Verizon’s Volume Slumps to 156th Despite 0.58% Price Gain

On September 9, 2025, , , ranking 156th in volume. The muted volume suggests reduced short-term trading activity, potentially linked to seasonal factors or sector-specific dynamics.

While no direct news about Verizon was provided, the broader communication sector context includes competitive pressures from peers like T-Mobile and AT&T. However, Verizon’s performance appears decoupled from immediate sector-wide trends, with its volume drop indicating lower liquidity or investor caution. Analysts often highlight Verizon’s stable and as long-term drivers, though short-term volatility remains constrained by macroeconomic uncertainties.

To run this properly I need to pin down a couple of details and check that the approach lines up with the capabilities of the back-testing engine we can invoke: 1. Universe: • Do you want to scan the entire U.S. listed universe (NYSE + NASDAQ + AMEX), or another market? 2. Re-balancing mechanics: • By “top 500 stocks by daily trading volume,” should the ranking be based on the previous day’s volume (so we open next day) or on same-day data (which is only known at the close)? • Should the position be opened at the next day’s open and liquidated at that day’s close (i.e., a one-day holding period), or opened/closed on closes? 3. Weighting: • Equal weight across the 500 names, or volume-weighted / market-cap-weighted? 4. Practical constraint: • The built-in strategy engine here operates on one instrument at a time. For a 500-stock daily re-balance we’d have to handle a multi-asset portfolio, which the current single-ticker engine cannot natively do. • If you’re open to an approximation (e.g., using an ETF proxy, or testing the “high-volume factor” on a representative universe slice), let me know; otherwise we’ll need an external multi-asset engine. Let me know your preferences and I’ll map out the exact back-test steps (or suggest an alternative that fits the toolset).