IDS GmbH - Analysis and Reporting Services
IDS GmbH - Analysis and Reporting Services
IDS GmbH - Analysis and Reporting Services
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Indicators for Stock Liquidity<br />
Traded Volume/ Stock Disposal Time<br />
• Stock Disposal Time (SDT): stock holding divided by average traded amount<br />
• Low SDT indicates that position can easily be unwound<br />
• Warning: Traded volume increases in a crisis!<br />
• Periodicity (derivatives expiry dates)<br />
• Results will depend on free float.<br />
© <strong>IDS</strong> <strong>GmbH</strong> – <strong>Analysis</strong> <strong>and</strong> <strong>Reporting</strong> <strong>Services</strong><br />
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