Statistics of Price Movements of Cae Inc (CAE)

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

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

Table 1. Statistics of CAE 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, 48.2% of the time (746 days), CAE closed above the previous day's closing price. 46.4% of the time (718 days), it closed below the previous day's closing price. 5.4% of the time (84 days), it did not change.

Also see: VIX price movement study.

CAE Price Change (%)	Number of Days	% of Total Sessions
18 – 19%	1	0.06%
17 – 18%	1	0.06%
15 – 16%	1	0.06%
14 – 15%	1	0.06%
10 – 11%	1	0.06%
9 – 10%	4	0.26%
8 – 9%	4	0.26%
7 – 8%	3	0.19%
6 – 7%	3	0.19%
5 – 6%	7	0.45%
4 – 5%	13	0.84%
3 – 4%	26	1.68%
2 – 3%	71	4.59%
1 – 2%	192	12.40%
0 – 1%	418	27.00%
0%	84	5.43%
0 – -1%	439	28.36%
-1 – -2%	162	10.47%
-2 – -3%	59	3.81%
-3 – -4%	27	1.74%
-4 – -5%	13	0.84%
-5 – -6%	5	0.32%
-6 – -7%	4	0.26%
-7 – -8%	2	0.13%
-10 – -11%	3	0.19%
-15 – -16%	2	0.13%
-21 – -22%	1	0.06%
-23 – -24%	1	0.06%

Table 2. Statistics of CAE: 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 CAE.

47.2% of the time (731 days), CAE closed above the opening price. 46.4% of the time (718 days), it closed below the opening price. 6.5% of the time (100 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
13 – 14%	1	0.06%
11 – 12%	1	0.06%
9 – 10%	1	0.06%
8 – 9%	2	0.13%
7 – 8%	1	0.06%
6 – 7%	4	0.26%
5 – 6%	8	0.52%
4 – 5%	8	0.52%
3 – 4%	21	1.36%
2 – 3%	65	4.20%
1 – 2%	175	11.30%
0 – 1%	444	28.66%
0%	100	6.46%
0 – -1%	486	31.38%
-1 – -2%	155	10.01%
-2 – -3%	34	2.19%
-3 – -4%	15	0.97%
-4 – -5%	17	1.10%
-5 – -6%	1	0.06%
-6 – -7%	4	0.26%
-9 – -10%	1	0.06%
-10 – -11%	1	0.06%
-12 – -13%	1	0.06%
-13 – -14%	2	0.13%
-16 – -17%	1	0.06%

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

In the past 1,549 trading days, CAE opened more than 5% higher than the previous day's closing price 6 times. Of these days, 66.7% (4 days) had closing prices above the opening price, and 33.3% (2 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
9 – 10%	1	16.67%
8 – 9%	1	16.67%
2 – 3%	1	16.67%
1 – 2%	1	16.67%
-1 – -2%	1	16.67%
-13 – -14%	1	16.67%

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

On 6 days, CAE opened 4–5% higher than the previous day's closing price. Of these days, 33.3% (2 days) had closing prices above the opening price, and 66.7% (4 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
5 – 6%	1	16.67%
0 – 1%	1	16.67%
-1 – -2%	3	50.00%
-4 – -5%	1	16.67%

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

9 times CAE opened 3 – 4% 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
11 – 12%	1	11.11%
6 – 7%	1	11.11%
5 – 6%	1	11.11%
4 – 5%	1	11.11%
3 – 4%	1	11.11%
1 – 2%	1	11.11%
-1 – -2%	1	11.11%
-3 – -4%	2	22.22%

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

12 times CAE opened 2 – 3% higher than the previous day's closing price. Among these days, 66.7% (8 days) closed above the opening price, 33.3% (4 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
6 – 7%	3	25.00%
2 – 3%	2	16.67%
1 – 2%	1	8.33%
0 – 1%	2	16.67%
0 – -1%	1	8.33%
-1 – -2%	1	8.33%
-5 – -6%	1	8.33%
-6 – -7%	1	8.33%

