Statistics of Price Movements of Malvern Bncp (MLVF)

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

The statistics are calculated using MLVF's price data across 1,546 trading days from 2015 to 2020.

Table 1. Statistics of MLVF 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 1,546 trading days, 44.4% of the time (686 days), MLVF closed above the previous day's closing price. 42.8% of the time (661 days), it closed below the previous day's closing price. 12.8% of the time (198 days), it did not change.

Also see: VIX price movement study.

MLVF Price Change (%)	Number of Days	% of Total Sessions
15 – 16%	2	0.13%
14 – 15%	1	0.06%
13 – 14%	2	0.13%
10 – 11%	1	0.06%
9 – 10%	1	0.06%
7 – 8%	1	0.06%
6 – 7%	7	0.45%
5 – 6%	7	0.45%
4 – 5%	11	0.71%
3 – 4%	18	1.17%
2 – 3%	63	4.08%
1 – 2%	168	10.87%
0 – 1%	404	26.15%
0%	198	12.82%
0 – -1%	402	26.02%
-1 – -2%	159	10.29%
-2 – -3%	42	2.72%
-3 – -4%	22	1.42%
-4 – -5%	13	0.84%
-5 – -6%	9	0.58%
-6 – -7%	4	0.26%
-7 – -8%	2	0.13%
-8 – -9%	1	0.06%
-9 – -10%	3	0.19%
-10 – -11%	2	0.13%
-11 – -12%	2	0.13%

Table 2. Statistics of MLVF: 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 MLVF.

43.9% of the time (678 days), MLVF closed above the opening price. 41.2% of the time (637 days), it closed below the opening price. 14.9% of the time (231 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
11 – 12%	1	0.06%
10 – 11%	3	0.19%
9 – 10%	1	0.06%
8 – 9%	1	0.06%
7 – 8%	3	0.19%
6 – 7%	2	0.13%
5 – 6%	5	0.32%
4 – 5%	11	0.71%
3 – 4%	27	1.75%
2 – 3%	64	4.14%
1 – 2%	155	10.03%
0 – 1%	405	26.20%
0%	231	14.94%
0 – -1%	382	24.71%
-1 – -2%	148	9.57%
-2 – -3%	54	3.49%
-3 – -4%	30	1.94%
-4 – -5%	11	0.71%
-5 – -6%	7	0.45%
-6 – -7%	1	0.06%
-7 – -8%	2	0.13%
-9 – -10%	1	0.06%
-10 – -11%	1	0.06%

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

In the past 1,546 trading days, MLVF opened more than 5% higher than the previous day's closing price 3 times. Of these days, 66.7% (2 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
8 – 9%	1	33.33%
4 – 5%	1	33.33%
0 – -1%	1	33.33%

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

On 8 days, MLVF opened 4–5% higher than the previous day's closing price. Of these days, 62.5% (5 days) had closing prices above the opening price, and 37.5% (3 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
10 – 11%	1	12.50%
1 – 2%	1	12.50%
0 – 1%	3	37.50%
-3 – -4%	2	25.00%
-5 – -6%	1	12.50%

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

11 times MLVF opened 3 – 4% higher than the previous day's closing price. Among these days, 18.2% (2 days) closed above the opening price, 81.8% (9 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
1 – 2%	2	18.18%
0 – -1%	1	9.09%
-1 – -2%	1	9.09%
-2 – -3%	2	18.18%
-3 – -4%	4	36.36%
-5 – -6%	1	9.09%

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

35 times MLVF opened 2 – 3% higher than the previous day's closing price. Among these days, 17.1% (6 days) closed above the opening price, 77.1% (27 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
10 – 11%	1	2.86%
4 – 5%	1	2.86%
3 – 4%	2	5.71%
2 – 3%	1	2.86%
0 – 1%	1	2.86%
0%	2	5.71%
0 – -1%	7	20.00%
-1 – -2%	7	20.00%
-2 – -3%	8	22.86%
-3 – -4%	3	8.57%
-4 – -5%	1	2.86%
-5 – -6%	1	2.86%

