Weekly Rundown

[Elina Ward]

Wednesday 17 December 2025​

Home Depot Post-Earnings Sell-Off Explained: Expectations, Earnings Miss, and Market Reaction​

The Home Depot, Inc. (NYSE: HD) is the largest home-improvement retailer in the world, selling tools, building materials, appliances, and home supplies to both DIY shoppers and professional contractors. The company was founded in 1978 and is headquartered in Atlanta, Georgia. Because Home Depot is closely tied to housing and consumer spending, its earnings often influence how investors feel about the wider economy.

Going into its Q3 2025 earnings release, investors were cautious. On November 17, Home Depot shares closed at $357.76 as the market waited to see if the company would beat expectations. On November 18, 2025, Home Depot released earnings and reported EPS of $3.74, which was slightly below the $3.81 analysts expected. Even though the miss was small, it mattered — and the stock reacted quickly, opening much lower around $341.50.

Why the Stock Kept Falling After Earnings​

That gap down on November 18 showed that many investors were disappointed right away. When a large, widely held stock misses earnings expectations, markets often react quickly before a more detailed reassessment takes place. — especially when expectations were tight. The miss added to worries about slower home-related spending and pressure on profits, so selling continued rather than fading immediately.

On November 19, the stock dropped again and hit a low near $331.18. After that, the move started to calm down, with the price trading in a tighter range. This suggested the market had mostly “priced in” the earnings news and was starting to settle.

Takeaway:​

Home Depot’s drop from November 17 to November 19, 2025 mostly happened because the company missed earnings expectations, which triggered a sharp gap down and then more selling the next day. It was less about the business suddenly breaking, and more about the market reacting quickly to a disappointing earnings result and adjusting the stock price to match.



The chart below illustrated Home Depot’s (HD) price action from 17 November to 19 November 2025, highlighting the stock’s movement around the company’s earnings release on 18 November 2025 and the market’s subsequent reaction in the sessions that followed.

 

[Elina Ward]

Thursday 18 December 2025​

The Geopolitical Pulse Behind Oil: WTI Moves Between 8–12 December 2025​

Introduction: Why Geopolitics Still Drives Oil​

Geopolitics examines how conflicts, policy decisions, and power dynamics between nations influence global systems. In oil markets, these forces are particularly influential because supply relies on stable production, secure shipping routes, and predictable enforcement of sanctions. Even when physical supply is not immediately disrupted, changes in geopolitical risk can quickly reshape expectations and price behaviour. As a result, crude oil often reacts sharply to political developments, sometimes overriding short-term fundamentals.

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What This Article Covers​

This article examined how geopolitical developments between 8 and 12 December 2025 shaped WTI crude price action, as early-week supply comfort and Russia–Ukraine diplomacy weighed on prices, while midweek U.S. actions against Venezuelan oil flows briefly added risk premiums that ultimately failed to reverse the broader downward trend.

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Sanctions Risk, Diplomatic Signals, and a Volatile Week for WTI​

Between 8 and 12 December, WTI crude traded under persistent pressure despite intermittent geopolitical support. The week began with a bearish tone, with WTI opening at 60.19 on 8 December before selling accelerated as markets responded to improving supply conditions and ongoing optimism surrounding diplomatic efforts linked to the Russia–Ukraine conflict. By the end of the session, WTI had closed lower at 58.86, reflecting confidence that near-term supply remained adequate.

Midweek, geopolitical headlines briefly interrupted the decline. On 9 December, WTI rebounded modestly, reaching an intraday high of 59.18, as renewed U.S. enforcement actions against Venezuelan oil shipments raised concerns about tighter regional supply and shipping disruptions. However, the rebound lacked follow-through, with prices failing to reclaim prior levels as traders continued to weigh broader supply comfort and inventory dynamics.

Selling pressure resumed into 11 December, when WTI fell to the weekly low of 57.00, highlighting the market’s reluctance to sustain a geopolitical risk premium. Although prices recovered slightly to close the session at 57.90, the rebound remained limited. By 12 December, WTI settled lower again, closing the week at 57.51, confirming a net bearish outcome for the period.

