Statistics of Price Movements of Pimco Global Stocksplus & Income (PGP)

The price movements of Pimco Global Stocksplus & Income (ticker PGP) 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 PGP 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 PGP had a big price move
• Table 11. Statistics of daily price changes in the 20 days after PGP moved 5% with twice the 30-day average volume

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

Table 1. Statistics of PGP 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, 49.8% of the time (771 days), PGP closed above the previous day's closing price. 43.3% of the time (670 days), it closed below the previous day's closing price. 6.9% of the time (107 days), it did not change.

Also see: VIX price movement study.

PGP Price Change (%)	Number of Days	% of Total Sessions
18 – 19%	1	0.06%
14 – 15%	1	0.06%
9 – 10%	1	0.06%
7 – 8%	2	0.13%
6 – 7%	4	0.26%
5 – 6%	3	0.19%
4 – 5%	16	1.03%
3 – 4%	16	1.03%
2 – 3%	61	3.94%
1 – 2%	194	12.53%
0 – 1%	472	30.49%
0%	107	6.91%
0 – -1%	397	25.65%
-1 – -2%	156	10.08%
-2 – -3%	56	3.62%
-3 – -4%	20	1.29%
-4 – -5%	18	1.16%
-5 – -6%	9	0.58%
-6 – -7%	2	0.13%
-7 – -8%	2	0.13%
-8 – -9%	4	0.26%
-11 – -12%	2	0.13%
-13 – -14%	1	0.06%
-16 – -17%	2	0.13%
-31 – -32%	1	0.06%

Table 2. Statistics of PGP: 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 PGP.

48.1% of the time (745 days), PGP closed above the opening price. 45.7% of the time (708 days), it closed below the opening price. 6.2% of the time (96 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
20 – 21%	1	0.06%
14 – 15%	1	0.06%
8 – 9%	1	0.06%
6 – 7%	2	0.13%
5 – 6%	4	0.26%
4 – 5%	11	0.71%
3 – 4%	18	1.16%
2 – 3%	42	2.71%
1 – 2%	175	11.30%
0 – 1%	490	31.63%
0%	96	6.20%
0 – -1%	453	29.24%
-1 – -2%	157	10.14%
-2 – -3%	54	3.49%
-3 – -4%	19	1.23%
-4 – -5%	10	0.65%
-5 – -6%	7	0.45%
-6 – -7%	1	0.06%
-7 – -8%	2	0.13%
-8 – -9%	1	0.06%
-11 – -12%	3	0.19%
-26 – -27%	1	0.06%

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

In the past 1,549 trading days, PGP opened more than 5% higher than the previous day's closing price 2 times. Of these days, 0.0% (0 days) had closing prices above the opening price, and 100.0% (2 days) had closing prices below the opening price.

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

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

On 3 days, PGP opened 4–5% higher than the previous day's closing price. Of these days, 33.3% (1 days) had closing prices above the opening price, and 66.7% (2 days) had closing prices below the opening price.

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

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

8 times PGP opened 3 – 4% higher than the previous day's closing price. Among these days, 25.0% (2 days) closed above the opening price, 75.0% (6 days) closed below the opening price.

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

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

13 times PGP opened 2 – 3% higher than the previous day's closing price. Among these days, 30.8% (4 days) closed above the opening price, 69.2% (9 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
4 – 5%	1	7.69%
2 – 3%	1	7.69%
1 – 2%	2	15.38%
0 – -1%	1	7.69%
-1 – -2%	4	30.77%
-2 – -3%	2	15.38%
-4 – -5%	1	7.69%
-5 – -6%	1	7.69%

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

82 times PGP opened 1 – 2% higher than the previous day's closing price. Among these days, 43.9% (36 days) closed above the opening price, 54.9% (45 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
4 – 5%	1	1.22%
3 – 4%	3	3.66%
2 – 3%	1	1.22%
1 – 2%	9	10.98%
0 – 1%	22	26.83%
0%	1	1.22%
0 – -1%	21	25.61%
-1 – -2%	19	23.17%
-2 – -3%	3	3.66%
-3 – -4%	1	1.22%
-4 – -5%	1	1.22%

Table 8. Periods when PGP moved 15% or more

In this table, we track the price movements in the 20 days after PGP 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
20200319	18.1%	6.2	18.8	22.0	21.7	31.3	36.6	30.4
20200312	-16.3%	-1.4	-34.8	-23.1	-2.0	-2.1	-7.5	2.2
20161004	-16.5%	3.3	7.6	1.1	-1.5	-1.2	-.8	-2.2
20200318	-31.1%	18.1	22.5	41.9	41.1	51.1	61.3	55.1

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

Of the 1,549 trading days from 2015 to 2020, there were 1 days in which PGP was up more than 15%. 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 ≥ 15%	6.2	18.8	22.0	21.7	31.3	36.6	30.4

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

Of the 1,549 trading days from 2015 to 2020, there were 3 days in which PGP was down more than -15%. 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 ≥ -15%	6.7	-1.6	6.6	12.5	16.0	17.7	18.4

