本周异常成交量股票排名与相对成交量
按相对成交量排名本周异常成交量股票,比较最近五日与前四十日基准,并查看成交额、涨跌幅及持续性,帮助您发现值得进一步研究的交易机会。
异常成交量是指一只股票的成交量远高于自身的正常水平,而不是高于市场整体水平。大型市值股成交4000万股很平常;小盘股达到这一水平则是重大事件。本页按刚刚结束的一周内的异常成交量股票排名:计算每只股票最近五个交易日的平均成交量,再除以前四十个交易日的自身平均成交量;同时设置成交额下限,确保每一行都是个人投资者实际可以交易的股票。本页每周更新,“数据截至”日期标明统计窗口。这个指标称为相对成交量,详见其完整指南。
本周异常成交量领先股
三列数据发挥核心作用。倍数表示股票成交量高于自身正常水平的幅度。基准表示正常水平是多少。相较于活跃市场中正常基准上的适度放量,低迷基准上的巨大倍数所代表的事件规模更小。成交额说明这些交易活动是否具有真实的经济意义。最后一列是本周开盘至收盘的涨跌幅,这是大多数成交量筛选器会遗漏的指标。
| 股票代码 | 周相对成交量 | 近期平均日成交量(百万) | 基准平均日成交量(百万) | 周美元成交额(十亿) | 周百分比 |
|---|---|---|---|---|---|
| TCRT | 208 | 43.95 | 0.21 | 0.64 | 259.3 |
| MNDR | 200.5 | 27.16 | 0.14 | 0.54 | 32.7 |
| WFF | 25 | 68.29 | 2.73 | 1.72 | -93.1 |
| BMBL | 17.3 | 32.83 | 1.9 | 0.89 | 130.9 |
| MMED | 4.9 | 16.9 | 3.44 | 1.57 | -9.8 |
| CRGY | 3.1 | 14.26 | 4.55 | 0.92 | -2.2 |
| ASTS | 2.7 | 22.97 | 8.54 | 5.59 | -18.5 |
| TMUS | 2.3 | 7.14 | 3.16 | 5.44 | 1 |
每个数字背后的完整 SQL
WITH sess AS (
SELECT ticker,
toDate(toTimeZone(window_start, 'America/New_York')) AS d,
sum(toFloat64(volume)) AS vol,
sum(toFloat64(close) * toFloat64(volume)) AS dollars,
argMin(toFloat64(open), toTimeZone(window_start, 'America/New_York')) AS day_open,
argMax(toFloat64(close), toTimeZone(window_start, 'America/New_York')) AS day_close
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= now() - INTERVAL 70 DAY
AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) >= 570
AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) < 960
AND ticker NOT IN ('SPCX')
GROUP BY ticker, d
),
cal AS (
SELECT d, row_number() OVER (ORDER BY d DESC) AS rn
FROM (SELECT DISTINCT d FROM sess)
),
per_name AS (
SELECT s.ticker AS ticker,
avgIf(s.vol, c.rn <= 5) AS adv_recent,
avgIf(s.vol, c.rn BETWEEN 6 AND 45) AS adv_base,
sumIf(s.dollars, c.rn <= 5) AS dollar_recent,
argMaxIf(s.day_open, c.rn, c.rn <= 5) AS week_open,
argMinIf(s.day_close, c.rn, c.rn <= 5) AS week_close,
countIf(c.rn <= 5) AS recent_sessions,
countIf(c.rn BETWEEN 6 AND 45) AS base_sessions
FROM sess s INNER JOIN cal c ON s.d = c.d
GROUP BY s.ticker
HAVING adv_base > 100000 AND dollar_recent >= 500000000 AND recent_sessions = 5 AND base_sessions >= 35
)
SELECT ticker,
round(adv_recent / adv_base, 1) AS rvol_week,
round(adv_recent / 1e6, 2) AS recent_adv_m,
round(adv_base / 1e6, 2) AS baseline_adv_m,
round(dollar_recent / 1e9, 2) AS week_dollar_bn,
