Statistics of Price Movements of Apollo Senior Floating Rate Fund Inc (AFT)

The price movements of Apollo Senior Floating Rate Fund Inc (ticker AFT) 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 AFT 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 AFT had a big price move
• Table 11. Statistics of daily price changes in the 20 days after AFT moved 5% with twice the 30-day average volume

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

Table 1. Statistics of AFT 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, 48.1% of the time (745 days), AFT closed above the previous day's closing price. 43.0% of the time (666 days), it closed below the previous day's closing price. 8.9% of the time (137 days), it did not change.

Also see: VIX price movement study.

AFT Price Change (%)	Number of Days	% of Total Sessions
12 – 13%	1	0.06%
10 – 11%	1	0.06%
7 – 8%	1	0.06%
5 – 6%	1	0.06%
4 – 5%	2	0.13%
3 – 4%	2	0.13%
2 – 3%	5	0.32%
1 – 2%	66	4.26%
0 – 1%	666	43.02%
0%	137	8.85%
0 – -1%	579	37.40%
-1 – -2%	67	4.33%
-2 – -3%	9	0.58%
-3 – -4%	2	0.13%
-4 – -5%	4	0.26%
-6 – -7%	1	0.06%
-8 – -9%	1	0.06%
-9 – -10%	1	0.06%
-10 – -11%	1	0.06%
-22 – -23%	1	0.06%

Table 2. Statistics of AFT: 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 AFT.

43.5% of the time (674 days), AFT closed above the opening price. 48.0% of the time (744 days), it closed below the opening price. 8.5% of the time (131 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
12 – 13%	1	0.06%
7 – 8%	1	0.06%
6 – 7%	1	0.06%
3 – 4%	1	0.06%
2 – 3%	11	0.71%
1 – 2%	44	2.84%
0 – 1%	615	39.70%
0%	131	8.46%
0 – -1%	682	44.03%
-1 – -2%	50	3.23%
-2 – -3%	5	0.32%
-3 – -4%	3	0.19%
-4 – -5%	1	0.06%
-5 – -6%	1	0.06%
-8 – -9%	1	0.06%
-21 – -22%	1	0.06%

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

In the past 1,549 trading days, AFT opened more than 5% higher than the previous day's closing price 1 times. 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 4. Closing vs. open when AFT opened 4–5% higher

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

1 times AFT 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
6 – 7%	1	100.00%

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

2 times AFT opened 2 – 3% higher than the previous day's closing price. Among these days, 100.0% (2 days) closed above the opening price, 0.0% (0 days) closed below the opening price.

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

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

20 times AFT opened 1 – 2% higher than the previous day's closing price. Among these days, 40.0% (8 days) closed above the opening price, 60.0% (12 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
3 – 4%	1	5.00%
1 – 2%	2	10.00%
0 – 1%	5	25.00%
0 – -1%	5	25.00%
-1 – -2%	7	35.00%

Table 8. Periods when AFT moved 15% or more

In this table, we track the price movements in the 20 days after AFT 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	-22.4%	3.6	10.3	22.9	21.9	22.1	35.9	37.6

Table 9. Periods when AFT moved 10% or more

In this table, we track the price movements in the 20 days after AFT 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
20200325	12%	.2	3.2	-3.6	5.4	7.6	5.3	4.8
20200320	10.6%	-10.6	8.1	11.3	3.9	13.7	16.0	13.6
20200323	-10.6%	7.7	20.0	19.0	19.2	32.7	34.3	28.1
20200318	-22.4%	3.6	10.3	22.9	21.9	22.1	35.9	37.6

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

Of the 1,549 trading days from 2015 to 2020, there were 2 days in which AFT was up 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%	-5.2	5.6	3.8	4.7	10.6	10.7	9.2

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

Of the 1,549 trading days from 2015 to 2020, there were 2 days in which AFT 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%	5.7	15.1	20.9	20.5	27.4	35.1	32.8

Table 10. Periods when AFT moved 5% or more

In this table, we track the price movements in the 20 days after AFT 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	12%	.2	3.2	-3.6	5.4	7.6	5.3	4.8
20200320	10.6%	-10.6	8.1	11.3	3.9	13.7	16.0	13.6
20200324	7.7%	12.1	13.1	10.6	16.0	23.2	21.3	17.5
20200313	5.1%	-9.4	-25.9	-21.1	-12.1	-12.8	-12.7	-2.8
20200309	-6%	1.4	-6.7	-33.2	-31.6	-17.3	-14.8	-20.5
20200312	-8.4%	5.1	-24.8	-23.0	-6.9	-4.0	-10.4	-2.0
20200316	-9.4%	1.9	-9.5	-2.3	-1.4	-3.6	1.1	7.4
20200323	-10.6%	7.7	20.0	19.0	19.2	32.7	34.3	28.1
20200318	-22.4%	3.6	10.3	22.9	21.9	22.1	35.9	37.6

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

Of the 1,549 trading days from 2015 to 2020, there were 4 days in which AFT was up 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%	-2.0	-.4	-.7	3.3	7.9	7.5	8.3

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

Of the 1,549 trading days from 2015 to 2020, there were 5 days in which AFT was down 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%	4.0	-2.1	-3.3	.2	6.0	9.2	10.1

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Also see: VIX price movement study.