Overall, the week saw WTI decline from the 60.19 opening level to a 57.51 close, as geopolitical developments generated short-lived reactions but failed to outweigh structural supply comfort and cautious demand expectations.

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Summary​

From 8 to 12 December 2025, WTI crude price action was defined by the balance between geopolitical risk and underlying fundamentals. Early-week selling driven by supply restoration and Russia–Ukraine diplomacy set the tone, while U.S. actions targeting Venezuelan oil flows produced only a modest and temporary rebound. Ultimately, strong supply conditions and limited demand momentum prevailed, leaving WTI lower by the end of the week and reinforcing the market’s sensitivity to fundamentals despite ongoing geopolitical tension.



The chart below illustrates WTIUSD price action on the 1-hour timeframe between 8 and 12 December.

 

[Elina Ward]

Monday 22 December 2025​

Advanced Micro Devices (AMD): What Drove the Stock Between 15–19 December 2025​

An Overview of Advanced Micro Devices (AMD)​

Advanced Micro Devices (AMD) is a leading global semiconductor company that designs high-performance processors and graphics chips used across personal computers, data centres, gaming consoles, and artificial-intelligence workloads. Founded in 1969 and headquartered in the United States, AMD has evolved into a key competitor in the global chip industry, with its products playing a central role in cloud computing, enterprise infrastructure, and AI acceleration. As a result, AMD’s share price is highly sensitive to shifts in technology demand, investor sentiment toward AI, and broader macroeconomic conditions.

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What This Article Covers​

This article examined how AMD’s stock moved between 15 and 19 December 2025, focusing on the combination of sector-wide sentiment, analyst actions, macroeconomic signals, and company-specific developments that shaped price action during the week.

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AMD Price Action and Market Drivers (15–19 December)​

AMD entered the week under pressure as the broader technology sector sold off. On 15 December, rising bond yields and renewed concerns that AI-related valuations had run ahead of fundamentals triggered a sharp risk-off move across growth stocks. Semiconductor shares underperformed the broader market, and AMD declined alongside peers as investors reduced exposure to higher-beta AI names.

Selling pressure intensified on 17 December, when negative sector headlines added to caution. Reports suggesting progress in China’s domestic semiconductor capabilities and renewed uncertainty around large-scale data-centre investment weighed on chipmakers broadly. AMD fell again during this session, reflecting sensitivity to competitive and demand-side concerns rather than company-specific weakness.

Sentiment began to stabilise midweek as more constructive signals emerged. Strong earnings guidance from a major memory-chip producer highlighted continued AI-driven demand across data centres, helping to ease fears of an abrupt slowdown in semiconductor spending. Around the same time, analyst commentary remained broadly supportive of AMD’s longer-term outlook, despite some modest price-target adjustments.

The tone shifted more decisively on 18–19 December. Softer-than-expected U.S. inflation data lifted risk appetite across equity markets, driving a rebound in technology stocks. AMD benefited from this macro tailwind, while additional support came from renewed investor focus on AI infrastructure demand and reports of high-level engagement between AMD’s leadership and Chinese officials, which was interpreted as constructive for the company’s international business outlook. By 19 December, AMD posted a strong rebound, outperforming many peers as buyers returned to the semiconductor space.

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Conclusion​

AMD’s share price movement between 15 and 19 December 2025 reflected a clear shift in market tone rather than a change in the company’s underlying fundamentals. Early-week declines were driven by sector-wide risk aversion, valuation concerns, and competitive headlines, while the late-week recovery followed improving macro conditions, supportive AI demand signals, and renewed confidence in the semiconductor outlook. Overall, the period highlighted how AMD continues to act as a barometer for sentiment toward AI, high-performance computing, and growth-oriented technology stocks, with price action shaped as much by expectations and positioning as by company-specific news.

The chart below illustrates how Advanced Micro Devices’ (AMD) share price moved from 15 December to 19 December, based on 5-minute candlestick data.

