What data is shown in the Top insiders (holding-period performance) screener?

The Top insiders (holding-period performance) screener ranks all insiders by the performance of their trades over specific time periods. The data presented in the screener is as follows:

• Name – The insider’s name.

• Company – The company connected to the insider’s most recent reported trade.

• Rating – A 0‑to‑5 star score that blends three elements:

  1. How often the insider’s trades were profitable after the chosen number of days.

  2. The average percentage price move over that same period (sales count as negative moves).

  3. How many trades the insider made, with multiple trades in quick succession counting less than widely spaced trades.Each component is ranked against all other insiders and combined equally to form the star score.

• Success Rate – Share of trades that moved in the insider’s favour after the specified holding period (buys that rose in price or sells that later fell). Each trade is weighted by the number of shares involved.

• Average Return – Weighted average percentage price change after the holding period. Purchases contribute positive returns when prices rise, while sales contribute negative returns when prices rise (and positive returns when prices fall). Weighting is by trade size.

• Transactions – Total number of trades included in the above calculations. The column also includes what proportion of those trades were purchases.