Statistics of Price Movements of Laredo Petroleum Holdings Inc (LPI)

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

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

Table 1. Statistics of LPI 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, 45.0% of the time (697 days), LPI closed above the previous day's closing price. 49.5% of the time (767 days), it closed below the previous day's closing price. 5.4% of the time (84 days), it did not change.

Also see: VIX price movement study.

LPI Price Change (%)	Number of Days	% of Total Sessions
110 – 111%	1	0.06%
60 – 61%	1	0.06%
49 – 50%	1	0.06%
35 – 36%	1	0.06%
27 – 28%	2	0.13%
26 – 27%	1	0.06%
20 – 21%	1	0.06%
18 – 19%	2	0.13%
17 – 18%	4	0.26%
16 – 17%	2	0.13%
15 – 16%	3	0.19%
14 – 15%	4	0.26%
13 – 14%	5	0.32%
12 – 13%	2	0.13%
11 – 12%	7	0.45%
10 – 11%	6	0.39%
9 – 10%	14	0.90%
8 – 9%	9	0.58%
7 – 8%	17	1.10%
6 – 7%	32	2.07%
5 – 6%	44	2.84%
4 – 5%	63	4.07%
3 – 4%	68	4.39%
2 – 3%	118	7.62%
1 – 2%	138	8.91%
0 – 1%	151	9.75%
0%	84	5.43%
0 – -1%	162	10.47%
-1 – -2%	141	9.11%
-2 – -3%	126	8.14%
-3 – -4%	102	6.59%
-4 – -5%	64	4.13%
-5 – -6%	44	2.84%
-6 – -7%	45	2.91%
-7 – -8%	25	1.61%
-8 – -9%	21	1.36%
-9 – -10%	10	0.65%
-10 – -11%	3	0.19%
-11 – -12%	7	0.45%
-12 – -13%	2	0.13%
-13 – -14%	2	0.13%
-14 – -15%	6	0.39%
-15 – -16%	1	0.06%
-17 – -18%	1	0.06%
-19 – -20%	2	0.13%
-35 – -36%	1	0.06%
-40 – -41%	1	0.06%
-41 – -42%	1	0.06%

Table 2. Statistics of LPI: 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 LPI.

43.4% of the time (672 days), LPI closed above the opening price. 50.4% of the time (780 days), it closed below the opening price. 6.3% of the time (97 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
96 – 97%	1	0.06%
48 – 49%	1	0.06%
28 – 29%	1	0.06%
22 – 23%	1	0.06%
20 – 21%	2	0.13%
18 – 19%	1	0.06%
17 – 18%	2	0.13%
16 – 17%	3	0.19%
15 – 16%	6	0.39%
14 – 15%	4	0.26%
13 – 14%	1	0.06%
12 – 13%	6	0.39%
11 – 12%	5	0.32%
10 – 11%	4	0.26%
9 – 10%	9	0.58%
8 – 9%	9	0.58%
7 – 8%	15	0.97%
6 – 7%	25	1.61%
5 – 6%	30	1.94%
4 – 5%	56	3.62%
3 – 4%	66	4.26%
2 – 3%	112	7.23%
1 – 2%	152	9.81%
0 – 1%	160	10.33%
0%	97	6.26%
0 – -1%	156	10.07%
-1 – -2%	179	11.56%
-2 – -3%	152	9.81%
-3 – -4%	84	5.42%
-4 – -5%	53	3.42%
-5 – -6%	47	3.03%
-6 – -7%	44	2.84%
-7 – -8%	22	1.42%
-8 – -9%	17	1.10%
-9 – -10%	6	0.39%
-10 – -11%	7	0.45%
-11 – -12%	3	0.19%
-12 – -13%	5	0.32%
-13 – -14%	2	0.13%
-14 – -15%	2	0.13%
-17 – -18%	1	0.06%

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

In the past 1,549 trading days, LPI opened more than 5% higher than the previous day's closing price 40 times. Of these days, 42.5% (17 days) had closing prices above the opening price, and 47.5% (19 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
96 – 97%	1	2.50%
48 – 49%	1	2.50%
28 – 29%	1	2.50%
20 – 21%	1	2.50%
14 – 15%	1	2.50%
11 – 12%	1	2.50%
8 – 9%	1	2.50%
6 – 7%	1	2.50%
5 – 6%	1	2.50%
4 – 5%	2	5.00%
3 – 4%	1	2.50%
2 – 3%	3	7.50%
1 – 2%	1	2.50%
0 – 1%	1	2.50%
0%	4	10.00%
0 – -1%	1	2.50%
-1 – -2%	2	5.00%
-2 – -3%	6	15.00%
-5 – -6%	1	2.50%
-6 – -7%	2	5.00%
-7 – -8%	2	5.00%
-8 – -9%	1	2.50%
-9 – -10%	2	5.00%
-11 – -12%	1	2.50%
-12 – -13%	1	2.50%

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

On 23 days, LPI opened 4–5% higher than the previous day's closing price. Of these days, 26.1% (6 days) had closing prices above the opening price, and 73.9% (17 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
12 – 13%	1	4.35%
8 – 9%	1	4.35%
2 – 3%	2	8.70%
1 – 2%	1	4.35%
0 – 1%	1	4.35%
0 – -1%	3	13.04%
-1 – -2%	3	13.04%
-2 – -3%	1	4.35%
-4 – -5%	2	8.70%
-5 – -6%	3	13.04%
-6 – -7%	1	4.35%
-7 – -8%	1	4.35%
-8 – -9%	1	4.35%
-11 – -12%	1	4.35%
-17 – -18%	1	4.35%

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

43 times LPI opened 3 – 4% higher than the previous day's closing price. Among these days, 53.5% (23 days) closed above the opening price, 44.2% (19 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
22 – 23%	1	2.33%
12 – 13%	1	2.33%
7 – 8%	1	2.33%
6 – 7%	1	2.33%
5 – 6%	3	6.98%
4 – 5%	4	9.30%
3 – 4%	2	4.65%
2 – 3%	1	2.33%
1 – 2%	4	9.30%
0 – 1%	5	11.63%
0%	1	2.33%
0 – -1%	4	9.30%
-1 – -2%	2	4.65%
-2 – -3%	5	11.63%
-3 – -4%	2	4.65%
-5 – -6%	3	6.98%
-7 – -8%	1	2.33%
-10 – -11%	1	2.33%
-14 – -15%	1	2.33%

