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First time I've seen "VWAP" - Volume weighted average price. Though it's not immediately clear over what timescale they average
by elikoga 5mo ago
First time I've seen "VWAP" - Volume weighted average price. Though it's not immediately clear over what timescale they average
- elikoga 5mo agoSeems to be a five day rolling window?
- deleted 5mo ago[deleted]
- JumpCrisscross 5mo agoIt’s a very common metric in finance (pronounced vee-wop), usually measured over a single day (though as in this case, it can be measured over multiple days). It represents the closest true answer to the question “what was such and such stock trading at on this day or across these days.” (Averaging closing prices is less representative, though fine for back-of-the-envelope work.)