Sanofi Plunges 7.33% on 414% Volume Surge to $450M Ranking 318th as Momentum Strategy Posts 166% Return

On July 31, 2025, Sanofi (SNY) fell 7.33% with a trading volume of $0.45 billion, marking a 414.69% surge from the previous day and ranking 318th in market activity. The decline occurred as the company released its 2025 half-year financial report, filed with the French AMF and U.S. SEC under Form 6-K. The report is accessible on Sanofi’s investor relations page under “Regulated Information,” offering stakeholders transparency ahead of potential strategic updates.

Sanofi’s midyear filing aligns with its positioning as an AI-driven biopharma firm focused on immune system therapies and global health solutions. The report’s release timing coincided with a sharp drop in investor sentiment, possibly reflecting market scrutiny over performance metrics or guidance expectations. Analysts may interpret the decline as a reaction to liquidity dynamics or sector-specific pressures, though the filing itself does not disclose operational results yet.

The strategy of purchasing the top 500 stocks by daily trading volume and holding them for one day delivered a 166.71% return from 2022 to the present. This outperformed the benchmark return of 29.18%, generating an excess return of 137.53%. The strategy’s success is a result of effectively capturing market momentum while managing risk, as evidenced by its ability to consistently identify high-liquidity stocks. Despite recent volume contractions and market fluctuations, the strategy remains viable for aligning with short-term liquidity trends.