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

80 times LPI opened 2 – 3% higher than the previous day's closing price. Among these days, 35.0% (28 days) closed above the opening price, 58.8% (47 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
15 – 16%	2	2.50%
12 – 13%	1	1.25%
6 – 7%	4	5.00%
5 – 6%	1	1.25%
4 – 5%	3	3.75%
3 – 4%	5	6.25%
2 – 3%	5	6.25%
1 – 2%	5	6.25%
0 – 1%	2	2.50%
0%	5	6.25%
0 – -1%	9	11.25%
-1 – -2%	11	13.75%
-2 – -3%	5	6.25%
-3 – -4%	5	6.25%
-4 – -5%	2	2.50%
-5 – -6%	5	6.25%
-6 – -7%	3	3.75%
-7 – -8%	1	1.25%
-8 – -9%	3	3.75%
-10 – -11%	1	1.25%
-13 – -14%	2	2.50%

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

220 times LPI opened 1 – 2% higher than the previous day's closing price. Among these days, 46.4% (102 days) closed above the opening price, 50.9% (112 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
14 – 15%	1	0.45%
13 – 14%	1	0.45%
11 – 12%	2	0.91%
9 – 10%	1	0.45%
7 – 8%	2	0.91%
5 – 6%	4	1.82%
4 – 5%	10	4.55%
3 – 4%	10	4.55%
2 – 3%	20	9.09%
1 – 2%	27	12.27%
0 – 1%	24	10.91%
0%	6	2.73%
0 – -1%	27	12.27%
-1 – -2%	27	12.27%
-2 – -3%	24	10.91%
-3 – -4%	12	5.45%
-4 – -5%	8	3.64%
-5 – -6%	4	1.82%
-6 – -7%	7	3.18%
-7 – -8%	2	0.91%
-9 – -10%	1	0.45%

Table 8. Periods when LPI moved 15% or more

In this table, we track the price movements in the 20 days after LPI 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
20200310	110.8%	-35.7	-50.7	-54.0	-54.8	-57.9	-60.8	-57.7
20200313	60.8%	-41.1	-45.0	-46.1	-49.8	-53.1	-49.5	-46.1
20200423	49.1%	2.2	13.5	39.5	28.9	23.5	2.9	22.1
20200608	35.8%	-14.6	-35.2	-40.8	-45.8	-49.3	-51.8	-54.2
20201109	27.2%	5.0	-5.5	-2.1	-.2	13.9	4.0	39.1
20201204	27.2%
20200430	26.3%	-11.2	-15.2	-16.2	-28.2	-16.7	-17.4	-13.9
20181226	20%	1.9	-.8	9.3	14.8	10.4	1.9	-1.9
20160304	18.9%	10.3	-.8	-3.7	13.2	3.3	-1.8	.9
20151223	18.5%	1.0	-4.0	-8.2	-16.9	-24.6	-19.0	-22.4
20181203	17.3%	-7.4	-11.1	-17.2	-24.6	-33.7	-40.7	-29.6
20200413	17.2%	-2.4	-10.2	8.7	59.1	132.4	113.2	111.1
20200605	17.1%	35.9	-17.1	-10.5	-27.0	-34.3	-35.8	-35.9
20160302	17%	11.8	25.7	33.7	30.1	49.2	34.0	33.5
20150203	16.5%	3.4	1.9	-3.5	7.2	1.5	1.2	-13.0
20160412	16.2%	-.4	-1.6	5.7	17.4	19.9	11.1	12.0
20161130	15.9%	-3.1	-9.0	-10.3	-13.9	-11.4	-9.8	-10.5
20190730	15.5%	9.2	-7.6	-11.5	-6.2	-7.2	-5.6	-18.1
20201210	15.2%
20160106	-15.1%	-6.5	-12.2	-2.2	-15.5	-14.9	1.7	-2.8
20180503	-17.7%	2.2	10.9	10.9	11.1	8.7	-4.1	3.1
20200312	-19%	60.8	-15.9	-13.1	-12.8	-17.7	-15.7	-18.2
20200611	-19.3%	6.3	-3.0	-11.1	-16.9	-20.9	-25.0	-36.5
20200311	-35.6%	-19.1	-20.6	-28.5	-25.0	-32.9	-33.4	-39.9
20200309	-40%	110.8	76.5	-7.7	-4.7	-4.3	-9.6	-7.5
20200316	-41%	3.5	-6.7	-2.2	-12.5	-13.1	-21.6	-8.5

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

Of the 1,549 trading days from 2015 to 2020, there were 19 days in which LPI was up more than 15%. This table shows the average price changes over the 19 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 15%	-1.7	-7.0	-6.7	-5.1	-1.8	-6.5	-4.5

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

Of the 1,549 trading days from 2015 to 2020, there were 7 days in which LPI was down 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%	22.6	4.2	-7.7	-10.9	-13.6	-15.4	-15.7

