or just the absolute return curve? Once we lock these items down I can generate the signal file (the daily list of names), feed it into the back-test engine, and present the performance report.