Statistics of Price Movements of Big Lots (BIG)

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

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

Table 1. Statistics of BIG 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, 49.0% of the time (758 days), BIG closed above the previous day's closing price. 47.4% of the time (734 days), it closed below the previous day's closing price. 3.6% of the time (56 days), it did not change.

Also see: VIX price movement study.

BIG Price Change (%)	Number of Days	% of Total Sessions
32 – 33%	1	0.06%
31 – 32%	1	0.06%
28 – 29%	1	0.06%
27 – 28%	1	0.06%
24 – 25%	1	0.06%
18 – 19%	1	0.06%
15 – 16%	1	0.06%
14 – 15%	1	0.06%
13 – 14%	1	0.06%
11 – 12%	1	0.06%
10 – 11%	1	0.06%
8 – 9%	3	0.19%
7 – 8%	6	0.39%
6 – 7%	11	0.71%
5 – 6%	18	1.16%
4 – 5%	21	1.36%
3 – 4%	58	3.75%
2 – 3%	103	6.65%
1 – 2%	210	13.57%
0 – 1%	317	20.48%
0%	56	3.62%
0 – -1%	300	19.38%
-1 – -2%	209	13.50%
-2 – -3%	99	6.40%
-3 – -4%	62	4.01%
-4 – -5%	20	1.29%
-5 – -6%	17	1.10%
-6 – -7%	8	0.52%
-7 – -8%	5	0.32%
-8 – -9%	4	0.26%
-10 – -11%	3	0.19%
-11 – -12%	1	0.06%
-12 – -13%	1	0.06%
-19 – -20%	1	0.06%
-21 – -22%	1	0.06%
-23 – -24%	1	0.06%
-24 – -25%	1	0.06%
-29 – -30%	1	0.06%

Table 2. Statistics of BIG: 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 BIG.

48.0% of the time (743 days), BIG closed above the opening price. 48.0% of the time (743 days), it closed below the opening price. 4.1% of the time (63 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
27 – 28%	1	0.06%
25 – 26%	1	0.06%
20 – 21%	1	0.06%
9 – 10%	2	0.13%
8 – 9%	1	0.06%
7 – 8%	2	0.13%
6 – 7%	11	0.71%
5 – 6%	15	0.97%
4 – 5%	24	1.55%
3 – 4%	51	3.29%
2 – 3%	94	6.07%
1 – 2%	221	14.27%
0 – 1%	319	20.59%
0%	63	4.07%
0 – -1%	322	20.79%
-1 – -2%	212	13.69%
-2 – -3%	108	6.97%
-3 – -4%	45	2.91%
-4 – -5%	22	1.42%
-5 – -6%	8	0.52%
-6 – -7%	10	0.65%
-7 – -8%	8	0.52%
-8 – -9%	1	0.06%
-9 – -10%	2	0.13%
-10 – -11%	1	0.06%
-12 – -13%	1	0.06%
-13 – -14%	1	0.06%
-14 – -15%	1	0.06%
-15 – -16%	1	0.06%

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

In the past 1,549 trading days, BIG opened more than 5% higher than the previous day's closing price 14 times. Of these days, 57.1% (8 days) had closing prices above the opening price, and 42.9% (6 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
9 – 10%	2	14.29%
4 – 5%	1	7.14%
3 – 4%	1	7.14%
2 – 3%	1	7.14%
1 – 2%	3	21.43%
-3 – -4%	2	14.29%
-7 – -8%	3	21.43%
-9 – -10%	1	7.14%

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

On 4 days, BIG opened 4–5% higher than the previous day's closing price. Of these days, 75.0% (3 days) had closing prices above the opening price, and 25.0% (1 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
27 – 28%	1	25.00%
3 – 4%	1	25.00%
0 – 1%	1	25.00%
-10 – -11%	1	25.00%

