Statistics of Price Movements of Netflix Inc (NFLX)

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

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

Table 1. Statistics of NFLX 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, 49.0% of the time (757 days), NFLX closed above the previous day's closing price. 47.5% of the time (734 days), it closed below the previous day's closing price. 3.6% of the time (55 days), it did not change.

Also see: VIX price movement study.

NFLX Price Change (%)	Number of Days	% of Total Sessions
19 – 20%	1	0.06%
18 – 19%	2	0.13%
17 – 18%	1	0.06%
13 – 14%	1	0.06%
11 – 12%	1	0.06%
9 – 10%	4	0.26%
8 – 9%	4	0.26%
7 – 8%	4	0.26%
6 – 7%	10	0.65%
5 – 6%	21	1.36%
4 – 5%	31	2.01%
3 – 4%	85	5.50%
2 – 3%	109	7.05%
1 – 2%	201	13.00%
0 – 1%	282	18.24%
0%	55	3.56%
0 – -1%	325	21.02%
-1 – -2%	209	13.52%
-2 – -3%	84	5.43%
-3 – -4%	48	3.10%
-4 – -5%	30	1.94%
-5 – -6%	15	0.97%
-6 – -7%	10	0.65%
-7 – -8%	3	0.19%
-8 – -9%	4	0.26%
-9 – -10%	2	0.13%
-10 – -11%	1	0.06%
-11 – -12%	1	0.06%
-12 – -13%	1	0.06%
-13 – -14%	1	0.06%

Table 2. Statistics of NFLX: 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 NFLX.

47.4% of the time (733 days), NFLX closed above the opening price. 49.1% of the time (760 days), it closed below the opening price. 3.5% of the time (54 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
11 – 12%	2	0.13%
9 – 10%	2	0.13%
8 – 9%	2	0.13%
7 – 8%	3	0.19%
6 – 7%	4	0.26%
5 – 6%	10	0.65%
4 – 5%	29	1.87%
3 – 4%	57	3.68%
2 – 3%	123	7.95%
1 – 2%	197	12.73%
0 – 1%	304	19.65%
0%	54	3.49%
0 – -1%	357	23.08%
-1 – -2%	217	14.03%
-2 – -3%	96	6.21%
-3 – -4%	47	3.04%
-4 – -5%	20	1.29%
-5 – -6%	11	0.71%
-6 – -7%	9	0.58%
-7 – -8%	2	0.13%
-9 – -10%	1	0.06%

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

In the past 1,547 trading days, NFLX opened more than 5% higher than the previous day's closing price 14 times. Of these days, 50.0% (7 days) had closing prices above the opening price, and 50.0% (7 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
5 – 6%	1	7.14%
4 – 5%	2	14.29%
2 – 3%	1	7.14%
1 – 2%	3	21.43%
0 – -1%	1	7.14%
-1 – -2%	2	14.29%
-2 – -3%	1	7.14%
-3 – -4%	2	14.29%
-5 – -6%	1	7.14%

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

On 4 days, NFLX opened 4–5% higher than the previous day's closing price. Of these days, 100.0% (4 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
3 – 4%	1	25.00%
2 – 3%	1	25.00%
1 – 2%	2	50.00%

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

13 times NFLX opened 3 – 4% higher than the previous day's closing price. Among these days, 46.2% (6 days) closed above the opening price, 53.8% (7 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
5 – 6%	1	7.69%
1 – 2%	3	23.08%
0 – 1%	2	15.38%
0 – -1%	2	15.38%
-1 – -2%	1	7.69%
-2 – -3%	1	7.69%
-3 – -4%	1	7.69%
-6 – -7%	1	7.69%
-7 – -8%	1	7.69%

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

35 times NFLX opened 2 – 3% higher than the previous day's closing price. Among these days, 62.9% (22 days) closed above the opening price, 37.1% (13 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
5 – 6%	1	2.86%
4 – 5%	1	2.86%
3 – 4%	5	14.29%
2 – 3%	2	5.71%
1 – 2%	6	17.14%
0 – 1%	7	20.00%
0 – -1%	3	8.57%
-1 – -2%	2	5.71%
-2 – -3%	1	2.86%
-3 – -4%	4	11.43%
-4 – -5%	3	8.57%

