08.03.2015 Views

IDS GmbH - Analysis and Reporting Services

IDS GmbH - Analysis and Reporting Services

IDS GmbH - Analysis and Reporting Services

SHOW MORE
SHOW LESS

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

21<br />

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 />

21

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!