 

[Elina Ward]

Tuesday 23 December 2025​

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BTC/USD Market Summary: 15 Dec – 22 Dec 2025​

In this post, we look at how Bitcoin (BTC/USD) moved between 15 December and 22 December 2025, and what broader market forces shaped that behaviour during the period.

BTC/USD tracks the value of one Bitcoin in US dollars. As the largest and most influential cryptocurrency, Bitcoin often sets the tone for the wider digital asset market. Its price action during this window reflected changes in risk sentiment, liquidity conditions, and institutional flows rather than a single dominant Bitcoin-specific headline.

From 15 to 18 December, BTC/USD traded lower. After starting the period near the upper-$80,000 area, Bitcoin slipped toward the mid-$80,000s as market sentiment softened. Selling pressure was reinforced by uneven spot Bitcoin ETF flows, profit-taking from longer-term holders, and thinning liquidity ahead of the holiday season. These conditions amplified intraday swings and made the market more sensitive to order flow, allowing relatively modest selling to push prices lower.

The tone shifted on 19 December, when Bitcoin rebounded sharply. Dip-buying emerged after the earlier pullback, supported by position adjustments and easing selling pressure. BTC/USD recovered back toward the high-$80,000 region, highlighting how responsive price action had become to short-term flows rather than fresh fundamental developments.

From 20 to 22 December, Bitcoin entered a consolidation phase. Volatility cooled and BTC/USD traded within a narrower range just below the $90,000 level. Year-end liquidity remained thin, and traders appeared reluctant to commit aggressively in either direction. While occasional intraday rallies briefly lifted price toward $90,000, continued ETF outflows and cautious positioning limited follow-through, keeping the pair range-bound.

In short, Bitcoin’s movement between 15 and 22 December 2025 was not driven by a single catalyst. Instead, it reflected the broader rhythm of the crypto market at year-end: early weakness amid risk-off pressure, a mid-period rebound driven by dip-buying, and a subsequent consolidation as liquidity thinned and sentiment remained cautious.


The chart below illustrates BTCUSD’s price movement from 15 to 23 December, shown on a 1-hour timeframe, with the primary analysis focused on the 15–22 December period.

 

[Elina Ward]

Wednesday 24 December 2025​

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Nvidia Weekly Stock Move Explained: Earnings Strength, Investor Positioning, and Valuation Sensitivity​

Nvidia (NASDAQ: NVDA) is a U.S.-based semiconductor company founded in 1993 by Jensen Huang, Chris Malachowsky, and Curtis Priem. Originally focused on graphics processing for gaming and visual computing, Nvidia gradually expanded into parallel computing, data centers, and accelerated computing. Over time, the company became a foundational supplier for artificial intelligence workloads, with its GPUs now powering cloud infrastructure, large language models, autonomous systems, and high-performance computing globally. As a result, Nvidia occupies a uniquely important position in the modern technology ecosystem, and its stock is often viewed as a bellwether for AI investment trends rather than a traditional chipmaker.

This article reviewed Nvidia’s stock performance during the week from November 17 to November 21, explaining how the shares reacted around the company’s fiscal third-quarter 2026 earnings release and why investor sentiment shifted rapidly despite strong reported results.

During the period, Nvidia shares displayed pronounced volatility rather than a sustained directional move. The week unfolded in distinct phases, beginning with pre-earnings caution, followed by an initial surge driven by earnings strength, and ending with profit-taking as valuation sensitivity re-emerged.

What Drove Nvidia’s Weekly Price Action​

The primary catalyst was Nvidia’s earnings release on November 19. Heading into the report, shares were already under pressure after a weak start to the month, reflecting concerns that AI-related capital expenditure might be approaching a peak and that expectations embedded in the stock were elevated.

When results were released, Nvidia delivered a decisive earnings beat. Revenue reached a record $57.01 billion, driven predominantly by data-center demand for AI accelerators, while profitability exceeded market expectations. Forward guidance for the following quarter also came in well above consensus, reinforcing confidence that AI infrastructure spending remained robust into early 2026.

Given Nvidia’s central role in AI supply chains, the results carried broader significance beyond the company itself. With limited substitutes for its high-end GPUs at scale, Nvidia’s revenue and guidance were interpreted by many investors as an indicator of the health of enterprise and cloud AI investment across the technology sector.

