Insider Trading Overview, one sample t-test

Latest rejected null hypothesis t-test is for insider Lyon William H, latest action by insider was SALE on 2023-01-31 for symbol TMHC.

The overview represents results for last seven days for insider trading. The traders were tested with one-tailed statistical test. The test validate the distribution area for one value, the value is greater or less than the certain value. Testing the null hypothesis that the trading activities mean is equal to a specified value μ0 with following expression: t = (x-μ0)/(s/√n)

x
sample mean
s
sample standard deviation
n
sample size

The overview we do one tailed tests. The goal is to identify if insider trading had statistical significance. If the inside tradings have statistical significance, then it could be mean, that the insider information advantage.

Example:

Person A BUY and SELL shares of one Company.
If A BUY a SHARE and in the following days the share price goes almost every time up.
If A SELL a SHARE and in the following days the share price goes almost every time down.
The hypothesis is then following: every time, when A do an action (BUY or SELL) then it has no significant influence on the expected value. Person A trades randomly and has no advantage information about the future price development.
Accept: Inside trader tradings are random
Reject: The tradings are are statistical significance Trader get positive trading for his actions.

CIK Name Last trading symbol Last trading date Last action t 1day p 1day T-Test # t 7day p 7day T-Test # t 14day p 14day T-Test # t 30day pp 30day T-Test #
1282835 Truscott William F AMP 2023-01-27 SALE -2.11 0.09 Accept 6 0.30 0.78 Accept 5 1.06 0.35 Accept 5 0.66 0.55 Accept 5
61043 Lyon William H TMHC 2023-01-31 SALE 2.41 0.03 Reject 13 4.53 0.00 Reject 13 2.74 0.02 Reject 13 5.18 0.00 Reject 12
1736274 Forney Alan M ZION 2023-01-31 SALE -0.41 0.70 Accept 5 -0.71 0.52 Accept 5 -0.92 0.41 Accept 5 0.35 0.74 Accept 5
1729360 Klauer James C COST 2023-01-27 SALE 0.67 0.55 Accept 4 -1.28 0.33 Accept 3 -2.27 0.15 Accept 3 -1.46 0.28 Accept 3
1106578 Rothblatt Martine A UTHR 2023-01-27 SALE -0.79 0.43 Accept 83 -0.04 0.97 Accept 82 1.17 0.24 Accept 80 1.09 0.28 Accept 79
1791477 Calderon Nancy E. NTIC 2023-01-30 BUY -1.42 0.39 Accept 2 -0.88 0.54 Accept 2 -0.23 0.86 Accept 2 1.36 0.40 Accept 2
1653940 Hagerty Patrick T. PFGC 2023-02-01 SALE 0.89 0.39 Accept 18 -1.11 0.28 Accept 18 -1.14 0.27 Accept 19 -0.55 0.59 Accept 19
1570190 Palmer Sheryl TMHC 2023-02-01 SALE -0.01 0.99 Accept 21 1.97 0.06 Reject 20 1.35 0.19 Accept 20 0.99 0.33 Accept 20
1808942 Desantis Robert ISRG 2023-01-27 SALE 2.75 0.03 Reject 8 2.49 0.05 Reject 7 2.68 0.04 Reject 7 2.71 0.04 Reject 7
1251133 Trotter Johnny FFIN 2023-01-26 BUY 0.95 0.35 Accept 33 -0.16 0.88 Accept 31 -0.33 0.74 Accept 31 0.97 0.34 Accept 31