round(100.0 * (week_close / week_open - 1), 1) AS week_pct
FROM per_name
ORDER BY rvol_week DESC, ticker ASC
LIMIT 8按顺序阅读每一行:
- TCRT,为自身正常水平的 208 倍,位居榜首:日均成交 43.95M 股,基准为 0.21M 股,成交额为 $0.64B,开盘至收盘变动为 259.3%。
- MNDR,为 200.5 倍,基准为日均 0.14M 股,成交额达 $0.54B;本周变动为 32.7%。
- WFF,为 25 倍,但基准较低,仅为 2.73M 股,成交额也只有 $1.72B;本周变动为 -93.1%。
- BMBL,为 17.3 倍,日均成交 32.83M 股,正常水平为 1.9M 股;开盘至收盘变动为 130.9%。
- MMED,为 4.9 倍,成交额为 $1.57B,本周变动为 -9.8%。
- CRGY,为 3.1 倍,基准为日均 4.55M 股,成交额为 $0.92B,开盘至收盘变动为 -2.2%。
- ASTS,为 2.7 倍,日均成交 22.97M 股,成交额为 $5.59B;本周变动为 -18.5%。
- TMUS,排名第八、也是最后一名,为 2.3 倍,成交额为 $5.44B,变动为 1%。
排名不考虑涨跌方向,右侧两列清楚说明了这一点:榜首股票本周收盘价较开盘成交价 259.3%,第八名较自身开盘成交价 1%。同一张榜单呈现出截然相反的表现。成交活跃表明股票的流通股确实正受到市场检验;但它无法说明这场检验最终由哪一方胜出。
倍数如何计算
假设一只股票在此前四十个交易日的日均成交量为 200,000 股。过去一周的成交量依次为 1,000,000 股、1,400,000 股、900,000 股、1,100,000 股和 600,000 股,五个交易日的平均成交量为 1,000,000 股。计算如下:1,000,000 ÷ 200,000 = 5.0x。如果将这只股票的基准成交量改为 2,000,000 股,那么同一周的读数就是 0.5x。分子代表本周的成交量;分母代表这只股票的正常水平。(分母本身就是日均成交量,但统计周期为四十个交易日,而不是通常的二十个交易日。)
为什么分母采用四十个交易日?这大约对应两个月的日历时间。周期足够长,不会让此前的一次成交量激增主导分母;同时又足够短,仍能反映这只股票当前的交易状态。为什么分子采用五个交易日?因为这是一整周,可以避免一次停牌或一笔偶发的大宗交易决定最终读数。
这个计算也明确提示了一个问题:基准成交量越低,倍数越容易被抬高。本周领先者的日均基准成交量仅为 0.21M 股。在这种规模下,一次成交拥挤的交易日就会拉高整周平均值。这正是榜单要求基准成交量达到六位数,并且单周成交额达到 $500M 后,股票名称才有资格出现的原因。
这样的周行情有多罕见?
倍数只有放在其所属的分布中才有意义。使用相同的股票池和相同的时间窗口,将所有符合条件的标的按其倍数分组:
| 相对成交量分组 | 名称数量 | 占总体百分比 | 总体名称数量 |
|---|---|---|---|
| 10x or more | 4 | 0.5 | 838 |
| 5x to 10x | 0 | 0 | 838 |
| 3x to 5x | 2 | 0.2 | 838 |
| 2x to 3x | 8 | 1 | 838 |
| 1.5x to 2x | 20 | 2.4 | 838 |
| 1x to 1.5x | 145 | 17.3 | 838 |
| below 1x | 659 | 78.6 | 838 |
每个数字背后的完整 SQL
WITH sess AS (
SELECT ticker,
toDate(toTimeZone(window_start, 'America/New_York')) AS d,
sum(toFloat64(volume)) AS vol,
sum(toFloat64(close) * toFloat64(volume)) AS dollars
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= now() - INTERVAL 70 DAY
AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) >= 570
AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) < 960
AND ticker NOT IN ('SPCX')
GROUP BY ticker, d
),
cal AS (
SELECT d, row_number() OVER (ORDER BY d DESC) AS rn
FROM (SELECT DISTINCT d FROM sess)
),
per_name AS (
SELECT s.ticker AS ticker,
avgIf(s.vol, c.rn <= 5) AS adv_recent,
avgIf(s.vol, c.rn BETWEEN 6 AND 45) AS adv_base,
sumIf(s.dollars, c.rn <= 5) AS dollar_recent,
countIf(c.rn <= 5) AS recent_sessions,
countIf(c.rn BETWEEN 6 AND 45) AS base_sessions