Table 9. Periods when LPI moved 10% or more

In this table, we track the price movements in the 20 days after LPI 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
20200310	110.8%	-35.7	-50.7	-54.0	-54.8	-57.9	-60.8	-57.7
20200313	60.8%	-41.1	-45.0	-46.1	-49.8	-53.1	-49.5	-46.1
20200423	49.1%	2.2	13.5	39.5	28.9	23.5	2.9	22.1
20200608	35.8%	-14.6	-35.2	-40.8	-45.8	-49.3	-51.8	-54.2
20201109	27.2%	5.0	-5.5	-2.1	-.2	13.9	4.0	39.1
20201204	27.2%
20200430	26.3%	-11.2	-15.2	-16.2	-28.2	-16.7	-17.4	-13.9
20181226	20%	1.9	-.8	9.3	14.8	10.4	1.9	-1.9
20160304	18.9%	10.3	-.8	-3.7	13.2	3.3	-1.8	.9
20151223	18.5%	1.0	-4.0	-8.2	-16.9	-24.6	-19.0	-22.4
20181203	17.3%	-7.4	-11.1	-17.2	-24.6	-33.7	-40.7	-29.6
20200413	17.2%	-2.4	-10.2	8.7	59.1	132.4	113.2	111.1
20200605	17.1%	35.9	-17.1	-10.5	-27.0	-34.3	-35.8	-35.9
20160302	17%	11.8	25.7	33.7	30.1	49.2	34.0	33.5
20150203	16.5%	3.4	1.9	-3.5	7.2	1.5	1.2	-13.0
20160412	16.2%	-.4	-1.6	5.7	17.4	19.9	11.1	12.0
20161130	15.9%	-3.1	-9.0	-10.3	-13.9	-11.4	-9.8	-10.5
20190730	15.5%	9.2	-7.6	-11.5	-6.2	-7.2	-5.6	-18.1
20201210	15.2%
20200721	14.9%	-1.8	2.2	-1.3	3.7	2.9	16.6	14.8
20151006	14.6%	-2.1	-3.0	-3.8	-6.9	-13.4	-13.7	-8.6
20190916	14.6%	-9.8	-15.0	-14.7	-21.2	-30.1	-32.0	-29.7
20200602	14%	-13.7	41.2	-13.9	-7.0	-24.1	-31.7	-33.3
20160222	13.9%	-1.9	6.0	26.6	85.7	67.0	62.1	90.6
20200422	13.7%	49.1	57.8	89.8	81.3	79.2	53.6	78.2
20150812	13.6%	-2.4	2.4	-4.3	-4.5	4.8	8.6	4.6
20150916	13.3%	-1.2	-9.0	-14.3	-17.2	3.3	22.6	11.7
20200518	13.2%	2.5	1.6	6.0	.8	2.0	38.6	5.2
20150202	12.7%	16.5	20.5	11.4	19.8	26.2	15.0	7.9
20190502	12.4%	2.7	3.6	.6	4.5	1.8	-9.9	-13.8
20151002	11.9%	6.4	26.2	15.0	17.2	5.7	6.4	4.1
20170719	11.9%	.1	4.8	5.5	-.2	.0	-2.2	-3.2
20160303	11.8%	18.9	20.9	13.3	29.5	32.4	19.8	17.9
20200715	11.8%	3.9	10.3	12.6	13.1	3.9	12.9	23.0
20160505	11.6%	-5.2	-11.3	-7.2	-12.8	-10.7	-7.9	-2.9
20160317	11.3%	4.0	-5.1	-9.8	-7.4	-12.7	1.4	18.2
20160121	11.1%	-3.5	2.9	6.9	5.2	-10.2	-20.5	-25.3
20161103	10.9%	-3.7	1.9	.5	6.3	14.2	11.5	21.1
20190408	10.8%	-2.8	-1.8	-3.7	2.1	1.2	-8.9	8.0
20160307	10.3%	-14.3	-8.9	-11.3	1.7	-8.7	-9.0	-11.1
20200804	10.1%	3.5	8.2	10.6	6.2	-13.1	-4.1	2.1
20201125	10.1%
20200408	10%	6.0	21.3	11.6	35.1	97.8	188.9	165.0
20150106	-10.1%	-1.3	3.1	1.0	7.0	10.2	7.6	31.4
20200617	-10.1%	-.6	-8.1	-20.9	-20.1	-27.9	-28.2	-17.7
20201130	-10.8%
20200624	-11%	4.7	-.3	-5.4	-19.9	-9.9	-.8	9.1
20160216	-11.2%	5.8	-2.5	-1.5	5.4	64.1	66.8	56.4
20200302	-11.2%	-.5	-26.9	-40.6	-54.4	-57.5	-58.3	-61.1
20200501	-11.2%	9.6	1.3	-3.0	-19.2	-4.1	-7.0	-6.5
20200513	-11.3%	-5.9	9.1	8.1	12.8	7.2	8.5	47.4
20200610	-11.4%	-19.3	-12.9	-28.9	-36.0	-37.5	-37.6	-45.7
20200225	-11.7%	-6.7	-20.1	-31.7	-26.2	-38.2	-67.7	-66.6
20200908	-12%	-.6	-11.2	-8.5	-18.4	-26.3	-22.7	-26.7
20171102	-12.2%	-2.7	.0	1.2	-7.2	-6.5	-4.4	-4.9
20160219	-13.5%	13.9	15.1	23.2	91.7	94.9	82.7	108.8
20200603	-13.7%	2.8	39.7	6.1	-3.1	-11.2	-17.1	-21.1
20150105	-14%	-10.1	.3	-1.9	-3.5	5.9	7.3	4.7
20180125	-14.1%	1.0	-1.6	-11.3	-20.5	-23.5	-15.5	-13.3
20200318	-14.2%	5.1	3.2	-3.9	-10.3	-3.4	3.1	18.0
20160308	-14.3%	7.5	.8	15.2	17.8	6.6	4.8	1.2
20200306	-14.4%	-40.1	-34.2	-35.5	-41.8	-39.1	-45.5	-45.9
20200609	-14.6%	-11.5	-22.8	-31.1	-36.3	-45.2	-44.6	-50.0
20160106	-15.1%	-6.5	-12.2	-2.2	-15.5	-14.9	1.7	-2.8
20180503	-17.7%	2.2	10.9	10.9	11.1	8.7	-4.1	3.1
20200312	-19%	60.8	-15.9	-13.1	-12.8	-17.7	-15.7	-18.2
20200611	-19.3%	6.3	-3.0	-11.1	-16.9	-20.9	-25.0	-36.5
20200311	-35.6%	-19.1	-20.6	-28.5	-25.0	-32.9	-33.4	-39.9
20200309	-40%	110.8	76.5	-7.7	-4.7	-4.3	-9.6	-7.5
20200316	-41%	3.5	-6.7	-2.2	-12.5	-13.1	-21.6	-8.5

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

Of the 1,549 trading days from 2015 to 2020, there were 43 days in which LPI was up more than 10%. This table shows the average price changes over the 43 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 10%	.4	.8	.5	4.3	4.3	4.5	6.0

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

Of the 1,549 trading days from 2015 to 2020, there were 27 days in which LPI was down more than -10%. This table shows the average price changes over the 27 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -10%	4.1	-.2	-5.9	-9.6	-8.8	-10.2	-7.1

