Statistics of Price Movements of Wisdomtree Chinese Yuan Strategy Fund (CYB)

The price movements of Wisdomtree Chinese Yuan Strategy Fund (ticker CYB) 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 CYB 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 CYB had a big price move
  • Table 11. Statistics of daily price changes in the 20 days after CYB moved 5% with twice the 30-day average volume

The statistics are calculated using CYB's price data across 1,551 trading days from 2015 to 2020.

Table 1. Statistics of CYB 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 1,551 trading days, 47.5% of the time (737 days), CYB closed above the previous day's closing price. 44.1% of the time (684 days), it closed below the previous day's closing price. 8.3% of the time (129 days), it did not change.

Also see: VIX price movement study.

CYB Price Change (%) Number of Days % of Total Sessions
2 – 3% 1
0.06%
1 – 2% 25
1.61%
0 – 1% 711
45.87%
0% 129
8.32%
0 – -1% 658
42.45%
-1 – -2% 23
1.48%
-2 – -3% 3
0.19%

Table 2. Statistics of CYB: 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 CYB.

47.2% of the time (732 days), CYB closed above the opening price. 40.9% of the time (634 days), it closed below the opening price. 11.9% of the time (185 days), it closed where it started.

Closing - Open (%) Number of Days % of Total Sessions
4 – 5% 1
0.06%
1 – 2% 11
0.71%
0 – 1% 720
46.42%
0% 185
11.93%
0 – -1% 612
39.46%
-1 – -2% 20
1.29%
-2 – -3% 2
0.13%

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

In the past 1,551 trading days, CYB 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 CYB opened 4–5% higher

On 0 days, CYB opened 4–5% higher than the previous day's closing price. 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 5. Closing vs. open when CYB open 3 – 4% higher

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

Closing - Open (%) Number of Days % of Total Sessions

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

1 times CYB opened 2 – 3% higher than the previous day's closing price. Among these days, 100.0% (1 days) closed above the opening price, 0.0% (0 days) closed below the opening price.

Closing - Open (%) Number of Days % of Total Sessions
0 – 1% 1
100.00%

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

20 times CYB opened 1 – 2% higher than the previous day's closing price. Among these days, 5.0% (1 days) closed above the opening price, 80.0% (16 days) closed below the opening price.

Closing - Open (%) Number of Days % of Total Sessions
0 – 1% 1
5.00%
0% 3
15.00%
0 – -1% 13
65.00%
-1 – -2% 2
10.00%
-2 – -3% 1
5.00%

Table 8. Periods when CYB moved 15% or more

In this table, we track the price movements in the 20 days after CYB had a one-day price change of at least 15%.

DatePrice ChangePrice Change after 15% Move
Days after:14710131619

Table 9. Periods when CYB moved 10% or more

In this table, we track the price movements in the 20 days after CYB had a one-day price change of at least 10%.

DatePrice ChangePrice Change after 10% Move
Days after:14710131619

Table 10. Periods when CYB moved 5% or more

In this table, we track the price movements in the 20 days after CYB had a one-day price change of at least 5%.

DatePrice ChangePrice Change after 5% Move
Days after:14710131619

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Also see: VIX price movement study.