Statistics of Price Movements of Global X Autonomous & Electric Vehicles ETF (DRIV)

The price movements of Global X Autonomous & Electric Vehicles ETF (ticker DRIV) 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 DRIV 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 DRIV had a big price move
• Table 11. Statistics of daily price changes in the 20 days after DRIV moved 5% with twice the 30-day average volume

The statistics are calculated using DRIV's price data across 720 trading days from 2015 to 2020.

Table 1. Statistics of DRIV 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 720 trading days, 52.0% of the time (374 days), DRIV closed above the previous day's closing price. 43.9% of the time (316 days), it closed below the previous day's closing price. 4.0% of the time (29 days), it did not change.

Also see: VIX price movement study.

DRIV Price Change (%)	Number of Days	% of Total Sessions
11 – 12%	1	0.14%
10 – 11%	1	0.14%
9 – 10%	1	0.14%
6 – 7%	2	0.28%
5 – 6%	1	0.14%
4 – 5%	2	0.28%
3 – 4%	10	1.39%
2 – 3%	39	5.42%
1 – 2%	105	14.60%
0 – 1%	212	29.49%
0%	29	4.03%
0 – -1%	188	26.15%
-1 – -2%	73	10.15%
-2 – -3%	28	3.89%
-3 – -4%	13	1.81%
-4 – -5%	8	1.11%
-5 – -6%	1	0.14%
-7 – -8%	1	0.14%
-8 – -9%	1	0.14%
-10 – -11%	1	0.14%
-11 – -12%	1	0.14%
-41 – -42%	1	0.14%

Table 2. Statistics of DRIV: 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 DRIV.

45.6% of the time (328 days), DRIV closed above the opening price. 48.3% of the time (348 days), it closed below the opening price. 6.1% of the time (44 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
6 – 7%	1	0.14%
4 – 5%	1	0.14%
3 – 4%	4	0.56%
2 – 3%	12	1.67%
1 – 2%	65	9.03%
0 – 1%	245	34.03%
0%	44	6.11%
0 – -1%	233	32.36%
-1 – -2%	80	11.11%
-2 – -3%	26	3.61%
-3 – -4%	6	0.83%
-4 – -5%	2	0.28%
-8 – -9%	1	0.14%

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

In the past 720 trading days, DRIV opened more than 5% higher than the previous day's closing price 3 times. Of these days, 66.7% (2 days) had closing prices above the opening price, and 33.3% (1 days) had closing prices below the opening price.

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

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

On 2 days, DRIV 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
4 – 5%	1	50.00%
1 – 2%	1	50.00%

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

6 times DRIV opened 3 – 4% higher than the previous day's closing price. Among these days, 16.7% (1 days) closed above the opening price, 83.3% (5 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
0 – 1%	1	16.67%
0 – -1%	3	50.00%
-1 – -2%	2	33.33%

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

15 times DRIV opened 2 – 3% higher than the previous day's closing price. Among these days, 60.0% (9 days) closed above the opening price, 33.3% (5 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
2 – 3%	1	6.67%
1 – 2%	2	13.33%
0 – 1%	6	40.00%
0%	1	6.67%
0 – -1%	1	6.67%
-1 – -2%	2	13.33%
-2 – -3%	2	13.33%

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

103 times DRIV opened 1 – 2% higher than the previous day's closing price. Among these days, 53.4% (55 days) closed above the opening price, 45.6% (47 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
3 – 4%	1	0.97%
2 – 3%	2	1.94%
1 – 2%	14	13.59%
0 – 1%	38	36.89%
0%	1	0.97%
0 – -1%	33	32.04%
-1 – -2%	11	10.68%
-2 – -3%	1	0.97%
-3 – -4%	1	0.97%
-4 – -5%	1	0.97%

Table 8. Periods when DRIV moved 15% or more

In this table, we track the price movements in the 20 days after DRIV 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
20180417	-41.2%	.3	-2.8	-2.3	-3.1	-1.6	-.7	1.1

Table 9. Periods when DRIV moved 10% or more

In this table, we track the price movements in the 20 days after DRIV 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	11.4%	-.3	2.3	5.0	9.4	11.3	12.0	15.5
20200324	10.5%	2.5	3.6	-1.8	7.2	10.5	10.0	11.6
20200312	-10.7%	6.8	-9.2	-10.4	6.1	1.5	-3.9	7.9
20200316	-11.9%	-4.2	-4.2	8.0	9.2	3.5	13.0	16.4
20180417	-41.2%	.3	-2.8	-2.3	-3.1	-1.6	-.7	1.1

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

Of the 720 trading days from 2015 to 2020, there were 2 days in which DRIV 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%	1.1	2.9	1.6	8.3	10.9	11.0	13.6

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

Of the 720 trading days from 2015 to 2020, there were 3 days in which DRIV 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%	1.0	-5.4	-1.5	4.1	1.1	2.8	8.5

Table 10. Periods when DRIV moved 5% or more

In this table, we track the price movements in the 20 days after DRIV 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	11.4%	-.3	2.3	5.0	9.4	11.3	12.0	15.5
20200324	10.5%	2.5	3.6	-1.8	7.2	10.5	10.0	11.6
20200406	9%	1.4	4.6	4.1	5.6	4.7	9.0	6.4
20200313	6.8%	-12.0	-13.4	-7.3	-3.5	-9.7	-2.0	2.5
20200310	6.1%	-5.5	-20.7	-22.0	-16.5	-13.1	-18.6	-11.7
20200518	5%	-.3	.5	5.4	5.8	10.1	14.4	8.5
20200311	-5.5%	-10.8	-19.6	-19.6	-9.3	-8.4	-13.1	-5.2
20200611	-7.9%	2.5	4.7	4.8	4.1	5.7	7.2	10.8
20200309	-8.7%	6.2	-4.4	-18.7	-19.8	-5.1	-9.2	-14.0
20200312	-10.7%	6.8	-9.2	-10.4	6.1	1.5	-3.9	7.9
20200316	-11.9%	-4.2	-4.2	8.0	9.2	3.5	13.0	16.4
20180417	-41.2%	.3	-2.8	-2.3	-3.1	-1.6	-.7	1.1

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

Of the 720 trading days from 2015 to 2020, there were 6 days in which DRIV 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%	-2.4	-3.9	-2.8	1.3	2.3	4.2	5.5

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

Of the 720 trading days from 2015 to 2020, there were 6 days in which DRIV was down 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%	.1	-5.9	-6.4	-2.1	-.7	-1.1	2.8

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Also see: VIX price movement study.