Table 10. Periods when LPI moved 5% or more

In this table, we track the price movements in the 20 days after LPI 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
20200310	110.8%	-35.7	-50.7	-54.0	-54.8	-57.9	-60.8	-57.7
20200313	60.8%	-41.1	-45.0	-46.1	-49.8	-53.1	-49.5	-46.1
20200423	49.1%	2.2	13.5	39.5	28.9	23.5	2.9	22.1
20200608	35.8%	-14.6	-35.2	-40.8	-45.8	-49.3	-51.8	-54.2
20201109	27.2%	5.0	-5.5	-2.1	-.2	13.9	4.0	39.1
20201204	27.2%
20200430	26.3%	-11.2	-15.2	-16.2	-28.2	-16.7	-17.4	-13.9
20181226	20%	1.9	-.8	9.3	14.8	10.4	1.9	-1.9
20160304	18.9%	10.3	-.8	-3.7	13.2	3.3	-1.8	.9
20151223	18.5%	1.0	-4.0	-8.2	-16.9	-24.6	-19.0	-22.4
20181203	17.3%	-7.4	-11.1	-17.2	-24.6	-33.7	-40.7	-29.6
20200413	17.2%	-2.4	-10.2	8.7	59.1	132.4	113.2	111.1
20200605	17.1%	35.9	-17.1	-10.5	-27.0	-34.3	-35.8	-35.9
20160302	17%	11.8	25.7	33.7	30.1	49.2	34.0	33.5
20150203	16.5%	3.4	1.9	-3.5	7.2	1.5	1.2	-13.0
20160412	16.2%	-.4	-1.6	5.7	17.4	19.9	11.1	12.0
20161130	15.9%	-3.1	-9.0	-10.3	-13.9	-11.4	-9.8	-10.5
20190730	15.5%	9.2	-7.6	-11.5	-6.2	-7.2	-5.6	-18.1
20201210	15.2%
20200721	14.9%	-1.8	2.2	-1.3	3.7	2.9	16.6	14.8
20151006	14.6%	-2.1	-3.0	-3.8	-6.9	-13.4	-13.7	-8.6
20190916	14.6%	-9.8	-15.0	-14.7	-21.2	-30.1	-32.0	-29.7
20200602	14%	-13.7	41.2	-13.9	-7.0	-24.1	-31.7	-33.3
20160222	13.9%	-1.9	6.0	26.6	85.7	67.0	62.1	90.6
20200422	13.7%	49.1	57.8	89.8	81.3	79.2	53.6	78.2
20150812	13.6%	-2.4	2.4	-4.3	-4.5	4.8	8.6	4.6
20150916	13.3%	-1.2	-9.0	-14.3	-17.2	3.3	22.6	11.7
20200518	13.2%	2.5	1.6	6.0	.8	2.0	38.6	5.2
20150202	12.7%	16.5	20.5	11.4	19.8	26.2	15.0	7.9
20190502	12.4%	2.7	3.6	.6	4.5	1.8	-9.9	-13.8
20151002	11.9%	6.4	26.2	15.0	17.2	5.7	6.4	4.1
20170719	11.9%	.1	4.8	5.5	-.2	.0	-2.2	-3.2
20160303	11.8%	18.9	20.9	13.3	29.5	32.4	19.8	17.9
20200715	11.8%	3.9	10.3	12.6	13.1	3.9	12.9	23.0
20160505	11.6%	-5.2	-11.3	-7.2	-12.8	-10.7	-7.9	-2.9
20160317	11.3%	4.0	-5.1	-9.8	-7.4	-12.7	1.4	18.2
20160121	11.1%	-3.5	2.9	6.9	5.2	-10.2	-20.5	-25.3
20161103	10.9%	-3.7	1.9	.5	6.3	14.2	11.5	21.1
20190408	10.8%	-2.8	-1.8	-3.7	2.1	1.2	-8.9	8.0
20160307	10.3%	-14.3	-8.9	-11.3	1.7	-8.7	-9.0	-11.1
20200804	10.1%	3.5	8.2	10.6	6.2	-13.1	-4.1	2.1
20201125	10.1%
20200408	10%	6.0	21.3	11.6	35.1	97.8	188.9	165.0
20160406	9.9%	.1	23.8	21.9	31.8	37.1	43.0	42.5
20160525	9.8%	-3.6	-2.0	.4	2.0	-10.7	-12.5	-7.8
20150205	9.6%	-8.8	-15.7	-9.3	-4.4	-12.9	-18.3	-19.1
20200710	9.6%	-1.1	19.0	26.4	29.1	29.6	19.0	29.4
20150121	9.5%	.5	1.8	-.6	35.1	33.1	26.0	40.0
20200504	9.5%	-5.7	-6.6	-21.5	-16.5	-16.0	-10.4	-20.0
20180912	9.4%	-.6	-1.7	4.0	.1	-9.9	-10.5	-15.2
20150318	9.2%	-2.2	-.3	5.9	11.3	29.2	22.8	18.0
20150806	9.2%	-5.9	14.2	12.2	12.8	18.3	16.6	17.0
20190731	9.2%	-4.8	-22.3	-19.0	-15.7	-12.0	-17.5	-27.4
20200402	9.2%	2.4	-.7	23.5	7.3	18.0	104.5	127.1
20190104	9%	3.3	4.8	.3	-2.3	-11.5	-9.8	-4.8
20200810	9%	-.6	5.2	-6.4	-14.1	-9.5	-8.0	-16.8
20201008	9%	-3.2	-5.3	-11.0	-8.5	-9.8	-18.0	-13.5
20160126	8.9%	4.3	8.4	6.6	-9.0	-19.4	-24.3	-30.3
20150406	8.8%	.2	-7.3	-2.4	-4.2	-3.3	-6.6	1.5
20160928	8.8%	4.1	7.3	9.9	7.3	9.6	10.9	4.1
20201208	8.8%
20151116	8.7%	-3.3	-11.5	-8.0	-13.4	-18.3	-26.2	-29.8
20150108	8.6%	4.1	1.8	.1	9.9	11.3	8.6	47.6
20200205	8.4%	-.6	-12.3	-16.2	-15.1	-24.0	-43.0	-46.7
20160419	8.2%	-.1	4.0	8.4	8.0	10.2	3.1	7.9
20190620	8.2%	1.8	4.7	8.4	2.2	2.9	12.4	7.6
20160114	7.9%	.3	-13.3	-12.8	4.3	-.3	-8.7	-19.9
