Intraday Stock Return Calculator
Compute the number of profitable and unprofitable returns for intraday prices for any stock traded on major U.S. stock exchange and supported by Alpha Vantage. Some stocks traded on non-U.S. exchanges are also supported. Indexes are not supported.
Intraday trades generate thousands and millions of returns and this calculator computes returns for 5, 15, 30 and 60-minute intervals for recent trading days. The calculator uses closing unadjusted prices to compute returns. Typically, the 5-minute interval includes around 3,000 intraday prices that generate around 3,000,000 returns. See number of returns for an explanation of how returns are computed.
Number of Prices and Returns for Time Intervals
- 5-minute interval includes around 20 days of prices amounting to over 3,000 prices and over 3,000,000 returns.
- 15-minute interval includes around 30 days of prices amounting to over 1,700 prices and over 1,000,000 returns. Computations may be relatively slow for the 5 and 15-minute time intervals because of the large number of computations required to compute all returns.
- 30-minute interval includes around 30 days of prices amounting to over 800 prices and over 300,000 returns.
- 60-minute interval includes around 35 days of prices amounting to over 500 prices and over 150,000 returns.
- Number Prices input represents the latest prices.