Table 9. Periods when PGP moved 10% or more

In this table, we track the price movements in the 20 days after PGP 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
20200319	18.1%	6.2	18.8	22.0	21.7	31.3	36.6	30.4
20200325	14.6%	7.1	7.0	1.1	11.7	11.2	8.2	4.3
20150622	-11.5%	5.2	4.0	8.4	10.4	5.5	7.5	6.1
20190402	-11.7%	-6.5	-5.6	-8.9	-8.9	-8.3	-7.4	-6.6
20181220	-13%	-3.3	1.7	13.0	17.0	26.8	28.4	30.3
20200312	-16.3%	-1.4	-34.8	-23.1	-2.0	-2.1	-7.5	2.2
20161004	-16.5%	3.3	7.6	1.1	-1.5	-1.2	-.8	-2.2
20200318	-31.1%	18.1	22.5	41.9	41.1	51.1	61.3	55.1

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

Of the 1,549 trading days from 2015 to 2020, there were 2 days in which PGP 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%	6.7	12.9	11.6	16.7	21.2	22.4	17.3

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

Of the 1,549 trading days from 2015 to 2020, there were 6 days in which PGP was down 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%	2.6	-.8	5.4	9.3	12.0	13.6	14.1

Table 10. Periods when PGP moved 5% or more

In this table, we track the price movements in the 20 days after PGP 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
20200319	18.1%	6.2	18.8	22.0	21.7	31.3	36.6	30.4
20200325	14.6%	7.1	7.0	1.1	11.7	11.2	8.2	4.3
20200302	9%	-2.6	.1	-11.7	-31.0	-43.1	-41.1	-31.7
20200518	7.8%	.5	2.8	4.6	13.3	6.5	12.8	4.1
20200326	7.1%	-5.6	-6.1	.5	7.3	3.1	4.0	-1.3
20200406	6.5%	2.6	6.7	1.9	-.7	.1	.5	-.7
20151216	6.3%	1.0	1.2	3.3	2.7	2.5	2.9	.8
20200320	6.2%	-5.9	19.8	19.7	13.1	25.0	24.4	21.1
20181228	6%	1.9	5.6	14.4	15.9	17.5	18.9	20.2
20150915	5.2%	1.8	6.2	6.4	3.6	5.5	9.3	15.5
20200605	5.2%	-.2	-10.7	-5.1	-8.6	-7.9	-9.9	-9.7
20150623	5.1%	3.0	-2.4	6.3	2.9	.4	2.2	-2.9
20181024	-5.1%	.8	1.7	3.5	4.3	-.0	-2.9	-3.5
20200316	-5.2%	1.3	-12.5	-2.1	.5	.3	8.2	12.5
20170613	-5.3%	1.4	1.9	2.9	4.0	6.4	5.6	4.5
20181206	-5.4%	1.1	.2	-3.1	-18.7	-20.9	-9.9	-7.6
20150409	-5.5%	.0	3.2	4.4	4.7	4.4	4.3	1.9
20200327	-5.6%	1.6	1.3	9.3	13.7	8.5	5.7	6.6
20170612	-5.8%	-5.3	-2.2	-3.2	-2.0	.2	-.7	-.9
20200311	-5.9%	-16.4	-20.8	-31.6	-23.5	-21.4	-21.6	-15.4
20200323	-5.9%	3.8	20.2	19.6	28.1	36.7	31.4	32.5
20200401	-6%	1.9	9.9	14.3	9.1	6.3	7.2	7.6
20190403	-6.4%	2.8	.6	-3.3	-2.7	-2.3	-1.2	.2
20200602	-7.5%	-.4	6.8	-4.4	1.6	-2.2	-1.4	-3.6
20200227	-7.8%	-5.0	5.7	-5.4	-23.5	-27.6	-37.4	-30.0
20151211	-8.1%	-4.6	3.5	3.8	5.9	5.3	5.1	5.5
20150914	-8.4%	5.3	15.1	11.6	9.5	6.6	15.2	19.4
20200309	-8.7%	2.7	-20.3	-47.3	-37.8	-20.8	-20.9	-25.2
20200611	-8.8%	3.9	2.9	2.7	2.6	2.4	2.1	1.8
20150622	-11.5%	5.2	4.0	8.4	10.4	5.5	7.5	6.1
20190402	-11.7%	-6.5	-5.6	-8.9	-8.9	-8.3	-7.4	-6.6
20181220	-13%	-3.3	1.7	13.0	17.0	26.8	28.4	30.3
20200312	-16.3%	-1.4	-34.8	-23.1	-2.0	-2.1	-7.5	2.2
20161004	-16.5%	3.3	7.6	1.1	-1.5	-1.2	-.8	-2.2
20200318	-31.1%	18.1	22.5	41.9	41.1	51.1	61.3	55.1

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

Of the 1,549 trading days from 2015 to 2020, there were 12 days in which PGP was up more than 5%. This table shows the average price changes over the 12 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 5%	.8	4.1	5.3	4.3	4.3	5.7	4.2

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

Of the 1,549 trading days from 2015 to 2020, there were 23 days in which PGP 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%	.4	.6	.2	1.4	2.3	3.1	4.0

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.