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

150 times NFLX opened 1 – 2% higher than the previous day's closing price. Among these days, 47.3% (71 days) closed above the opening price, 52.7% (79 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
5 – 6%	1	0.67%
4 – 5%	2	1.33%
3 – 4%	8	5.33%
2 – 3%	19	12.67%
1 – 2%	19	12.67%
0 – 1%	22	14.67%
0 – -1%	24	16.00%
-1 – -2%	30	20.00%
-2 – -3%	14	9.33%
-3 – -4%	4	2.67%
-4 – -5%	3	2.00%
-5 – -6%	2	1.33%
-6 – -7%	2	1.33%

Table 8. Periods when NFLX moved 15% or more

In this table, we track the price movements in the 20 days after NFLX 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
20161018	19%	2.6	7.2	6.5	3.8	2.7	2.9	-4.6
20150416	18.2%	1.7	-.8	.7	-1.0	.6	2.2	3.2
20150716	18%	-.9	-3.7	-8.1	-3.7	4.6	6.7	4.1
20150121	17.3%	4.7	11.0	7.9	9.6	8.3	11.6	14.8

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

Of the 1,547 trading days from 2015 to 2020, there were 4 days in which NFLX was up 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%	2.0	3.4	1.8	2.2	4.1	5.8	4.4

Table 9. Periods when NFLX moved 10% or more

In this table, we track the price movements in the 20 days after NFLX 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
20161018	19%	2.6	7.2	6.5	3.8	2.7	2.9	-4.6
20150416	18.2%	1.7	-.8	.7	-1.0	.6	2.2	3.2
20150716	18%	-.9	-3.7	-8.1	-3.7	4.6	6.7	4.1
20150121	17.3%	4.7	11.0	7.9	9.6	8.3	11.6	14.8
20170718	13.5%	.1	2.3	-.5	-.9	-1.8	-4.3	-6.9
20200826	11.6%	-3.9	1.6	-5.7	-12.2	-9.4	-14.2	-14.0
20190718	-10.2%	-3.1	-2.2	2.3	-1.8	-4.6	-5.0	-8.0
20200316	-11.1%	7.0	11.4	14.6	24.1	23.8	24.6	24.1
20160419	-12.9%	2.6	-.8	-4.3	-3.0	-3.7	-4.6	-5.5
20160719	-13.1%	2.4	2.1	6.8	9.0	13.0	9.4	11.0

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

Of the 1,547 trading days from 2015 to 2020, there were 6 days in which NFLX was up more than 10%. 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 ≥ 10%	.7	2.9	.1	-.7	.8	.8	-.6

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

Of the 1,547 trading days from 2015 to 2020, there were 4 days in which NFLX was down more than -10%. 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 ≥ -10%	2.2	2.6	4.8	7.1	7.1	6.1	5.4