1278504 Mowery Theodore W MPB 2023-01-30 BUY -0.71 0.49 Accept 22 -0.69 0.50 Accept 23 -0.17 0.87 Accept 23 -0.67 0.51 Accept 23
1550625 Koontz Craig C. HTBI 2023-01-27 SALE 1.82 0.10 Reject 12 2.59 0.03 Reject 11 1.10 0.30 Accept 11 0.39 0.70 Accept 11
1773239 Wilson Howard PD 2023-01-27 SALE 0.64 0.53 Accept 22 1.29 0.21 Accept 21 0.95 0.35 Accept 21 0.54 0.59 Accept 21
1380934 Burman Darryl M GPI 2023-01-27 SALE 0.21 0.84 Accept 11 -0.36 0.73 Accept 10 -0.40 0.70 Accept 10 1.85 0.10 Reject 10
1777450 Davidoff Michael J. PHR 2023-01-30 SALE 1.23 0.24 Accept 18 2.05 0.06 Reject 18 1.05 0.31 Accept 18 0.23 0.82 Accept 18
1738586 Wall Peter R SRE 2023-01-31 SALE -0.34 0.75 Accept 5 -0.82 0.46 Accept 5 -1.84 0.14 Accept 5 -3.89 0.03 Accept 4
1461446 Martin Jeffrey W SRE 2023-01-30 SALE 0.86 0.48 Accept 3 -0.53 0.63 Accept 4 -0.45 0.68 Accept 4 -0.98 0.40 Accept 4
1621665 Sparks C Todd TFIN 2023-01-30 BUY -3.72 0.00 Accept 10 -3.97 0.00 Accept 10 -2.79 0.02 Accept 10 -2.56 0.03 Accept 10
1621666 Graft Aaron P TFIN 2023-01-30 SALE -0.26 0.80 Accept 8 -0.09 0.93 Accept 8 -3.33 0.01 Accept 8 -1.01 0.34 Accept 8
1545193 Wilson Andrew EA 2023-01-30 SALE -0.72 0.47 Accept 48 -1.11 0.27 Accept 50 -1.40 0.17 Accept 50 -0.18 0.86 Accept 49
1632063 Arnzen April L MU 2023-01-30 SALE -0.02 0.98 Accept 27 -0.71 0.48 Accept 28 -0.56 0.58 Accept 28 -0.97 0.34 Accept 28
1568238 Deboer Scott J MU 2023-01-26 SALE 0.57 0.57 Accept 28 -0.13 0.90 Accept 28 -1.21 0.24 Accept 28 -1.70 0.10 Accept 28
1335749 Sweeney Joseph Edward AMP 2023-01-27 SALE -0.03 0.98 Accept 6 -0.50 0.64 Accept 5 -0.29 0.79 Accept 5 -0.30 0.78 Accept 5
1391405 Peterffy Thomas IBKR 2023-01-26 SALE 0.51 0.61 Accept 442 -1.74 0.08 Accept 440 -1.84 0.07 Accept 436 -2.55 0.01 Accept 433
1461137 Gray Charles Jeffrey TER 2023-01-26 SALE 1.54 0.16 Accept 9 -0.39 0.71 Accept 8 -0.66 0.53 Accept 8 1.13 0.29 Accept 8
1231406 Lykins Gregory B BUSE 2023-01-27 BUY -1.20 0.30 Accept 5 -1.77 0.15 Accept 5 -1.62 0.18 Accept 5 -0.36 0.74 Accept 5
1510712 Eddy Robert W. BJ 2023-01-27 SALE 1.74 0.09 Reject 26 1.69 0.11 Accept 23 2.17 0.04 Reject 23 4.62 0.00 Reject 23
1473289 Seifert Thomas J NET 2023-01-30 SALE 1.18 0.24 Accept 54 -0.73 0.47 Accept 55 -0.47 0.64 Accept 53 -1.96 0.06 Accept 53
1785406 Ford Kathleen KURA 2023-01-27 SALE 1.98 0.10 Accept 6 3.27 0.03 Reject 5 1.37 0.24 Accept 5 -0.73 0.50 Accept 5
1765282 Hubbard Todd R PCAR 2023-01-27 SALE 0.37 0.71 Accept 17 0.27 0.79 Accept 16 0.07 0.95 Accept 16 0.96 0.35 Accept 16
1106232 Leighton F Thomson AKAM 2023-01-30 BUY 0.69 0.50 Accept 28 1.06 0.30 Accept 25 1.45 0.16 Accept 23 3.25 0.00 Reject 20
1575917 Read Colin L AROW 2023-02-01 SALE 0.39 0.70 Accept 15 0.13 0.90 Accept 12 0.09 0.93 Accept 7 -0.81 0.46 Accept 5
