Statistics of Price Movements of Eversource Energy (ES)

The price movements of Eversource Energy (ticker ES) are summarized in five ways:

• Table 1. Statistics of daily price changes using the closing prices
• Table 2. Statistics of daily price changes using the closing and opening prices
• Table 3 – 7. Statistics of daily price changes when ES opened with an increase of 1%, 2%, 3%, 4%, or more than 5%
• Table 8 – 10. Statistics of stock price changes in the 20 days after ES had a big price move
• Table 11. Statistics of daily price changes in the 20 days after ES moved 5% with twice the 30-day average volume

The statistics are calculated using ES's price data across 1,514 trading days from 2015 to 2020.

Table 1. Statistics of ES one-day price changes

In this table, the one-day price change is calculated using the closing price and the previous day's closing price.

In the past 1,514 trading days, 52.6% of the time (796 days), ES closed above the previous day's closing price. 43.8% of the time (662 days), it closed below the previous day's closing price. 3.6% of the time (55 days), it did not change.

Also see: VIX price movement study.

ES Price Change (%)	Number of Days	% of Total Sessions
14 – 15%	1	0.07%
12 – 13%	1	0.07%
9 – 10%	2	0.13%
8 – 9%	2	0.13%
7 – 8%	1	0.07%
6 – 7%	1	0.07%
5 – 6%	2	0.13%
4 – 5%	4	0.26%
3 – 4%	6	0.40%
2 – 3%	30	1.98%
1 – 2%	191	12.62%
0 – 1%	555	36.68%
0%	55	3.64%
0 – -1%	446	29.48%
-1 – -2%	141	9.32%
-2 – -3%	44	2.91%
-3 – -4%	17	1.12%
-4 – -5%	6	0.40%
-5 – -6%	3	0.20%
-6 – -7%	1	0.07%
-8 – -9%	1	0.07%
-10 – -11%	1	0.07%
-11 – -12%	1	0.07%
-12 – -13%	1	0.07%

Table 2. Statistics of ES: Closing vs. Open

In this table, instead of using the closing price of the previous day, the opening price is used to calculate the one-day price change of ES.

52.7% of the time (798 days), ES closed above the opening price. 43.5% of the time (659 days), it closed below the opening price. 3.8% of the time (57 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
10 – 11%	2	0.13%
9 – 10%	1	0.07%
8 – 9%	1	0.07%
6 – 7%	2	0.13%
5 – 6%	4	0.26%
3 – 4%	10	0.66%
2 – 3%	24	1.59%
1 – 2%	179	11.82%
0 – 1%	575	37.98%
0%	57	3.76%
0 – -1%	453	29.92%
-1 – -2%	142	9.38%
-2 – -3%	44	2.91%
-3 – -4%	6	0.40%
-4 – -5%	9	0.59%
-5 – -6%	2	0.13%
-8 – -9%	1	0.07%
-11 – -12%	2	0.13%

Table 3. One-day performance when ES opened 5% higher than previous close

In the past 1,514 trading days, ES opened more than 5% higher than the previous day's closing price 0 times. Of these days, NaN% (0 days) had closing prices above the opening price, and NaN% (0 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions

Table 4. Closing vs. open when ES opened 4–5% higher

On 0 days, ES opened 4–5% higher than the previous day's closing price. Of these days, NaN% (0 days) had closing prices above the opening price, and NaN% (0 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions

Table 5. Closing vs. open when ES open 3 – 4% higher

6 times ES opened 3 – 4% higher than the previous day's closing price. Among these days, 66.7% (4 days) closed above the opening price, 33.3% (2 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
10 – 11%	1	16.67%
5 – 6%	1	16.67%
3 – 4%	1	16.67%
1 – 2%	1	16.67%
-1 – -2%	1	16.67%
-2 – -3%	1	16.67%

Table 6. Closing vs. open when ES open 2 – 3% higher

5 times ES opened 2 – 3% higher than the previous day's closing price. Among these days, 40.0% (2 days) closed above the opening price, 60.0% (3 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
2 – 3%	1	20.00%
1 – 2%	1	20.00%
0 – -1%	1	20.00%
-1 – -2%	1	20.00%
-2 – -3%	1	20.00%

Table 7. Closing vs. open when ES open 1 – 2% higher

24 times ES opened 1 – 2% higher than the previous day's closing price. Among these days, 33.3% (8 days) closed above the opening price, 66.7% (16 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
10 – 11%	1	4.17%
6 – 7%	1	4.17%
2 – 3%	1	4.17%
0 – 1%	5	20.83%
0 – -1%	4	16.67%
-1 – -2%	3	12.50%
-2 – -3%	5	20.83%
-3 – -4%	2	8.33%
-4 – -5%	2	8.33%

Table 8. Periods when ES moved 15% or more

In this table, we track the price movements in the 20 days after ES had a one-day price change of at least 15%.