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

15 times BIG opened 3 – 4% higher than the previous day's closing price. Among these days, 40.0% (6 days) closed above the opening price, 53.3% (8 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
7 – 8%	1	6.67%
4 – 5%	1	6.67%
3 – 4%	1	6.67%
1 – 2%	1	6.67%
0 – 1%	2	13.33%
0%	1	6.67%
0 – -1%	1	6.67%
-2 – -3%	3	20.00%
-3 – -4%	1	6.67%
-4 – -5%	2	13.33%
-5 – -6%	1	6.67%

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

16 times BIG opened 2 – 3% higher than the previous day's closing price. Among these days, 43.8% (7 days) closed above the opening price, 56.3% (9 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
25 – 26%	1	6.25%
7 – 8%	1	6.25%
2 – 3%	2	12.50%
1 – 2%	2	12.50%
0 – 1%	1	6.25%
0 – -1%	1	6.25%
-1 – -2%	2	12.50%
-2 – -3%	1	6.25%
-3 – -4%	3	18.75%
-7 – -8%	1	6.25%
-9 – -10%	1	6.25%

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

95 times BIG opened 1 – 2% higher than the previous day's closing price. Among these days, 53.7% (51 days) closed above the opening price, 44.2% (42 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
6 – 7%	2	2.11%
5 – 6%	1	1.05%
4 – 5%	5	5.26%
3 – 4%	4	4.21%
2 – 3%	7	7.37%
1 – 2%	20	21.05%
0 – 1%	12	12.63%
0%	2	2.11%
0 – -1%	16	16.84%
-1 – -2%	13	13.68%
-2 – -3%	7	7.37%
-3 – -4%	2	2.11%
-4 – -5%	3	3.16%
-7 – -8%	1	1.05%

Table 8. Periods when BIG moved 15% or more

In this table, we track the price movements in the 20 days after BIG 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
20200324	32.7%	-7.3	-9.9	-9.3	-2.0	27.4	21.4	27.2
20191206	31.5%	6.1	11.9	12.9	14.6	15.0	14.4	9.8
20200317	28.4%	-19.5	-15.1	-1.7	4.0	7.5	15.4	38.8
20200626	27.1%	.2	-6.2	-3.0	-13.2	-15.5	-4.3	-1.3
20200409	24.4%	.0	-4.7	-.2	-1.0	21.5	22.4	23.2
20200319	18%	-6.8	10.0	6.9	7.7	16.3	51.2	44.1
20150828	15.6%	-1.2	-4.4	-3.4	-7.9	-6.2	-6.3	-1.9
20200318	-19.5%	18.0	40.1	17.9	25.4	43.8	78.5	72.7
20200312	-21.7%	7.9	-15.9	-11.2	2.8	8.7	12.3	20.6
20181207	-23%	-4.4	-4.2	-6.3	-12.7	-8.5	-6.7	-6.0
20200316	-24.5%	28.5	13.7	34.2	30.5	31.4	41.9	84.5
20200228	-29.5%	8.3	5.1	10.6	-10.8	-30.4	-26.6	-15.0

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

Of the 1,549 trading days from 2015 to 2020, there were 7 days in which BIG was up 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%	-4.1	-2.6	.3	.3	9.4	16.3	20.0

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

Of the 1,549 trading days from 2015 to 2020, there were 5 days in which BIG was down more than -15%. 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 ≥ -15%	11.7	7.8	9.0	7.0	9.0	19.9	31.4