1544857 Western Standard Partners Qp, L.p. MACK 2023-01-27 BUY 5.18 0.00 Reject 14 6.95 0.00 Reject 13 8.30 0.00 Reject 13 2.64 0.02 Reject 13
1670000 Iyengar Vijay K INCY 2023-01-26 SALE 1.01 0.33 Accept 13 3.08 0.01 Reject 12 2.77 0.02 Reject 12 2.49 0.03 Reject 12
1783794 Crumly Richard K. XPEL 2023-01-31 SALE 2.01 0.05 Reject 148 3.82 0.00 Reject 150 2.49 0.01 Reject 146 4.95 0.00 Reject 142
1186825 Hinkle Gary L SMMF 2023-01-30 BUY -0.67 0.51 Accept 18 -1.81 0.09 Accept 18 -0.94 0.36 Accept 18 -2.29 0.04 Accept 18
1229109 Kemper J Mariner UMBF 2023-01-27 SALE -3.94 0.00 Accept 89 -5.15 0.00 Accept 87 -5.19 0.00 Accept 84 -3.30 0.00 Accept 87
1334365 Lee Yuchun VRTX 2023-01-27 SALE -1.36 0.18 Accept 30 -0.28 0.78 Accept 25 -0.65 0.52 Accept 25 3.32 0.00 Reject 25
1775481 Robinson Michael Kent CFB 2023-01-31 SALE 0.07 0.95 Accept 21 -0.58 0.57 Accept 21 -0.47 0.64 Accept 21 0.04 0.97 Accept 21
1222527 Woltosz Virginia E SLP 2023-01-27 SALE -0.97 0.34 Accept 43 -0.71 0.48 Accept 45 -1.01 0.32 Accept 45 0.17 0.86 Accept 45
1611679 Rawlings Darryl TRUP 2023-01-26 SALE -1.04 0.30 Accept 79 0.01 0.99 Accept 81 -1.42 0.16 Accept 82 -1.65 0.10 Accept 81
1235502 Liu Jack C EWBC 2023-01-31 SALE 0.85 0.44 Accept 6 0.05 0.96 Accept 6 -0.22 0.83 Accept 6 0.34 0.74 Accept 6
1727571 Morris Carl Ashley SLDB 2023-01-27 SALE -4.36 0.01 Accept 5 -0.24 0.83 Accept 4 0.13 0.91 Accept 3 0.19 0.86 Accept 4
1760682 Dhanak Dashyant INCY 2023-01-26 SALE 1.54 0.14 Accept 18 1.36 0.19 Accept 17 0.34 0.74 Accept 17 0.64 0.53 Accept 17
1365211 Rao Bhaskar TPX 2023-01-30 SALE 1.00 0.34 Accept 11 0.54 0.60 Accept 10 0.17 0.87 Accept 10 0.32 0.76 Accept 8
1604686 Moelis Kenneth MC 2023-01-27 SALE 3.60 0.00 Reject 32 4.46 0.00 Reject 30 4.26 0.00 Reject 28 3.60 0.00 Reject 28
1824219 Gay Bradford AMWL 2023-01-27 SALE -0.99 0.33 Accept 28 0.49 0.63 Accept 27 1.05 0.30 Accept 25 2.57 0.02 Reject 23
1743778 Mcgahan Keith M SPPI 2023-01-30 SALE -1.06 0.30 Accept 30 -1.36 0.18 Accept 30 -0.67 0.51 Accept 28 -1.48 0.15 Accept 30
1726378 Riga Thomas J SPPI 2023-01-30 SALE -1.90 0.07 Accept 22 -1.29 0.21 Accept 22 -0.96 0.35 Accept 20 -1.16 0.26 Accept 20
1409452 Chapman Gil NFBK 2023-01-30 SALE -15.27 0.00 Accept 3 -0.05 0.96 Accept 3 -0.71 0.55 Accept 3 0.27 0.82 Accept 3
1715974 Schneider Andrea L ALK 2023-01-27 SALE -1.00 0.39 Accept 4 1.36 0.31 Accept 3 2.30 0.15 Accept 3 3.97 0.06 Reject 3
1449392 Hare Joshua LGVN 2023-01-27 SALE -0.88 0.41 Accept 8 0.27 0.79 Accept 8 0.79 0.45 Accept 8 0.82 0.44 Accept 8
1198564 Baird Charles J CTBI 2023-01-26 BUY 1.31 0.24 Accept 7 1.09 0.32 Accept 6 0.79 0.46 Accept 6 0.74 0.49 Accept 6
1724231 Barlow Steven I. BMRC 2023-01-26 SALE -0.26 0.84 Accept 2 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0
1683430 Scott Kristin A. ANF 2023-01-26 SALE 0.51 0.70 Accept 2 0.79 0.58 Accept 2 -0.65 0.63 Accept 2 0.33 0.80 Accept 2
