Statistics of Stock Price Movements
Statistics of stock price movements are available for the following 28 stocks:
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,
Statistics of price changes are calculated in five ways:
- Statistics of daily price changes using the closing prices
- Statistics of daily price changes using the closing and opening prices
- Statistics of daily price changes when the stock opened with an increase of 1%, 2%, 3%, 4%, or more than 5%
- Statistics of stock price changes following big price moves
- Statistics of stock price changes in the 20 days after the stock moved 5% with twice the 30-day average volume
Also see: VIX price movement study.