Table 9. Periods when BIG moved 10% or more

In this table, we track the price movements in the 20 days after BIG 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
20200324	32.7%	-7.3	-9.9	-9.3	-2.0	27.4	21.4	27.2
20191206	31.5%	6.1	11.9	12.9	14.6	15.0	14.4	9.8
20200317	28.4%	-19.5	-15.1	-1.7	4.0	7.5	15.4	38.8
20200626	27.1%	.2	-6.2	-3.0	-13.2	-15.5	-4.3	-1.3
20200409	24.4%	.0	-4.7	-.2	-1.0	21.5	22.4	23.2
20200319	18%	-6.8	10.0	6.9	7.7	16.3	51.2	44.1
20150828	15.6%	-1.2	-4.4	-3.4	-7.9	-6.2	-6.3	-1.9
20160527	14%	.0	2.7	3.7	3.4	.1	-.7	-3.3
20190308	13.6%	.6	-2.3	-3.5	-3.1	4.2	6.7	5.8
20200427	11.4%	5.1	5.8	6.5	16.7	18.9	38.9	42.9
20200526	10.8%	8.5	3.8	2.9	1.1	-6.7	.1	-6.0
20180309	-10%	-2.2	-4.0	-3.0	-11.0	-12.5	-11.0	-8.3
20180831	-10%	.0	2.3	-.1	-3.4	-4.8	-4.3	-3.8
20200828	-10.3%	-5.6	-9.5	-6.7	-5.3	-9.4	-8.6	-6.9
20201204	-11.1%
20201109	-12%	3.6	5.6	8.0	13.7	15.8	22.5	4.5
20200318	-19.5%	18.0	40.1	17.9	25.4	43.8	78.5	72.7
20200312	-21.7%	7.9	-15.9	-11.2	2.8	8.7	12.3	20.6
20181207	-23%	-4.4	-4.2	-6.3	-12.7	-8.5	-6.7	-6.0
20200316	-24.5%	28.5	13.7	34.2	30.5	31.4	41.9	84.5
20200228	-29.5%	8.3	5.1	10.6	-10.8	-30.4	-26.6	-15.0

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

Of the 1,549 trading days from 2015 to 2020, there were 11 days in which BIG was up more than 10%. This table shows the average price changes over the 11 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 10%	-1.3	-.8	1.1	1.8	7.5	14.5	16.3

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

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

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -10%	5.0	3.2	4.3	2.9	3.4	9.8	14.2