The market reacted quickly. On November 19, Nvidia shares rose during the regular session and surged further in after-hours trading as investors absorbed the strength of the results and management’s commentary on demand for next-generation chips.

However, that enthusiasm proved short-lived. On November 20, Nvidia opened sharply higher and briefly extended gains as the earnings call began. As the session progressed, profit-taking emerged and valuation concerns resurfaced. By the close, the stock had reversed sharply lower, erasing its early gains. Modest weakness extended into November 21 as investors continued reassessing positioning after the earnings catalyst passed.

Why the Stock Behaved the Way It Did​

Despite exceptional fundamentals, Nvidia’s price action reflected elevated expectations rather than disappointment. The earnings report largely confirmed strength that the market had already priced in, limiting the ability of the stock to sustain upside momentum.

Positioning played a critical role. After a strong run earlier in the year, many investors approached earnings defensively, using post-release strength as an opportunity to reduce exposure rather than add risk. This led to sharp intraday swings but not to disorderly selling.

Importantly, the volatility did not signal doubts about Nvidia’s strategic importance. Instead, the stock traded as a valuation-sensitive market leader, where even strong results were weighed carefully against sustainability, capital intensity, and the long-term pace of AI adoption.

Takeaway​

Nvidia’s movement during the November 17–21 period reflected the tension between operational excellence and elevated expectations. The company delivered record revenue, strong profitability, and confident forward guidance, reinforcing its importance as the backbone of global AI infrastructure.

However, the stock’s inability to hold early gains highlighted a shift in investor behavior toward discipline rather than momentum. Nvidia remained a core long-term asset in AI markets, but the week’s price action showed that future upside would likely depend on continued execution over time rather than single-quarter confirmation alone.



The chart below tracks Nvidia’s price movement between 17 and 21 November 2025, including the earnings release reaction on 19 November and the post-earnings movement that followed.

 

[Elina Ward]

Monday 29 December 2025​

Nike Weekly Stock Move Explained: Earnings Digestion, Insider Confidence, and Holiday Trading Dynamics​

Nike (NYSE: NKE) is a U.S.-based global athletic footwear and apparel company founded in 1964. Over several decades, Nike built one of the world’s most recognisable consumer brands, spanning performance footwear, lifestyle apparel, and a growing direct-to-consumer ecosystem. As a result, Nike’s stock often acts as a barometer for discretionary spending, brand pricing power, and broader consumer sentiment rather than short-term product cycles alone.

This article reviewed Nike’s stock performance during the period from December 22 to December 26, 2025, explaining how the shares behaved during a holiday-shortened trading week and why the stock shifted from early weakness to a late-week recovery.

During the period, Nike shares moved in distinct phases rather than following a single directional trend. The week began under pressure, stabilised midweek, and finished higher as buying interest returned in thin holiday conditions.

What Drove Nike’s Weekly Price Action​

The most important driver was continued market digestion of Nike’s earnings release from December 18. While the company exceeded revenue and earnings expectations, margins declined and management issued cautious near-term guidance, particularly highlighting weaker demand in Greater China. These factors weighed on sentiment into the start of the following week, contributing to selling pressure on December 22 and early December 23.

As the week progressed, selling pressure eased. Importantly, insider buying emerged as a stabilising signal, with senior board members purchasing Nike shares shortly after the post-earnings decline. These purchases were interpreted by the market as a vote of confidence in Nike’s long-term strategy and valuation, encouraging buyers to step in after the stock reached local lows.

Holiday trading conditions amplified the move. With Christmas Eve operating as a shortened session and overall liquidity reduced, incremental buying had an outsized impact on price action. On December 24, Nike shares rebounded sharply, reclaiming ground lost earlier in the week. The recovery extended modestly into December 26 as the stock closed near weekly highs.

Broader retail sentiment also provided background support. While Nike faced company-specific challenges, overall U.S. holiday spending remained resilient, helping limit downside follow-through and reinforcing the perception that the earlier sell-off had become overextended.

