Statistics of Price Movements of Navient Cp (NAVI)

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

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

Table 1. Statistics of NAVI 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, 47.6% of the time (736 days), NAVI closed above the previous day's closing price. 47.7% of the time (738 days), it closed below the previous day's closing price. 4.7% of the time (72 days), it did not change.

Also see: VIX price movement study.

NAVI Price Change (%)	Number of Days	% of Total Sessions
25 – 26%	1	0.06%
17 – 18%	2	0.13%
16 – 17%	1	0.06%
15 – 16%	1	0.06%
12 – 13%	1	0.06%
10 – 11%	3	0.19%
9 – 10%	3	0.19%
8 – 9%	2	0.13%
7 – 8%	6	0.39%
6 – 7%	6	0.39%
5 – 6%	15	0.97%
4 – 5%	36	2.33%
3 – 4%	39	2.52%
2 – 3%	111	7.18%
1 – 2%	205	13.26%
0 – 1%	304	19.66%
0%	72	4.66%
0 – -1%	301	19.47%
-1 – -2%	213	13.78%
-2 – -3%	102	6.60%
-3 – -4%	38	2.46%
-4 – -5%	32	2.07%
-5 – -6%	15	0.97%
-6 – -7%	16	1.03%
-7 – -8%	7	0.45%
-8 – -9%	4	0.26%
-9 – -10%	2	0.13%
-10 – -11%	2	0.13%
-13 – -14%	1	0.06%
-14 – -15%	2	0.13%
-15 – -16%	2	0.13%
-18 – -19%	1	0.06%

Table 2. Statistics of NAVI: 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 NAVI.

46.5% of the time (719 days), NAVI closed above the opening price. 48.7% of the time (753 days), it closed below the opening price. 4.8% of the time (75 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
26 – 27%	1	0.06%
9 – 10%	4	0.26%
8 – 9%	1	0.06%
7 – 8%	6	0.39%
6 – 7%	3	0.19%
5 – 6%	14	0.90%
4 – 5%	23	1.49%
3 – 4%	39	2.52%
2 – 3%	104	6.72%
1 – 2%	195	12.61%
0 – 1%	329	21.27%
0%	75	4.85%
0 – -1%	328	21.20%
-1 – -2%	214	13.83%
-2 – -3%	97	6.27%
-3 – -4%	55	3.56%
-4 – -5%	29	1.87%
-5 – -6%	10	0.65%
-6 – -7%	6	0.39%
-7 – -8%	6	0.39%
-8 – -9%	2	0.13%
-9 – -10%	4	0.26%
-10 – -11%	1	0.06%
-20 – -21%	1	0.06%

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

In the past 1,547 trading days, NAVI opened more than 5% higher than the previous day's closing price 20 times. Of these days, 40.0% (8 days) had closing prices above the opening price, and 60.0% (12 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
9 – 10%	1	5.00%
8 – 9%	1	5.00%
7 – 8%	1	5.00%
6 – 7%	1	5.00%
3 – 4%	1	5.00%
1 – 2%	1	5.00%
0 – 1%	2	10.00%
0 – -1%	2	10.00%
-1 – -2%	4	20.00%
-2 – -3%	1	5.00%
-3 – -4%	2	10.00%
-4 – -5%	2	10.00%
-10 – -11%	1	5.00%

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

On 4 days, NAVI opened 4–5% higher than the previous day's closing price. Of these days, 75.0% (3 days) had closing prices above the opening price, and 25.0% (1 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
5 – 6%	1	25.00%
1 – 2%	2	50.00%
0 – -1%	1	25.00%

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

11 times NAVI opened 3 – 4% higher than the previous day's closing price. Among these days, 27.3% (3 days) closed above the opening price, 72.7% (8 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
5 – 6%	1	9.09%
2 – 3%	1	9.09%
1 – 2%	1	9.09%
-1 – -2%	2	18.18%
-2 – -3%	1	9.09%
-3 – -4%	2	18.18%
-7 – -8%	1	9.09%
-9 – -10%	1	9.09%
-20 – -21%	1	9.09%

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

23 times NAVI opened 2 – 3% higher than the previous day's closing price. Among these days, 47.8% (11 days) closed above the opening price, 52.2% (12 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
7 – 8%	1	4.35%
5 – 6%	1	4.35%
3 – 4%	1	4.35%
2 – 3%	3	13.04%
1 – 2%	2	8.70%
0 – 1%	3	13.04%
0 – -1%	2	8.70%
-1 – -2%	1	4.35%
-2 – -3%	3	13.04%
-3 – -4%	2	8.70%
-4 – -5%	2	8.70%
-5 – -6%	2	8.70%

