SEC issuance float pressure
In plain terms
When a company files a large new stock offering, Alphactor measures how much new supply is hitting the market and can flag a five-session short-term dilution signal.
How it works
A newly accepted common-equity offering increases tradable supply. Offerings that are large relative to the issuer's trailing dollar volume or shares outstanding create short-lived dilution and placement pressure before the new supply is fully absorbed.
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- SEC issuance filings pit
A data feed this strategy reads, refreshed on its normal schedule.
- SEC xbrl facts pit
A data feed this strategy reads, refreshed on its normal schedule.
- SEC 8k events
Item-coded 8-K events (1.01 material agreements, 4.02 non-reliance, etc.).
Expected edge
- Reported return
- +1.454% H5 residual net return in the frozen rank-101–200 stress replication
- Tested over
- 10 dates / 9 tickers; unchanged prospective replication required
Temporary supply and dilution pressure after a material equity issuance can cause five-session market-relative underperformance.
Related families
When a firm files to issue new shares from its shelf registration, stock usually drifts down 1-3 months.
When a firm has both an active shelf and recent private-placement activity, ongoing share issuance creates persistent overhead resistance.
Explore SEC issuance float pressure on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.