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Calculating dollar-volume

I'm trying to get a handle on which stocks are in the various dollar-volume "bins" in DollarVolumeUniverse. Does anyone know what values are used for 'dollar' and 'volume'? 90-day averages, for instance?

2 responses

The DollarVolumeUniverse is updated quarterly on last trading day of March, June, September, and December. I don't believe it is an average dollar volume, but an absolute, e.g the sum of price*volume over each day of the preceding quarter. I hope this helps, I will update you if this is incorrect in any way.

David

Hi David,

Okay, thanks much!

Robert