Statistics of Price Movements of Griffon Corp (GFF)

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

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

Table 1. Statistics of GFF 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, 48.2% of the time (746 days), GFF closed above the previous day's closing price. 45.3% of the time (701 days), it closed below the previous day's closing price. 6.5% of the time (101 days), it did not change.

Also see: VIX price movement study.

GFF Price Change (%)	Number of Days	% of Total Sessions
21 – 22%	1	0.06%
20 – 21%	1	0.06%
18 – 19%	1	0.06%
15 – 16%	4	0.26%
14 – 15%	1	0.06%
12 – 13%	1	0.06%
10 – 11%	2	0.13%
9 – 10%	1	0.06%
8 – 9%	7	0.45%
7 – 8%	5	0.32%
6 – 7%	5	0.32%
5 – 6%	11	0.71%
4 – 5%	24	1.55%
3 – 4%	48	3.10%
2 – 3%	114	7.36%
1 – 2%	210	13.57%
0 – 1%	310	20.03%
0%	101	6.52%
0 – -1%	296	19.12%
-1 – -2%	190	12.27%
-2 – -3%	95	6.14%
-3 – -4%	47	3.04%
-4 – -5%	35	2.26%
-5 – -6%	13	0.84%
-6 – -7%	9	0.58%
-7 – -8%	3	0.19%
-8 – -9%	3	0.19%
-9 – -10%	2	0.13%
-10 – -11%	1	0.06%
-11 – -12%	1	0.06%
-12 – -13%	2	0.13%
-13 – -14%	1	0.06%
-18 – -19%	1	0.06%
-19 – -20%	1	0.06%
-25 – -26%	1	0.06%

Table 2. Statistics of GFF: 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 GFF.

48.0% of the time (744 days), GFF closed above the opening price. 45.6% of the time (707 days), it closed below the opening price. 6.3% of the time (98 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
14 – 15%	2	0.13%
12 – 13%	2	0.13%
10 – 11%	2	0.13%
9 – 10%	4	0.26%
8 – 9%	1	0.06%
7 – 8%	3	0.19%
6 – 7%	6	0.39%
5 – 6%	11	0.71%
4 – 5%	19	1.23%
3 – 4%	48	3.10%
2 – 3%	101	6.52%
1 – 2%	220	14.20%
0 – 1%	325	20.98%
0%	98	6.33%
0 – -1%	319	20.59%
-1 – -2%	194	12.52%
-2 – -3%	92	5.94%
-3 – -4%	47	3.03%
-4 – -5%	28	1.81%
-5 – -6%	7	0.45%
-6 – -7%	5	0.32%
-7 – -8%	8	0.52%
-8 – -9%	1	0.06%
-10 – -11%	1	0.06%
-11 – -12%	2	0.13%
-14 – -15%	1	0.06%
-18 – -19%	2	0.13%

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

In the past 1,549 trading days, GFF opened more than 5% higher than the previous day's closing price 14 times. Of these days, 85.7% (12 days) had closing prices above the opening price, and 14.3% (2 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
14 – 15%	1	7.14%
12 – 13%	1	7.14%
9 – 10%	2	14.29%
7 – 8%	1	7.14%
5 – 6%	1	7.14%
3 – 4%	1	7.14%
2 – 3%	1	7.14%
1 – 2%	1	7.14%
0 – 1%	3	21.43%
-3 – -4%	1	7.14%
-4 – -5%	1	7.14%

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

On 6 days, GFF opened 4–5% higher than the previous day's closing price. Of these days, 33.3% (2 days) had closing prices above the opening price, and 66.7% (4 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
5 – 6%	1	16.67%
3 – 4%	1	16.67%
0 – -1%	2	33.33%
-2 – -3%	1	16.67%
-5 – -6%	1	16.67%

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

6 times GFF opened 3 – 4% higher than the previous day's closing price. Among these days, 50.0% (3 days) closed above the opening price, 50.0% (3 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
4 – 5%	1	16.67%
0 – 1%	2	33.33%
0 – -1%	1	16.67%
-1 – -2%	1	16.67%
-2 – -3%	1	16.67%

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

23 times GFF opened 2 – 3% higher than the previous day's closing price. Among these days, 39.1% (9 days) closed above the opening price, 60.9% (14 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
6 – 7%	1	4.35%
5 – 6%	2	8.70%
3 – 4%	2	8.70%
2 – 3%	1	4.35%
1 – 2%	1	4.35%
0 – 1%	2	8.70%
0 – -1%	2	8.70%
-1 – -2%	4	17.39%
-2 – -3%	3	13.04%
-3 – -4%	1	4.35%
-5 – -6%	2	8.70%
-7 – -8%	1	4.35%
-8 – -9%	1	4.35%

