Statistics of Price Movements of Eaton Vance Corp (ETV)

The price movements of Eaton Vance Corp (ticker ETV) 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 ETV 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 ETV had a big price move
• Table 11. Statistics of daily price changes in the 20 days after ETV moved 5% with twice the 30-day average volume

The statistics are calculated using ETV's price data across 1,549 trading days from 2015 to 2020.

Table 1. Statistics of ETV 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 1,549 trading days, 49.1% of the time (760 days), ETV closed above the previous day's closing price. 42.4% of the time (657 days), it closed below the previous day's closing price. 8.5% of the time (131 days), it did not change.

Also see: VIX price movement study.

ETV Price Change (%)	Number of Days	% of Total Sessions
15 – 16%	1	0.06%
8 – 9%	1	0.06%
7 – 8%	1	0.06%
6 – 7%	1	0.06%
5 – 6%	4	0.26%
4 – 5%	7	0.45%
3 – 4%	4	0.26%
2 – 3%	19	1.23%
1 – 2%	95	6.14%
0 – 1%	627	40.50%
0%	131	8.46%
0 – -1%	510	32.95%
-1 – -2%	104	6.72%
-2 – -3%	25	1.61%
-3 – -4%	5	0.32%
-4 – -5%	3	0.19%
-5 – -6%	3	0.19%
-7 – -8%	2	0.13%
-8 – -9%	1	0.06%
-10 – -11%	2	0.13%
-14 – -15%	1	0.06%
-16 – -17%	1	0.06%

Table 2. Statistics of ETV: 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 ETV.

46.2% of the time (716 days), ETV closed above the opening price. 44.7% of the time (692 days), it closed below the opening price. 9.1% of the time (141 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
9 – 10%	1	0.06%
8 – 9%	1	0.06%
7 – 8%	1	0.06%
6 – 7%	1	0.06%
5 – 6%	1	0.06%
4 – 5%	4	0.26%
3 – 4%	5	0.32%
2 – 3%	14	0.90%
1 – 2%	63	4.07%
0 – 1%	625	40.35%
0%	141	9.10%
0 – -1%	582	37.57%
-1 – -2%	80	5.16%
-2 – -3%	17	1.10%
-3 – -4%	6	0.39%
-4 – -5%	3	0.19%
-5 – -6%	2	0.13%
-7 – -8%	1	0.06%
-10 – -11%	1	0.06%

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

In the past 1,549 trading days, ETV opened more than 5% higher than the previous day's closing price 3 times. Of these days, 33.3% (1 days) had closing prices above the opening price, and 33.3% (1 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
9 – 10%	1	33.33%
0%	1	33.33%
-2 – -3%	1	33.33%

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

On 0 days, ETV 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 ETV open 3 – 4% higher

1 times ETV opened 3 – 4% higher than the previous day's closing price. Among these days, 100.0% (1 days) closed above the opening price, 0.0% (0 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
4 – 5%	1	100.00%

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

7 times ETV opened 2 – 3% higher than the previous day's closing price. Among these days, 57.1% (4 days) closed above the opening price, 42.9% (3 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
2 – 3%	2	28.57%
1 – 2%	1	14.29%
0 – 1%	1	14.29%
0 – -1%	2	28.57%
-1 – -2%	1	14.29%

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

33 times ETV opened 1 – 2% higher than the previous day's closing price. Among these days, 45.5% (15 days) closed above the opening price, 54.5% (18 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
3 – 4%	1	3.03%
2 – 3%	2	6.06%
1 – 2%	3	9.09%
0 – 1%	9	27.27%
0 – -1%	12	36.36%
-1 – -2%	6	18.18%

Table 8. Periods when ETV moved 15% or more

In this table, we track the price movements in the 20 days after ETV 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
20200324	15.7%	6.0	19.9	11.9	21.3	26.4	27.2	31.6
20200312	-16%	8.9	-12.4	-19.1	7.1	12.3	4.2	17.8