FROM sess s INNER JOIN cal c ON s.d = c.d
GROUP BY s.ticker
HAVING adv_base > 100000 AND dollar_recent >= 500000000 AND recent_sessions = 5 AND base_sessions >= 35
),
scored AS (
SELECT ticker,
multiIf(adv_recent / adv_base >= 10, 1,
adv_recent / adv_base >= 5, 2,
adv_recent / adv_base >= 3, 3,
adv_recent / adv_base >= 2, 4,
adv_recent / adv_base >= 1.5, 5,
adv_recent / adv_base >= 1, 6, 7) AS bucket_key
FROM per_name
),
buckets AS (
SELECT arrayJoin([(1, '10x or more'), (2, '5x to 10x'), (3, '3x to 5x'), (4, '2x to 3x'),
(5, '1.5x to 2x'), (6, '1x to 1.5x'), (7, 'below 1x')]) AS bk
)
SELECT bk.2 AS rvol_bucket,
countIf(scored.bucket_key = bk.1) AS names,
round(100.0 * countIf(scored.bucket_key = bk.1) / count(), 1) AS pct_of_universe,
count() AS universe_names
FROM scored CROSS JOIN buckets
GROUP BY bk
ORDER BY bk.1 ASC本周共有 838 只股票和 ETF 突破门槛。其中,4 只的成交量达到自身常态的十倍或以上,占整个股票池的 0.5%。另有 0 只处于五倍至十倍区间,2 只处于三倍至五倍区间。上方排行榜取自这份榜单最顶部的少数标的。再往下,8 只标的的成交量达到自身常态的两倍至三倍,占整个股票池的 1%;20 只处于一点五倍至两倍区间,占 2.4%。另有 145 只仅处于高于常态的一倍至一点五倍区间,占符合条件标的的 17.3%。
榜单的另一端才是没人截图的部分:本周有 659 只标的的成交量低于自身过去四十个交易日的平均水平,占整个股票池的 78.6%。这才是市场的常态,也正因如此,榜单顶部才是真正的异常值,而不是四舍五入造成的误差。
异常成交量会持续吗?
市场上常见的说法是,异常成交量会持续数日。因此,像这样排在榜单前列的股票,通常已经完成了大部分行情。这一点可以验证。对八只领先股票分别统计:五个交易日中,有多少个交易日的成交量达到基准的两倍或更高;单日最大成交量是多少;最大成交量所在交易日与该周最后一个交易日相隔多少个交易日。
| 股票代码 | 周相对成交量 | 超过2倍的天数 | 峰值日相对成交量 | 距峰值交易日数 |
|---|---|---|---|---|
| TMUS | 2.3 | 2 | 5.5 | 4 |
| CRGY | 3.1 | 3 | 7.2 | 4 |
| BMBL | 17.3 | 3 | 45.4 | 2 |
| MNDR | 200.5 | 3 | 978.1 | 3 |
| ASTS | 2.7 | 4 | 5.9 | 4 |
| MMED | 4.9 | 4 | 8 | 1 |
| TCRT | 208 | 4 | 802.2 | 2 |
| WFF | 25 | 5 | 50.3 | 1 |
每个数字背后的完整 SQL
WITH sess AS (
SELECT ticker,
toDate(toTimeZone(window_start, 'America/New_York')) AS d,
sum(toFloat64(volume)) AS vol,
sum(toFloat64(close) * toFloat64(volume)) AS dollars
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= now() - INTERVAL 70 DAY
AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) >= 570
AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) < 960
AND ticker NOT IN ('SPCX')
GROUP BY ticker, d
),
cal AS (
SELECT d, row_number() OVER (ORDER BY d DESC) AS rn
FROM (SELECT DISTINCT d FROM sess)
),
per_name AS (
SELECT s.ticker AS ticker,
avgIf(s.vol, c.rn <= 5) AS adv_recent,
avgIf(s.vol, c.rn BETWEEN 6 AND 45) AS adv_base,
sumIf(s.dollars, c.rn <= 5) AS dollar_recent,
