Statistics of Price Movements of Alphabet Cl C (GOOG)

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

The statistics are calculated using GOOG's price data across 1,547 trading days from 2015 to 2020.

Table 1. Statistics of GOOG 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 1,547 trading days, 52.0% of the time (804 days), GOOG closed above the previous day's closing price. 44.6% of the time (690 days), it closed below the previous day's closing price. 3.4% of the time (52 days), it did not change.

Also see: VIX price movement study.

GOOG Price Change (%)	Number of Days	% of Total Sessions
16 – 17%	1	0.06%
10 – 11%	1	0.06%
9 – 10%	1	0.06%
8 – 9%	3	0.19%
7 – 8%	3	0.19%
6 – 7%	1	0.06%
5 – 6%	3	0.19%
4 – 5%	8	0.52%
3 – 4%	29	1.88%
2 – 3%	53	3.43%
1 – 2%	239	15.46%
0 – 1%	462	29.88%
0%	52	3.36%
0 – -1%	410	26.52%
-1 – -2%	160	10.35%
-2 – -3%	67	4.33%
-3 – -4%	26	1.68%
-4 – -5%	12	0.78%
-5 – -6%	10	0.65%
-6 – -7%	2	0.13%
-7 – -8%	1	0.06%
-8 – -9%	1	0.06%
-11 – -12%	1	0.06%

Table 2. Statistics of GOOG: 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 GOOG.

50.7% of the time (785 days), GOOG closed above the opening price. 45.8% of the time (709 days), it closed below the opening price. 3.4% of the time (53 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
5 – 6%	2	0.13%
4 – 5%	4	0.26%
3 – 4%	14	0.90%
2 – 3%	52	3.36%
1 – 2%	218	14.09%
0 – 1%	495	32.00%
0%	53	3.43%
0 – -1%	483	31.22%
-1 – -2%	142	9.18%
-2 – -3%	53	3.43%
-3 – -4%	17	1.10%
-4 – -5%	8	0.52%
-5 – -6%	6	0.39%

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

In the past 1,547 trading days, GOOG opened more than 5% higher than the previous day's closing price 8 times. Of these days, 50.0% (4 days) had closing prices above the opening price, and 50.0% (4 days) had closing prices below the opening price.

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

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

On 6 days, GOOG 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
2 – 3%	2	33.33%
0 – -1%	1	16.67%
-1 – -2%	1	16.67%
-2 – -3%	1	16.67%
-5 – -6%	1	16.67%

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

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

Closing - Open (%)	Number of Days	% of Total Sessions
4 – 5%	1	16.67%
1 – 2%	2	33.33%
0 – 1%	1	16.67%
0 – -1%	2	33.33%

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

10 times GOOG opened 2 – 3% higher than the previous day's closing price. Among these days, 70.0% (7 days) closed above the opening price, 30.0% (3 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
2 – 3%	1	10.00%
1 – 2%	3	30.00%
0 – 1%	3	30.00%
0 – -1%	1	10.00%
-1 – -2%	1	10.00%
-2 – -3%	1	10.00%

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

76 times GOOG opened 1 – 2% higher than the previous day's closing price. Among these days, 53.9% (41 days) closed above the opening price, 46.1% (35 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
5 – 6%	1	1.32%
3 – 4%	2	2.63%
2 – 3%	4	5.26%
1 – 2%	16	21.05%
0 – 1%	18	23.68%
0 – -1%	20	26.32%
-1 – -2%	13	17.11%
-5 – -6%	2	2.63%

Table 8. Periods when GOOG moved 15% or more

In this table, we track the price movements in the 20 days after GOOG 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
20150717	16%	-1.5	-4.3	-6.7	-7.0	-4.3	-5.8	-2.4

Table 9. Periods when GOOG moved 10% or more

In this table, we track the price movements in the 20 days after GOOG 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
20150717	16%	-1.5	-4.3	-6.7	-7.0	-4.3	-5.8	-2.4
20190726	10.4%	-.9	-3.3	-6.4	-5.0	-6.9	-4.2	-4.9
20200316	-11.1%	3.3	-1.1	1.7	5.8	3.4	9.4	11.7

