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This intraday return distribution tool allows you to easily track the performance of a particular
stock during specific time ranges throughout the day. You can input the start and finish times
for any given stock and receive statistics on the historical returns for that time range, including
the average move, percentage of up vs. down moves, and the best and worst returns over a chosen time period.
This tool is particularly useful for intraday moves and can help stock and options traders who are
looking to day trade potential stock moves. Additionally, it can be used to track moves around
intraday events, such as Fed announcements and interest rate changes. You can also narrow the
results down further by the day of the week, such as Friday.
Option traders will find this tool especially helpful, as it can provide insight into potential
stock ranges and trends. With our intraday return distribution tool, you can make more informed
trading decisions based on historical data and market insights.
INPUTS
Start Time
End Time
Day Of the Week
# Of Weeks
Events
Comparison Symbol
Calculate
Intraday Stock Analysis: Use Cases For Optimal Trading Decisions
Intraday Behavior Analysis
How does this stock typically behave during certain intraday periods, such As the last hour Of trading On Fridays?
Utilize this tool To understand the intraday behavior Of a stock. For instance, you might want To determine how a stock
typically behaves during the last hour Of trading On Fridays. Does it usually trend upwards Or downwards? Knowing this
could inform your trading decisions.
Average Movement Estimation
If the stock generally trends In one direction during a certain period, what Is the average magnitude Of this move?
If the stock generally moves upwards during a specific period, what Is the average increase? This tool can help you
calculate the average magnitude Of the stock's price change, which can be useful for formulating your trading strategy.
Straddle Strategy Assessment
How much does this stock typically move In either direction And does it align With the expected move priced into a straddle strategy?
Suppose you're considering a straddle strategy, which involves buying a put and a call option at the same price and expiry date. The
tool can show you how much the stock typically moves In either direction, allowing you To assess If the expected move priced into
the options aligns With the stock's historical movements.
Cross-Stock Comparison
How does the movement Of this stock compare With the movement Of another stock during the same time period?
Understand how a particular stock moves In relation To another. This information can be vital If you're considering
pairs trading Or If you want To hedge one position With another.
Extreme Moves And Averages
What are the typical average And extreme movements Of this stock during certain intraday periods?
Use this tool To examine the range Of a stock's intraday moves. It helps you understand not only the average
movements but also the extreme ones, providing insights into the stock's volatility.
News-Based Performance Analysis
How does this stock typically respond To significant news events, such As a Federal Reserve interest rate announcement?
Certain news events, such As a Federal Reserve interest rate announcement, can significantly impact a stock's performance.
This tool can help you understand how a particular stock has historically responded To such news events - For instance, does
it typically move by more than 1% In the hour leading up To the announcement Or In the final hour Of trading after the announcement?
Out-Of-the-Money Options Evaluation
What Is the likelihood Of this stock making extreme moves that could make out-Of-the-money options End up In-the-money?
If you're considering purchasing out-of-the-money calls or puts, you may want to assess the likelihood of the stock moving
sufficiently for your option to end up in-the-money. This tool can provide invaluable insights by enabling you to review
historical data on the stock's more extreme moves. By examining the frequency and conditions under which these extreme
moves occurred, you can make a more informed decision about the potential profitability of your out-of-the-money options strategy.