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

110 times NAVI opened 1 – 2% higher than the previous day's closing price. Among these days, 54.5% (60 days) closed above the opening price, 45.5% (50 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
7 – 8%	1	0.91%
6 – 7%	1	0.91%
5 – 6%	1	0.91%
4 – 5%	1	0.91%
3 – 4%	5	4.55%
2 – 3%	15	13.64%
1 – 2%	9	8.18%
0 – 1%	27	24.55%
0 – -1%	22	20.00%
-1 – -2%	10	9.09%
-2 – -3%	7	6.36%
-3 – -4%	6	5.45%
-4 – -5%	2	1.82%
-5 – -6%	2	1.82%
-8 – -9%	1	0.91%

Table 8. Periods when NAVI moved 15% or more

In this table, we track the price movements in the 20 days after NAVI 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
20200319	25.6%	-4.5	27.2	29.8	1.1	16.3	31.9	16.9
20201109	17.3%	1.5	3.6	4.2	-2.1	-1.4	-3.1	-4.5
20161109	17.1%	6.8	10.5	11.7	13.2	10.9	7.4	8.0
20200324	16.8%	12.9	15.1	-10.3	3.2	17.0	3.7	-.3
20200406	15.5%	4.7	18.7	5.2	1.1	-3.7	7.2	.6
20200316	-15.9%	-18.4	-17.7	9.6	11.8	-12.9	.2	13.6
20200318	-15.9%	25.6	41.6	60.6	40.2	39.6	65.7	56.6
20200317	-18.3%	-16.0	1.8	35.6	27.4	1.5	28.6	35.3

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

Of the 1,547 trading days from 2015 to 2020, there were 5 days in which NAVI was up more than 15%. 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 ≥ 15%	4.3	15.0	8.1	3.3	7.8	9.4	4.1

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

Of the 1,547 trading days from 2015 to 2020, there were 3 days in which NAVI was down 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%	-2.9	8.6	35.3	26.5	9.4	31.5	35.2

Table 9. Periods when NAVI moved 10% or more

In this table, we track the price movements in the 20 days after NAVI 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
20200319	25.6%	-4.5	27.2	29.8	1.1	16.3	31.9	16.9
20201109	17.3%	1.5	3.6	4.2	-2.1	-1.4	-3.1	-4.5
20161109	17.1%	6.8	10.5	11.7	13.2	10.9	7.4	8.0
20200324	16.8%	12.9	15.1	-10.3	3.2	17.0	3.7	-.3
20200406	15.5%	4.7	18.7	5.2	1.1	-3.7	7.2	.6
20200325	12.8%	1.0	-5.1	-24.4	-4.3	.8	-9.8	-17.8
20190724	10.1%	-6.0	-5.1	-9.1	-11.6	-12.1	-15.2	-13.9
20200310	10.1%	-5.0	-27.0	-37.1	-29.1	-19.6	-29.8	-30.1
20200429	10%	-7.4	-12.6	-5.6	-21.9	-11.3	-12.8	-11.2
20150714	-10.5%	.9	.0	-.2	-3.6	-4.4	-4.9	-3.1
20181120	-10.5%	4.4	5.8	6.7	.8	-.8	-5.2	-13.0
20200309	-13.5%	10.1	-4.4	-44.9	-33.2	-11.0	-16.4	-33.4
20171005	-14.2%	-.0	-6.5	-6.9	-2.3	-4.0	-6.0	-4.0
20200312	-14.8%	7.3	-38.1	-25.0	-.1	-6.2	-25.2	-5.3
20200316	-15.9%	-18.4	-17.7	9.6	11.8	-12.9	.2	13.6
20200318	-15.9%	25.6	41.6	60.6	40.2	39.6	65.7	56.6
20200317	-18.3%	-16.0	1.8	35.6	27.4	1.5	28.6	35.3

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

Of the 1,547 trading days from 2015 to 2020, there were 9 days in which NAVI was up more than 10%. This table shows the average price changes over the 9 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 10%	.4	2.8	-4.0	-5.6	-.4	-2.3	-5.8

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

Of the 1,547 trading days from 2015 to 2020, there were 8 days in which NAVI was down more than -10%. This table shows the average price changes over the 8 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -10%	1.7	-2.2	4.4	5.1	.2	4.6	5.8