1689498 Bhatia Manish H MU 2023-01-27 SALE 0.71 0.55 Accept 3 0.28 0.82 Accept 2 0.00 0.00 0 -0.27 0.83 Accept 2
1476971 Thompson Jaye GLSI 2023-01-27 BUY 0.16 0.88 Accept 9 -0.24 0.82 Accept 7 0.00 1.00 Accept 8 -0.03 0.98 Accept 7
1569241 Newtyn Management, Llc PCG 2023-01-27 SALE 3.92 0.00 Reject 51 3.86 0.00 Reject 49 3.59 0.00 Reject 46 3.09 0.00 Reject 45
1484148 Turtle Creek Asset Management Inc. JELD 2023-01-30 BUY 0.28 0.78 Accept 48 -1.09 0.28 Accept 45 -1.61 0.12 Accept 45 -3.25 0.00 Accept 49
1699685 Curley Kevin M TRST 2023-01-26 BUY 0.84 0.42 Accept 14 -0.26 0.80 Accept 13 -0.49 0.63 Accept 13 0.47 0.64 Accept 13
1243260 Leonard Robert M TRST 2023-01-26 BUY 0.64 0.54 Accept 9 1.76 0.12 Accept 9 0.82 0.43 Accept 9 0.79 0.45 Accept 9
1509493 Ritter William D. RF 2023-01-27 SALE 1.58 0.36 Accept 2 -0.90 0.53 Accept 2 -5.50 0.11 Accept 2 0.37 0.78 Accept 2
1294693 Benioff Marc CRM 2023-01-30 SALE 0.70 0.48 Accept 252 0.46 0.65 Accept 248 1.41 0.16 Accept 245 3.81 0.00 Reject 239
1651324 Kassing Don W. PEN 2023-01-27 SALE 0.46 0.68 Accept 4 0.32 0.78 Accept 3 -1.29 0.33 Accept 3 -0.53 0.65 Accept 3
1882808 Jones Charles J. BLZE 2023-01-30 SALE -1.04 0.30 Accept 175 -0.95 0.34 Accept 170 -1.53 0.13 Accept 166 -2.23 0.03 Accept 160
1893802 Barnes Harrison B. TFIN 2023-01-31 BUY -0.01 0.99 Accept 4 -2.66 0.08 Accept 4 0.16 0.88 Accept 4 0.14 0.90 Accept 4
1623596 Anderson Charles A TFIN 2023-01-30 BUY 0.06 0.96 Accept 2 -0.83 0.56 Accept 2 -0.65 0.63 Accept 2 3.01 0.20 Accept 2
1858923 Nufire Timothy M BLZE 2023-01-30 SALE -1.07 0.29 Accept 175 -0.96 0.34 Accept 170 -1.53 0.13 Accept 166 -2.23 0.03 Accept 160
1857850 Budman Gleb BLZE 2023-01-30 SALE -1.04 0.30 Accept 175 -0.95 0.35 Accept 170 -1.52 0.13 Accept 166 -2.23 0.03 Accept 160
1859157 Hoyt Janis HNST 2023-01-30 SALE 1.33 0.22 Accept 9 0.95 0.37 Accept 9 0.91 0.39 Accept 9 3.50 0.01 Reject 9
1186818 Bean Oscar M SMMF 2023-01-30 BUY 0.59 0.57 Accept 8 1.04 0.33 Accept 8 1.59 0.16 Accept 8 0.24 0.82 Accept 8
1254265 Lesser Peter A VOXX 2023-01-27 BUY 0.49 0.65 Accept 5 0.65 0.56 Accept 4 0.74 0.51 Accept 4 -1.34 0.27 Accept 4
1822234 Silverman Frank B TRST 2023-01-27 BUY 0.13 0.90 Accept 6 -0.66 0.54 Accept 5 -0.67 0.54 Accept 5 -0.51 0.64 Accept 5
1696206 Hall Michael James TRST 2023-01-26 BUY 1.74 0.14 Accept 6 0.69 0.53 Accept 5 -0.82 0.46 Accept 5 0.88 0.43 Accept 5
1787168 Kramer Douglas James NET 2023-01-27 SALE 1.47 0.15 Accept 32 0.52 0.61 Accept 33 -0.15 0.88 Accept 33 -1.03 0.31 Accept 32
1545591 Kennedy Kelly J. HNST 2023-01-30 SALE 1.47 0.19 Accept 7 0.49 0.64 Accept 8 0.67 0.52 Accept 8 1.92 0.10 Reject 8
1307696 Riese Phillip John FLYW 2023-01-26 SALE -0.70 0.50 Accept 11 0.45 0.67 Accept 9 0.03 0.98 Accept 10 -0.50 0.63 Accept 10
