Implementation Shortfall vs VWAP Return per Sharecode:
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOLJ.J | Broker 7 | B | 350.00 | 6344 | 0.12 | 350.24 | -0.0686 | -0.05 | 94.06 | R 2,220,375.26 | 1501 | 2022-06-13 14:44 | 2022-06-28 14:44 |
NPNJn.J | Broker 7 | S | 3,400.23 | 1996 | 0.24 | 3,424.72 | 0.715 | 0.29 | 0.15 | R 6,786,859.08 | 1502 | 2022-06-13 14:44 | 2022-06-28 14:44 |
TBSJ.J | Broker 7 | B | 223.80 | 9980 | 0.07 | 223.75 | 0.0235 | -0.00 | 21.73 | R 2,233,547.95 | 1503 | 2022-06-13 14:44 | 2022-06-28 14:44 |
GSHJ.J | Broker 7 | B | 67.95 | 33024 | 0.63 | 67.93 | 0.0247 | 0.24 | 17.34 | R 2,243,934.57 | 1504 | 2022-06-13 14:44 | 2022-06-28 14:44 |
BHPJ.J | Broker 7 | S | 361.04 | 207320 | 0.09 | 360.92 | -0.0325 | 0.04 | 69.31 | R 74,850,999.39 | 5593 | 2022-06-13 16:16 | 2022-06-28 16:16 |
SGLJ.J | Broker 7 | B | 16.85 | 4504560 | 0.39 | 16.80 | 0.2473 | 0.01 | 30.57 | R 75,882,916.85 | 5594 | 2022-06-13 16:16 | 2022-06-28 16:16 |
SAPJ.J | Broker 7 | S | 54.98 | 1960 | -0.06 | 55.09 | 0.1893 | 0.13 | 11.07 | R 107,767.07 | 7945 | 2022-06-13 10:28 | 2022-06-28 10:28 |
MNPJ.J | Broker 7 | S | 318.81 | 1760 | -0.20 | 318.87 | 0.0202 | 0.02 | 36.58 | R 561,102.08 | 7946 | 2022-06-13 10:28 | 2022-06-28 10:28 |
BTIJ.J | Broker 7 | S | 496.50 | 800 | -0.11 | 496.79 | 0.0582 | 0.05 | 3.44 | R 397,200.00 | 7947 | 2022-06-13 10:28 | 2022-06-28 10:28 |
SGLJ.J | Broker 7 | B | 16.75 | 105840 | 0.14 | 16.73 | 0.1421 | 0.16 | 2.98 | R 1,773,201.02 | 7948 | 2022-06-13 10:28 | 2022-06-28 10:28 |
SLMJ.J | Broker 2 | B | 78.63 | 2760 | 0.08 | 78.53 | 0.1294 | 0.09 | 22.31 | R 217,018.80 | 7949 | 2022-06-13 10:30 | 2022-06-28 10:30 |