Table 10. Periods when NFLX moved 5% or more

In this table, we track the price movements in the 20 days after NFLX 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
20161018	19%	2.6	7.2	6.5	3.8	2.7	2.9	-4.6
20150416	18.2%	1.7	-.8	.7	-1.0	.6	2.2	3.2
20150716	18%	-.9	-3.7	-8.1	-3.7	4.6	6.7	4.1
20150121	17.3%	4.7	11.0	7.9	9.6	8.3	11.6	14.8
20170718	13.5%	.1	2.3	-.5	-.9	-1.8	-4.3	-6.9
20200826	11.6%	-3.9	1.6	-5.7	-12.2	-9.4	-14.2	-14.0
20180123	9.9%	4.4	13.7	5.9	6.2	-.3	6.3	11.3
20190104	9.7%	6.0	9.1	19.2	14.0	8.2	12.8	14.1
20160106	9.3%	-2.7	-.9	-11.6	-8.4	-15.8	-19.8	-22.3
20180417	9.1%	-.5	-5.2	-6.6	-6.8	-4.8	-1.7	-2.2
20150826	8.4%	6.8	-3.9	-10.3	-9.9	-13.1	-5.4	-10.6
20181226	8.4%	.7	5.5	17.3	26.1	31.2	39.2	28.2
20200323	8.2%	-.8	-.9	1.1	5.5	2.9	14.8	17.4
20200710	8%	-4.2	-3.9	-10.7	-12.4	-11.7	-9.1	-7.2
20150804	7.6%	2.1	1.6	2.1	2.4	-14.2	-9.1	-5.1
20151116	7.4%	5.2	11.2	11.5	10.8	13.9	14.0	6.8
20200123	7.2%	1.0	-1.8	2.4	5.0	6.9	8.8	10.5
20200413	7%	4.2	6.6	6.2	6.2	5.8	7.0	9.8
20200317	6.9%	-1.3	12.7	13.5	17.4	13.1	16.1	24.1
20150827	6.8%	-.0	-10.4	-16.0	-15.5	-15.7	-12.8	-16.6
20200701	6.7%	-1.8	1.5	13.0	7.7	3.5	-1.7	.6
20200313	6.6%	-11.1	-1.3	6.3	6.2	8.3	13.0	10.2
20190115	6.5%	-.9	-4.4	-7.9	-7.3	-4.2	-.7	-2.5
20160217	6.4%	-4.5	-6.0	.0	3.0	.8	2.7	3.3
20180326	6.4%	-6.1	-7.8	-9.8	-9.5	-3.5	4.9	2.3
20151008	6.3%	-1.4	-4.1	-11.5	-15.3	-10.3	-5.7	-.8
20181128	6%	2.2	-2.6	-6.2	-2.7	-7.0	-7.8	-17.3
20200326	6%	-1.6	.3	4.7	2.1	13.9	16.5	16.1
20190107	5.9%	1.6	7.1	11.4	7.5	3.6	4.3	7.8
20150924	5.8%	-1.5	-.5	7.2	10.8	5.8	-4.6	-5.6
20170425	5.7%	-1.3	2.1	3.3	3.5	5.7	.7	3.3
20180824	5.7%	1.6	3.4	1.3	-2.8	3.1	-2.4	1.8
20181012	5.7%	-1.9	2.1	-1.9	-11.7	-11.1	-7.1	-6.4
20160701	5.6%	.0	-1.6	-.7	1.8	-9.1	-9.3	-5.2
20201007	5.6%	-.5	3.6	-.7	-8.5	-8.7	-5.7	-12.0
20181031	5.5%	5.2	3.0	.6	-5.0	-10.3	-13.1	-11.6
20201001	5.4%	-4.6	1.4	2.3	2.7	-.4	-7.4	-7.8
20171005	5.3%	1.9	.3	4.3	.4	.8	2.6	1.9
20180215	5.3%	-.6	.3	5.0	3.6	16.0	18.3	14.7
20181107	5.3%	-2.9	-10.1	-12.6	-20.0	-20.2	-11.8	-15.9
20200226	5.3%	-2.0	-2.8	-2.7	-7.7	-21.2	-12.4	-5.8
20160301	5.2%	-.7	-2.9	-1.0	-.4	2.9	1.3	3.0
20181017	5.2%	-4.9	-8.6	-17.8	-17.3	-13.5	-12.8	-19.3
20200319	5.2%	.2	3.1	11.7	11.5	12.1	11.7	28.5
20151117	5.1%	3.0	6.8	6.0	7.1	11.8	6.1	3.0
20181101	5.1%	-2.6	3.2	-7.3	-8.6	-15.9	-18.5	-10.9
20200310	5%	-3.9	-17.9	-8.8	-1.9	-1.9	-.0	4.3
20200406	5%	-2.0	-2.4	12.3	15.1	12.3	6.3	9.3
20200901	5%	-.7	-8.9	-13.4	-13.1	-12.4	-15.0	-11.3
