volume-weighted average price


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Volume Weighted Average Price

The price of a security in which a higher trading volume affects the price more than a lower trading volume. It is calculated by dividing the dollar value of transactions by the average volume. It is sometimes used to determine the relative strength of a trend.

volume-weighted average price

The average price of a stock calculated by dividing the daily trading volume into the dollar value of daily transactions. Institutional investors sometimes use the volume-weighted average price to determine if a particular trade was at a favorable or unfavorable price.
References in periodicals archive ?
The price per share reflects a premium of 35% over LSC's 30-day volume-weighted average price. The boards of both companies have approved the transaction, which is still subject to approval by LSC shareholders as well as other customary closing conditions and regulatory approvals.
The number of tendered shares equates to roughly 21% of Whitbread's issued share capital and the strike price is the average volume-weighted average price plus 2% of average volume-weighted average price.
The implied stock consideration of USD 8.25 per Nutrisystem share is based on the volume-weighted average price of Tivity Health's stock for the 10 days ended December 3, 2018.
The company said that the daily volume-weighted average price of the common stock was USD75.7962 on 20 February 2019, which marked the 20th trading day in the previous 30 consecutive trading days that the volume-weighted average price of the common stock was above USD73 .388 (which is equal to 130% of the applicable conversion price for the convertible preferred stock).
This equity purchase agreement allows Triton Funds to convert the Series P preferred stock into common stock at a rate based on the five day volume-weighted average price prior to the conversion date, or the stated market purchase price, times 75%.
The subscription price amounts to SEK133.33 per share, corresponding to the volume-weighted average price for Catena Media's share on Nasdaq Stockholm during a period of 30 trading days up to and including 29 May 2018.
BPI's pricing carried a 21.6-percent discount to the 15-day volume-weighted average price.
The purchase price represents a premium of 25.2% to TIO's 90-trading day volume-weighted average price as of 13 February 2017, and 22.6% to the 20-trading day volume-weighted average price as of 9 January 2017, the trading day immediately preceding the date TIO entered into exclusive negotiations with PayPal.
The stock swap ratio means an implied premium of 20% to one month volume-weighted average price of Cairn India stock price.
The cash tender offer of USD26 per share represents a 14.5 percent premium to Avolon's volume-weighted average price last week (July 6 -- 10, 2015) and a 30 percent premium to Avolon's Initial Public Offering at USD20 per share in December 2014, reflecting the substantial embedded equity value of Avolon's existing portfolio and its sector-leading platform.
The offer equates to a premium of 64.3% over the volume-weighted average price of Ciba shares over the last 60 trading days and a premium of 32% over the dosing share price on Sept.
The offer is 34% more than Datascope's volume-weighted average price of $39.67 for the threemonth period ending June 3, the day before Datascope said it would explore a sale of the company.