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Position weights from last close times share count

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 2026-10-07, from Portfolio Analysis in SQL: Weights to Drawdown.

as of table 6×6read in context →
Position weights from last close times share count — 6 rows by 6 columns, computed from US exchange, SIP and OPRA data.
tickershareslast_closeposition_valueweight_pctpriced_through
AAPL120336.174034125.71Oct 7, 2026
KO30086.572597116.55Oct 7, 2026
XOM150165.882488115.86Oct 7, 2026
MSFT45525.692365615.08Oct 7, 2026
JNJ90255.892303014.68Oct 7, 2026
NVDA80237.611900912.12Oct 7, 2026
Rows × columns
6 × 6
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 Position weights from last close times share count, derived from the stored result.
ColumnTypeRangeNotes
ticker text 6 distinct values (AAPL, JNJ, KO…)
shares number 45 to 300 count
last_close number 86.57 to 525.69 US dollars
position_value number 19,009 to 40,341
weight_pct number 12.12 to 25.71 percent
priced_through text 1 distinct value (Oct 7, 2026)

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 holdings AS
(
    SELECT 'AAPL' AS ticker, 120 AS shares
    UNION ALL SELECT 'MSFT', 45
    UNION ALL SELECT 'NVDA', 80
    UNION ALL SELECT 'KO',   300
    UNION ALL SELECT 'JNJ',  90
    UNION ALL SELECT 'XOM',  150
),
marks AS
(
    SELECT
        ticker,
        argMax(toFloat64(close), (date, _ingest_time)) AS last_close,
        max(date)                                      AS last_session
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'KO', 'JNJ', 'XOM')
      AND date >= today() - 30
    GROUP BY ticker
),
positions AS
(
    SELECT
        h.ticker                          AS ticker,
        h.shares                          AS shares,
        round(m.last_close, 2)            AS last_close,
        round(h.shares * m.last_close, 0) AS position_value,
        m.last_session                    AS last_session
    FROM holdings AS h
    INNER JOIN marks AS m ON m.ticker = h.ticker
)
SELECT
    ticker,
    shares,
    last_close,
    position_value,
    round(100 * position_value / sum(position_value) OVER (), 2) AS weight_pct,
    formatDateTime(last_session, '%b %e, %Y')                    AS priced_through
FROM positions
ORDER BY weight_pct DESC
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