Market Overview
Market and price performance, volume and liquidity, sector breadth, and index and benchmark levels.
160 report specifications in this section
| ID | Title and research question | Category | Chart | Priority | Data |
|---|---|---|---|---|---|
| VOL-004 | Trading volume versus moving average Is current trading volume higher or lower than normal? | Volume and liquidity | Line | Catalogue #44 P0 | Sample |
| VOL-006 | Intraday VWAP approximation Where is price relative to the intraday volume-weighted level? | Volume and liquidity | Line | Catalogue #45 P0 | Sample |
| VOL-005 | OBV volume trend How does cumulative trading volume differ between up days and down days? | Volume and liquidity | Line | Catalogue #219 P2 | Sample |
| VOL-007 | Turnover rate trend How large is trading volume relative to shares outstanding? | Volume and liquidity | Line | Catalogue #220 P2 | Sample |
| VOL-011 | Persistence of volume breakouts Is a volume surge a one-day event or sustained activity? | Volume and liquidity | Line | Catalogue #444 P2 | Sample |
| VOL-013 | Chaikin Money Flow proxy How does the volume-weighted closing position change? | Volume and liquidity | Line | Catalogue #445 P2 | Sample |
| VOL-015 | MFI price-volume oscillator Is trading activity, weighted by typical price changes, at an extreme? | Volume and liquidity | Line | Catalogue #446 P2 | Sample |
| VOL-020 | Volume contraction before breakouts Is there a quiet trading phase before a breakout? | Volume and liquidity | Line | Catalogue #448 P2 | Sample |
| VOL-021 | Historical volume z-score How unusual is today's volume relative to its own history? | Volume and liquidity | Line | Catalogue #449 P2 | Sample |
| VOL-024 | Price-volume divergence events Does volume fall when price makes a new high? | Volume and liquidity | Line | Catalogue #450 P2 | Sample |
| VOL-031 | Share of volume in the opening period Is trading activity concentrated in the opening period? | Volume and liquidity | Line | Catalogue #451 P2 | Sample |
| VOL-032 | Share of volume in the closing period Is trading activity concentrated near the close? | Volume and liquidity | Line | Catalogue #452 P2 | Sample |
| VOL-033 | Deviation from volume-weighted price How far does the close differ from the day's approximate volume-weighted price? | Volume and liquidity | Line | Catalogue #453 P2 | Sample |
| VOL-014 | Accumulation Distribution line What does the cumulative indicator of the close's position within the range multiplied by volume look like? | Volume and liquidity | Line | Catalogue #710 P3 | Sample |
| VOL-017 | Volume oscillator Is short-term trading activity accelerating relative to the long term? | Volume and liquidity | Line | Catalogue #711 P3 | Sample |
| VOL-022 | Deviation of trading volume from the median What happens if we use a measure that is not easily affected by extreme values rather than the average volume? | Volume and liquidity | Line | Catalogue #712 P3 | Sample |
| VOL-028 | Amihud illiquidity Do prices move disproportionately for the same turnover? | Volume and liquidity | Line | Catalogue #714 P3 | Sample |
| VOL-038 | Volume basis before and after stock splits Does an apparent volume surge only reflect a change in share units? | Volume and liquidity | Line | Catalogue #718 P3 | Sample |
| VOL-016 | Volume Price Trend What is the cumulative direction of volume-weighted returns? | Volume and liquidity | Line | Catalogue #878 P4 | Sample |
| VOL-018 | Positive and negative volume index comparison How does cumulative price movement differ between high-volume and low-volume days? | Volume and liquidity | Line | Catalogue #879 P4 | Sample |
| VOL-029 | Trading volume variability Is trading activity so erratic that it is hard to estimate? | Volume and liquidity | Line | Catalogue #882 P4 | Sample |
| VOL-039 | Share dilution and turnover rate bias How much does using outdated share counts distort the turnover rate? | Volume and liquidity | Line | Catalogue #979 P4 | Sample |
| VOL-042 | Square-root impact cost scenario What model cost could a larger single order bring? | Volume and liquidity | Line | Catalogue #980 P4 | Sample |
| VOL-043 | Spread estimated from daily high-low How does a spread proxy estimated from daily data alone change? | Volume and liquidity | Line | Catalogue #981 P4 | Sample |
Priority is a planning estimate from the original specification workbook, not popularity or performance. Catalogue reports are ordered 1–1,000; product reports are ranked only within their own workbench.