Foreign listings during New York hours, sorted by the US large cap move
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 2026-08-10, from International Fund NAV: Fair Value Pricing.
| us_market_move_bucket | japan_adr_pct | europe_adr_pct | observation_count |
|---|---|---|---|
| US large caps: -1% or lower | -1.272 | -1.264 | 105 |
| US large caps: -1% to -0.3% | -0.553 | -0.426 | 255 |
| US large caps: -0.3% to +0.3% | 0.035 | 0.001 | 432 |
| US large caps: +0.3% to +1% | 0.393 | 0.399 | 356 |
| US large caps: +1% or higher | 1.038 | 1.337 | 107 |
- Rows × columns
- 5 × 4
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
us_market_move_bucket |
text | 5 distinct values | |
japan_adr_pct |
number | -1.272 to 1.038 | percent |
europe_adr_pct |
number | -1.264 to 1.337 | percent |
observation_count |
number | 105 to 432 | count |
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 , and the query below is what returned them.
the exact SQL behind every number
WITH day_moves AS
(
SELECT
ticker,
date,
(toFloat64(close) / toFloat64(open) - 1) * 100 AS open_to_close_pct
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('AAPL', 'MSFT', 'JPM', 'XOM', 'KO', 'SONY', 'SAP')
AND date >= '2021-08-01'
AND date < '2026-08-01'
AND open > 0
),
paired AS
(
SELECT
date,
avgIf(open_to_close_pct, ticker IN ('AAPL', 'MSFT', 'JPM', 'XOM', 'KO')) AS us_large_cap_pct,
avgIf(open_to_close_pct, ticker = 'SONY') AS japan_pct,
avgIf(open_to_close_pct, ticker = 'SAP') AS europe_pct
FROM day_moves
GROUP BY date
HAVING countIf(ticker IN ('AAPL', 'MSFT', 'JPM', 'XOM', 'KO')) = 5
AND countIf(ticker = 'SONY') = 1
AND countIf(ticker = 'SAP') = 1
)
SELECT
multiIf(us_large_cap_pct <= -1.0, 'US large caps: -1% or lower',
us_large_cap_pct <= -0.3, 'US large caps: -1% to -0.3%',
us_large_cap_pct < 0.3, 'US large caps: -0.3% to +0.3%',
us_large_cap_pct < 1.0, 'US large caps: +0.3% to +1%',
'US large caps: +1% or higher') AS us_market_move_bucket,
round(avg(japan_pct), 3) AS japan_adr_pct,
round(avg(europe_pct), 3) AS europe_adr_pct,
count() AS observation_count
FROM paired
GROUP BY us_market_move_bucket
ORDER BY min(us_large_cap_pct)
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