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

108 times GFF opened 1 – 2% higher than the previous day's closing price. Among these days, 48.1% (52 days) closed above the opening price, 48.1% (52 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
12 – 13%	1	0.93%
7 – 8%	1	0.93%
5 – 6%	1	0.93%
4 – 5%	2	1.85%
3 – 4%	4	3.70%
2 – 3%	5	4.63%
1 – 2%	13	12.04%
0 – 1%	25	23.15%
0%	4	3.70%
0 – -1%	18	16.67%
-1 – -2%	18	16.67%
-2 – -3%	8	7.41%
-3 – -4%	3	2.78%
-4 – -5%	3	2.78%
-5 – -6%	1	0.93%
-7 – -8%	1	0.93%

Table 8. Periods when GFF moved 15% or more

In this table, we track the price movements in the 20 days after GFF 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
20190802	21%	.2	1.1	-1.3	-5.2	-3.9	-6.9	-5.7
20200313	20.8%	-8.9	-7.5	-12.2	-6.5	-7.6	7.4	20.3
20200324	18.8%	-2.7	16.7	13.7	19.8	36.9	21.3	24.6
20170906	15.3%	-6.7	-5.2	-3.6	-1.7	-.2	5.5	7.8
20200317	15.1%	-13.5	-29.5	-6.2	-7.1	-5.9	8.3	5.4
20171116	15%	-5.3	-3.4	-4.8	-1.7	-4.0	-8.0	-13.5
20200326	15%	-4.9	-6.0	9.2	22.3	13.1	10.5	9.6
20200320	-18.2%	-2.3	29.9	28.8	30.4	50.1	46.1	37.7
20201113	-19.7%	-1.5	6.4	6.9	7.5	1.0	-.4	-1.4
20200312	-25.2%	20.9	9.6	-10.7	18.8	17.8	19.3	37.2

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

Of the 1,549 trading days from 2015 to 2020, there were 7 days in which GFF was up more than 15%. This table shows the average price changes over the 7 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 15%	-6.0	-4.8	-.7	2.9	4.1	5.4	7.0

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

Of the 1,549 trading days from 2015 to 2020, there were 3 days in which GFF was down more than -15%. 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 ≥ -15%	5.7	15.3	8.3	18.9	22.9	21.7	24.5

Table 9. Periods when GFF moved 10% or more

In this table, we track the price movements in the 20 days after GFF 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
20190802	21%	.2	1.1	-1.3	-5.2	-3.9	-6.9	-5.7
20200313	20.8%	-8.9	-7.5	-12.2	-6.5	-7.6	7.4	20.3
20200324	18.8%	-2.7	16.7	13.7	19.8	36.9	21.3	24.6
20170906	15.3%	-6.7	-5.2	-3.6	-1.7	-.2	5.5	7.8
20200317	15.1%	-13.5	-29.5	-6.2	-7.1	-5.9	8.3	5.4
20171116	15%	-5.3	-3.4	-4.8	-1.7	-4.0	-8.0	-13.5
20200326	15%	-4.9	-6.0	9.2	22.3	13.1	10.5	9.6
20191114	14.9%	-10.1	-11.7	-10.5	-14.2	-16.8	-15.4	-18.3
20190131	12.5%	1.8	8.4	6.2	10.9	12.1	15.2	11.7
20200731	10.8%	.6	1.9	5.2	-3.2	-1.2	-2.2	.2
20161111	10.2%	4.8	5.0	14.1	21.7	20.4	22.7	27.0
20191115	-10%	.2	-3.0	-2.1	-5.5	-5.7	-7.7	-9.4
20180612	-11.5%	-2.0	-8.4	-7.4	-13.1	-12.1	-11.4	-10.4
20190503	-12.1%	-2.2	-6.5	-9.2	-9.9	-11.5	-11.8	-15.2
20200908	-12.7%	.4	6.2	5.0	4.3	5.4	4.6	11.7
20200318	-13.5%	2.0	-3.1	3.1	2.0	18.4	32.6	22.6
20200320	-18.2%	-2.3	29.9	28.8	30.4	50.1	46.1	37.7
20201113	-19.7%	-1.5	6.4	6.9	7.5	1.0	-.4	-1.4
20200312	-25.2%	20.9	9.6	-10.7	18.8	17.8	19.3	37.2