20181030	7.9%	-1.3	2.8	10.2	-7.2	-.8	-4.1	-4.5
20160712	7.8%	-3.9	-9.9	-16.4	-13.2	-13.6	-9.7	1.3
20190318	7.7%	1.0	2.0	1.6	3.6	-7.2	3.9	4.9
20200428	7.7%	7.3	31.8	21.8	16.7	-2.7	15.4	11.9
20200828	7.7%	-3.3	-14.3	-25.4	-33.4	-31.4	-38.8	-44.7
20160516	7.6%	-.8	-5.9	5.7	-.8	6.2	9.0	-3.7
20160225	7.5%	4.9	25.2	83.7	65.3	60.4	88.6	72.0
20160309	7.5%	-2.4	-5.3	11.4	1.6	-3.4	-.8	-6.5
20190211	7.5%	-1.9	4.3	3.2	-3.0	-7.3	-9.2	-20.0
20151102	7.4%	5.8	-2.3	-3.2	1.9	-5.1	-4.8	-10.1
20180508	7.4%	-.5	-.5	-.3	-2.5	-14.0	-7.5	-18.0
20161115	7.3%	-1.1	7.9	6.4	-3.1	5.5	-.4	1.1
20181114	7.3%	-.9	-6.0	-5.7	-11.0	-3.0	-16.3	-20.6
20191212	7.3%	-4.3	1.1	2.5	2.5	2.9	1.1	-1.8
20200429	7.2%	26.4	15.9	14.8	-3.5	2.7	3.2	10.1
20180410	7.1%	4.4	3.2	10.8	13.1	15.6	18.1	.8
20150130	6.9%	12.7	48.9	26.0	35.1	39.9	30.8	25.0
20200824	6.9%	5.0	13.5	-1.3	-14.8	-25.6	-24.8	-27.8
20200928	6.9%	-.6	-7.6	-10.1	-3.8	-7.1	-11.8	-4.7
20150415	6.8%	1.0	-6.1	-3.1	1.6	2.8	-9.7	-7.6
20160803	6.8%	4.7	7.0	7.0	15.2	20.1	20.2	19.3
20160818	6.8%	.0	-2.6	-1.2	-5.9	-1.6	.5	-11.9
20150402	6.7%	.0	.5	-1.5	7.3	-.3	2.9	7.9
20200325	6.7%	-5.9	-11.1	-9.0	-11.7	9.7	-4.6	4.8
20160104	6.6%	.0	-17.8	-23.4	-17.0	-20.3	-21.4	-8.9
20201209	6.6%
20150213	6.5%	.0	5.4	-4.0	-10.0	-10.8	-12.2	-16.5
20161121	6.5%	-1.9	-4.2	4.1	-5.5	-6.3	-4.9	-7.9
20181003	6.5%	-3.6	-8.7	-17.5	-19.7	-23.2	-31.6	-32.4
20200420	6.5%	-.2	73.1	92.2	136.2	118.3	109.1	74.3
20151005	6.4%	14.6	13.8	8.2	7.5	-1.9	-4.8	-2.5
20190320	6.4%	1.5	-5.5	-5.8	-13.4	-.6	-5.2	-3.4
20150116	6.3%	.0	9.7	11.2	8.5	47.5	45.4	37.6
20150810	6.3%	.4	9.2	14.0	14.1	15.6	16.9	19.4
20151124	6.3%	-1.5	-7.2	-12.5	-21.0	-24.9	-29.0	-39.9
20200106	6.3%	-1.0	-11.7	-17.7	-20.0	-31.0	-38.3	-42.7
20150915	6.2%	13.3	4.2	-3.8	-9.8	10.0	31.4	30.2
20181101	6.2%	-5.0	4.3	-4.8	-5.9	-10.8	-10.4	-15.4
20200612	6.2%	1.7	-9.2	-16.1	-27.8	-27.1	-34.1	-34.4
20201023	6.2%	-3.9	-14.9	-9.0	-6.3	19.1	18.3	19.7
20150429	6.1%	2.4	-2.6	-13.5	-9.7	-7.3	-11.2	-10.6
20150827	6.1%	.7	1.1	3.2	.5	2.0	5.0	-1.7
20150903	6%	-3.7	-6.3	-10.4	6.5	-1.8	-7.6	-10.7
20170221	6%	-4.3	-7.1	-7.5	-7.1	-11.9	-9.5	-9.1
20190422	6%	.6	-4.5	.3	4.5	6.3	4.8	-.6
20200409	6%	.0	6.2	12.2	90.0	101.0	141.8	131.0
20200507	6%	1.1	-15.0	-9.6	-9.2	-3.0	-13.4	-10.4
20201105	6%	-.7	26.3	25.4	26.9	30.7	47.4	33.6
20151208	5.9%	1.3	-1.5	-15.1	-20.9	-5.3	-15.4	-8.2
20160426	5.9%	1.3	1.6	5.6	-2.5	-9.0	-5.6	-6.7
20180321	5.9%	-5.0	-5.4	-4.0	-6.6	-4.9	4.6	6.3
20160217	5.8%	-6.5	-9.7	-2.4	16.6	71.0	53.8	49.3
20170328	5.8%	2.1	3.6	3.4	5.9	1.5	-5.0	-7.6
20200228	5.8%	-11.2	-24.1	-17.9	-31.3	-64.1	-62.9	-62.8
20150714	5.7%	-4.3	-14.5	-19.8	-25.8	-27.6	-34.2	-28.0
20151103	5.7%	-2.5	-3.5	-13.0	-6.8	-14.7	-11.3	-16.5
20171106	5.7%	-.5	-.3	-9.0	-8.8	-7.6	-9.9	-3.0
20190130	5.7%	-1.6	-.8	-10.9	-1.8	.0	-7.0	-9.3
20190910	5.7%	-1.4	10.1	-6.8	-5.0	-9.4	-23.0	-23.7
20151008	5.6%	-4.0	-8.7	-9.4	-17.3	-19.8	-17.8	-9.0
20171027	5.6%	2.1	-6.9	-4.7	-4.4	-12.8	-12.6	-11.5
20190816	5.6%	3.5	-2.8	-14.5	-12.1	-10.6	-6.7	-5.7
20190909	5.6%	5.7	1.5	2.7	3.4	-3.4	-14.1	-19.0
20191216	5.6%	.7	-1.1	1.1	-.7	-2.1	5.3	-6.0
20150303	5.5%	-.2	-1.7	-6.5	-6.9	1.2	7.0	11.6
20150325	5.5%	1.7	2.9	12.9	13.4	11.1	21.1	12.5
20160129	5.5%	-6.4	-8.0	-21.4	-30.4	-34.7	-39.8	-39.2
20160408	5.5%	.7	17.4	24.8	30.0	39.3	39.6	45.2
20161109	5.5%	-2.2	5.8	7.2	12.6	4.1	15.2	8.2
20200526	5.5%	-1.2	-6.1	-4.9	29.2	-1.9	-10.5	-17.9
20201117	5.5%