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

Of the 1,547 trading days from 2015 to 2020, there were 2 days in which GOOG 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%	-1.2	-3.8	-6.6	-6.0	-5.6	-5.0	-3.7

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

Of the 1,547 trading days from 2015 to 2020, there were 1 days in which GOOG was down more than -10%. 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 ≥ -10%	3.3	-1.1	1.7	5.8	3.4	9.4	11.7

Table 10. Periods when GOOG moved 5% or more

In this table, we track the price movements in the 20 days after GOOG 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
20150717	16%	-1.5	-4.3	-6.7	-7.0	-4.3	-5.8	-2.4
20190726	10.4%	-.9	-3.3	-6.4	-5.0	-6.9	-4.2	-4.9
20200313	9.4%	-11.1	-8.6	-7.0	-8.9	-9.4	-2.7	-.7
20200429	8.7%	.5	.7	3.5	.6	3.2	4.6	5.6
20201109	8.4%	-1.3	.8	-.9	-1.6	.5	2.0	3.7
20200406	8.1%	-.0	2.1	6.4	6.7	7.5	3.9	11.3
20150826	7.9%	1.4	-4.9	-4.4	-2.5	-.9	2.3	-.9
20151023	7.7%	1.5	2.1	2.9	4.5	4.8	3.8	5.2
20200324	7.3%	-2.8	1.1	-1.2	4.6	6.8	11.3	11.6
20181226	6.4%	.4	-.4	3.0	3.4	.5	4.9	3.0
20190104	5.3%	-.2	-.0	.6	2.6	.5	-.1	4.3
20200310	5.3%	-5.1	-15.3	-12.9	-11.4	-13.3	-13.6	-7.3
20200326	5.3%	-4.4	-4.8	2.2	4.3	9.3	10.5	8.7
20180205	-5%	2.3	-1.7	1.3	3.7	4.8	5.9	2.2
20181010	-5%	-.2	3.7	1.4	-2.8	-5.7	-1.0	-2.4
20181204	-5%	.0	-1.1	1.1	-2.1	-6.8	-1.1	-1.4
20200311	-5%	-8.3	-7.9	-11.8	-9.3	-5.6	-7.8	-2.4
20200903	-5%	-3.1	-6.7	-6.1	-11.1	-13.8	-10.8	-9.2
20150821	-5.3%	-3.7	4.1	-2.4	-1.9	.0	1.8	5.0
20160422	-5.3%	.6	-3.9	-3.7	-1.1	-.5	-.3	-2.6
20200227	-5.3%	1.6	5.2	-7.8	-15.4	-15.0	-18.6	-16.4
20201028	-5.4%	3.3	16.2	15.4	16.7	14.9	16.8	16.1
20200626	-5.6%	2.6	7.7	9.2	13.4	11.3	15.1	11.5
20190603	-6%	1.6	2.8	3.9	5.4	7.2	4.8	4.3
20200309	-6.3%	5.3	.3	-9.8	-13.1	-4.4	-4.3	-9.7
20190430	-7.6%	-1.7	.1	-2.2	-5.7	-2.2	-3.1	-4.6
20200312	-8.2%	9.4	-1.6	-5.2	4.2	4.3	-1.5	8.6
20200316	-11.1%	3.3	-1.1	1.7	5.8	3.4	9.4	11.7

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

Of the 1,547 trading days from 2015 to 2020, there were 13 days in which GOOG was up more than 5%. This table shows the average price changes over the 13 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 5%	-1.8	-2.7	-1.6	-.8	-.1	1.3	2.9

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

Of the 1,547 trading days from 2015 to 2020, there were 15 days in which GOOG was down more than -5%. This table shows the average price changes over the 15 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -5%	.9	1.1	-1.0	-.9	-.5	.3	.7

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.