1882791 Ng Kwok Hang BLZE 2023-01-30 SALE -1.08 0.28 Accept 175 -0.97 0.33 Accept 170 -1.54 0.13 Accept 166 -2.24 0.03 Accept 160
1790565 Baglino Andrew D TSLA 2023-01-27 SALE 15.09 0.00 Reject 48 17.01 0.00 Reject 47 17.23 0.00 Reject 47 16.21 0.00 Reject 47
1807437 Ghosh Anirvan UBX 2023-01-30 SALE -1.87 0.20 Accept 3 -1.45 0.28 Accept 3 -1.07 0.40 Accept 3 -0.09 0.94 Accept 3
1858925 Wilson Brian K BLZE 2023-01-30 SALE -0.97 0.33 Accept 175 -0.91 0.37 Accept 170 -1.49 0.14 Accept 166 -2.21 0.03 Accept 160
1684171 Acof Investment Management Llc CCO 2023-01-26 BUY 1.93 0.07 Reject 24 4.61 0.00 Reject 19 2.53 0.02 Reject 15 -3.35 0.01 Accept 13
1845574 Joseph Paul C AKAM 2023-01-31 SALE -0.43 0.70 Accept 4 1.14 0.34 Accept 4 -0.11 0.92 Accept 4 0.95 0.41 Accept 4
1627810 Donegan Michael C TXMD 2023-01-26 SALE -0.62 0.58 Accept 4 -0.53 0.69 Accept 2 -0.06 0.96 Accept 2 0.39 0.76 Accept 2
1210226 Mott Richard W TMCI 2023-01-30 SALE -0.38 0.72 Accept 9 -0.64 0.54 Accept 9 -0.30 0.77 Accept 8 -0.28 0.80 Accept 4
1727460 Ganot Ilan SLDB 2023-01-27 SALE -0.85 0.44 Accept 6 -0.26 0.81 Accept 5 -0.37 0.73 Accept 5 -1.11 0.33 Accept 5
1869776 General Atlantic (ac) Collections 2, L.p. YOU 2023-01-26 SALE 0.38 0.74 Accept 3 0.66 0.63 Accept 2 0.00 0.00 0 0.00 0.00 0
1646536 General Atlantic Partners Aiv-1 A, L.p. YOU 2023-01-26 SALE 0.38 0.74 Accept 3 0.66 0.63 Accept 2 0.00 0.00 0 0.00 0.00 0
1247571 Nelson Stephen E GCBC 2023-01-27 SALE -5.03 0.13 Accept 2 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0
1877496 Macarthur Robert Symmes WLDN 2023-01-26 BUY 8.63 0.01 Reject 3 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0
1640990 Conerly Tracy T TRMK 2023-01-27 BUY 3.72 0.17 Accept 2 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0
1463170 Chandler Elizabeth B ROL 2023-01-26 SALE 7.53 0.08 Reject 2 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0
1274235 Salvador Scot R TRST 2023-01-27 BUY 2.46 0.25 Accept 2 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0
1214045 Mccormick Robert J TRST 2023-01-26 BUY 1.77 0.14 Accept 6 1.38 0.26 Accept 4 -0.43 0.70 Accept 4 2.27 0.11 Accept 4
1628458 Ozimek Michael M TRST 2023-01-26 BUY 0.14 0.90 Accept 5 0.22 0.84 Accept 4 -0.45 0.68 Accept 4 0.04 0.97 Accept 4
1496788 Schreck Eric W TRST 2023-01-26 BUY 1.68 0.14 Accept 8 1.16 0.29 Accept 7 -0.36 0.73 Accept 7 1.13 0.30 Accept 7
1203192 Nowak Bogdan BRKL 2023-01-30 BUY -54.58 0.01 Accept 2 -0.80 0.57 Accept 2 -0.77 0.58 Accept 2 -118.73 0.01 Accept 2
1756642 Rogers Vernon AEHR 2023-01-27 SALE 2.58 0.12 Accept 3 0.80 0.57 Accept 2 -0.96 0.51 Accept 2 -0.69 0.61 Accept 2
1710338 Hauber Stephen M NAVI 2023-01-27 SALE -0.14 0.90 Accept 3 -2.73 0.22 Accept 2 -4.78 0.13 Accept 2 0.04 0.97 Accept 3
1646746 Burns Mark Lagrand GD 2023-01-27 SALE -0.09 0.94 Accept 2 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0