20150105	-5%	-1.7	-.6	-2.1	1.9	29.4	37.1	33.4
20160121	-5%	-1.6	-10.9	-8.1	-12.3	-15.8	-14.6	-7.4
20180402	-5%	1.2	3.1	8.3	9.8	18.7	9.5	11.2
20181224	-5%	.0	9.5	14.4	34.8	38.8	51.6	45.0
20181204	-5.1%	.0	-2.0	.3	-1.6	-10.5	-7.9	-2.8
20180717	-5.2%	-1.1	-4.4	-4.3	-11.1	-9.6	-8.4	-10.1
20180208	-5.4%	-.3	6.4	11.4	11.2	16.2	20.4	28.4
20181119	-5.4%	-1.3	-4.4	4.5	7.3	4.5	-2.0	-1.4
20181221	-5.4%	-5.1	3.7	8.6	20.8	29.9	35.1	43.3
20161110	-5.5%	-.6	-.2	2.2	2.0	1.8	4.7	8.6
20171129	-5.5%	-.3	-2.1	.2	-.2	1.2	.2	-.2
20190920	-5.5%	-1.8	-2.7	-.4	.8	-1.2	5.5	8.3
20201030	-5.6%	1.8	3.2	.7	1.9	1.5	3.3	5.8
20180730	-5.7%	.7	2.4	3.8	1.9	-3.7	.9	7.1
20160307	-5.9%	.8	2.3	4.0	5.8	3.0	9.0	10.7
20200309	-6%	5.1	-2.9	-9.0	4.0	4.8	8.4	4.4
20180327	-6.1%	-5.0	-6.8	-2.2	-.9	3.6	11.3	6.0
20180905	-6.1%	1.5	4.3	6.9	7.6	8.3	11.6	10.5
20191018	-6.1%	1.0	-1.4	2.1	4.2	4.8	6.9	5.2
20181207	-6.2%	1.7	4.1	2.2	-7.1	-4.3	1.0	2.3
20180625	-6.4%	3.9	1.8	1.6	9.0	7.5	-1.3	-6.1
20200717	-6.5%	1.9	-3.1	-.9	-.8	1.8	-1.9	-2.4
20150824	-6.8%	4.8	21.4	8.8	2.0	2.7	2.4	5.9
20160127	-6.8%	3.6	.4	-9.2	-3.0	-4.1	-.7	-2.2
20201021	-6.9%	-.8	-.0	-2.7	-1.8	-1.3	-1.5	-2.5
20150821	-7.5%	-6.8	13.2	1.8	-5.0	-4.6	-8.0	.2
20160205	-7.7%	.6	4.3	7.6	7.8	10.7	12.8	18.3
20150820	-7.8%	-7.6	-2.1	2.3	-10.2	-15.6	-13.3	-7.5
20150901	-8%	-.3	-6.6	-6.0	-6.3	-3.0	-7.3	-6.0
20151015	-8.2%	-2.1	-3.1	1.9	4.0	8.6	12.8	11.6
20181010	-8.3%	-1.5	6.3	2.1	-7.4	-12.6	-2.6	-4.6
20160113	-8.5%	.5	1.2	-5.5	-14.5	-11.7	-15.8	-19.2
20181024	-9.4%	3.7	-5.3	2.4	8.5	-2.6	-3.9	-11.5
20200312	-9.9%	6.7	.1	14.3	15.1	19.1	14.8	17.7
20190718	-10.2%	-3.1	-2.2	2.3	-1.8	-4.6	-5.0	-8.0
20200316	-11.1%	7.0	11.4	14.6	24.1	23.8	24.6	24.1
20160419	-12.9%	2.6	-.8	-4.3	-3.0	-3.7	-4.6	-5.5
20160719	-13.1%	2.4	2.1	6.8	9.0	13.0	9.4	11.0

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

Of the 1,547 trading days from 2015 to 2020, there were 49 days in which NFLX was up more than 5%. This table shows the average price changes over the 49 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 5%	-.3	.1	.2	-.3	-.8	.4	.7

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

Of the 1,547 trading days from 2015 to 2020, there were 38 days in which NFLX was down more than -5%. This table shows the average price changes over the 38 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -5%	.3	1.0	2.1	2.8	3.8	5.1	5.8

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.