Statistics of Price Movements of Nuveen Muni Value Fund (NUV)

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

The statistics are calculated using NUV's price data across 1,549 trading days from 2015 to 2020.

Table 1. Statistics of NUV 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 1,549 trading days, 47.6% of the time (737 days), NUV closed above the previous day's closing price. 40.9% of the time (633 days), it closed below the previous day's closing price. 11.5% of the time (178 days), it did not change.

Also see: VIX price movement study.

NUV Price Change (%) Number of Days % of Total Sessions
8 – 9% 1
0.06%
4 – 5% 1
0.06%
2 – 3% 3
0.19%
1 – 2% 43
2.78%
0 – 1% 689
44.51%
0% 178
11.50%
0 – -1% 580
37.47%
-1 – -2% 40
2.58%
-2 – -3% 9
0.58%
-3 – -4% 2
0.13%
-5 – -6% 1
0.06%
-6 – -7% 1
0.06%

Table 2. Statistics of NUV: 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 NUV.

47.1% of the time (729 days), NUV closed above the opening price. 40.3% of the time (625 days), it closed below the opening price. 12.6% of the time (195 days), it closed where it started.

Closing - Open (%) Number of Days % of Total Sessions
6 – 7% 1
0.06%
4 – 5% 1
0.06%
2 – 3% 2
0.13%
1 – 2% 29
1.87%
0 – 1% 696
44.93%
0% 195
12.59%
0 – -1% 586
37.83%
-1 – -2% 32
2.07%
-2 – -3% 6
0.39%
-4 – -5% 1
0.06%

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

In the past 1,549 trading days, NUV 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 NUV opened 4–5% higher

On 0 days, NUV 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 NUV open 3 – 4% higher

0 times NUV 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 NUV open 2 – 3% higher

1 times NUV 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
6 – 7% 1
100.00%

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

4 times NUV opened 1 – 2% higher than the previous day's closing price. Among these days, 50.0% (2 days) closed above the opening price, 25.0% (1 days) closed below the opening price.

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

Table 8. Periods when NUV moved 15% or more

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

DatePrice ChangePrice Change after 15% Move
Days after:14710131619

Table 9. Periods when NUV moved 10% or more

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

DatePrice ChangePrice Change after 10% Move
Days after:14710131619

Table 10. Periods when NUV moved 5% or more

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

DatePrice ChangePrice Change after 5% Move
Days after:14710131619
202003248.7% 4.1 5.9 1.2 2.4 6.3 5.8 4.6
20200312-5.6% 1.6 -.6 -10.9 2.7 1.7 -2.4 .5
20200323-6.4% 8.8 12.7 11.1 10.8 15.7 15.3 15.1

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

Of the 1,549 trading days from 2015 to 2020, there were 1 days in which NUV was up more than 5%. This table shows the average price changes over the 1 days.

Average TypeAverage Price Change
Days after:14710131619
Avg for Change ≥ 5% 4.1 5.9 1.2 2.4 6.3 5.8 4.6

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

Of the 1,549 trading days from 2015 to 2020, there were 2 days in which NUV was down more than -5%. This table shows the average price changes over the 2 days.

Average TypeAverage Price Change
Days after:14710131619
Avg for Change ≥ -5% 5.2 6.1 .1 6.7 8.7 6.5 7.8

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Also see: VIX price movement study.