The SEC Form 4 non-derivative trades are aggregated on a weekly basis, at issuer level and at insider level.

The aggregate trades are then fed into reports featuring various analytics.

The reports are produced on a weekly basis, during the week-end.

Insider trades analytics and reports

Weekly Issuer Outliers Report

The weekly Issuer Outliers Report identifies issuers whose current week aggregate insider buys are larger than 97.5% of their last 7 years of historical weekly aggregate buys.

The rationale in identifying these issuer outliers is that their insiders would not have made such a large aggregate investment in their own company, unless they anticipated a considerable stock price increase.

For each of these outlier issuers we calculate the historical average price change after 1 week, 2 weeks, 1 month, 3 months, 6 months, and 1 year, in order to identify any historically consistent positive price change.

Below is a sample of the Weekly Issuer Outliers report.

Weekly Buyers Report

The Weekly Buyers Report identifies the insiders who have traded in the current week, and whose historical average price change after 1 week, 2 weeks, 1 month, 3 months, 6 months, or 1 year, has been consistently positive.

This report allows the user to access all insiders who showed a net aggregate purchase in the current week. It also gives the user the possibility to filter the insiders using various criteria. For example, the user can select a minimum Total Investment, or a minimum historical price change for the six periods listed below.

Below is a sample of the Weekly Buyers report.