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

75 times CAE opened 1 – 2% higher than the previous day's closing price. Among these days, 58.7% (44 days) closed above the opening price, 37.3% (28 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
13 – 14%	1	1.33%
8 – 9%	1	1.33%
7 – 8%	1	1.33%
5 – 6%	3	4.00%
3 – 4%	1	1.33%
2 – 3%	8	10.67%
1 – 2%	8	10.67%
0 – 1%	21	28.00%
0%	3	4.00%
0 – -1%	13	17.33%
-1 – -2%	9	12.00%
-2 – -3%	3	4.00%
-3 – -4%	1	1.33%
-4 – -5%	2	2.67%

Table 8. Periods when CAE moved 15% or more

In this table, we track the price movements in the 20 days after CAE 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
20201109	18.3%	7.8	5.8	7.3	15.0	18.7	14.2	20.9
20200324	17.9%	15.9	8.9	1.8	5.7	16.2	18.6	29.3
20200325	15.8%	1.5	-7.1	-17.5	-2.2	-3.7	3.8	8.0
20200312	-15.4%	9.5	-41.0	-45.9	-25.0	-31.3	-39.0	-27.7
20200323	-15.9%	17.9	34.0	17.0	19.9	37.0	43.9	56.8
20200316	-21.5%	-10.3	-25.1	-14.0	-19.2	-24.4	-21.5	-13.7
20200318	-23.3%	5.9	8.0	22.8	7.2	9.9	25.5	31.8

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

Of the 1,549 trading days from 2015 to 2020, there were 3 days in which CAE was up 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%	8.4	2.5	-2.8	6.2	10.4	12.2	19.4

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

Of the 1,549 trading days from 2015 to 2020, there were 4 days in which CAE was down more than -15%. 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 ≥ -15%	5.8	-6.0	-5.0	-4.3	-2.2	2.2	11.8

Table 9. Periods when CAE moved 10% or more

In this table, we track the price movements in the 20 days after CAE 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
20201109	18.3%	7.8	5.8	7.3	15.0	18.7	14.2	20.9
20200324	17.9%	15.9	8.9	1.8	5.7	16.2	18.6	29.3
20200325	15.8%	1.5	-7.1	-17.5	-2.2	-3.7	3.8	8.0
20190517	14.6%	-2.1	-7.9	-7.2	-6.5	-3.6	-5.6	-6.9
20200417	10.5%	-2.8	-9.2	3.0	3.1	-1.4	.6	-11.0
20200611	-10.1%	-.8	-3.3	-6.7	-11.3	-10.1	-12.3	-15.6
20200317	-10.3%	-23.4	-29.8	-2.7	-10.9	-20.8	-6.2	-7.6
20200309	-10.5%	4.1	-9.4	-51.2	-55.3	-38.0	-43.2	-49.6
20200312	-15.4%	9.5	-41.0	-45.9	-25.0	-31.3	-39.0	-27.7
20200323	-15.9%	17.9	34.0	17.0	19.9	37.0	43.9	56.8
20200316	-21.5%	-10.3	-25.1	-14.0	-19.2	-24.4	-21.5	-13.7
20200318	-23.3%	5.9	8.0	22.8	7.2	9.9	25.5	31.8

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

Of the 1,549 trading days from 2015 to 2020, there were 5 days in which CAE was up more than 10%. 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 ≥ 10%	4.0	-1.9	-2.5	3.0	5.2	6.3	8.1

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

Of the 1,549 trading days from 2015 to 2020, there were 7 days in which CAE was down more than -10%. 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 ≥ -10%	.4	-9.5	-11.5	-13.5	-11.1	-7.6	-3.7

