EMCORS 2 37% Drop on 454th Ranked 240M Volume Precedes S&P 500 Inclusion
On September 5, 2025, EMCOREME-- (EME) closed with a 2.37% decline, trading with a volume of $240 million, ranking 454th in market activity. The stock’s performance coincided with broader market adjustments, as several firms prepared for inclusion in the S&P 500 index. EMCOR is among the companies set to join the benchmark index by the September 22 market open, replacing Enphase EnergyENPH-- in the index. This inclusion typically attracts passive fund inflows and institutional interest due to the enhanced visibility and credibility associated with S&P 500 membership.
While the stock’s post-announcement price movement in extended trading showed a 2.2% rise, the session’s closing price reflected broader market dynamics. Analysts note that index inclusion can create short-term volatility as portfolios reallocate holdings, though long-term outcomes depend on the company’s fundamentals and sector positioning. EMCOR’s engineering and construction services sector exposure may influence its post-inclusion trajectory, particularly amid ongoing infrastructure spending discussions.
To build this back-test accurately I’ll need a few extra details: 1. Market universe • Should we restrict the selection to a particular exchange (e.g., all NYSE + NASDAQ common stocks), or to an index constituent list (e.g., Russell 3000)? 2. Weighting & sizing • Do you want an equal-weight allocation across the 500 names each day, or a volume-weighted / dollar-volume-weighted approach? • Any cash constraint (e.g., fully invested every day, or 1 % per name)? 3. Transaction assumptions • Slippage / commission per trade (or ignore)? • Portfolio capacity limits you’d like applied? 4. Benchmark (if any) for relative performance. Once I have these items I can generate the daily trade list (top-500 by dollar volume at the close, hold for one session) and run the performance report from 2022-01-03 to today.

Hunt down the stocks with explosive trading volume.
Latest Articles
Stay ahead of the market.
Get curated U.S. market news, insights and key dates delivered to your inbox.

Comments
No comments yet