STRASMORE/EXPLORE 2,830 QUERIES

movimientos

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 2026-09-30, from nke-earnings-day-moves.

as of series 7×5read in context →
movimientos — 7 rows by 5 columns, computed from US exchange, SIP and OPRA data.
sessiontrimestre_fiscalreporte_labelvariacion_pctgap_apertura_pct
2025-03-11FY2025 Q310 mar 2025-2.92-0.64
2025-03-21FY2025 Q320 mar 2025-5.46-7.33
2025-06-27FY2025 Q426 jun 202515.1911.59
2025-07-29FY2025 Q428 jul 2025-1.15-0.61
2025-10-01FY2026 Q130 sep 20256.416.62
2025-12-19FY2026 Q218 dic 2025-10.54-9.8
2026-06-24FY2026 Q423 jun 2026-1.32-0.81
Rows × columns
7 × 5
Period covered
to
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 movimientos, derived from the stored result.
ColumnTypeRangeNotes
session date 2025-03-11 to 2026-06-24
trimestre_fiscal text 5 distinct values (FY2025 Q3, FY2025 Q4, FY2026 Q1…)
reporte_label text 7 distinct values (10 mar 2025, 18 dic 2025, 20 mar 2025…)
variacion_pct number -10.54 to 15.19 percent
gap_apertura_pct number -9.8 to 11.59 percent

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.

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
reportes AS
(
    SELECT DISTINCT filing_date AS fecha_reporte
    FROM global_markets.stocks_8k_text
    WHERE ticker = 'NKE'
      AND form_type = '8-K'
      AND positionCaseInsensitive(items_text, 'Results of Operations') > 0
      AND filing_date >= '2021-08-01'
    ORDER BY fecha_reporte DESC
    LIMIT 12
),
barras AS
(
    SELECT
        date,
        toFloat64(open)  AS apertura,
        toFloat64(close) AS cierre,
        any(toFloat64(close)) OVER (ORDER BY date ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING) AS cierre_previo
    FROM global_markets.stocks_daily_aggs
    WHERE ticker = 'NKE'
      AND date >= '2021-01-01'
),
sesiones AS
(
    SELECT
        r.fecha_reporte AS fecha_reporte,
        min(b.date)     AS fecha_sesion
    FROM reportes AS r
    CROSS JOIN barras AS b
    WHERE b.date > r.fecha_reporte
    GROUP BY r.fecha_reporte
)
SELECT
    toString(s.fecha_sesion) AS session,
    concat('FY',
           toString(if(toMonth(s.fecha_reporte) >= 9, toYear(s.fecha_reporte) + 1, toYear(s.fecha_reporte))),
           ' ',
           multiIf(toMonth(s.fecha_reporte) IN (6, 7),  'Q4',
                   toMonth(s.fecha_reporte) IN (9, 10), 'Q1',
                   toMonth(s.fecha_reporte) IN (12, 1), 'Q2',
                                                        'Q3')) AS trimestre_fiscal,
    concat(toString(toDayOfMonth(s.fecha_reporte)), ' ',
           ['ene','feb','mar','abr','may','jun','jul','ago','sep','oct','nov','dic'][toMonth(s.fecha_reporte)], ' ',
           toString(toYear(s.fecha_reporte))) AS reporte_label,
    round((b.cierre   / b.cierre_previo - 1) * 100, 2) AS variacion_pct,
    round((b.apertura / b.cierre_previo - 1) * 100, 2) AS gap_apertura_pct
FROM sesiones AS s
INNER JOIN barras AS b ON b.date = s.fecha_sesion
ORDER BY s.fecha_sesion
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