20160203	5.4%	-3.6	-17.7	-27.1	-31.6	-37.0	-36.3	-31.8
20160726	5.4%	-6.5	-5.1	8.8	11.2	11.2	19.8	24.8
20180622	5.4%	-1.3	1.7	3.1	3.6	6.0	2.6	4.0
20201022	5.4%	6.2	-10.7	-6.6	.2	33.0	19.7	24.0
20150102	5.3%	-14.0	-17.2	-18.4	-17.1	-9.4	-11.1	-15.9
20170103	5.3%	2.1	-3.4	-5.2	-10.3	-9.0	-5.5	-8.6
20160701	5.2%	.0	-6.0	5.2	-4.3	-10.2	-13.4	-13.7
20160729	5.2%	-4.6	9.4	11.8	11.8	20.4	25.4	25.6
20170804	5.2%	.3	-1.9	-2.8	-3.3	-2.4	-4.8	.8
20191104	5.2%	1.9	.4	-7.3	-13.9	-12.4	-15.1	-16.6
20150521	5.1%	.4	2.0	3.4	1.2	5.5	9.9	4.1
20160128	5.1%	5.6	.8	-15.0	-25.6	-34.8	-44.2	-40.3
20171130	5.1%	-.2	-8.0	-.4	-6.5	-8.3	-1.0	-.2
20171208	5.1%	2.5	-3.8	-5.7	1.8	2.7	2.1	5.3
20200319	5.1%	.0	4.8	-6.2	-6.9	-16.0	-1.9	4.1
20200601	5.1%	14.0	18.5	21.8	6.1	-5.2	-12.4	-24.6
20160422	5%	-.2	4.1	3.7	5.9	-1.0	3.6	-2.6
20180215	5%	.4	2.9	6.4	1.1	4.7	7.6	2.0
20190604	5%	-7.7	-2.9	-3.3	-7.0	2.9	5.9	9.6
20200825	5%	-1.9	4.5	-7.4	-19.4	-28.0	-25.8	-33.8
20201110	5%	-4.9	-5.5	-4.4	-1.5	11.1	.7	38.7
20171215	-5%	2.0	10.4	13.3	11.8	17.3	16.4	18.1
20181102	-5%	3.2	10.6	-6.8	-.4	-3.8	-4.2	-14.6
20190430	-5%	-1.7	16.6	19.2	12.9	10.6	7.0	-.3
20190513	-5%	1.5	-.6	-3.9	-10.4	-19.9	-19.0	-22.9
20190522	-5%	-8.4	-9.0	-18.3	-22.3	-18.3	-18.6	-21.7
20160314	-5.1%	1.1	18.8	8.4	3.1	5.9	-.3	15.9
20170803	-5.1%	5.3	4.6	2.8	.9	1.3	2.0	2.0
20180815	-5.1%	2.6	10.2	11.2	9.0	9.4	5.8	2.0
20190308	-5.1%	-.3	3.7	4.1	5.1	4.7	6.8	-4.4
20200717	-5.1%	-2.6	12.5	11.2	9.9	20.2	25.7	28.4
20150805	-5.2%	9.2	9.8	19.4	24.6	24.8	26.4	27.9
20160506	-5.2%	-4.7	-6.4	-2.8	-7.9	3.5	-2.8	3.9
20170419	-5.2%	-2.9	-.3	-3.4	-7.3	-7.1	-8.3	-6.2
20171002	-5.2%	2.5	1.8	4.5	2.4	-3.8	-10.4	-6.3
20181010	-5.2%	-3.4	-3.8	-10.9	-20.6	-27.5	-18.0	-16.2
20180213	-5.3%	4.8	10.4	11.8	17.7	13.7	14.1	15.3
20181112	-5.3%	-7.0	-.6	-4.0	-4.3	-14.7	-10.4	-14.0
20191002	-5.3%	.0	-2.8	.5	8.4	8.4	11.7	15.9
20170405	-5.4%	3.9	6.4	2.0	-4.5	-7.1	-7.7	-11.5
20170615	-5.4%	-1.7	-8.1	-9.4	-3.8	-.5	-3.7	1.5
20150708	-5.5%	4.4	7.1	-2.4	-12.1	-22.9	-18.9	-25.6
20151217	-5.5%	-1.1	10.4	5.1	1.4	8.1	-11.2	-17.1
20160624	-5.6%	-8.0	-3.1	-2.6	-1.4	3.1	-3.3	-10.3
20160914	-5.6%	-1.0	-1.1	.4	6.9	14.4	19.0	18.5
20170224	-5.6%	2.1	1.7	2.2	-3.1	-.4	.0	-5.4
20200505	-5.6%	-7.6	-8.7	-21.7	-9.2	-10.0	-6.1	-10.8
20200709	-5.6%	9.7	25.7	20.6	39.2	37.7	36.1	48.7
20161214	-5.7%	1.3	4.7	3.6	2.4	2.8	9.2	3.3
20181127	-5.7%	-1.5	7.3	-7.3	-12.1	-17.4	-28.0	-36.4
20150807	-5.8%	6.4	18.5	24.2	16.1	15.9	27.2	31.8
20151211	-5.8%	3.6	-10.7	-16.8	-.3	-11.0	-3.4	-23.4
20151228	-5.8%	.8	-3.5	-12.7	-20.8	-14.9	-18.5	-20.9
20170621	-5.8%	-2.4	1.0	5.9	5.1	8.1	11.4	11.2
20180228	-5.8%	.4	3.9	6.8	1.3	-.2	2.7	2.3
20190823	-5.8%	-3.5	.0	-6.6	-3.5	6.2	18.6	.4
20200210	-5.8%	-1.9	-6.2	-5.0	-15.0	-36.3	-40.3	-56.2
20200326	-5.8%	-7.3	-13.5	-6.8	-.6	13.8	4.6	26.7
20150210	-5.9%	-.3	7.2	12.9	2.9	-3.5	-4.4	-5.8
20150226	-5.9%	-2.7	-3.6	-5.1	-9.7	-10.1	-2.3	3.3
20150302	-5.9%	5.5	3.7	2.5	-.4	4.9	7.0	13.6
20151230	-5.9%	1.8	8.5	-10.8	-16.8	-9.9	-13.5	-14.6
20180813	-5.9%	.4	.3	6.7	6.4	4.3	1.9	-2.4
20191126	-5.9%	3.2	-1.8	3.6	17.7	21.4	28.2	30.0
20200514	-5.9%	-.1	18.5	15.0	15.6	30.0	35.1	38.8
20170607	-6%	-.6	7.0	-6.9	-13.0	-14.3	-8.9	-5.8
20190221	-6%	.8	-3.1	-4.5	-13.1	-14.2	-21.2	-8.6
20150519	-6.1%	-3.0	2.5	-2.4	6.1	6.6	10.3	8.0
20160125	-6.1%	8.9	26.2	20.5	1.6	-11.1	-22.1	-33.3
20150528	-6.2%	3.9	7.8	6.0	13.9	12.1	6.3	5.9
