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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.

as of ranking 5×4read in context →
Foreign listings during New York hours, sorted by the US large cap move — 5 rows by 4 columns, computed from US exchange, SIP and OPRA data.
us_market_move_bucketjapan_adr_pcteurope_adr_pctobservation_count
US large caps: -1% or lower-1.272-1.264105
US large caps: -1% to -0.3%-0.553-0.426255
US large caps: -0.3% to +0.3%0.0350.001432
US large caps: +0.3% to +1%0.3930.399356
US large caps: +1% or higher1.0381.337107
Rows × columns
5 × 4
Computed
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 Foreign listings during New York hours, sorted by the US large cap move, derived from the stored result.
ColumnTypeRangeNotes
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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