Table 10. Periods when NAVI moved 5% or more

In this table, we track the price movements in the 20 days after NAVI 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
20200319	25.6%	-4.5	27.2	29.8	1.1	16.3	31.9	16.9
20201109	17.3%	1.5	3.6	4.2	-2.1	-1.4	-3.1	-4.5
20161109	17.1%	6.8	10.5	11.7	13.2	10.9	7.4	8.0
20200324	16.8%	12.9	15.1	-10.3	3.2	17.0	3.7	-.3
20200406	15.5%	4.7	18.7	5.2	1.1	-3.7	7.2	.6
20200325	12.8%	1.0	-5.1	-24.4	-4.3	.8	-9.8	-17.8
20190724	10.1%	-6.0	-5.1	-9.1	-11.6	-12.1	-15.2	-13.9
20200310	10.1%	-5.0	-27.0	-37.1	-29.1	-19.6	-29.8	-30.1
20200429	10%	-7.4	-12.6	-5.6	-21.9	-11.3	-12.8	-11.2
20200122	9.5%	1.8	-1.1	-5.3	-7.3	-7.2	-2.9	-5.8
20200518	9.2%	-5.9	-4.5	6.2	5.1	12.6	19.2	6.2
20190219	9%	-1.0	-1.6	-4.5	-6.3	-8.3	-7.7	-5.1
20160212	8.5%	.0	11.0	12.2	16.0	19.3	24.8	27.7
20200409	8.3%	.0	-11.4	-14.8	-18.9	-9.7	-15.2	-15.6
20180124	7.9%	1.0	-1.9	-2.1	-3.2	-6.5	-4.9	-6.0
20200507	7.8%	3.1	-14.8	-3.2	-4.8	-3.1	-1.3	8.6
20200721	7.5%	5.1	9.7	4.9	8.0	15.1	16.5	16.5
20200313	7.3%	-15.9	-27.6	-18.3	-7.4	-19.1	-19.5	-4.4
20200605	7.2%	4.4	-15.6	-8.2	-11.7	-17.5	-17.9	-21.7
20200710	7.1%	-1.3	8.1	9.6	15.7	18.1	17.0	22.1
20161110	6.7%	1.2	5.0	5.2	6.0	2.1	-1.1	2.6
20201102	6.6%	17.3	16.4	25.6	11.9	15.7	9.7	13.0
20160126	6.5%	.2	-1.5	1.0	-10.1	-3.4	4.9	9.6
20191023	6.5%	1.3	9.0	7.3	9.5	12.2	11.0	10.4
20180405	6.3%	-1.6	-2.7	-2.0	-3.1	-1.2	-2.2	-3.0
20200527	6%	-.8	1.4	13.7	3.3	3.4	3.9	-1.9
20170420	5.9%	-1.4	-.9	-3.5	-5.3	-8.8	-12.6	-14.8
20200514	5.9%	-1.9	4.3	2.3	12.9	15.4	29.4	17.5
20160129	5.8%	-2.6	-.2	-11.1	-4.5	3.7	8.4	11.5
20160216	5.8%	2.6	7.2	10.4	13.3	18.0	15.9	21.2
20170619	5.8%	.1	-2.9	1.3	2.3	-2.3	-.7	.9
20151210	5.4%	-.2	3.2	-4.7	1.9	-7.2	-7.5	-11.7
20190102	5.4%	1.7	9.6	11.8	14.6	17.4	23.1	23.3
20200715	5.4%	1.1	2.5	8.2	10.5	9.4	14.2	22.0
20170922	5.3%	.3	.9	1.2	-14.7	-20.2	-20.6	-16.7
20171031	5.3%	-2.9	-.6	-2.6	-.9	.2	-.1	-3.9
20200706	5.3%	-6.7	-4.7	1.9	-2.9	12.0	12.5	9.5
20200827	5.3%	1.1	-.4	-2.8	-8.7	-6.8	-13.8	-16.4
20150203	5.1%	-.4	2.3	5.4	4.3	3.0	2.9	-7.4
20200805	5.1%	-1.9	4.8	3.7	1.6	2.5	6.8	5.9
20200722	5%	2.0	2.5	-.3	8.1	11.9	9.3	8.8
20200311	-5%	-14.9	-37.3	-36.8	-15.8	-14.1	-33.1	-23.0
20170517	-5.4%	.5	4.4	6.2	5.8	4.6	9.3	14.1
20171011	-5.4%	.1	3.5	4.8	.0	.3	4.8	2.5
20200511	-5.4%	-4.2	-9.1	-3.4	-5.2	4.6	6.9	19.9
20200609	-5.4%	-8.0	-7.9	-7.5	-12.6	-19.8	-20.6	-16.4
20160624	-5.5%	-5.7	2.4	1.0	8.7	16.7	18.9	22.5
20160627	-5.6%	3.7	11.7	7.3	19.1	24.8	25.1	30.8
20201028	-5.7%	1.2	24.1	23.1	32.9	18.4	22.4	16.0
20160113	-5.8%	-.2	-7.0	-1.9	.5	-1.2	1.3	-9.8
20200519	-5.8%	3.3	1.5	11.9	14.4	28.3	16.5	16.7
20200626	-5.8%	3.7	-1.1	-2.8	-.7	6.2	1.1	16.6