20150720	-6.2%	-.7	-12.1	-10.1	-18.2	-15.9	-15.5	-8.1
20150724	-6.2%	-4.3	.7	-7.6	-10.0	9.2	7.3	7.9
20151111	-6.2%	-4.9	1.8	-6.9	-3.2	-8.8	-14.0	-22.3
20160111	-6.2%	-3.2	7.8	-6.9	-6.2	12.0	7.2	-1.8
20191001	-6.2%	-5.3	-6.2	-6.2	-1.3	.4	10.6	6.2
20200224	-6.2%	-11.8	-20.6	-34.2	-69.1	-66.1	-66.7	-70.0
20200304	-6.2%	-8.3	-.9	-17.0	-56.6	-55.2	-55.0	-57.5
20200529	-6.2%	5.2	6.4	44.6	9.8	.2	-8.1	-14.2
20150220	-6.3%	-1.9	-6.3	-9.5	-11.1	-12.1	-14.5	-10.0
20150123	-6.4%	4.4	-1.2	38.9	43.6	32.8	42.8	50.4
20160201	-6.4%	-3.2	-11.3	-22.2	-25.6	-34.7	-36.9	-31.8
20160727	-6.4%	1.1	4.0	19.6	15.3	22.4	36.8	33.4
20170614	-6.4%	-5.4	-7.7	-14.5	-11.1	-5.9	-8.7	-4.8
20171114	-6.4%	-1.1	-.9	.4	-2.1	5.4	-2.8	5.2
20181024	-6.4%	-.4	-1.5	-1.9	7.8	-1.7	-2.8	-7.8
20191030	-6.4%	1.7	13.8	12.1	3.4	-3.9	-2.2	-5.2
20201118	-6.4%
20160107	-6.5%	3.6	-3.4	4.6	.4	-.9	14.8	9.6
20160218	-6.5%	-13.5	-7.4	7.8	39.5	56.8	66.7	62.2
20180402	-6.5%	4.9	5.3	18.7	17.3	25.9	28.5	31.3
20180802	-6.5%	-1.4	-1.8	-8.4	-10.5	-3.9	-3.0	-4.9
20190117	-6.5%	4.8	-5.1	-3.2	2.2	3.0	-7.5	1.9
20190403	-6.5%	-.4	11.6	12.7	10.6	17.3	16.2	4.6
20190530	-6.5%	-1.9	-6.7	-1.9	-2.2	-5.9	4.1	7.1
20200821	-6.5%	7.0	12.7	14.5	3.5	-18.0	-21.7	-16.5
20201001	-6.5%	.9	-1.9	5.0	1.4	-3.7	4.0	-12.6
20150923	-6.6%	-.1	-6.3	14.3	36.5	35.2	34.1	29.8
20181214	-6.6%	-2.0	-13.9	-23.0	-8.6	-5.3	4.3	5.8
20190322	-6.6%	.0	-.3	-2.3	-5.5	4.2	1.0	1.0
20190612	-6.6%	4.4	.4	11.1	14.3	18.3	11.5	12.3
20191118	-6.6%	-4.5	1.8	1.8	-3.1	2.2	16.1	19.7
20200226	-6.6%	-8.9	-14.8	-37.4	-49.1	-61.0	-63.6	-64.3
20200707	-6.6%	-3.7	-1.5	18.5	25.8	28.5	29.1	18.5
20170504	-6.7%	4.4	7.5	9.1	9.6	11.8	9.7	2.1
20181001	-6.7%	-3.3	-4.7	-10.9	-13.8	-20.6	-24.4	-32.4
20181206	-6.7%	2.9	-4.1	-12.6	-23.3	-31.4	-18.5	-15.6
20151216	-6.8%	-5.5	-12.0	5.4	-5.9	2.2	-18.9	-23.9
20190614	-6.8%	-.8	12.2	14.7	18.4	14.7	16.7	22.0
20151021	-6.9%	-1.2	-4.2	-1.8	8.7	7.6	-2.9	3.9
20181113	-6.9%	7.3	4.7	3.2	-3.0	-11.4	-3.7	-14.6
20151207	-7%	5.9	.7	-4.8	-19.5	.3	-4.7	-8.8
20160323	-7.1%	-2.5	-2.8	-5.0	1.1	7.6	25.5	33.4
20200415	-7.2%	-4.0	5.5	82.9	103.1	149.6	130.7	121.0
20150928	-7.3%	.3	22.3	46.1	44.8	43.6	38.9	29.2
20160210	-7.3%	-3.2	-15.2	-27.4	-22.3	-9.6	17.0	31.5
20160616	-7.3%	4.3	4.5	-8.1	-3.1	-2.7	-1.5	3.0
20170308	-7.3%	1.4	.4	4.3	-.2	2.6	10.3	14.3
20200327	-7.3%	2.6	1.9	-8.1	7.3	13.9	20.4	103.9
20181204	-7.4%	.0	-11.4	-10.9	-20.8	-30.3	-23.2	-23.8
20150115	-7.5%	6.4	16.1	14.0	7.9	51.6	56.8	44.9
20200506	-7.5%	6.0	1.6	-15.4	.4	-2.6	-2.1	10.1
20200921	-7.5%	-3.7	-13.0	-8.8	-13.6	-8.8	-13.1	-15.8
20150112	-7.6%	2.4	4.1	13.7	11.6	5.6	48.5	53.6
20181210	-7.6%	-.2	-6.2	-18.3	-27.8	-11.6	-14.0	-5.2
20200626	-7.6%	1.0	.7	-12.2	-10.2	8.1	14.8	17.2
20180202	-7.7%	-3.0	-13.1	-16.3	-7.5	-5.2	-2.0	-6.9
20190605	-7.7%	2.8	7.6	-2.4	1.2	9.2	16.3	13.1
20200108	-7.7%	-2.2	-6.9	-12.4	-22.6	-33.9	-34.7	-39.8
20200511	-7.7%	2.7	-14.4	1.6	-1.5	-1.0	11.4	15.8
20150408	-7.8%	2.9	-1.1	2.9	.6	1.7	10.0	4.6
20150826	-7.8%	6.1	7.3	9.6	6.6	1.9	21.2	11.7
20190315	-7.8%	7.8	17.7	9.5	9.2	.4	15.2	9.9
20190805	-7.8%	-8.2	-4.3	-.4	3.9	-2.5	-14.2	-11.7
20200902	-7.8%	-1.4	-14.2	-23.3	-21.0	-29.5	-36.4	-33.3
20180525	-7.9%	.0	7.8	-6.0	-.9	1.0	.2	1.6
20150918	-8%	1.3	-6.5	-12.3	7.0	27.8	26.6	25.5
20160627	-8%	3.8	11.0	7.1	8.2	7.6	-.1	-1.7
20181224	-8.1%	.0	18.8	23.0	35.5	37.5	31.6	28.3
20190806	-8.1%	3.1	8.1	3.5	8.9	.0	-3.9	-3.9
