Market Cost Distribution Estimate

The Market Cost Distribution Estimate leverages the National Best Bid and Offer (NBBO) to analyze transaction volumes at specific prices.

• Data Source:

The NBBO provides data on the highest bid and lowest ask prices for a security over a period. This data is used to create a Probability Density model.

• Probability Density Model:

This model estimates market cost distribution by analyzing the accumulation of traded volume at different price points within a given timeframe.

• Concentration:

The concentration represents the overlap between the 90% and 70% price ranges, indicating where most trading volume is concentrated.

• Profited Shares at Market Close:

This metric compares the price range of traded stocks with the previous closing price. Shares traded below the previous close are considered profitable shares.

The Market Cost Distribution is an estimate based on historical data and is meant for reference only. It is not an investment recommendation.