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Market Microstructure

Free Float

The number of shares available for trading by the public.

Definition

Free float refers to the number of shares of a company that are available for trading by the public. It excludes shares held by insiders, institutional investors, and any restricted shares that are not available for public trading.The free float is an important metric for understanding the liquidity and volatility of a stock, as it indicates how many shares are actually available for trading in the market.

Why it matters for Whale Tracking

The free float can impact the price volatility of a stock, especially when there is significant insider trading activity. A low free float can lead to higher volatility, as even small trades can have a large impact on the stock price.When insiders hold a large percentage of the shares, it can limit the free float and make the stock more susceptible to price swings based on insider trading activity and market sentiment.

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Technical Nuance

Analyzing the free float in conjunction with insider Form 4 filings can provide insights into the potential impact of insider trading activity on the stock's price volatility and liquidity.

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Real-World Example

"A company has 100 million shares outstanding, but insiders and institutional investors hold 80 million shares, leaving a free float of only 20 million shares. If the CEO buys 1 million shares, it can have a significant impact on the stock price due to the limited free float."

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