Texas Instruments Slumps to 490th in Market Activity as Semiconductor Shifts and Mixed Sentiment Weigh

Texas Instruments Inc. closed Friday’s session at $184.50, down 0.96% with a trading volume of $310 million, ranking 490th in market activity. The stock’s performance followed mixed signals from industry-specific developments and broader market sentiment shifts.

Analysts noted that recent supply chain adjustments in the semiconductor sector, particularly in automotive-grade chip production, contributed to cautious investor behavior. Reports highlighted ongoing inventory management challenges among key clients, tempering short-term demand projections for Texas’ analog and embedded processing segments. However, long-term growth expectations remain intact due to sustained 5G infrastructure investments and industrial automation trends.

Market participants also observed limited impact from macroeconomic data releases, as the S&P 500’s 0.3% decline failed to translate into meaningful directional pressure for Texas. Technical indicators showed bearish momentum below the 200-day moving average, though on-chain flow metrics suggested accumulation by institutional players at current price levels.

To run this back-test accurately I need to confirm a few practical details so the data-gathering and modelling match what you have in mind: Market universe - Should we use all U.S. exchange-listed common stocks (NYSE + NASDAQ), or a different universe? Price used for entry/exit - Enter at today’s close, exit at tomorrow’s close (standard for an end-of-day strategy), or use open prices instead? Portfolio construction - Equal-weight each of the 500 names each day? Rebalance completely every day (i.e., replace the entire basket with the new day’s top-500)? Treatment of transaction costs/slippage - Ignore them, or apply a fixed bps cost per trade? Once these points are clear I can lay out the data-retrieval plan and run the back-test.