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  3. Most Active Stocks (MOST)

Most Active Stocks (MOST)

Most Active Stocks (MOST) lets you combine tickers from multiple sources (individual Tickers, watchlists, ETF holdings, etc..) into an aggregate view which you can then filter in many useful ways. MOST incorporate many intraday market activity indicators such as price change, Volume of trading at different time horizons, Average Value At Time (AVAT), and Value traded.

MOST also offers a plot of the Normalized Total Return of any selection of items from the loaded aggregate watchlist.

MOST also offers a detailed historical series of all the daily 52 week Highs and Lows.

It is the perfect go-to tool to monitor the market activity of a watchlist.

Purpose

You can identify short term trends and unusual market activity in a focus ticker list, sorted and filtered according to relevant criteria.

Sources

Use the autocomplete box to load tickers, watchlist, or ticker lists from various sources; You can add as many as you like, and all your inputs will be aggregated into a consolidated view.

The sources available are:

  • Tickers: many tickers as you like.
  • Exchanges: type in the name of a country or an exchange to load its tickers
  • Watchlists: type the name of any of your watchlist
  • ETF/MF Holdings: We offer watchlists with the portfolio holdings of major US ETFs and Mutual Funds; Note the list is currently updated once a quarter so there may be a small delay between the time an underlying index is rebalanced and the watchlist update to reflect that on Sentieo. We are working to increase the pace of updates as much as possible as well as add ETF holdings of other regions. if you are interested in the ETF’s actual price, select it from the public companies section.
  • US Institutional Investor Holdings: the full equity portfolios of 13F filers is available here, just type the name of an institution filing 13F to load it.
  • Index Constituents: We offer some indices on Sentieo so for those is available the list of their constituents, just type the index name and select it from the Index Constituent section. Just like for ETFs, if you are rather interested int he Index actual price, select it from the public companies section.

Filtering results

Once the ticker list is loaded, you can further filter it directly from within MOST using the available filters on the left panel of the screen:

  • By Sector (GICS Level 1 and 4)
  • By Security type (Common stock, preferred, warrants,… )
  • By Country of Exchange (useful in the context of large international portfolios and watchlists. The list of exchanges dynamically adjusts to show only those of the tickers in your list)
  • By Market Cap: Set the boundaries of the range (the options available are dynamically calculated to fit the sample of companies in your watchlist).

You can also alter the configuration of some of the data in the table

  • AVAT: Select the observation period for the calculation of the historical average (1d, 5d, 20d, 90d).
  • Currency: Pick the currency in which data is shown.
  • Period: Define the time frame for the volumes change metrics: Trailing minutes (5min to 60min sliding window), or Previous day’s Total.
  • Security Name Display: Choose between seeing a ticker, the securities’ name, or both.
  • Price change: choose between viewing change data in relative % change, or absolute net change.

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Live vs delayed vs previous close price

Prices are live when all the securities in the list are available live. Prices are delayed when live information is not available for at least one security in the list. Prices are as of last close when delayed is not available for at least one security.

The second column indicates the status of the price:

  • (D) for delayed
  • (L) for live
  • (C) for last day close

Normalized Performance Graph

The Normalized Performance graph displays the Total return of the selected securities, normalized to 0% on the first day of the graph.

You can move the slider at the bottom or use the fixed date-selectors at the top of the graph to change the time range;

Selecting the series

Tick the boxes in the main table to select which lines are included in the Normalized graph.

You can select as many as you like and they will be added to the graph;

Daily 52 week high/lows Chart

MOST features a graph with the daily history of new 52 week highs and lows of the aggregate watchlist.

the green bars represent the number of new 52 week highs and the red one the lows.

Hover over a bar to see a summary of the top changes of the day.

Click on it to see the full list of all the new highs and lows for the day.

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When the graph is zoomed out to many years, the bars are grouped into weeks and months.

Widget mode

MOST is also available as a widget to load on Dashboard.

In order to offer the flexibility of fitting into smaller screen real estate, MOST Widget only focuses on one analysis at a time and you can switch from one to the other using the selector in the title bar of the widget.

  • Volume: Shows the tickers with the biggest traded volume today; Fields are: Ticker, Last Price, % change, % change (5′), Volume, Volume (5′), 52wk high, 52wk low, %ch AVAT, Value, Value (5′)
  • Value: Shows the tickers with the largest value traded today; Fields are: Ticker, Last Price, %change, %change (5′), Value, Value (5′), 52wk high, 52wk low, Volume, Volume (5′), %ch AVAT.
  • %D Average Volume At Time: Shows the tickers with the largest %D AVAT. Fields are: Ticker, Last Price, %change, %change (5′), %ch AVAT, 52wk high, 52wk low, Volume, Volume (5′), Value, Value (5′).
  • 52wk highs/Lows: Ticker, Last Traded Price, %change intraday, %change (5′), 52wk high, 52wk low, Volume intraday, Volume (5′), %ch AVAT, Value, Value (5′)

Apply Filters

The same filters than in the stand-alone feature are available in Widget model. Use the funnel filter menu to narrow down your watchlist to your needs.

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Updated on September 25, 2020

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