Table 8a. ETV average price changes following a 15% up day

Of the 1,549 trading days from 2015 to 2020, there were 1 days in which ETV was up more than 15%. This table shows the average price changes over the 1 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 15%	6.0	19.9	11.9	21.3	26.4	27.2	31.6

Table 8b. ETV average price changes following a 15% down day

Of the 1,549 trading days from 2015 to 2020, there were 1 days in which ETV was down more than -15%. This table shows the average price changes over the 1 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -15%	8.9	-12.4	-19.1	7.1	12.3	4.2	17.8

Table 9. Periods when ETV moved 10% or more

In this table, we track the price movements in the 20 days after ETV 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	15.7%	6.0	19.9	11.9	21.3	26.4	27.2	31.6
20200316	-10.1%	4.2	-7.5	1.4	14.7	7.1	16.1	21.0
20200323	-10.5%	15.8	37.6	28.3	35.9	46.4	49.6	54.3
20200318	-14%	6.1	6.9	27.1	18.5	25.5	35.2	38.2
20200312	-16%	8.9	-12.4	-19.1	7.1	12.3	4.2	17.8

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

Of the 1,549 trading days from 2015 to 2020, there were 1 days in which ETV was up more than 10%. This table shows the average price changes over the 1 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 10%	6.0	19.9	11.9	21.3	26.4	27.2	31.6

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

Of the 1,549 trading days from 2015 to 2020, there were 4 days in which ETV was down more than -10%. This table shows the average price changes over the 4 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -10%	8.7	6.2	9.4	19.1	22.8	26.3	32.8

Table 10. Periods when ETV moved 5% or more

In this table, we track the price movements in the 20 days after ETV 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	15.7%	6.0	19.9	11.9	21.3	26.4	27.2	31.6
20200313	8.9%	-10.2	-14.7	-14.0	2.2	-4.7	.9	8.7
20200326	7.8%	4.0	-3.0	2.7	10.6	13.0	16.6	14.3
20200319	6%	-2.6	6.8	20.8	12.8	22.2	27.5	28.3
20200325	5.9%	7.9	13.1	5.0	18.7	16.9	19.9	21.1
20200302	5.7%	-.3	-.7	-10.6	-26.6	-30.3	-29.7	-16.5
20200406	5.5%	3.3	7.7	8.4	12.1	11.1	12.3	11.8
20160122	5%	-1.9	.0	.8	.5	-3.0	-1.9	1.4
20200513	-5.1%	1.5	5.3	5.9	6.2	7.3	9.3	10.8
20200309	-5.6%	2.6	-12.8	-29.9	-35.2	-14.3	-10.1	-16.6
20200903	-5.6%	-.4	-.2	2.0	.1	-2.5	-2.8	-2.2
20200311	-7%	-16.1	-14.5	-24.1	-16.7	-5.8	-12.0	-4.7
20200401	-7.5%	1.0	9.4	14.1	14.8	18.7	17.7	18.9
20150824	-8.8%	2.6	7.4	5.3	5.2	7.0	8.1	9.8
20200316	-10.1%	4.2	-7.5	1.4	14.7	7.1	16.1	21.0
20200323	-10.5%	15.8	37.6	28.3	35.9	46.4	49.6	54.3
20200318	-14%	6.1	6.9	27.1	18.5	25.5	35.2	38.2
20200312	-16%	8.9	-12.4	-19.1	7.1	12.3	4.2	17.8

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

Of the 1,549 trading days from 2015 to 2020, there were 8 days in which ETV was up 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%	.8	3.6	3.1	6.5	6.5	9.1	12.6

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

Of the 1,549 trading days from 2015 to 2020, there were 10 days in which ETV was down 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%	2.6	1.9	1.1	5.1	10.2	11.5	14.7

28 stocks with statistics: AAPL, AMD, AMZN, APPN, AZN, BA, BAC, BIIB, CRM, CSCO, CX, DIS, FB, GE, GM, GOOG, IBM, INTC, JPM, JPM, MSFT, MU, NFLX, O, QQQ, SPY, T, TSLA,

Also see: VIX price movement study.