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

Of the 1,549 trading days from 2015 to 2020, there were 11 days in which GFF was up more than 10%. This table shows the average price changes over the 11 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 10%	-4.1	-2.7	.9	3.2	3.9	5.3	6.3

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

Of the 1,549 trading days from 2015 to 2020, there were 8 days in which GFF was down more than -10%. 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 ≥ -10%	1.9	3.9	1.8	4.3	7.9	8.9	9.1

Table 10. Periods when GFF moved 5% or more

In this table, we track the price movements in the 20 days after GFF 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
20190802	21%	.2	1.1	-1.3	-5.2	-3.9	-6.9	-5.7
20200313	20.8%	-8.9	-7.5	-12.2	-6.5	-7.6	7.4	20.3
20200324	18.8%	-2.7	16.7	13.7	19.8	36.9	21.3	24.6
20170906	15.3%	-6.7	-5.2	-3.6	-1.7	-.2	5.5	7.8
20200317	15.1%	-13.5	-29.5	-6.2	-7.1	-5.9	8.3	5.4
20171116	15%	-5.3	-3.4	-4.8	-1.7	-4.0	-8.0	-13.5
20200326	15%	-4.9	-6.0	9.2	22.3	13.1	10.5	9.6
20191114	14.9%	-10.1	-11.7	-10.5	-14.2	-16.8	-15.4	-18.3
20190131	12.5%	1.8	8.4	6.2	10.9	12.1	15.2	11.7
20200731	10.8%	.6	1.9	5.2	-3.2	-1.2	-2.2	.2
20161111	10.2%	4.8	5.0	14.1	21.7	20.4	22.7	27.0
20200330	9.6%	-4.9	-3.7	10.8	7.9	1.7	6.2	15.0
20181116	8.9%	-4.0	.6	-2.8	-1.4	-9.2	-13.5	-15.7
20200406	8.8%	-2.0	12.0	-.8	1.9	5.5	27.3	10.1
20200210	8.7%	2.7	-2.3	-2.5	-3.1	-15.3	-16.5	-20.1
20200527	8.3%	-6.3	-2.3	7.9	.3	-2.5	-.3	-1.9
20180504	8.2%	2.1	5.8	2.8	8.4	6.0	6.5	5.3
20200504	8.2%	-5.2	-4.6	-14.6	-2.2	-1.1	3.0	1.1
20200402	8%	-1.2	13.7	10.7	4.3	9.0	18.1	31.6
20200408	7.9%	5.9	-2.1	-4.3	-5.1	11.6	11.3	6.8
20150129	7.8%	.8	4.5	6.9	8.1	8.4	11.0	11.7
20200428	7.8%	-3.9	-6.4	-16.5	-17.6	-14.3	-7.3	-7.5
20150731	7.5%	1.1	2.2	.6	-.8	-1.7	-7.1	-4.9
20200427	7.5%	7.8	-6.7	-8.6	-6.7	-11.2	-4.2	-.2
20200508	6.9%	-3.2	-7.8	-.5	3.6	16.9	7.9	23.8
20200518	6.8%	-3.0	1.0	14.0	5.2	20.7	20.6	5.5
20160122	6.7%	-2.1	-3.0	-13.1	-13.6	-13.7	-12.8	-12.6
20181003	6.3%	-4.1	-3.7	-6.9	-7.6	-11.1	-16.1	-22.8
20200805	6%	-.1	3.2	-5.1	-3.1	-4.2	-1.8	-4.7
20200409	5.9%	.0	-11.4	-9.0	-5.8	13.6	-1.7	-3.7
20200602	5.8%	3.4	8.2	-7.0	4.9	-1.5	-6.1	-.3
20200714	5.5%	3.7	5.1	9.4	9.0	23.4	25.8	31.2
20181101	5.3%	2.4	2.5	-5.4	-11.4	-5.2	-7.4	-1.7
20200302	5.3%	-4.1	-8.3	-21.6	-35.5	-34.5	-37.8	-33.8
20200615	5.3%	5.1	-1.3	-5.9	-.1	.9	-1.4	-2.7
20190102	5.2%	-1.9	6.3	12.1	14.6	19.7	25.6	25.9
20200114	5.2%	2.1	4.5	6.7	6.6	.6	-5.1	1.8
20190724	5.1%	-.9	1.6	14.5	13.2	13.2	7.9	9.4
20200423	5.1%	4.0	15.9	12.9	.7	-.6	3.4	11.8
