JPMorgan's $1.61B Volume Plummets 31.5% to 44th in Liquidity Amid Sector Rebalancing

Generated by AI AgentAinvest Volume Radar
Tuesday, Sep 23, 2025 7:50 pm ET1min read
Aime RobotAime Summary

- JPMorgan Chase (JPM) saw 31.5% lower trading volume ($1.61B) on 9/23/2025, ranking 44th in liquidity despite 0.10% price gains.

- Analysts linked reduced volume to defensive institutional positioning amid shifting macroeconomic dynamics and sector rebalancing.

- Strategy back-testing requires clear parameters: universe scope, rebalancing rules, cost assumptions, and benchmark metrics for accurate performance evaluation.

- Key clarifications needed include security inclusion criteria, weighting methodologies, transaction cost modeling, and benchmark index selection.

On September 23, 2025, , , . The bank's performance reflected mixed market sentiment amid evolving macroeconomic dynamics and sector-specific positioning shifts.

Analysts noted that the bank's muted volume activity could signal reduced short-term speculative interest, . The decline in trading volume contrasted with broader market trends, where high-liquidity names typically dominate investor focus during periods of volatility. .

For back-testing purposes, ; ; ; . These parameters will determine the strategy's risk profile and its ability to replicate historical returns accurately.

To build and back-test this strategy rigorously, , Nasdaq, Amex) or adopt a broader definition? Are ETFs, ADRs, or penny stocks to be excluded? , , ? ? (3) Transaction costs—should costs be assumed as zero, or should commission rates and slippage be factored in? , ? , , ? Once these parameters are defined, .

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