20200820	-8.1%	-6.6	3.0	9.7	-2.8	-15.4	-24.4	-22.1
20151204	-8.2%	-7.0	-.5	-5.0	-17.3	-7.6	-12.1	-15.2
20190122	-8.2%	-1.4	.6	6.1	7.0	-3.9	5.9	7.8
20190207	-8.2%	-.6	9.5	11.6	3.8	1.2	-.9	-5.2
20190523	-8.3%	1.7	-2.7	-12.5	-12.8	-8.8	-17.2	-14.2
20200121	-8.3%	-3.6	-17.7	-18.6	-25.0	-22.7	-27.7	-31.8
20200305	-8.3%	-14.5	-30.5	-46.7	-50.3	-51.2	-54.5	-57.6
20180601	-8.4%	-3.4	1.2	1.5	-1.6	6.0	7.2	10.5
20200401	-8.4%	9.2	-1.5	15.0	22.1	29.0	118.5	131.2
20160913	-8.5%	-5.6	-5.3	-2.3	-7.4	7.1	12.5	12.8
20181219	-8.5%	-1.2	-11.6	4.9	8.7	19.8	21.5	16.3
20200407	-8.5%	10.1	36.9	18.9	30.7	126.7	151.7	209.3
20200923	-8.5%	-.7	5.0	-2.4	-5.1	1.6	-1.9	-6.9
20200619	-8.6%	.9	-5.8	-10.3	-14.9	-27.9	-19.0	-10.7
20150206	-8.7%	-1.4	-6.7	3.7	-1.9	-2.2	-15.8	-12.5
20200227	-8.9%	5.9	-12.3	-58.8	-54.8	-55.6	-60.0	-58.1
20201112	-8.9%	4.0	7.6	9.8	25.3	14.4	53.0	86.0
20200127	-9%	2.2	-5.0	-1.1	-11.6	-13.8	-18.8	-19.9
20160610	-9.2%	-2.0	-3.9	1.2	-4.0	-4.6	-2.0	-7.9
20180208	-9.3%	-1.7	.9	6.4	7.6	13.4	9.5	9.9
20201028	-9.3%	1.2	8.2	11.5	41.7	40.7	42.4	46.7
20151221	-9.4%	4.1	24.7	11.3	20.9	-4.1	-9.9	.3
20160120	-9.4%	11.1	9.7	27.0	21.3	2.3	-10.5	-21.6
20200910	-9.5%	-2.9	-1.9	-5.8	-17.6	-12.9	-19.0	-21.2
20150128	-9.8%	1.2	42.3	47.1	36.0	46.2	54.1	40.4
20160205	-9.8%	-3.0	-15.1	-25.6	-36.3	-31.8	-20.7	2.6
20190917	-9.8%	-2.2	-1.4	-8.0	-18.1	-22.8	-24.6	-22.8
20150106	-10.1%	-1.3	3.1	1.0	7.0	10.2	7.6	31.4
20200617	-10.1%	-.6	-8.1	-20.9	-20.1	-27.9	-28.2	-17.7
20201130	-10.8%
20200624	-11%	4.7	-.3	-5.4	-19.9	-9.9	-.8	9.1
20160216	-11.2%	5.8	-2.5	-1.5	5.4	64.1	66.8	56.4
20200302	-11.2%	-.5	-26.9	-40.6	-54.4	-57.5	-58.3	-61.1
20200501	-11.2%	9.6	1.3	-3.0	-19.2	-4.1	-7.0	-6.5
20200513	-11.3%	-5.9	9.1	8.1	12.8	7.2	8.5	47.4
20200610	-11.4%	-19.3	-12.9	-28.9	-36.0	-37.5	-37.6	-45.7
20200225	-11.7%	-6.7	-20.1	-31.7	-26.2	-38.2	-67.7	-66.6
20200908	-12%	-.6	-11.2	-8.5	-18.4	-26.3	-22.7	-26.7
20171102	-12.2%	-2.7	.0	1.2	-7.2	-6.5	-4.4	-4.9
20160219	-13.5%	13.9	15.1	23.2	91.7	94.9	82.7	108.8
20200603	-13.7%	2.8	39.7	6.1	-3.1	-11.2	-17.1	-21.1
20150105	-14%	-10.1	.3	-1.9	-3.5	5.9	7.3	4.7
20180125	-14.1%	1.0	-1.6	-11.3	-20.5	-23.5	-15.5	-13.3
20200318	-14.2%	5.1	3.2	-3.9	-10.3	-3.4	3.1	18.0
20160308	-14.3%	7.5	.8	15.2	17.8	6.6	4.8	1.2
20200306	-14.4%	-40.1	-34.2	-35.5	-41.8	-39.1	-45.5	-45.9
20200609	-14.6%	-11.5	-22.8	-31.1	-36.3	-45.2	-44.6	-50.0
20160106	-15.1%	-6.5	-12.2	-2.2	-15.5	-14.9	1.7	-2.8
20180503	-17.7%	2.2	10.9	10.9	11.1	8.7	-4.1	3.1
20200312	-19%	60.8	-15.9	-13.1	-12.8	-17.7	-15.7	-18.2
20200611	-19.3%	6.3	-3.0	-11.1	-16.9	-20.9	-25.0	-36.5
20200311	-35.6%	-19.1	-20.6	-28.5	-25.0	-32.9	-33.4	-39.9
20200309	-40%	110.8	76.5	-7.7	-4.7	-4.3	-9.6	-7.5
20200316	-41%	3.5	-6.7	-2.2	-12.5	-13.1	-21.6	-8.5

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

Of the 1,549 trading days from 2015 to 2020, there were 159 days in which LPI was up more than 5%. This table shows the average price changes over the 159 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 5%	.2	.5	.3	1.5	1.9	2.2	1.5

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

Of the 1,549 trading days from 2015 to 2020, there were 172 days in which LPI was down more than -5%. This table shows the average price changes over the 172 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -5%	.6	1.0	-.2	-1.5	.2	1.8	2.2

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.