countIf(c.rn <= 5) AS recent_sessions,
countIf(c.rn BETWEEN 6 AND 45) AS base_sessions
FROM sess s INNER JOIN cal c ON s.d = c.d
GROUP BY s.ticker
HAVING adv_base > 100000 AND dollar_recent >= 500000000 AND recent_sessions = 5 AND base_sessions >= 35
),
leaders AS (
SELECT ticker, adv_recent / adv_base AS rvol_week, adv_base
FROM per_name
ORDER BY rvol_week DESC, ticker ASC
LIMIT 8
),
daily AS (
SELECT l.ticker AS ticker,
l.rvol_week AS rvol_week,
c.rn AS rn,
s.vol / l.adv_base AS rvol_day
FROM sess s
INNER JOIN cal c ON s.d = c.d
INNER JOIN leaders l ON s.ticker = l.ticker
WHERE c.rn <= 5
)
SELECT ticker,
round(max(rvol_week), 1) AS week_rvol,
countIf(rvol_day >= 2) AS days_above_2x,
round(max(rvol_day), 1) AS peak_day_rvol,
argMax(rn, (rvol_day, -rn)) - 1 AS sessions_since_peak
FROM daily
GROUP BY ticker
ORDER BY days_above_2x ASC, peak_day_rvol ASC, ticker ASC按持续性排序,榜单上持续性最低的股票是 TMUS。五个交易日中,有 2 个交易日的成交量超过其基准的两倍,峰值为 5.5x。持续性最高的是 WFF,五个交易日中有 5 个交易日达到这一水平,峰值为 50.3x。这些是持续多个交易日的事件,而不是单笔成交。因此,周榜和日榜往往会列出相同的股票。
最后一列反映时间关系:最大成交量所在交易日与该周最后一个交易日之间相隔的交易日数。TMUS 为 4,WFF 为 1。如果这一间隔大于零,最显著的成交量早在该周结束前就已出现。该榜单描述的是已经结束的这一周,并不预测刚开始的下一周。
领跑者十五个交易日逐日表现
周均值掩盖了具体形态。以下是当前领跑者过去十五个交易日的日度相对成交量。数据将每个交易日的成交股数与同一四十个交易日基准进行比较,并列出各交易日的开盘至收盘涨跌幅:
| 交易日期 | 交易日标签 | 日相对成交量 | 日百分比 | 相对成交量峰值日 |
|---|---|---|---|---|
| 2026-09-25 | Sep 25 | 0.3 | -3.5 | 802.2 |
| 2026-09-28 | Sep 28 | 0.6 | -2.8 | 802.2 |
| 2026-09-29 | Sep 29 | 0.1 | -6.8 | 802.2 |
| 2026-09-30 | Sep 30 | 0.4 | -6.8 | 802.2 |
| 2026-10-01 | Oct 1 | 0.1 | 1.1 | 802.2 |
| 2026-10-02 | Oct 2 | 0.4 | -9.1 | 802.2 |
| 2026-10-05 | Oct 5 | 0.2 | 0 | 802.2 |
| 2026-10-06 | Oct 6 | 0.6 | -6 | 802.2 |
| 2026-10-07 | Oct 7 | 1.4 | 13.3 | 802.2 |
| 2026-10-08 | Oct 8 | 0.4 | -5.8 | 802.2 |
| 2026-10-09 | Oct 9 | 0.1 | -0.2 | 802.2 |
| 2026-10-12 | Oct 12 | 15 | 35.4 | 802.2 |
| 2026-10-13 | Oct 13 | 802.2 | 75.1 | 802.2 |
| 2026-10-14 | Oct 14 | 191.8 | -43.5 | 802.2 |
| 2026-10-15 | Oct 15 | 31.2 | -3.7 | 802.2 |
每个数字背后的完整 SQL
WITH sess AS (
SELECT ticker,
toDate(toTimeZone(window_start, 'America/New_York')) AS d,
sum(toFloat64(volume)) AS vol,
sum(toFloat64(close) * toFloat64(volume)) AS dollars,
argMin(toFloat64(open), toTimeZone(window_start, 'America/New_York')) AS day_open,
argMax(toFloat64(close), toTimeZone(window_start, 'America/New_York')) AS day_close