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

127 times MLVF opened 1 – 2% higher than the previous day's closing price. Among these days, 31.5% (40 days) closed above the opening price, 63.0% (80 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
11 – 12%	1	0.79%
5 – 6%	1	0.79%
3 – 4%	3	2.36%
2 – 3%	2	1.57%
1 – 2%	7	5.51%
0 – 1%	26	20.47%
0%	7	5.51%
0 – -1%	36	28.35%
-1 – -2%	27	21.26%
-2 – -3%	14	11.02%
-3 – -4%	3	2.36%

Table 8. Periods when MLVF moved 15% or more

In this table, we track the price movements in the 20 days after MLVF 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
20201109	15.7%	-4.5	-1.6	.7	.6	7.1	7.2	14.9
20200429	15.4%	-3.2	-10.6	-14.3	-20.5	-18.8	-18.2	-12.8

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

Of the 1,546 trading days from 2015 to 2020, there were 2 days in which MLVF was up more than 15%. 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 ≥ 15%	-3.9	-6.1	-6.8	-10.0	-5.8	-5.5	1.1

Table 9. Periods when MLVF moved 10% or more

In this table, we track the price movements in the 20 days after MLVF 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
20201109	15.7%	-4.5	-1.6	.7	.6	7.1	7.2	14.9
20200429	15.4%	-3.2	-10.6	-14.3	-20.5	-18.8	-18.2	-12.8
20200317	14.2%	-11.8	-13.9	-19.2	-23.4	-31.2	-20.7	-23.2
20200310	13.2%	-8.4	-23.3	-15.3	-23.4	-33.7	-36.4	-36.0
20200417	13.1%	-5.0	-.3	1.3	7.2	.1	-5.3	-8.3
20170615	10.2%	-4.1	-1.6	-.6	-.4	-.2	-.2	-.6
20200323	-10%	1.7	-12.0	-15.6	-15.0	-1.7	-15.5	-15.6
20200325	-10.7%	3.4	-2.0	-11.9	1.5	-1.7	-17.8	-10.0
20200416	-11.2%	13.1	9.9	14.6	28.0	18.3	13.4	5.2
20200318	-11.8%	9.7	-.8	-14.1	-17.6	-17.1	-4.1	-17.5

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

Of the 1,546 trading days from 2015 to 2020, there were 6 days in which MLVF was up more than 10%. This table shows the average price changes over the 6 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 10%	-6.2	-8.6	-7.9	-10.0	-12.8	-12.3	-11.0

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

Of the 1,546 trading days from 2015 to 2020, there were 4 days in which MLVF 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%	7.0	-1.2	-6.8	-.8	-.5	-6.0	-9.5

