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Daniel Stanzione

DGX
DIRECTOR · QUEST DIAGNOSTICS INC · CIK 0001221534
FILING MIX · LIFETIME25%/75%
BUYS
1
SELLS
3
TOTAL VALUE
$1.42M
COMPANIES
1
ACTIVE SINCE
May 2020
HOLDINGS NOW
30,649
AVG SELL PX
$126.30
TRADE KIND
SHOWING 4 / 4
Trades · vs SPY
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Performance · forward returns vs SPY
3 backtested trades · 8 horizons
Forward-return performance of every backtestable P/S trade by Daniel Stanzione, measured at 8 horizons from 7 days to 2 years. Deduped per economic event so co-filings count once. Excess return = trade return minus SPY return over the same window.
HORIZONTRADESWIN RATEINSIDER RETURNSPY RETURNMEAN EXCESSMEDIAN EXCESST-STAT
7d3+100.00%-1.28%+1.28%-2.57%-2.57%
14d3+100.00%-2.14%+3.25%-5.39%-5.39%
30d3+100.00%-3.80%+3.26%-7.06%-7.06%
60d3+100.00%-0.45%+7.57%-8.02%-8.02%
90d3+100.00%-7.05%+8.73%-15.78%-15.78%
180d3+0.00%+5.53%+16.95%-11.42%-11.42%
1y3+0.00%+22.48%+32.82%-10.35%-10.35%
2y3+0.00%+22.76%+15.90%+6.86%+6.86%
How to read this: Insider Returnis the average raw return of the filer's trades over the horizon. SPY Return is what SPY did over those same windows — reference only, not a comparison. The headline alpha number is Mean Excess = Insider − SPY; green means the filer beat SPY, red means they trailed it. Win rate is the share of individual trades where the filer beat SPY. T-statvalues above 2 mean the alpha is unlikely to be chance given the sample size. "Pending" counts trades where the horizon hasn't elapsed yet; their stats are not included in the row average.
Holdings over time
DGX · 30,649 shares · as of Nov 23, 2020
09,89319,78629,67939,572SHARES HELD
Trading cadence · quarterly flow
BUY SELL
2020
2020
2020
FLOW · 1 buys / 3 sellsCOVERAGE · 3 quarters
Form 4 filings · all activity
COMPANYTYPESHARESPRICEVALUEHELD AFTERTRADE DATEFILED
DGX
QUEST DIAGNOSTICS INC
SALE
2,300$127.45$293.1K28,349Nov 23, 2020Nov 24, 2020
DGX
QUEST DIAGNOSTICS INC
SALE
5,621$125.73$706.7K33,951Nov 23, 2020Nov 24, 2020
DGX
QUEST DIAGNOSTICS INC
SALE
3,302$126.46$417.6K30,649Nov 23, 2020Nov 24, 2020
DGX
QUEST DIAGNOSTICS INC
PURCHASEGRANT
Stock grant
1,53139,572May 19, 2020May 21, 2020
Other insiders · DGX
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About this filer
CIK 0001221534
ROLE
Director
PRIMARY
DGX
COMPANIES
1
ACTIVE SINCE
May 2020
MARKETPEEL · /INSIDER/0001221534DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE
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