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= now() - INTERVAL 70 DAY
AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) >= 570
AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) < 960
AND ticker NOT IN ('SPCX')
GROUP BY ticker, d
),
cal AS (
SELECT d, row_number() OVER (ORDER BY d DESC) AS rn
FROM (SELECT DISTINCT d FROM sess)
),
per_name AS (
SELECT s.ticker AS ticker,
avgIf(s.vol, c.rn <= 5) AS adv_recent,
avgIf(s.vol, c.rn BETWEEN 6 AND 45) AS adv_base,
sumIf(s.dollars, c.rn <= 5) AS dollar_recent,
countIf(c.rn <= 5) AS recent_sessions,
countIf(c.rn BETWEEN 6 AND 45) AS base_sessions
FROM sess s INNER JOIN cal c ON s.d = c.d
GROUP BY s.ticker
HAVING adv_base > 100000 AND dollar_recent >= 500000000 AND recent_sessions = 5 AND base_sessions >= 35
),
leader AS (
SELECT ticker, adv_base
FROM per_name
ORDER BY adv_recent / adv_base DESC, ticker ASC
LIMIT 1
),
path AS (
SELECT formatDateTime(s.d, '%Y-%m-%d') AS session_date,
formatDateTime(s.d, '%b %e') AS session_label,
s.vol / l.adv_base AS rvol_day,
100.0 * (s.day_close / s.day_open - 1) AS day_pct
FROM sess s
INNER JOIN cal c ON s.d = c.d
INNER JOIN leader l ON s.ticker = l.ticker
WHERE c.rn <= 15
)
SELECT session_date,
session_label,
round(rvol_day, 1) AS rvol_day,
round(day_pct, 1) AS day_pct,
round(max(rvol_day) OVER (), 1) AS peak_rvol_day
FROM path
ORDER BY session_date ASC十五个交易日前,该股的成交量为基准的 0.3 倍,是一只普通且交投平静的股票。这段期间成交最活跃的交易日达到 802.2 倍。最近一个交易日为 Oct 15,成交量仍为基准的 31.2 倍,开盘至收盘涨跌幅为 -3.7%。
请注意,图表并未显示成交量沿着一条有序的直线逐步衰减。成交量放大往往成簇出现。达到峰值后的交易日,成交量可能再次加速,而不是逐步回落。因此,“成交量正在萎缩”这一说法应通过日度序列进行核实,不能想当然。同一日度序列也是计算盘中节奏指标的起点。该指标在相对成交量指南中从头构建,并用于VWAP。
筛选条件排除了什么
四项规则确保榜单保持真实,但每一项都会排除读者可能想看到的内容:
- 本周成交额下限为5亿美元。 仅按成交股数排名,会让成交一百万股也只是小数目的股票占据榜单。
- 日均成交量基线高于10万股, 确保分母是真实数值,而不是四舍五入造成的结果。
- 此前40个交易日中至少有35个交易日有成交, 这会排除刚上市的股票。新近IPO没有有意义的“正常”水平可供比较,否则会连续数周占据榜单。
- 排除一个被重复使用的代码: 交易所近期将该代码重新分配给新上市公司,而数据供应商的历史数据将两家不同公司拼接在一起。它的基线会失去意义。
规则1排除了成交记录中最极端的倍数。以下是因此被排除的六只股票中倍数最高的几只:
| 股票代码 | 周相对成交量 | 周美元成交额(百万) | 平均股价 | 基准平均日成交量(百万) |
|---|---|---|---|---|
| LNKS | 208.5 | 281.9 | 2.22 | 0.12 |
| TGL | 85 | 105.8 | 0.76 | 0.33 |
| IZM | 34 | 24.7 | 1.21 | 0.12 |
| OFAL | 19.5 | 163.9 | 0.6 | 2.82 |
| XXII | 19.1 | 10.9 | 1.01 | 0.11 |
| WBUY | 18.5 | 68 | 1.04 | 0.71 |
每个数字背后的完整 SQL
WITH sess AS (
SELECT ticker,
toDate(toTimeZone(window_start, 'America/New_York')) AS d,
sum(toFloat64(volume)) AS vol,