Table 10. Periods when CAE moved 5% or more

In this table, we track the price movements in the 20 days after CAE 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
20201109	18.3%	7.8	5.8	7.3	15.0	18.7	14.2	20.9
20200324	17.9%	15.9	8.9	1.8	5.7	16.2	18.6	29.3
20200325	15.8%	1.5	-7.1	-17.5	-2.2	-3.7	3.8	8.0
20190517	14.6%	-2.1	-7.9	-7.2	-6.5	-3.6	-5.6	-6.9
20200417	10.5%	-2.8	-9.2	3.0	3.1	-1.4	.6	-11.0
20200313	9.5%	-21.6	-42.9	-41.8	-33.8	-42.2	-40.8	-32.3
20200518	9.5%	-.9	-9.5	3.6	2.0	19.6	34.2	19.1
20200603	9.5%	3.1	15.7	2.7	.1	-3.5	-8.2	-6.9
20200414	9.3%	-2.8	5.9	-1.0	12.3	12.4	7.5	9.7
20200428	8.8%	6.7	-4.2	-4.3	-8.2	-14.8	-8.5	-15.6
20181114	8.6%	.2	-1.5	.4	-.7	1.1	-2.1	-2.8
20200527	8.6%	.5	2.3	24.1	29.0	11.9	9.7	7.9
20200608	8.3%	-3.6	-14.5	-16.6	-19.6	-23.5	-22.5	-24.4
20201110	7.7%	-1.8	3.9	2.9	12.4	10.7	6.0	10.2
20200605	7.4%	8.4	-6.6	-9.3	-14.4	-17.4	-15.5	-20.2
20200408	7.1%	2.6	7.7	17.4	7.4	11.1	24.7	16.3
20200429	6.7%	-3.4	-9.9	-7.6	-17.4	-12.5	-15.6	-16.6
20170215	6.6%	.8	1.0	-1.8	-.7	-2.7	-4.8	-4.5
20200406	6.3%	3.9	14.3	16.6	27.1	18.8	34.7	34.9
20200319	5.8%	2.9	18.2	11.1	3.8	7.8	18.5	21.0
20200427	5.8%	8.8	8.9	4.1	6.2	-6.0	.6	-8.1
20201116	5.8%
20180212	5.5%	.6	2.0	-.3	1.1	-1.6	-1.8	.9
20200526	5.3%	8.7	7.0	25.5	40.8	25.0	21.8	17.5
20201124	5.2%
20200805	5.1%	3.2	8.7	5.0	-.5	-2.2	4.2	4.9
20181217	-5%	2.4	-.4	-.7	-1.0	-.9	5.6	6.2
20190814	-5%	-2.6	.6	-2.3	-2.7	1.8	-.6	-1.8
20200903	-5.2%	1.0	-2.5	-.7	.1	-6.4	-2.5	1.6
20160127	-5.4%	2.6	-.6	1.3	-3.1	-2.1	4.5	6.0
20200512	-5.9%	-4.0	1.7	-1.8	-3.1	2.0	18.0	41.7
20200311	-6%	-15.5	-34.9	-45.7	-37.6	-41.3	-45.1	-43.0
20200403	-6%	6.3	21.5	27.6	39.1	27.2	31.7	47.7
20200522	-6.2%	.0	15.0	17.1	42.1	47.7	28.2	25.6
20201117	-6.2%
20200305	-7.6%	-.2	-12.7	-36.6	-53.9	-53.0	-46.5	-53.3
20200401	-7.8%	2.6	6.5	17.1	19.5	30.3	21.8	38.1
20200611	-10.1%	-.8	-3.3	-6.7	-11.3	-10.1	-12.3	-15.6
20200317	-10.3%	-23.4	-29.8	-2.7	-10.9	-20.8	-6.2	-7.6
20200309	-10.5%	4.1	-9.4	-51.2	-55.3	-38.0	-43.2	-49.6
20200312	-15.4%	9.5	-41.0	-45.9	-25.0	-31.3	-39.0	-27.7
20200323	-15.9%	17.9	34.0	17.0	19.9	37.0	43.9	56.8
20200316	-21.5%	-10.3	-25.1	-14.0	-19.2	-24.4	-21.5	-13.7
20200318	-23.3%	5.9	8.0	22.8	7.2	9.9	25.5	31.8

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

Of the 1,549 trading days from 2015 to 2020, there were 26 days in which CAE was up more than 5%. This table shows the average price changes over the 26 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 5%	1.1	-.3	.8	2.3	.7	2.9	2.0

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

Of the 1,549 trading days from 2015 to 2020, there were 18 days in which CAE was down more than -5%. This table shows the average price changes over the 18 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -5%	-.1	-3.5	-5.1	-4.8	-3.2	-1.6	2.4

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Also see: VIX price movement study.