Table 10. Periods when BIG moved 5% or more

In this table, we track the price movements in the 20 days after BIG 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
20200324	32.7%	-7.3	-9.9	-9.3	-2.0	27.4	21.4	27.2
20191206	31.5%	6.1	11.9	12.9	14.6	15.0	14.4	9.8
20200317	28.4%	-19.5	-15.1	-1.7	4.0	7.5	15.4	38.8
20200626	27.1%	.2	-6.2	-3.0	-13.2	-15.5	-4.3	-1.3
20200409	24.4%	.0	-4.7	-.2	-1.0	21.5	22.4	23.2
20200319	18%	-6.8	10.0	6.9	7.7	16.3	51.2	44.1
20150828	15.6%	-1.2	-4.4	-3.4	-7.9	-6.2	-6.3	-1.9
20160527	14%	.0	2.7	3.7	3.4	.1	-.7	-3.3
20190308	13.6%	.6	-2.3	-3.5	-3.1	4.2	6.7	5.8
20200427	11.4%	5.1	5.8	6.5	16.7	18.9	38.9	42.9
20200526	10.8%	8.5	3.8	2.9	1.1	-6.7	.1	-6.0
20191023	8.8%	5.2	2.0	-2.8	.8	-3.6	-4.7	-12.7
20200527	8.5%	-6.0	-4.3	-6.6	-5.8	-10.9	-11.2	-13.6
20200302	8.2%	3.0	3.8	-2.4	-37.9	-24.2	-10.0	-24.2
20200518	7.9%	3.0	5.9	27.5	21.9	20.8	18.8	9.6
20200313	7.8%	-24.6	-8.0	9.2	-8.1	-2.3	12.1	39.1
20200406	7.6%	-4.6	24.1	18.3	23.9	22.9	50.8	51.8
20200720	7.5%	5.9	9.2	4.2	5.4	15.2	21.9	28.8
20200909	7.5%	.5	2.4	-4.0	-5.0	2.4	-3.5	-.4
20200330	7%	2.4	5.8	13.6	36.7	34.6	36.5	46.8
20200306	6.9%	-3.3	-26.4	-23.1	-31.9	-19.6	-21.9	-21.3
20190610	6.7%	2.5	1.5	5.3	-4.0	1.6	-4.9	-5.4
20191125	6.5%	-3.2	1.0	-3.8	29.3	36.3	37.5	39.7
20201201	6.5%
20200810	6.2%	-1.8	3.7	1.2	11.1	15.4	-.2	-8.0
20190531	6.1%	-.1	-3.0	6.2	5.1	9.1	-.5	5.3
20190909	6.1%	1.1	-5.9	-8.0	.3	-1.6	-.3	-10.9
20191209	6.1%	.7	-.1	10.4	8.2	5.5	7.4	2.1
20201007	6.1%	3.0	4.8	8.8	5.7	1.9	1.9	-1.7
20160307	6%	-2.0	.2	-3.6	-.6	-2.8	-.2	-.7
20181226	6%	.2	2.0	6.1	8.1	10.6	11.4	13.8
20150107	5.9%	5.1	7.2	9.4	7.0	14.0	12.4	13.4
20191011	5.9%	-.9	-4.2	-8.4	5.2	-1.2	-1.4	-.3
20200721	5.9%	3.0	.9	-3.4	4.0	10.4	21.9	22.0
20200812	5.9%	-.3	-4.1	2.5	11.0	-6.1	-9.9	-7.1
20190923	5.8%	-1.4	-1.9	-8.9	-12.8	-13.6	-8.7	-15.4
20200429	5.6%	-6.9	-4.3	3.7	5.5	21.5	29.7	42.7
20200529	5.6%	-3.7	-4.6	-6.2	-13.4	-7.1	-12.8	-12.6
20191217	5.5%	3.8	1.7	-.8	.9	-4.0	2.5	5.7
20200805	5.5%	-.9	4.9	10.8	8.2	18.7	23.3	6.6
20200106	5.2%	1.6	1.2	3.2	-1.5	-6.9	-2.2	-5.8
20150108	5.1%	-.2	3.7	4.1	3.2	8.8	4.9	8.5
20191024	5.1%	.3	-5.8	-5.9	-4.9	-7.4	-9.6	-16.7
20201027	5.1%	-.8	-10.6	-5.4	-11.9	-10.2	-8.2	-3.3
20150309	5%	-3.6	-1.8	-1.4	-1.1	-4.4	-5.7	-3.8
20160112	5%	-3.5	-6.7	-5.8	-3.1	.6	1.2	-3.7
20200403	5%	7.7	33.6	29.3	30.3	33.2	54.5	59.6
20200428	5%	5.6	4.7	4.4	11.1	18.9	33.7	36.0
20200515	5%	8.0	15.2	26.8	36.7	36.1	23.6	21.9
20151130	-5%	.1	-11.0	-13.9	-15.1	-16.3	-12.8	-13.0
20160518	-5%	2.6	3.5	21.7	25.2	24.3	26.3	21.1
20181204	-5%	.0	-29.3	-29.1	-30.7	-35.5	-32.4	-31.0
