umbrales

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(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
),
movs AS
(
    SELECT abs(b.cierre / b.cierre_previo - 1) * 100 AS mov_abs
    FROM sesiones AS s
    INNER JOIN barras AS b ON b.date = s.fecha_sesion
),
escala AS
(
    SELECT arrayJoin([2, 3, 4, 5, 7, 10]) AS umbral
)
SELECT
    concat(toString(u.umbral), '% o más')                      AS bucket,
    countIf(m.mov_abs >= u.umbral)                             AS trimestres,
    round(100.0 * countIf(m.mov_abs >= u.umbral) / count(), 0) AS porcentaje_pct
FROM escala AS u
CROSS JOIN movs AS m
GROUP BY u.umbral
ORDER BY u.umbral