SPY Gap Up

昨日もGap上げでしたか。

Instance	Date	Closed <= Gap Open(up to 5 days)
1	09/08/1998	1 day later
2	10/06/1998	same day
3	09/03/1999	2 days later
4	06/02/2000	same day
5	12/08/2000	same day
6	12/11/2000	2 days later
7	04/05/2001	1 day later
8	09/24/2001	No
9	07/17/2002	same day
10	07/29/2002	4 days later
11	10/15/2002	1 day later
12	10/17/2002	same day
13	04/07/2003	same day
14	08/17/2007	same day
15	12/12/2007	same day
16	03/11/2008	3 days later
17	09/08/2008	same day
18	09/19/2008	same day
19	10/07/2008	same day
20	10/09/2008	same day
21	10/13/2008	2 days later
22	10/28/2008	No(11日後に戻ってる)
23	10/30/2008	4 days later
24	11/04/2008	1 day later
25	11/21/2008	No
26	11/24/2008	No
27	11/25/2008	Same Day
28	12/08/2008	1 day later
29	12/16/2008	Same Day
30	01/28/2009	1 day later
31	03/10/2009	No
32	03/23/2009	5 days later
33	04/02/2009	3 days later
34	04/09/2009	2 days later
35	05/10/2010	1 day later
36	08/22/2011	Same Day
37	10/27/2011	3 days later
37	11/28/2011	?
38	11/30/2011	?

SPY Gap Up

昨日は窓開けて始まってたのね。さて今回は何日もつか。

Instance	Date	Closed <= Gap Open(up to 5 days)
1	09/08/1998	1 day later
2	10/06/1998	same day
3	09/03/1999	2 days later
4	06/02/2000	same day
5	12/08/2000	same day
6	12/11/2000	2 days later
7	04/05/2001	1 day later
8	09/24/2001	No
9	07/17/2002	same day
10	07/29/2002	4 days later
11	10/15/2002	1 day later
12	10/17/2002	same day
13	04/07/2003	same day
14	08/17/2007	same day
15	12/12/2007	same day
16	03/11/2008	3 days later
17	09/08/2008	same day
18	09/19/2008	same day
19	10/07/2008	same day
20	10/09/2008	same day
21	10/13/2008	2 days later
22	10/28/2008	No(11日後に戻ってる)
23	10/30/2008	4 days later
24	11/04/2008	1 day later
25	11/21/2008	No
26	11/24/2008	No
27	11/25/2008	Same Day
28	12/08/2008	1 day later
29	12/16/2008	Same Day
30	01/28/2009	1 day later
31	03/10/2009	No
32	03/23/2009	5 days later
33	04/02/2009	3 days later
34	04/09/2009	2 days later
35	05/10/2010	1 day later
36	08/22/2011	Same Day
37	10/27/2011	3 days later
37	11/28/2011	?

SPY Gap Up法則更新

先週木曜日のGap Upから三日後にSPYは窓を埋めてしまった。勝率32/37=86.5%。

Instance	Date	Closed <= Gap Open(up to 5 days)
1	09/08/1998	1 day later
2	10/06/1998	same day
3	09/03/1999	2 days later
4	06/02/2000	same day
5	12/08/2000	same day
6	12/11/2000	2 days later
7	04/05/2001	1 day later
8	09/24/2001	No
9	07/17/2002	same day
10	07/29/2002	4 days later
11	10/15/2002	1 day later
12	10/17/2002	same day
13	04/07/2003	same day
14	08/17/2007	same day
15	12/12/2007	same day
16	03/11/2008	3 days later
17	09/08/2008	same day
18	09/19/2008	same day
19	10/07/2008	same day
20	10/09/2008	same day
21	10/13/2008	2 days later
22	10/28/2008	No(11日後に戻ってる)
23	10/30/2008	4 days later
24	11/04/2008	1 day later
25	11/21/2008	No
26	11/24/2008	No
27	11/25/2008	Same Day
28	12/08/2008	1 day later
29	12/16/2008	Same Day
30	01/28/2009	1 day later
31	03/10/2009	No
32	03/23/2009	5 days later
33	04/02/2009	3 days later
34	04/09/2009	2 days later
35	05/10/2010	1 day later
36	08/22/2011	Same Day
37	10/27/2011	3 days later

SPY Gap Up

久しぶりに株が爆上げしたので、はてな時代にやっていたGap Up分析を流してみた→8/22にも2% Gap Openがあったことが判明。ただし即日で萎えている。

今回のGap上げは何日維持できるだろうか。ちなみに過去36事象中31回は5日以内にGap上げ価格以下まで戻している。

Instance	Date	Closed <= Gap Open(up to 5 days)
1	09/08/1998	1 day later
2	10/06/1998	same day
3	09/03/1999	2 days later
4	06/02/2000	same day
5	12/08/2000	same day
6	12/11/2000	2 days later
7	04/05/2001	1 day later
8	09/24/2001	No
9	07/17/2002	same day
10	07/29/2002	4 days later
11	10/15/2002	1 day later
12	10/17/2002	same day
13	04/07/2003	same day
14	08/17/2007	same day
15	12/12/2007	same day
16	03/11/2008	3 days later
17	09/08/2008	same day
18	09/19/2008	same day
19	10/07/2008	same day
20	10/09/2008	same day
21	10/13/2008	2 days later
22	10/28/2008	No(11日後に戻ってる)
23	10/30/2008	4 days later
24	11/04/2008	1 day later
25	11/21/2008	No
26	11/24/2008	No
27	11/25/2008	Same Day
28	12/08/2008	1 day later
29	12/16/2008	Same Day
30	01/28/2009	1 day later
31	03/10/2009	No
32	03/23/2009	5 days later
33	04/02/2009	3 days later
34	04/09/2009	2 days later
35	05/10/2010	1 day later
36	08/22/2011	Same Day
37	10/27/2011	?

Demand Media株式公開後...

昨年11月に取り上げたDemand Media社が株式公開をしたのが1月下旬。IPO価格は$17で、取引開始と共に$25まで上昇。その後も$20〜$25の間でふらふらしていたが...

今月に入って株価は下落を続け、ついに本日、IPO価格の$17まで来てしまった。

その背景には、Googleが最近実施したSEO対策があるらしい。Panda Vol. II: Ehow.com got hit this timeという記事によれば、Demand Mediaの旗艦サービスeHow.comは、半分以上のトラフィックを失っている。

姑息な手段で利益を上げていた企業が上場できた事自体が驚きだが、Googleの毅然とした対策にどう打って出るのか。生暖かく見守りたい。