Sulja Bros. Building Supplies, Ltd (SLJB)

[Disinterested One]

Call for sample stocks:

Hi All,

Yesterday I looked at whether there is tape painting going on with SLJB. Although it seems that there frequently is, I wanted to do a statistical analysis. I chose a few stocks randomly and and a few more that are in the home building industry to compare to SLJB. It was a pretty small sample (number of stocks).

In the interest of even-handed analysis, I would like to do the test again, but with a larger number of stocks. The criterion for inclusion is that no major material event happens for the particular company on the day of analysis. E.g., if I included AMR (American Airlines) on a day when their computer system crashed and left people stranded then that would be a material event and may influence the trades toward the end of the day.

My hypothesis is that the very last trade of the day should be close to the VWAP for the stock if there is no news.

So, if you have a stock for me to include in the data sample please let me know. I would like to have at least 30. I will then take average percentage differences between the last trade price and the VWAP, standard deviations, and compare to SLJB.

Thanks!