有没有人讨论一下LDG怎么吸筹的？

Quantum

哪位老大指点一下？

On August 5th, Ackman disclosed an 8.8% stake (3,137,659 shares) in LDG. He paid $136,609,962 for these positions.

Schedule 13D was filed on Aug 6, so the last day of transactions is July 23. Assume he accumulates his shares starting from Jun 16. So the date range is Jun 16 - July 23.

His average cost:   136609962/3137659= $ 43.54

From 1-min data, the total dollar volume during this period is $1,046,457,630. So his cost amounts to 17.49% of that. I remember that i once read this number is usually around 20%. His shares accounts for 17.44% of the total shares traded in that period.

Guess the average price during this period?  $43.40.

BuyVolume=350,247,339.81,  (C>O)*V
SellVolume=337,313,778.17, (C<O)*V
NeutralVolume=93,298,739.15, (C==O)*V

BuyVolume/SellVolume=1.04.

A few big block trades:

Jun 20, 9:39am, 98456 shares at about (45.33+45.99+45.87)/3, 3.30%. The total volume of that day is 254400.
Jun 27, 4:12pm, a volume spike 207400 at 43.05, which is about 6.54%

These two days seem very fishy. June 20 has a low daily volume in that range but starting with a spike at the third 1-min bar. June 27 has a big volume in after market.

The number of occasions in which 1-min volume exceeds 20K is 32, whereas the number of all the 1-min bars is 10080. These volumes amount to 1,215,957 shares, which is 38.75% of the total shares Ackman bought.

The number of occasions in which 1-min volume exceeds 10K is 120, which corresponds to 74.84% of all Ackman's shares.

LDG achieved its low on July 11. At that time, 39.93% of all the 10K+ trades and 77.11% of all the 20K+ trades have taken place.

[ 本帖最后由 Quantum 于 2008-8-14 02:50 编辑 ]

xssl

先顶一下。

littletiger

Can you calculate the ratio by filtering out volum < 1k, 5k and 10k and let's know the BuyVolume/SellVolume ****** BuyVolume=350,247,339.81, (C>O)*V SellVolume=337,313,778.17, (C