Date	Price Change	Price Change after 15% Move
Days after:		1	4	7	10	13	16	19

Table 9. Periods when ES moved 10% or more

In this table, we track the price movements in the 20 days after ES had a one-day price change of at least 10%.

Date	Price Change	Price Change after 10% Move
Days after:		1	4	7	10	13	16	19
20200324	14.7%	.6	17.1	11.0	11.7	26.1	24.5	22.9
20200317	12.9%	-1.1	-28.6	-9.7	-10.3	-13.9	-4.4	-.6
20200319	-10.6%	-11.3	-6.7	8.6	2.9	3.5	16.9	15.4
20200320	-11.3%	-8.9	15.2	14.4	9.8	22.0	26.9	31.4
20200316	-12.8%	13.0	-11.5	-6.8	8.4	2.7	3.4	16.7

Table 9a. ES average price changes following a 10% up day

Of the 1,514 trading days from 2015 to 2020, there were 2 days in which ES was up more than 10%. This table shows the average price changes over the 2 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 10%	-.2	-5.8	.6	.7	6.1	10.0	11.1

Table 9b. ES average price changes following a 10% down day

Of the 1,514 trading days from 2015 to 2020, there were 3 days in which ES was down more than -10%. This table shows the average price changes over the 3 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -10%	-2.4	-1.0	5.4	7.0	9.4	15.7	21.2

Table 10. Periods when ES moved 5% or more

In this table, we track the price movements in the 20 days after ES had a one-day price change of at least 5%.

Date	Price Change	Price Change after 5% Move
Days after:		1	4	7	10	13	16	19
20200324	14.7%	.6	17.1	11.0	11.7	26.1	24.5	22.9
20200317	12.9%	-1.1	-28.6	-9.7	-10.3	-13.9	-4.4	-.6
20200326	9.5%	2.8	-3.5	4.3	14.4	16.1	16.3	11.8
20200406	9.3%	-2.8	9.8	8.3	6.9	5.4	5.0	-2.7
20200302	8.2%	-1.3	2.9	-6.2	-17.6	-17.7	-23.7	-13.5
20200409	8%	.0	-1.3	-2.6	-3.9	-4.3	-11.4	-15.4
20200313	7.1%	-12.8	-13.0	-19.3	-8.6	-14.2	-7.3	1.8
20200304	6.6%	-1.1	-7.5	-10.2	-12.5	-36.8	-20.1	-20.6
20180125	5.6%	-.8	-2.3	-9.7	-13.1	-10.8	-8.4	-11.2
20200414	5.3%	-2.7	-4.0	-5.3	-5.7	-12.6	-16.6	-15.7
20200403	-5.3%	9.4	20.0	21.8	22.0	17.3	14.0	7.5
20200312	-5.8%	7.2	4.4	-24.7	-4.7	-5.3	-9.2	.9
20200506	-5.8%	1.8	-.8	.2	4.1	2.9	6.1	12.5
20200331	-6.5%	-2.8	5.0	15.2	16.9	17.1	12.5	9.4
20200323	-8.9%	14.8	30.1	22.1	31.9	44.8	46.9	47.1
20200319	-10.6%	-11.3	-6.7	8.6	2.9	3.5	16.9	15.4
20200320	-11.3%	-8.9	15.2	14.4	9.8	22.0	26.9	31.4
20200316	-12.8%	13.0	-11.5	-6.8	8.4	2.7	3.4	16.7

Table 10a. ES average price changes following a 5% up day

Of the 1,514 trading days from 2015 to 2020, there were 10 days in which ES was up more than 5%. This table shows the average price changes over the 10 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 5%	-1.9	-3.0	-3.9	-3.9	-6.3	-4.6	-4.3

Table 10b. ES average price changes following a 5% down day

Of the 1,514 trading days from 2015 to 2020, there were 8 days in which ES was down more than -5%. This table shows the average price changes over the 8 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -5%	2.9	7.0	6.3	11.4	13.1	14.7	17.6

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Also see: VIX price movement study.