The 80/20 Rule for Volume

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Includes: AA, AMAT, BAC, BSX, C, CSCO, CTL, DELL, ETFC, F, GE, HBAN, INTC, JPM, MSFT, MU, ORCL, PALM, PFE, QCOM, RF, S, T, WFC
by: Bespoke Investment Group

Interestingly, the 80/20 rule applies almost perfectly to S&P 1500 volume over the last 30 days. The 20% of companies with the highest average daily volume over the last 30 days have made up 81% of the total 30-day average volume.

Below is a list of the 25 S&P 1500 stocks that have had the highest average daily volume over the last 30 days. These 25 names have all averaged daily volume of 25,000,000 shares or more over the last 30 days, and their combined average volume has made up 41% of the total average volume of the entire 1,500 stock index! And the volume of the three names at the top stands out even more.

Citigroup (NYSE:C), Bank of America (NYSE:BAC), and Ford (NYSE:F) by far trade the most shares on a daily basis. Ford and Bank of America average more than 100 million shares a day, while Citigroup averages nearly 800 million shares a day! These three stocks have made up about 22.5% of all volume in the index over the last 30 days, while Citigroup alone has made up 15%.

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