Statistics of Price Movements of New America High (HYB)

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

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

Table 1. Statistics of HYB 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, 45.9% of the time (710 days), HYB closed above the previous day's closing price. 42.8% of the time (662 days), it closed below the previous day's closing price. 11.4% of the time (176 days), it did not change.

Also see: VIX price movement study.

HYB Price Change (%)	Number of Days	% of Total Sessions
6 – 7%	1	0.06%
5 – 6%	4	0.26%
4 – 5%	1	0.06%
3 – 4%	4	0.26%
2 – 3%	15	0.97%
1 – 2%	83	5.36%
0 – 1%	602	38.89%
0%	176	11.37%
0 – -1%	548	35.40%
-1 – -2%	84	5.43%
-2 – -3%	18	1.16%
-3 – -4%	5	0.32%
-4 – -5%	3	0.19%
-6 – -7%	1	0.06%
-7 – -8%	1	0.06%
-12 – -13%	1	0.06%
-16 – -17%	1	0.06%

Table 2. Statistics of HYB: 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 HYB.

43.4% of the time (672 days), HYB closed above the opening price. 44.6% of the time (691 days), it closed below the opening price. 12.0% of the time (186 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
10 – 11%	1	0.06%
4 – 5%	1	0.06%
3 – 4%	5	0.32%
2 – 3%	9	0.58%
1 – 2%	69	4.45%
0 – 1%	587	37.90%
0%	186	12.01%
0 – -1%	596	38.48%
-1 – -2%	73	4.71%
-2 – -3%	12	0.77%
-3 – -4%	7	0.45%
-4 – -5%	2	0.13%
-14 – -15%	1	0.06%

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

In the past 1,549 trading days, HYB 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 HYB opened 4–5% higher

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

1 times HYB 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
1 – 2%	1	100.00%

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

6 times HYB opened 2 – 3% 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
3 – 4%	1	16.67%
2 – 3%	2	33.33%
1 – 2%	1	16.67%
-2 – -3%	1	16.67%
-3 – -4%	1	16.67%

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

14 times HYB opened 1 – 2% higher than the previous day's closing price. Among these days, 28.6% (4 days) closed above the opening price, 71.4% (10 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
4 – 5%	1	7.14%
1 – 2%	1	7.14%
0 – 1%	2	14.29%
0 – -1%	8	57.14%
-1 – -2%	1	7.14%
-4 – -5%	1	7.14%

Table 8. Periods when HYB moved 15% or more

In this table, we track the price movements in the 20 days after HYB 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
20200318	-16.4%	5.9	4.5	18.6	15.3	17.2	32.8	29.5

Table 9. Periods when HYB moved 10% or more

In this table, we track the price movements in the 20 days after HYB 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
20200316	-12.7%	.9	-11.6	-6.0	1.8	-.3	3.7	12.0
20200318	-16.4%	5.9	4.5	18.6	15.3	17.2	32.8	29.5

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

Of the 1,549 trading days from 2015 to 2020, there were 2 days in which HYB was down 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%	3.4	-3.5	6.3	8.5	8.4	18.2	20.8

Table 10. Periods when HYB moved 5% or more

In this table, we track the price movements in the 20 days after HYB 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
20200325	6.6%	5.5	8.1	2.6	12.6	14.6	12.1	10.6
20200319	5.9%	-1.0	5.2	13.9	11.6	16.1	25.4	19.5
20200409	5.8%	.0	-4.7	-6.1	-3.4	-4.2	-3.0	-2.6
20200313	5.5%	-12.8	-22.1	-23.1	-12.8	-15.2	-13.8	-2.3
20200326	5.4%	.9	-1.9	-.3	13.0	10.2	7.4	8.4
20200312	-6.7%	5.5	-22.4	-22.0	-8.8	-6.5	-11.2	-2.6
20200309	-7.7%	1.3	-1.3	-27.4	-27.0	-14.6	-12.5	-16.9
20200316	-12.7%	.9	-11.6	-6.0	1.8	-.3	3.7	12.0
20200318	-16.4%	5.9	4.5	18.6	15.3	17.2	32.8	29.5

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

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

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 5%	-1.5	-3.1	-2.6	4.2	4.3	5.6	6.7

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

Of the 1,549 trading days from 2015 to 2020, there were 4 days in which HYB was down more than -5%. 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 ≥ -5%	3.4	-7.7	-9.2	-4.7	-1.1	3.2	5.5

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Also see: VIX price movement study.