Table 10. Periods when MLVF moved 5% or more

In this table, we track the price movements in the 20 days after MLVF 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
20201109	15.7%	-4.5	-1.6	.7	.6	7.1	7.2	14.9
20200429	15.4%	-3.2	-10.6	-14.3	-20.5	-18.8	-18.2	-12.8
20200317	14.2%	-11.8	-13.9	-19.2	-23.4	-31.2	-20.7	-23.2
20200310	13.2%	-8.4	-23.3	-15.3	-23.4	-33.7	-36.4	-36.0
20200417	13.1%	-5.0	-.3	1.3	7.2	.1	-5.3	-8.3
20170615	10.2%	-4.1	-1.6	-.6	-.4	-.2	-.2	-.6
20200319	9.7%	-1.2	-19.3	-21.5	-24.9	-22.9	-12.6	-25.3
20200810	7%	-1.5	2.3	2.9	.4	-.8	4.7	2.6
20170317	6.7%	-1.1	-2.3	-4.5	-4.3	-.7	-.2	-.5
20200409	6.6%	.0	-14.5	-18.4	-14.4	-13.0	-7.9	-14.0
20200605	6.6%	5.0	-6.0	-4.3	-6.5	-6.8	2.1	-.8
20150127	6.3%	-1.1	-5.1	-4.0	-4.7	-2.3	-2.1	2.3
20200629	6.3%	-.9	-2.9	-5.8	-3.0	-2.3	-2.4	-5.0
20200406	6.2%	2.1	15.6	-1.1	-5.6	-1.0	.6	6.5
20200408	6.2%	6.6	-8.3	-8.4	-11.0	-7.2	3.6	-4.3
20190130	5.5%	1.6	-.5	.5	1.6	2.0	2.0	1.3
20201124	5.5%
20200520	5.2%	-3.4	3.0	3.2	3.0	14.7	2.7	4.5
20150323	5.1%	-3.2	-2.7	-2.5	-4.4	-3.5	-2.4	-1.9
20161123	5.1%	.0	-2.0	-.2	1.5	1.5	2.7	3.2
20180921	5.1%	-3.7	-6.6	-15.4	-18.1	-19.1	-20.7	-20.5
20200608	5%	-5.0	-10.4	-10.2	-12.1	-8.5	-3.6	-5.5
20200609	-5%	-1.0	-4.0	-6.5	-6.8	-3.7	1.3	-4.5
20200305	-5.1%	-3.3	-6.6	-21.8	-13.6	-21.9	-32.4	-35.2
20200401	-5.1%	.0	2.8	16.4	-.4	-5.0	-.3	1.3
20200403	-5.2%	6.3	22.9	5.7	5.5	2.5	6.9	19.4
20200414	-5.2%	-.6	-5.2	-.5	1.1	7.0	-.1	-5.5
20200501	-5.2%	.2	-6.3	-13.2	-15.3	-7.6	-9.4	2.1
20200806	-5.2%	2.3	11.2	11.8	12.1	9.3	12.5	12.1
20200511	-5.5%	-1.6	-4.1	4.6	2.6	15.6	5.8	14.3
20180627	-5.7%	-1.2	1.6	1.6	-1.8	-.8	-.4	.4
20200327	-6.1%	.2	-4.1	-1.5	11.6	-4.5	-8.9	-4.5
20180201	-6.6%	.7	-1.3	1.8	4.7	4.3	7.6	7.0
20200529	-6.6%	-3.8	-.8	5.6	-.4	-.2	-2.4	1.7
20200309	-6.8%	13.3	-3.7	-12.5	-14.6	-19.9	-24.1	-31.7
20180103	-7.1%	2.5	3.5	6.9	6.3	6.5	4.0	.0
20181001	-7.5%	-2.0	-5.2	-6.3	-8.2	-7.9	-12.6	-11.9
20200311	-8.3%	-9.8	-4.4	-8.6	-25.3	-27.4	-30.6	-28.7
20200413	-9.1%	-5.3	-5.5	-8.1	-4.2	7.0	-1.1	-5.2
20200312	-9.7%	2.9	-6.6	-8.8	-14.4	-18.9	-27.1	-16.0
20200316	-9.8%	14.2	9.2	-10.8	-13.3	-17.1	-14.8	-3.4
20200323	-10%	1.7	-12.0	-15.6	-15.0	-1.7	-15.5	-15.6
20200325	-10.7%	3.4	-2.0	-11.9	1.5	-1.7	-17.8	-10.0
20200416	-11.2%	13.1	9.9	14.6	28.0	18.3	13.4	5.2
20200318	-11.8%	9.7	-.8	-14.1	-17.6	-17.1	-4.1	-17.5

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

Of the 1,546 trading days from 2015 to 2020, there were 22 days in which MLVF was up more than 5%. This table shows the average price changes over the 22 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 5%	-1.9	-5.0	-5.9	-7.0	-6.3	-4.9	-5.6

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

Of the 1,546 trading days from 2015 to 2020, there were 23 days in which MLVF was down more than -5%. This table shows the average price changes over the 23 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -5%	1.8	-.5	-3.1	-3.4	-3.7	-6.5	-5.5

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.