Why the Stock Behaved the Way It Did​

Despite the rebound, Nike’s price action remained orderly rather than speculative. The recovery unfolded through stabilisation and gradual accumulation rather than a single explosive move, suggesting positioning adjustments and selective buying rather than aggressive momentum chasing.

Expectations played a key role. Following the sharp post-earnings decline, much of the near-term risk was already priced in. As a result, negative surprises failed to materialise, while insider buying and reduced selling pressure encouraged a reassessment of value at lower price levels.

At the same time, upside enthusiasm remained measured. Ongoing concerns around margins, currency effects, and uneven global demand capped the pace of the rebound, keeping the move controlled and consistent with late-December trading behaviour.

Takeaway​

Nike’s movement during the December 22–26 period was driven by earnings digestion rather than new fundamental developments. Early weakness reflected lingering concerns from the December earnings release, while the late-week rebound was supported by insider confidence signals and holiday-thin market conditions.

The week underscored Nike’s position as a consumer sentiment proxy: long-term brand strength helped stabilise the stock, but near-term uncertainty around margins and demand limited aggressive upside. The price action suggested consolidation and reassessment rather than a decisive shift in trend, with clearer direction likely to emerge once normal trading volumes returned in the new year.


The chart below tracks Nike’s price movement between December 22 and December 26 on a 5-minute timeframe.

 

[Elina Ward]

Monday 5 January 2026​

Intel Weekly Stock Move Explained: Year-End Positioning, Strategic Confidence, and New-Year Repricing​

Intel Corporation (NASDAQ: INTC) was a U.S.-based semiconductor company founded in 1968 and long considered a cornerstone of the global technology supply chain. For decades, Intel dominated the CPU market across personal computing and data centers before facing increased competition and execution challenges in advanced manufacturing. In recent years, the company pursued a multi-year turnaround strategy focused on restoring process leadership, expanding its foundry business, and reinforcing its strategic importance to U.S. industrial and national security objectives.

This article reviews Intel’s stock performance during the period from December 29, 2025 to January 2, 2026, explaining what drove the share price movement and why investor behavior shifted over the course of the period.

During the timeframe, Intel shares moved through a clear sequence of consolidation, year-end softness, and sharp upside repricing. The advance did not stem from a single surprise announcement but instead reflected a combination of strategic confidence, institutional positioning, and a return of liquidity and risk appetite as the new trading year began.

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What Drove Intel’s Weekly Price Action​

The early part of the period, covering December 29 and December 30, was marked by subdued but constructive trading. Market liquidity remained thin due to year-end conditions, yet Intel’s shares showed relative resilience. Buying interest was selective, with investors maintaining exposure rather than aggressively adding new positions. This modest strength followed renewed attention on Intel’s strategic relevance, particularly after confirmation of a large equity investment by Nvidia late in December.

On December 31, Intel shares declined modestly. This move coincided with typical year-end portfolio adjustments, including profit-taking and balance-sheet positioning. With limited liquidity and no fresh catalysts, selling pressure had an outsized effect on price. Importantly, the decline remained orderly and did not signal a deterioration in Intel’s underlying outlook.

The most significant move occurred on January 2, the first full trading session of 2026. Intel shares opened higher and rallied strongly throughout the session. The advance reflected renewed institutional participation, improved risk sentiment across technology stocks, and continued confidence in Intel’s long-term strategic positioning. With year-end constraints removed, investors were more willing to reprice the stock higher, resulting in a sharp and sustained upside move.

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Why the Stock Behaved the Way It Did​

Intel’s price behavior during the period was heavily influenced by market structure. Late-December trading conditions amplified small flows, leading to slow, uneven movement rather than decisive trends. The weakness on December 31 reflected positioning mechanics rather than fundamental concerns.

By contrast, the January 2 rally showed a clear behavioral shift. Buying pressure was directional and persistent, suggesting fresh capital deployment rather than short-covering alone. The lack of immediate retracement indicated acceptance of higher prices, consistent with a broader new-year reassessment of Intel’s value rather than a temporary reaction.

