AbleMarkets Institutional Investor Activity Index

- SEE THE INSTITUTIONAL FLOW - BE AHEAD OF THE GAME - MAKE SMART INVESTMENTS

<p>AbleMarkets has released its latest IIA Index, which shows that institutional investors are highly persistent in their flows. The findings could have implications for quant traders and CFOs alike. Stay tuned for more from AbleMarkets, including analysis of the data and what it means for the markets.</p><p></p><p></p><p></p><p>AbleMarkets Institutional Investor Activity (IIA) Index shows that institutional flows are highly persistent. Institutional flows are the trades generated by large professional investing corporations, such as pension funds, mutual funds, hedge funds, etc. Often, trading decisions in such organizations take a long time, and the investment horizons exceed months or even quarters. Most importantly, large institutions when they trade execute very large positions. Such large positions cannot be processed in one go, so we detect highly correlated institutional flows from one day to the next.</p><p></p><p></p><p></p><p>For example, the Figure shows top net institutional buy flows recorded at the end of day yesterday, November 28, 2022. The flows shown are the highest net buy and were computed as averages of all the net intraday flows. The highest institutional net buy flow instruments were: Invesco DB US Dollar Index Bullish Fund (NYSEARCA:UUP), eHealth Inc. (NASDAQ: EHTH), Sonic Automotive Inc. (NYSE:SAH), O'Reilly Automotive Inc. (NASDAQ:ORLY), United Natural Foods Inc. (NYSE:UNFI). For all of the stocks shown in the Figure, the net institutional flows this morning also continued to be positive. </p><p></p><p></p><p></p><p>To sum it up, the flows of institutional investors are highly persistent and understanding them is essential to predicting future market movements. By subscribing to AbleMarkets Monthly, you'll receive alerts with our latest IIA readings every AM so you can stay on top of what's happening in the markets. As an institution or professional who makes decisions affecting millions of dollars, can you afford not to be a subscriber?</p><p></p><p></p><p></p><p>Benefits:</p><p></p><p></p><p></p><p>SEE THE INSTITUTIONAL FLOW - The AbleMarkets Institutional Investor Activity (IIA) Index is a must-have for all investors. The index shows that institutional flows are highly persistent and can be used to predict future market movements.</p><p></p><p>BE AHEAD OF THE GAME - Trading decisions in large organizations often take a long time, and the investment horizons exceed months or even quarters. Use the IIA Index to be ahead of the game and make profitable investment decisions.</p><p></p><p>MAKE SMART INVESTMENTS - The IIA Index is also predictive, meaning that you can use it to anticipate future market movements. With this valuable information, you'll be able to make smart investments and increase your portfolio's performance.</p><p></p><p></p><p></p><p>To subscribe today, please <a href=”https://app.ablemarkets.com/subscribe”>click here</a> or email irene@ablemarkets.com.</p><p></p><p></p>

This chart shows distribution of institutional flows for UNFI: % institutional buyers in green and % institutional sellers in red. The proportions of the institutional flows are estimated as a % of the total volume traded in UNFI at 1100 on 20221129. As the chart shows, there is more mass on the sellers side of institutional flows than on the buyers side. However, the history of institutional flows and their relative proportion over time also matters.

This chart shows distribution of institutional flows for ORLY: % institutional buyers in green and % institutional sellers in red. The proportions of the institutional flows are estimated as a % of the total volume traded in ORLY at 1100 on 20221129. As the chart shows, there is more mass on the sellers side of institutional flows than on the buyers side. However, the history of institutional flows and their relative proportion over time also matters.

This chart shows distribution of institutional flows for SAH: % institutional buyers in green and % institutional sellers in red. The proportions of the institutional flows are estimated as a % of the total volume traded in SAH at 1100 on 20221129. As the chart shows, there is more mass on the buyers side of institutional flows than on the sellers side. However, the history of institutional flows and their relative proportion over time also matters.

This chart shows distribution of institutional flows for EHTH: % institutional buyers in green and % institutional sellers in red. The proportions of the institutional flows are estimated as a % of the total volume traded in EHTH at 1100 on 20221129. As the chart shows, there is more mass on the buyers side of institutional flows than on the sellers side. However, the history of institutional flows and their relative proportion over time also matters.

This chart shows distribution of institutional flows for UUP: % institutional buyers in green and % institutional sellers in red. The proportions of the institutional flows are estimated as a % of the total volume traded in UUP at 1100 on 20221129. As the chart shows, there is more mass on the sellers side of institutional flows than on the buyers side. However, the history of institutional flows and their relative proportion over time also matters.

This chart shows distribution of institutional flows for VXX: % buyers in green and % sellers in red. The proportions of the institutional flows are estimated as a % of the total volume traded in VXX on 20221128. As the chart shows, most recently there is more mass on the buyers side of institutional flows than on the sellers side. However, the history of institutional flows and their relative proportion over time also matters. The 20-day trendline shows the slope of -3.4%. This implies that the trend has been neutral.