20150824	-5.9%	-7.8	-.1	-6.9	-8.6	-3.2	-5.3	-3.1
20160202	-5.9%	4.8	2.1	-4.0	10.3	13.2	17.5	23.6
20160208	-5.9%	-4.9	2.1	10.9	15.9	19.2	22.4	27.5
20201027	-5.9%	-5.8	-.4	16.9	24.0	21.6	16.7	13.8
20160107	-6%	-.9	-8.3	-12.4	-10.8	-8.0	-6.9	-10.6
20190725	-6%	-.7	-.2	-8.0	-3.7	-5.5	-7.4	-7.8
20191001	-6%	-3.5	-2.7	-4.3	-.1	-2.0	7.7	16.0
20200225	-6%	-3.4	-6.9	-16.1	-19.7	-30.3	-59.8	-51.3
20200305	-6%	.5	-9.1	-30.2	-39.8	-32.2	-23.1	-32.9
20200709	-6%	7.1	14.5	9.1	25.8	26.4	23.0	33.3
20200227	-6.1%	-.4	-1.5	-19.6	-28.4	-47.3	-46.8	-29.2
20200415	-6.2%	-1.8	-10.5	-4.2	12.1	-1.6	2.7	-4.1
20200420	-6.3%	-6.9	-.4	16.6	2.3	6.8	-.3	-5.4
20170117	-6.4%	1.8	.9	-3.0	-4.6	-1.8	-3.0	-.7
20180725	-6.5%	.5	.3	.3	.1	-1.1	1.7	2.9
20200224	-6.5%	-6.0	-15.2	-16.1	-31.5	-39.0	-55.1	-54.7
20200707	-6.6%	1.5	.8	10.4	11.9	18.2	20.6	19.5
20170719	-6.7%	-2.4	-1.9	-4.0	-6.3	-4.8	-10.4	-9.7
20200331	-6.9%	-7.5	-7.9	9.3	3.3	-.5	-12.9	-2.6
20200421	-6.9%	.5	12.3	16.0	9.4	18.3	-2.2	11.1
20200611	-7%	4.2	6.5	3.2	-.4	-5.5	-7.3	-7.4
20201021	-7.2%	-.3	-6.6	-12.7	10.8	13.1	13.8	6.8
20200430	-7.4%	-7.8	-8.3	-3.5	-10.6	-9.8	-8.5	1.7
20200401	-7.5%	-9.4	4.2	18.2	4.7	.7	-4.1	6.7
20150825	-7.8%	4.0	6.2	.9	2.2	3.4	5.1	5.1
20200501	-7.8%	2.8	7.3	.2	-4.9	1.1	-.8	9.5
20200610	-7.9%	-7.1	1.1	-2.8	-9.1	-9.6	-13.8	-15.2
20201120	-8.2%
20200303	-8.4%	4.8	-14.4	-23.8	-43.9	-43.4	-24.6	-23.1
20200513	-8.7%	6.0	6.9	8.5	20.6	19.4	27.9	35.4
20150302	-8.8%	2.8	.7	-1.8	.8	5.9	6.1	3.3
20151228	-9.1%	.3	-.1	-4.6	-12.7	-18.0	-23.6	-19.4
20200402	-9.4%	-4.9	20.5	26.8	13.5	3.5	10.7	29.6
20150714	-10.5%	.9	.0	-.2	-3.6	-4.4	-4.9	-3.1
20181120	-10.5%	4.4	5.8	6.7	.8	-.8	-5.2	-13.0
20200309	-13.5%	10.1	-4.4	-44.9	-33.2	-11.0	-16.4	-33.4
20171005	-14.2%	-.0	-6.5	-6.9	-2.3	-4.0	-6.0	-4.0
20200312	-14.8%	7.3	-38.1	-25.0	-.1	-6.2	-25.2	-5.3
20200316	-15.9%	-18.4	-17.7	9.6	11.8	-12.9	.2	13.6
20200318	-15.9%	25.6	41.6	60.6	40.2	39.6	65.7	56.6
20200317	-18.3%	-16.0	1.8	35.6	27.4	1.5	28.6	35.3

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

Of the 1,547 trading days from 2015 to 2020, there were 41 days in which NAVI was up more than 5%. This table shows the average price changes over the 41 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 5%	.1	.7	.3	-.4	1.6	2.0	1.2

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

Of the 1,547 trading days from 2015 to 2020, there were 52 days in which NAVI was down more than -5%. This table shows the average price changes over the 52 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -5%	-.8	-.7	.2	.4	-.4	-1.0	2.0

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.