International Fund NAV: Fair Value Pricing
The overnight and New York halves of the day, year by yearranking ·
2026-08-10 · 6×3
Foreign listings during New York hours, sorted by the US large cap moveranking ·
2026-08-10 · 5×4
Average move by New York half hour, two foreign listingsseries ·
2026-08-10 · 25×3
Where the daily move lands: overnight gap versus the New York sessionranking ·
2026-08-10 · 6×3
The overnight and New York halves of the day, year by year
The overnight and New York halves of the day, year by year
| year | overnight_gap_pct | open_to_close_pct |
|---|---|---|
| 2021 | 0.714 | 0.535 |
| 2022 | 0.826 | 0.969 |
| 2023 | 0.699 | 0.552 |
| 2024 | 0.764 | 0.435 |
| 2025 | 0.959 | 0.528 |
| 2026 | 1.085 | 0.792 |
the exact SQL behind every number
WITH daily AS
(
SELECT
date,
toFloat64(open) AS open_px,
toFloat64(close) AS close_px,
lagInFrame(toFloat64(close)) OVER (ORDER BY date
ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prior_close_px
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SONY'
AND date >= '2016-01-01'
AND date < '2026-08-01'
)
SELECT
toString(toYear(date)) AS year,
round(quantileDeterministic(0.5)(abs(open_px / prior_close_px - 1) * 100, toUInt32(date)), 3) AS overnight_gap_pct,
round(quantileDeterministic(0.5)(abs(close_px / open_px - 1) * 100, toUInt32(date)), 3) AS open_to_close_pct
FROM daily
WHERE prior_close_px > 0
AND open_px > 0
GROUP BY year
ORDER BY year
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