sum(toFloat64(close) * toFloat64(volume)) AS dollars
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= now() - INTERVAL 70 DAY
AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) >= 570
AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) < 960
AND ticker NOT IN ('SPCX')
GROUP BY ticker, d
),
cal AS (
SELECT d, row_number() OVER (ORDER BY d DESC) AS rn
FROM (SELECT DISTINCT d FROM sess)
),
per_name AS (
SELECT s.ticker AS ticker,
avgIf(s.vol, c.rn <= 5) AS adv_recent,
avgIf(s.vol, c.rn BETWEEN 6 AND 45) AS adv_base,
sumIf(s.dollars, c.rn <= 5) AS dollar_recent,
countIf(c.rn <= 5) AS recent_sessions,
countIf(c.rn BETWEEN 6 AND 45) AS base_sessions
FROM sess s INNER JOIN cal c ON s.d = c.d
GROUP BY s.ticker
HAVING adv_base > 100000 AND recent_sessions = 5 AND base_sessions >= 35
AND dollar_recent > 0 AND dollar_recent < 500000000
)
SELECT ticker,
round(adv_recent / adv_base, 1) AS rvol_week,
round(dollar_recent / 1e6, 1) AS week_dollar_m,
round(dollar_recent / (adv_recent * 5), 2) AS avg_share_price,
round(adv_base / 1e6, 2) AS baseline_adv_m
FROM per_name
ORDER BY rvol_week DESC, ticker ASC
LIMIT 6LNKS的成交量达到自身正常水平的208.5倍,但全周成交额仅为281.9亿美元,平均股价为2.22美元。其后依次是:TGL,达到85倍,成交额为105.8亿美元(平均股价为0.76美元);IZM,达到34倍,成交额为24.7亿美元;OFAL,达到19.5倍,成交额为163.9亿美元;XXII,达到19.1倍,成交额为10.9亿美元;以及WBUY,达到18.5倍,成交额为68亿美元。对这些股票而言,这是真实且明显异常的交易活动,但其倍数也受到成交金额极小的影响。
异常成交量的来源
反复出现的来源,能让您更快读懂榜单:财报周,这是唯一按计划出现的来源;公司事件,包括并购、发行、指数纳入和剔除,这些事件会带来机械性成交量,与市场观点无关;挤压动态,成交量随着价格加速累积,这正是空头挤压说明所记录的模式;以及新上市股票,在流通股逐步稳定之前,它们会主导自身的交易数据。任何一周的榜单通常都是这些因素的组合,另外还会有一两个真正的谜团,而这些谜团才值得您多花一分钟研究。
异常成交量常见问题
什么样的股票成交量算异常?
没有官方阈值,因此应参考分布情况:本周达到本页门槛的 838 只股票中,只有 4 只的成交量达到自身常态的 10 倍或以上,另有 78.6% 只的成交量低于自身平均水平。任何高于约 2 倍的水平,在特定一周内都已位于市场最高的几个百分点之列。
异常成交量是看涨还是看跌?
两者都不是。它代表市场关注,而关注既可能伴随上涨,也可能伴随暴跌。本周榜单排名第一的股票在五个交易日结束时,相比开盘成交价 259.3%;排名第八的股票为 1%。两者完全依据同一项指标入选。
异常成交量会持续多久?
通常会持续超过一天。持续性面板统计榜单中每只股票成交量高于基准两倍的交易日数:本周范围从五个交易日中的 2(TMUS)到五个交易日中的 5(WFF)。成交量最大的交易日通常出现在周末前,而不是最后一个交易日。
为什么榜单设置成交额门槛?
如果不设置成交额门槛,单看成交股数会使榜单充斥低价 ticker。这类股票的成交量倍数可能很高,但实际资金规模并不大:本周被排除的最大股票成交量达到自身常态的 208.5 倍,总成交额为 $281.9M,平均股价为每股 $2.22。每周 $500M 的门槛确保榜单中的每一行都具有实际的资金规模。
股票异常成交量也会出现在期权市场吗?
通常会。股票现货交易活跃与期权交易活跃往往会同时出现在同一批股票上,因此交易员会同时关注两者。不过,期权活动的衡量方式不同:成交合约数是流量指标,而未平仓量统计仍然存续的持仓数量,二者回答的是不同问题。在解读“异常期权活动”提醒前,请先参阅期权成交量与未平仓量。
以上每个数字都来自已存储且有版本记录的查询。您可以展开任一面板下方的 SQL,查看确切的衡量方法;也可以在 Strasmore terminal 上针对任意时间窗口运行相同的筛选。