Statistics of Price Movements of USA ESG Select Ishares MSCI ETF (SUSA)

The price movements of USA ESG Select Ishares MSCI ETF (ticker SUSA) 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 SUSA 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 SUSA had a big price move
  • Table 11. Statistics of daily price changes in the 20 days after SUSA moved 5% with twice the 30-day average volume

The statistics are calculated using SUSA's price data across 890 trading days from 2017 to 2020.

Table 1. Statistics of SUSA 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 890 trading days, 54.0% of the time (480 days), SUSA closed above the previous day's closing price. 42.1% of the time (374 days), it closed below the previous day's closing price. 3.9% of the time (35 days), it did not change.

Also see: VIX price movement study.

SUSA Price Change (%) Number of Days % of Total Sessions
10 – 11% 1
0.11%
8 – 9% 1
0.11%
6 – 7% 2
0.22%
5 – 6% 1
0.11%
4 – 5% 4
0.45%
3 – 4% 5
0.56%
2 – 3% 11
1.24%
1 – 2% 98
11.02%
0 – 1% 357
40.16%
0% 35
3.94%
0 – -1% 279
31.38%
-1 – -2% 50
5.62%
-2 – -3% 25
2.81%
-3 – -4% 10
1.12%
-4 – -5% 4
0.45%
-5 – -6% 2
0.22%
-7 – -8% 1
0.11%
-9 – -10% 1
0.11%
-10 – -11% 1
0.11%
-50 – -51% 1
0.11%

Table 2. Statistics of SUSA: 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 SUSA.

49.4% of the time (440 days), SUSA closed above the opening price. 47.1% of the time (419 days), it closed below the opening price. 3.5% of the time (31 days), it closed where it started.

Closing - Open (%) Number of Days % of Total Sessions
5 – 6% 1
0.11%
4 – 5% 2
0.22%
3 – 4% 4
0.45%
2 – 3% 8
0.90%
1 – 2% 48
5.39%
0 – 1% 377
42.36%
0% 31
3.48%
0 – -1% 332
37.30%
-1 – -2% 61
6.85%
-2 – -3% 19
2.13%
-3 – -4% 6
0.67%
-6 – -7% 1
0.11%

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

In the past 890 trading days, SUSA opened more than 5% higher than the previous day's closing price 2 times. Of these days, 100.0% (2 days) had closing prices above the opening price, and 0.0% (0 days) had closing prices below the opening price.

Closing - Open (%) Number of Days % of Total Sessions
4 – 5% 1
50.00%
2 – 3% 1
50.00%

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

On 1 days, SUSA opened 4–5% higher than the previous day's closing price. Of these days, 100.0% (1 days) had closing prices above the opening price, and 0.0% (0 days) had closing prices below the opening price.

Closing - Open (%) Number of Days % of Total Sessions
2 – 3% 1
100.00%

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

3 times SUSA opened 3 – 4% higher than the previous day's closing price. Among these days, 33.3% (1 days) closed above the opening price, 66.7% (2 days) closed below the opening price.

Closing - Open (%) Number of Days % of Total Sessions
0 – 1% 1
33.33%
-2 – -3% 2
66.67%

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

6 times SUSA opened 2 – 3% 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
0 – 1% 3
50.00%
0 – -1% 2
33.33%
-1 – -2% 1
16.67%

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

42 times SUSA opened 1 – 2% higher than the previous day's closing price. Among these days, 61.9% (26 days) closed above the opening price, 38.1% (16 days) closed below the opening price.

Closing - Open (%) Number of Days % of Total Sessions
5 – 6% 1
2.38%
3 – 4% 1
2.38%
2 – 3% 1
2.38%
1 – 2% 4
9.52%
0 – 1% 19
45.24%
0 – -1% 12
28.57%
-1 – -2% 3
7.14%
-6 – -7% 1
2.38%

Table 8. Periods when SUSA moved 15% or more

In this table, we track the price movements in the 20 days after SUSA had a one-day price change of at least 15%.

DatePrice ChangePrice Change after 15% Move
Days after:14710131619
20201207-50%

Table 9. Periods when SUSA moved 10% or more

In this table, we track the price movements in the 20 days after SUSA had a one-day price change of at least 10%.

DatePrice ChangePrice Change after 10% Move
Days after:14710131619
2020032410.4% -.4 6.3 2.5 7.9 13.3 12.1 13.9
20200316-10.3% 5.2 -4.5 1.6 8.4 4.5 10.0 15.5
20201207-50%

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

Of the 890 trading days from 2017 to 2020, there were 1 days in which SUSA was up more than 10%. This table shows the average price changes over the 1 days.

Average TypeAverage Price Change
Days after:14710131619
Avg for Change ≥ 10% -.4 6.3 2.5 7.9 13.3 12.1 13.9

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

Of the 890 trading days from 2017 to 2020, there were 2 days in which SUSA was down more than -10%. This table shows the average price changes over the 2 days.

Average TypeAverage Price Change
Days after:14710131619
Avg for Change ≥ -10% 2.8 -2.6 .8 4.2 2.3 5.0 7.7

Table 10. Periods when SUSA moved 5% or more

In this table, we track the price movements in the 20 days after SUSA had a one-day price change of at least 5%.

DatePrice ChangePrice Change after 5% Move
Days after:14710131619
2020032410.4% -.4 6.3 2.5 7.9 13.3 12.1 13.9
202003138.6% -10.3 -9.5 -8.6 -6.0 -8.6 -1.6 3.6
202004066.6% .3 5.3 4.2 5.8 4.5 7.7 6.4
202003266.3% -2.9 -5.7 1.6 6.9 8.7 9.4 6.5
202003175.2% -4.3 -12.3 2.7 1.3 -2.3 7.9 8.2
20200320-5.4% -3.3 13.2 11.6 7.7 18.9 19.2 20.6
20200611-5.5% 1.1 3.7 3.9 2.7 3.8 4.9 6.0
20200309-7.1% 4.6 -1.4 -11.0 -18.4 -4.5 -5.8 -9.1
20200312-9% 8.7 -1.9 -10.1 5.3 3.8 .2 10.6
20200316-10.3% 5.2 -4.5 1.6 8.4 4.5 10.0 15.5
20201207-50%

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

Of the 890 trading days from 2017 to 2020, there were 5 days in which SUSA was up more than 5%. This table shows the average price changes over the 5 days.

Average TypeAverage Price Change
Days after:14710131619
Avg for Change ≥ 5% -3.5 -3.2 .5 3.2 3.1 7.1 7.7

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

Of the 890 trading days from 2017 to 2020, there were 6 days in which SUSA was down more than -5%. This table shows the average price changes over the 6 days.

Average TypeAverage Price Change
Days after:14710131619
Avg for Change ≥ -5% 2.8 1.4 -.7 .9 4.4 4.8 7.3

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Also see: VIX price movement study.