Institutional ownership also played a role. With a large proportion of Intel’s shares held by long-term investors, selling pressure remained contained during year-end adjustments. When liquidity returned, accumulated optimism around Intel’s strategic importance, government support, and external investment translated into decisive upward price discovery.

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Takeaway​

Intel’s move from December 29 to January 2 was driven more by timing and positioning than by headline-driven volatility. Year-end liquidity constraints and portfolio adjustments weighed modestly on the stock into December 31, while the reopening of markets in the new year unlocked renewed demand and a sharp repricing higher. The strong January 2 advance reflected returning institutional participation and sustained confidence in Intel’s long-term transformation, positioning the move as a structural reset rather than a speculative spike.

The chart below illustrates how Intel’s share price moved from December 29 to January 2, based on 5-minute candlestick data.

 

[Elina Ward]

Tuesday 6 January 2026​

ETH/USD Market Summary: 29 Dec 2025 – 6 Jan 2026​

In this post, we look at how Ethereum (ETH/USD) moved between 29 December 2025 and 6 January 2026, and what broader market forces shaped that behaviour during the period.

ETH/USD tracks how much one Ethereum token is worth in US dollars. As the second-largest cryptocurrency, Ethereum often reflects shifts in overall crypto sentiment while remaining closely tied to liquidity conditions and Bitcoin-led market direction. Around year-end and the start of a new trading year, these structural factors typically play a greater role than individual project-specific headlines.

From 29 to 31 December, ETH traded in a compressed and largely directionless range. Price action was choppy, with limited follow-through, reflecting thin year-end liquidity and reduced market participation. Traders focused on closing books and managing existing exposure rather than initiating new positions, which kept ETH contained near established levels.

As the calendar turned, conditions began to improve. While January 1 remained subdued due to global holidays, early January saw a gradual return of participation. By January 2, volatility expanded and price action became cleaner as traders re-engaged and began repositioning for the new year.

From January 3 through January 6, ETH transitioned into a more directional phase. Impulsive moves developed with stronger follow-through, and pullbacks became more orderly. Rather than rejecting higher prices immediately, ETH consolidated at new levels, suggesting acceptance and fresh positioning rather than short-term speculative spikes.

This move was not driven by a major Ethereum protocol announcement. There were no hard-fork upgrades or unexpected network changes during this period. However, Ethereum-specific sentiment was supported by continued strength in staking activity and renewed real-world usage narratives, including headlines around ETH being accepted as a payment option in new commercial use cases.

Bitcoin played a significant role in shaping ETH’s behaviour. As BTC stabilised and moved higher into early January, overall crypto risk appetite improved. With Bitcoin acting as the market’s primary liquidity and sentiment anchor, capital rotated back into large-cap altcoins, allowing ETH to benefit from the broader recovery. In addition, strong inflows into spot crypto investment products at the start of the year supported price stability and helped reinforce the upside move.

In short, Ethereum’s movement during this period reflected a typical year-end to early-year transition rather than a single headline-driven event. Late-December compression gave way to early-January expansion as liquidity returned, participation increased, and Bitcoin-led sentiment improved, allowing ETH to trade with clearer structure and stronger momentum.

The chart below displays ETH/USD price action from 29 December 2025 to 6 January 2026.

 

[Elina Ward]

Wednesday 7 January 2026​

Eli Lilly Earnings Move Explained: Q3 Beat, Guidance Upgrade, and Immediate Repricing​

Eli Lilly and Company (NYSE: LLY) is one of the world’s largest pharmaceutical firms, with a strong global presence across diabetes, obesity, oncology, and immunology treatments. In 2025, the stock became a key reference point for healthcare and defensive growth sentiment, supported by accelerating demand for its diabetes and weight-loss drug portfolio. Heading into late October, markets were cautiously positioned, waiting to see whether earnings and forward guidance would justify elevated expectations after a strong run earlier in the year.

On Thursday, 30 October 2025, Eli Lilly reported Q3 earnings that exceeded market forecasts across all major metrics. The company posted revenue of $17.6 billion, a 54% year-on-year increase and well above consensus estimates near $16.1 billion. Adjusted earnings came in at $7.02 per share, comfortably ahead of expectations around $5.69. Importantly, Lilly also raised its full-year outlook, lifting revenue guidance to $63–$63.5 billion and increasing its adjusted annual earnings forecast, reinforcing confidence in the sustainability of its growth.

