Stock Turnover Analysis — Volume Surge and Amihud Illiquidity Across 8 Markets

Detect turnover acceleration and volume surges across 22,000+ stocks in the US, China, Japan, Hong Kong, Taiwan, Korea, India, and UK equity markets. Compare today's turnover against rolling 10-day, 50-day, and 200-day averages with Amihud illiquidity scoring to separate information shocks from liquidity squeezes.

Signal types

Liquidity-state matrix

A 2×2 matrix of MA10 price position and Amihud percentile gives four states. Information shock (price down, liquid) and information squeeze (price up, liquid) are usually news-driven moves. Liquidity shock (price down, illiquid) and liquidity squeeze (price up, illiquid) often reflect flow imbalance rather than information.

Methodology

All scoring uses daily-adjusted closes with point-in-time controls. See turnover surge and Amihud illiquidity, AVWAP and volume profile, and PIT data controls.

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