stake_vs_volume

Name: stake_vs_volume
Creator: Strasmore
Published: 2026-09-24
License: https://www.strasmore.com/terms/

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-09-24, from bulk-deals-vs-block-deals-in-india.

as of 2026-09-24 ranking 6×4read in context →

stake_vs_volume — 6 rows by 4 columns, computed 2026-09-24 from US exchange, SIP and OPRA data.
ticker	stake_shares_mn	avg_daily_volume_mn	adv_multiple
WMT	40.06	22.5	1.78
JNJ	12.15	7.62	1.59
AAPL	74.05	50.68	1.46
PG	12.12	8.86	1.37
KO	21.56	16.27	1.33
MSFT	37.3	34.87	1.07

Rows × columns: 6 × 4
Computed: 2026-09-24
Completeness: No missing values
Source: US exchange, SIP and OPRA market data
Licence: Strasmore terms · free, no signup
Formats: JSON · CSV · the SQL below

What each column holds

Column definitions for stake_vs_volume, derived from the stored result.
Column	Type	Range	Notes
`ticker`	text	6 distinct values (AAPL, JNJ, KO…)
`stake_shares_mn`	number	12.12 to 74.05	count
`avg_daily_volume_mn`	number	7.62 to 50.68	count
`adv_multiple`	number	1.07 to 1.78

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on 2026-09-24, and the query below is what returned them.

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

WITH
    shares AS
    (
        SELECT
            t                                                          AS ticker,
            argMax(diluted_shares_outstanding, (filing_date, period_end)) AS shares_out
        FROM global_markets.stocks_income_statements
        ARRAY JOIN tickers AS t
        WHERE t IN ('AAPL', 'MSFT', 'KO', 'PG', 'WMT', 'JNJ')
          AND diluted_shares_outstanding > 0
        GROUP BY t
    ),
    vol AS
    (
        SELECT
            ticker,
            avg(toFloat64(volume)) AS adv
        FROM global_markets.stocks_daily_aggs
        WHERE ticker IN ('AAPL', 'MSFT', 'KO', 'PG', 'WMT', 'JNJ')
          AND date >= today() - 180
          AND date <  today() - 2
          AND volume > 0
        GROUP BY ticker
    )
SELECT
    s.ticker                                        AS ticker,
    round(toFloat64(s.shares_out) * 0.005 / 1e6, 2) AS stake_shares_mn,
    round(v.adv / 1e6, 2)                           AS avg_daily_volume_mn,
    round(toFloat64(s.shares_out) * 0.005 / v.adv, 2) AS adv_multiple
FROM shares AS s
INNER JOIN vol AS v ON v.ticker = s.ticker
ORDER BY adv_multiple DESC

SQL to run

WITH
    shares AS
    (
        SELECT
            t                                                          AS ticker,
            argMax(diluted_shares_outstanding, (filing_date, period_end)) AS shares_out
        FROM global_markets.stocks_income_statements
        ARRAY JOIN tickers AS t
        WHERE t IN ('AAPL', 'MSFT', 'KO', 'PG', 'WMT', 'JNJ')
          AND diluted_shares_outstanding > 0
        GROUP BY t
    ),
    vol AS
    (
        SELECT
            ticker,
            avg(toFloat64(volume)) AS adv
        FROM global_markets.stocks_daily_aggs
        WHERE ticker IN ('AAPL', 'MSFT', 'KO', 'PG', 'WMT', 'JNJ')
          AND date >= today() - 180
          AND date <  today() - 2
          AND volume > 0
        GROUP BY ticker
    )
SELECT
    s.ticker                                        AS ticker,
    round(toFloat64(s.shares_out) * 0.005 / 1e6, 2) AS stake_shares_mn,
    round(v.adv / 1e6, 2)                           AS avg_daily_volume_mn,
    round(toFloat64(s.shares_out) * 0.005 / v.adv, 2) AS adv_multiple
FROM shares AS s
INNER JOIN vol AS v ON v.ticker = s.ticker
ORDER BY adv_multiple DESC

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