DASHBOARD
X < 0.2
0.2 < X < 0.8
X > 0.8

Imp Shortfall

0.5825

Previous Day

X < 0
0 < X < 0.25
X > 0.25

VWAP Return

-0.4478

Previous Day

X < 0.00
0.00 < X < 0.25
X > 0.25

Price Reversal

0.1966

Previous Day

X > 50
40 < X < 50
X < 40

Volume Score

75.1652%

Previous Day


Traded Value

R 568,006(1000's)

Previous Day

Implementation Shortfall vs VWAP Return per Sharecode:
Previous Day

Share Roleplayer Type Price (r) Volume Imp Shortfall Interval VWAP VWAP Return Price Reversal Volume Score Traded Value Identifier Trade Start Trade End
IMPJ.JBroker 9S118.4911180402.81117.54-0.80970.6182.20R 132,474,547.1372082020-05-14 10:262020-05-29 10:26
NPNJn.JBroker 5S2,822.96307601.002,805.55-0.62080.3867.97R 86,834,295.7472092020-05-14 10:262020-05-29 10:26
SOLJ.JBroker 1B90.321529080-1.4590.39-0.0854-0.2966.21R 138,101,459.6472102020-05-14 10:262020-05-29 10:26
AFTJ.JBroker 2B31.0054320-0.0031.00-0.01040.0089.86R 1,683,849.3872382020-05-14 12:352020-05-29 12:35
PRXJn.JBroker 3S1,433.952244-0.311,434.480.0369-0.0541.37R 3,217,782.6875522020-05-14 15:282020-05-29 15:28
PRXJn.JBroker 3S1,433.95124-0.071,435.380.09990.0730.17R 177,809.7478392020-05-14 15:402020-05-29 15:40
PRXJn.JBroker 3S1,433.9580-0.071,435.390.10030.0631.85R 114,715.9678402020-05-14 15:402020-05-29 15:40
PRXJn.JBroker 3S1,433.9592-0.071,435.390.10030.0631.85R 131,923.3578412020-05-14 15:402020-05-29 15:40
PRXJn.JBroker 3S1,433.9544-0.071,435.390.10030.0631.85R 63,093.7878422020-05-14 15:402020-05-29 15:40
KAPJ.JBroker 5B2.1512154161.282.16-0.4486-0.0691.62R 2,609,741.2478762020-05-14 15:512020-05-29 15:51
NPNJn.JBroker 0S2,810.38127840.792,792.86-0.62730.3892.17R 35,927,850.6278772020-05-14 15:512020-05-29 15:51
PRXJn.JBroker 0S1,433.27678280.221,428.72-0.31880.1171.63R 97,215,925.7478782020-05-14 15:512020-05-29 15:51
SOLJ.JBroker 0B90.037714400.3090.38-0.38620.2085.61R 69,453,206.0678792020-05-14 15:512020-05-29 15:51