20190912	-5.1%	-1.3	-3.6	5.2	3.1	4.5	-6.6	-9.8
20190624	-5.2%	1.1	4.1	-1.3	.6	-8.7	-11.9	-4.7
20191213	-5.2%	.8	9.2	8.5	6.7	7.4	7.5	8.8
20200930	-5.2%	.9	4.1	13.0	15.3	18.3	14.6	18.5
20201030	-5.2%	-.7	5.1	-2.1	-.3	2.0	7.4	9.3
20151203	-5.3%	-6.3	-9.3	-10.6	-11.9	-8.2	-8.4	-8.7
20160802	-5.3%	2.5	4.9	7.1	7.3	4.4	8.1	.1
20181120	-5.3%	.5	5.7	9.4	2.8	-24.0	-26.9	-29.9
20180601	-5.4%	4.4	10.4	9.1	6.6	4.9	9.1	8.6
20181220	-5.6%	-.2	4.6	6.7	7.5	10.1	15.7	13.9
20200831	-5.6%	2.2	-5.7	-.6	1.3	-5.0	-6.1	1.3
20200326	-5.8%	-3.5	2.6	17.7	46.1	41.4	42.4	45.6
20200528	-5.9%	5.6	5.2	-4.5	-5.8	-4.6	-9.0	-9.4
20200611	-5.9%	-3.0	4.1	-2.3	-2.1	21.5	15.9	18.5
20151204	-6.3%	.4	-3.5	-4.0	-4.7	-.8	-2.0	-3.7
20190513	-6.4%	-.5	-6.6	-10.3	-15.3	-23.9	-16.4	-21.5
20191119	-6.5%	.4	7.0	7.7	5.7	30.4	40.5	39.4
20190815	-6.6%	1.6	3.1	4.6	9.3	13.0	13.1	20.8
20200903	-6.6%	-1.7	3.6	5.6	-1.0	-2.1	5.6	-.5
20200320	-6.7%	-4.0	11.1	17.5	21.4	30.3	56.8	54.4
20190528	-6.8%	-2.0	2.2	-.7	8.7	7.6	11.7	1.9
20200430	-6.9%	2.4	3.1	13.0	15.1	34.4	38.3	66.4
20161222	-7.3%	.7	-.1	-1.4	-2.6	1.1	-.9	-1.4
20200325	-7.3%	-5.9	-.4	2.9	10.4	32.8	30.8	32.6
20200713	-7.5%	1.6	-3.3	13.5	11.2	6.5	14.6	21.7
20190809	-7.6%	-1.9	-9.9	-8.1	-7.6	-4.2	1.8	3.8
20181018	-7.7%	-1.9	2.2	2.8	6.7	5.7	6.4	5.7
20200305	-8%	7.0	.6	-35.9	-21.9	-7.2	-21.9	-17.0
20151113	-8.1%	1.7	4.7	13.3	14.3	8.9	-3.0	-6.8
20200226	-8.1%	-1.5	-22.6	-22.0	-26.7	-53.3	-43.0	-32.4
20191002	-8.2%	-.7	-7.5	.5	-1.4	-8.1	5.3	2.2
20180309	-10%	-2.2	-4.0	-3.0	-11.0	-12.5	-11.0	-8.3
20180831	-10%	.0	2.3	-.1	-3.4	-4.8	-4.3	-3.8
20200828	-10.3%	-5.6	-9.5	-6.7	-5.3	-9.4	-8.6	-6.9
20201204	-11.1%
20201109	-12%	3.6	5.6	8.0	13.7	15.8	22.5	4.5
20200318	-19.5%	18.0	40.1	17.9	25.4	43.8	78.5	72.7
20200312	-21.7%	7.9	-15.9	-11.2	2.8	8.7	12.3	20.6
20181207	-23%	-4.4	-4.2	-6.3	-12.7	-8.5	-6.7	-6.0
20200316	-24.5%	28.5	13.7	34.2	30.5	31.4	41.9	84.5
20200228	-29.5%	8.3	5.1	10.6	-10.8	-30.4	-26.6	-15.0

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

Of the 1,549 trading days from 2015 to 2020, there were 49 days in which BIG was up more than 5%. This table shows the average price changes over the 49 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 5%	-.5	.4	2.1	3.2	6.0	9.2	9.5

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

Of the 1,549 trading days from 2015 to 2020, there were 44 days in which BIG was down more than -5%. This table shows the average price changes over the 44 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -5%	1.2	.5	1.7	2.4	3.2	6.1	7.9

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.