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Portfolio Analysis in SQL: Weights to Drawdown
Position weights from last close times share counttable · 2026-10-07 · 6×6 Pairwise daily return correlation, trailing yearranking · 2026-10-07 · 15×2Preview: 15 ranked values, largest first. Weekly peak-to-trough drawdown of the blended portfolioseries · 2026-10-07 · 53×4Preview: a 16-point series, roughly flat. Trailing twelve-month dividend income by holdingtable · 2026-10-07 · 6×6 Cumulative weight and the Herfindahl concentration indexranking · 2026-10-07 · 6×4Preview: 6 ranked values, largest first.
RSP vs SPY: Equal Weight S&P 500
Cap weight versus equal weight across a ten name basketseries · 2026-10-04 · 10×5Preview: a 10-point series, roughly flat. RSP share volume: each quarter's heaviest session against its medianseries · 2026-10-04 · 11×6Preview: a 11-point series, roughly flat. RSP and SPY price paths, both indexed to 100 in January 2019series · 2026-10-04 · 93×5Preview: a 16-point series, ending lower. Calendar year price change, RSP against SPY, first close to last closeranking · 2026-10-04 · 15×4Preview: 15 ranked values, largest first.
Position weights from last close times share count

Position weights from last close times share count

most recentas 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
the exact SQL behind every number
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
$