Following the release, the stock opened higher and maintained a positive bias throughout the session, as investors repriced the company based on the earnings beat and upgraded guidance. Although there was brief intraday volatility as the figures were digested, buying interest remained dominant, and the session established a higher post-earnings range rather than signalling exhaustion.

When trading resumed on Friday, 31 October, price action confirmed the earnings-driven repricing. The stock held firmly above its earnings-day lows, with volatility compressing and no meaningful downside follow-through. This behaviour suggested that the market accepted the higher valuation implied by the results, as institutions and longer-term investors adjusted positions following the earnings surprise.

Why Eli Lilly’s Two-Day Move Was Earnings-Driven​

The price movement between 30 and 31 October reflected a clean, event-driven reaction rather than a broader trend move. The upside was directly linked to the earnings beat, the raised full-year guidance, and strong demand for Lilly’s weight-loss and diabetes treatments. The absence of a sharp reversal or failure back into the pre-earnings range indicated that the market viewed the results as fundamentally supportive, not transitory.

Takeaway:

Eli Lilly’s price action from 30 to 31 October 2025 represented a textbook earnings reaction. Strong quarterly results and an upgraded outlook triggered immediate upside repricing on the release day, with follow-through into the next session confirming market acceptance. While the stock continued to climb in the days that followed, the movement during this two-day window captured the direct impact of the earnings report itself, before price action later transitioned into broader trend dynamics.

The chart below tracks Eli Lilly’s price movement between 30 and 31 October 2025, highlighting the immediate earnings-driven repricing following the Q3 results.

 

[Elina Ward]

Thursday 8 January 2026​

The Geopolitical Pulse Behind Oil: Venezuela, Iran, and Strategic Regions Shape WTIUSD (28 December 2025 – 7 January 2026)​

Introduction: Why Geopolitics Matters​

Geopolitics examines how power shifts, political instability, and strategic decisions between states influence global systems. In modern markets, these developments transmit rapidly into prices because energy supply chains, shipping routes, and sanctions regimes are deeply intertwined with political risk.

Oil is particularly sensitive to geopolitical shocks. Leadership changes in producing nations, domestic unrest, military interventions, or threats to export routes can alter market expectations instantly — even before any physical disruption to supply occurs. Understanding geopolitical context helps explain why oil prices often move on headlines alone and why markets can react ahead of visible changes in supply and demand.

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What This Article Covers​

This report explains how geopolitics influenced oil price behaviour between 28 December 2025 and 7 January 2026, focusing on:

• The U.S.-led military operation in Venezuela announced on 3 January 2026
• Oil market reaction during the first trading session on 5 January 2026
• The U.S. shift toward conditional oversight of Venezuelan oil exports (5–7 January 2026)
• Widespread protests and violent clashes across Iran beginning 28 December 2025
• How unrest in Iran affected oil through escalation and shipping-route risk
• The strategic importance of Greenland and Iran in broader energy and security dynamics

Together, these events show how geopolitics reshapes oil pricing through expectations, risk premiums, and control over supply routes rather than immediate production losses.

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Venezuela Shock: Political Intervention and Oil Market Response (3–5 January 2026)​

On 3 January 2026, the United States announced it had removed President Nicolás Maduro from power during a military operation conducted in Caracas. U.S. officials stated the operation was carried out exclusively by American forces, with no foreign military involvement.

On 5 January 2026, Venezuela’s National Assembly moved to appoint Vice President Delcy Rodríguez as interim president, confirming a sudden political transition in one of the world’s most oil-rich nations.

Oil markets reacted as trading resumed after the weekend. On Monday, 5 January 2026, WTI and Brent crude rose by roughly 1.7%, rebounding from an initial pullback following the news. Traders cited geopolitical uncertainty rather than immediate supply disruption as the primary driver.