20200616	5%	-1.4	-4.2	-8.1	-2.4	-4.7	-10.8	-2.3
20160201	-5%	-2.3	-2.8	-3.0	-2.0	-1.7	.1	2.4
20170517	-5%	-.7	1.9	2.3	.5	2.8	5.6	8.1
20160115	-5.1%	.0	-2.1	3.4	-2.1	-9.8	-11.3	-8.8
20200401	-5.1%	8.0	13.8	30.1	15.2	18.4	22.6	47.8
20171117	-5.2%	-1.1	2.0	4.2	.0	-.7	-6.4	-12.4
20180328	-5.2%	.8	-.3	3.0	3.6	9.9	14.1	11.6
20200505	-5.2%	-4.4	-2.5	-7.2	.1	4.3	17.7	8.6
20200610	-5.2%	-9.4	2.2	-4.0	-8.5	-2.9	-1.9	-4.1
20201202	-5.3%
20181024	-5.5%	1.0	-7.1	-3.5	-3.4	-10.8	-16.5	-10.6
20160624	-5.6%	-.4	5.1	5.5	8.7	10.2	9.3	8.2
20200131	-5.7%	-3.9	-5.6	3.9	-1.2	-1.3	-2.0	-14.2
20200204	-5.8%	4.3	11.9	8.1	8.7	11.3	-2.7	-2.5
20180614	-6%	-3.8	-.5	-5.6	-6.2	-3.8	-2.4	-3.8
20200306	-6.1%	-6.1	-36.1	-19.0	-41.6	-34.0	-20.9	-22.9
20200309	-6.1%	1.1	-17.7	-25.4	-39.2	-19.1	-19.8	-18.8
20200528	-6.3%	-3.2	7.8	12.8	-3.1	9.3	2.7	-2.1
20200501	-6.4%	8.2	-3.5	-4.8	-.9	7.2	6.9	13.0
20200624	-6.4%	2.6	9.0	6.4	-.4	9.1	11.1	16.7
20170907	-6.6%	1.8	4.6	3.6	6.4	9.4	13.0	14.5
20170803	-6.8%	1.6	3.4	1.6	-2.6	-2.9	-4.7	-2.4
20170505	-6.9%	-.2	2.2	-.4	-5.9	-3.7	-3.3	-2.6
20180201	-7.4%	-1.3	.3	-2.2	5.7	10.2	10.8	.8
20200225	-7.4%	-3.0	-2.9	-5.1	-15.4	-31.2	-37.6	-49.2
20200812	-7.9%	-1.1	-1.9	.1	6.2	-1.9	-2.9	-15.3
20200413	-8%	.6	-1.7	-2.5	14.6	14.4	9.7	10.4
20181204	-8.6%	.0	-4.7	-7.1	-3.7	-9.6	-8.8	-6.6
20200316	-8.9%	15.1	-16.9	-6.2	12.5	9.6	15.6	32.1
20200611	-9.4%	1.9	11.2	8.1	3.7	10.1	7.5	.7
20200311	-9.9%	-25.3	-5.3	-31.7	-22.8	-7.4	-9.8	-4.9
20191115	-10%	.2	-3.0	-2.1	-5.5	-5.7	-7.7	-9.4
20180612	-11.5%	-2.0	-8.4	-7.4	-13.1	-12.1	-11.4	-10.4
20190503	-12.1%	-2.2	-6.5	-9.2	-9.9	-11.5	-11.8	-15.2
20200908	-12.7%	.4	6.2	5.0	4.3	5.4	4.6	11.7
20200318	-13.5%	2.0	-3.1	3.1	2.0	18.4	32.6	22.6
20200320	-18.2%	-2.3	29.9	28.8	30.4	50.1	46.1	37.7
20201113	-19.7%	-1.5	6.4	6.9	7.5	1.0	-.4	-1.4
20200312	-25.2%	20.9	9.6	-10.7	18.8	17.8	19.3	37.2

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

Of the 1,549 trading days from 2015 to 2020, there were 40 days in which GFF was up more than 5%. This table shows the average price changes over the 40 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 5%	-1.3	-.3	-.3	.2	1.6	2.1	3.1

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

Of the 1,549 trading days from 2015 to 2020, there were 38 days in which GFF was down more than -5%. This table shows the average price changes over the 38 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -5%	-.1	-.2	-.6	-1.0	1.5	1.8	1.7

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Also see: VIX price movement study.