Statistics of Price Movements of Eaton Vance Corp (ETW)

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

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

Table 1. Statistics of ETW 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, 49.4% of the time (764 days), ETW closed above the previous day's closing price. 42.5% of the time (658 days), it closed below the previous day's closing price. 8.1% of the time (126 days), it did not change.

Also see: VIX price movement study.

ETW Price Change (%)	Number of Days	% of Total Sessions
12 – 13%	1	0.06%
9 – 10%	1	0.06%
8 – 9%	1	0.06%
7 – 8%	2	0.13%
5 – 6%	1	0.06%
4 – 5%	6	0.39%
3 – 4%	7	0.45%
2 – 3%	21	1.36%
1 – 2%	127	8.20%
0 – 1%	597	38.57%
0%	126	8.14%
0 – -1%	476	30.75%
-1 – -2%	127	8.20%
-2 – -3%	28	1.81%
-3 – -4%	11	0.71%
-4 – -5%	7	0.45%
-5 – -6%	2	0.13%
-6 – -7%	2	0.13%
-7 – -8%	2	0.13%
-11 – -12%	1	0.06%
-15 – -16%	1	0.06%
-19 – -20%	1	0.06%

Table 2. Statistics of ETW: 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 ETW.

44.8% of the time (694 days), ETW closed above the opening price. 44.9% of the time (696 days), it closed below the opening price. 10.3% of the time (159 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
10 – 11%	1	0.06%
8 – 9%	1	0.06%
6 – 7%	1	0.06%
4 – 5%	4	0.26%
3 – 4%	8	0.52%
2 – 3%	12	0.77%
1 – 2%	85	5.49%
0 – 1%	582	37.57%
0%	159	10.26%
0 – -1%	570	36.80%
-1 – -2%	97	6.26%
-2 – -3%	12	0.77%
-3 – -4%	11	0.71%
-4 – -5%	5	0.32%
-10 – -11%	1	0.06%

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

In the past 1,549 trading days, ETW opened more than 5% higher than the previous day's closing price 0 times. 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 4. Closing vs. open when ETW opened 4–5% higher

On 2 days, ETW opened 4–5% higher than the previous day's closing price. 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
8 – 9%	1	50.00%
2 – 3%	1	50.00%

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

3 times ETW opened 3 – 4% higher than the previous day's closing price. Among these days, 0.0% (0 days) closed above the opening price, 100.0% (3 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
-1 – -2%	1	33.33%
-2 – -3%	1	33.33%
-3 – -4%	1	33.33%

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

9 times ETW opened 2 – 3% higher than the previous day's closing price. Among these days, 66.7% (6 days) closed above the opening price, 33.3% (3 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
4 – 5%	1	11.11%
2 – 3%	1	11.11%
0 – 1%	4	44.44%
0 – -1%	3	33.33%

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

37 times ETW opened 1 – 2% higher than the previous day's closing price. Among these days, 45.9% (17 days) closed above the opening price, 48.6% (18 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
6 – 7%	1	2.70%
3 – 4%	1	2.70%
2 – 3%	1	2.70%
1 – 2%	4	10.81%
0 – 1%	10	27.03%
0%	2	5.41%
0 – -1%	16	43.24%
-1 – -2%	2	5.41%

Table 8. Periods when ETW moved 15% or more

In this table, we track the price movements in the 20 days after ETW 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
20200312	-15.7%	7.0	-20.8	-17.6	6.2	6.9	.0	14.0
20200318	-19.3%	9.9	17.2	31.6	26.8	35.1	45.2	43.4

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

Of the 1,549 trading days from 2015 to 2020, there were 2 days in which ETW was down 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%	8.5	-1.8	7.0	16.5	21.0	22.6	28.7

Table 9. Periods when ETW moved 10% or more

In this table, we track the price movements in the 20 days after ETW 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	12.6%	8.3	15.3	9.3	17.4	23.9	20.8	21.3
20200316	-11.2%	3.5	-6.5	5.9	12.7	6.8	14.8	21.1
20200312	-15.7%	7.0	-20.8	-17.6	6.2	6.9	.0	14.0
20200318	-19.3%	9.9	17.2	31.6	26.8	35.1	45.2	43.4

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

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

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 10%	8.3	15.3	9.3	17.4	23.9	20.8	21.3

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

Of the 1,549 trading days from 2015 to 2020, there were 3 days in which ETW was down more than -10%. This table shows the average price changes over the 3 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -10%	6.8	-3.4	6.6	15.2	16.2	20.0	26.2

Table 10. Periods when ETW moved 5% or more

In this table, we track the price movements in the 20 days after ETW 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	12.6%	8.3	15.3	9.3	17.4	23.9	20.8	21.3
20200319	9.9%	2.0	15.5	22.9	16.4	25.2	32.1	28.8
20200325	8.3%	5.6	6.3	-.6	13.4	12.0	11.4	9.5
20200313	7%	-11.2	-18.6	-13.3	-2.5	-6.2	.0	7.5
20200406	7%	1.9	7.5	4.8	5.2	3.6	6.4	5.0
20200326	5.5%	-1.8	-5.4	.8	8.4	7.0	8.5	5.5
20200227	-5.4%	-3.9	3.9	-7.2	-24.5	-25.8	-33.0	-24.1
20200311	-5.9%	-15.7	-17.1	-25.1	-15.2	-9.8	-14.5	-8.1
20200401	-6%	1.0	8.6	14.6	11.7	12.1	10.4	13.4
20150824	-6.2%	.8	4.1	2.9	1.3	4.3	4.7	5.7
20200323	-7.2%	12.7	26.6	21.9	29.9	39.7	37.9	39.8
20200309	-7.5%	2.6	-12.9	-35.5	-33.0	-13.6	-13.1	-18.6
20200316	-11.2%	3.5	-6.5	5.9	12.7	6.8	14.8	21.1
20200312	-15.7%	7.0	-20.8	-17.6	6.2	6.9	.0	14.0
20200318	-19.3%	9.9	17.2	31.6	26.8	35.1	45.2	43.4

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

Of the 1,549 trading days from 2015 to 2020, there were 6 days in which ETW was up more than 5%. 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 ≥ 5%	.8	3.4	4.0	9.7	10.9	13.2	12.9

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

Of the 1,549 trading days from 2015 to 2020, there were 9 days in which ETW was down more than -5%. This table shows the average price changes over the 9 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -5%	2.0	.3	-1.0	1.8	6.2	5.8	9.6

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.