Venezuela holds the world’s largest proven crude reserves, but years of sanctions and underinvestment have constrained output. Market focus centered on future control, export permissions, and revenue oversight, rather than on short-term production losses.

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U.S. Oil Policy Shift: Conditional Oversight of Venezuelan Supply (5–7 January 2026)​

Between 5 and 7 January 2026, U.S. officials clarified Washington’s position on Venezuelan oil. The U.S. signaled a shift away from a blanket embargo toward conditional oversight of Venezuelan oil exports, stating sales would be permitted only if they aligned with U.S. national interests.

Officials indicated that existing oil stocks would be marketed under U.S. supervision and that future exports would be monitored through regulatory and licensing mechanisms. On 7 January 2026, senior U.S. leadership reiterated that Venezuelan oil flows would proceed only under clearly defined political and economic conditions.

For oil markets, this meant greater uncertainty and tighter control, but not an immediate increase or decrease in global supply — keeping prices supported without triggering a sustained breakout.

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Iran Unrest: Protests, Violence, and Oil Market Risk (28 December 2025 – 7 January 2026)​

Geopolitical risk intensified in the Middle East as nationwide protests erupted across Iran on 28 December 2025, initially triggered by a sharp fall in the Iranian rial, rising inflation, and worsening economic conditions. Demonstrations began in Tehran and rapidly spread nationwide.

By early January, protests had reached more than 110 cities and towns across all 31 provinces, according to human-rights monitors. Verified footage showed violent clashes between protesters and security forces, including the use of gunfire and tear gas. At least 34 protesters and four security personnel were reported killed, with over 2,200 arrests recorded.

On 2 January 2026, U.S. President Donald Trump warned that the United States would intervene if Iranian authorities violently suppressed peaceful protesters, escalating the situation from a domestic crisis into an international geopolitical concern.

On 3 January 2026, Iran’s Supreme Leader Ayatollah Ali Khamenei addressed the unrest, calling for engagement with peaceful demonstrators while stating that “rioters should be put in their place.” Security forces expanded their presence, and Iran’s judiciary warned of rapid prosecution for unrest-related offenses.

How This Affected Oil​

Iran’s unrest did not disrupt oil production directly. However, it supported oil prices through risk perception, not physical supply loss:

• Escalation risk: Prolonged unrest raised the probability of broader confrontation involving sanctions or foreign intervention.
• Shipping sensitivity: Iran’s proximity to major energy routes increased insurance and transport risk premiums.
• Sanctions uncertainty: U.S. warnings heightened concern about stricter enforcement or expanded restrictions.
• Geopolitical pricing: Traders added a risk premium as Middle East stability deteriorated.

These factors contributed to underlying price support, even as inventories and production remained stable.

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Strategic Geography: Greenland and Long-Term Energy Security​

Beyond immediate crises, markets continued to monitor structurally important regions.

Greenland remained strategically relevant due to its geographic position between North America and Europe, its role in Arctic security, and its access to critical minerals essential for energy-transition technologies. Renewed political attention in late 2025 and early 2026 highlighted concerns around Arctic routes, missile-defense infrastructure, and long-term resource security rather than near-term oil production.

These strategic considerations reinforce how geopolitics shapes energy markets beyond daily supply figures.

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Summary​

Between 28 December 2025 and 7 January 2026, oil markets navigated a convergence of geopolitical shocks without experiencing immediate supply disruption. The U.S. military operation in Venezuela announced on 3 January, followed by policy clarification through 7 January, reshaped expectations around future oil control and supported a measured rebound in crude prices on 5 January 2026.

At the same time, widespread protests and violent clashes across Iran — alongside explicit U.S. warnings — raised escalation and shipping-route risk, adding a geopolitical premium to oil prices. Strategic attention toward Greenland reinforced longer-term energy and security considerations.

This period underscores a core market principle: geopolitics moves oil first through risk perception and control dynamics, while sustained price direction ultimately depends on real changes in supply and demand.

The chart below illustrates how WTIUSD moved between 29 December 2025 and 7 January 2026, using 5-minute candlestick data, reflecting how geopolitical developments influenced price action during the period.