Statistics of Price Movements of Realty Income Corp (O)

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

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

Table 1. Statistics of O 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, 51.9% of the time (804 days), O closed above the previous day's closing price. 44.0% of the time (681 days), it closed below the previous day's closing price. 4.1% of the time (63 days), it did not change.

Also see: VIX price movement study.

O Price Change (%)	Number of Days	% of Total Sessions
16 – 17%	1	0.06%
13 – 14%	1	0.06%
7 – 8%	4	0.26%
6 – 7%	5	0.32%
5 – 6%	5	0.32%
4 – 5%	6	0.39%
3 – 4%	11	0.71%
2 – 3%	61	3.94%
1 – 2%	220	14.21%
0 – 1%	490	31.65%
0%	63	4.07%
0 – -1%	406	26.23%
-1 – -2%	158	10.21%
-2 – -3%	83	5.36%
-3 – -4%	11	0.71%
-4 – -5%	8	0.52%
-5 – -6%	5	0.32%
-6 – -7%	4	0.26%
-7 – -8%	1	0.06%
-8 – -9%	3	0.19%
-22 – -23%	1	0.06%
-24 – -25%	1	0.06%

Table 2. Statistics of O: 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 O.

51.1% of the time (791 days), O closed above the opening price. 44.8% of the time (694 days), it closed below the opening price. 4.1% of the time (64 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
12 – 13%	1	0.06%
10 – 11%	1	0.06%
6 – 7%	2	0.13%
5 – 6%	1	0.06%
4 – 5%	4	0.26%
3 – 4%	7	0.45%
2 – 3%	50	3.23%
1 – 2%	195	12.59%
0 – 1%	530	34.22%
0%	64	4.13%
0 – -1%	440	28.41%
-1 – -2%	165	10.65%
-2 – -3%	62	4.00%
-3 – -4%	13	0.84%
-4 – -5%	6	0.39%
-5 – -6%	4	0.26%
-6 – -7%	2	0.13%
-15 – -16%	1	0.06%
-18 – -19%	1	0.06%

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

In the past 1,549 trading days, O opened more than 5% higher than the previous day's closing price 7 times. Of these days, 57.1% (4 days) had closing prices above the opening price, and 42.9% (3 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
10 – 11%	1	14.29%
1 – 2%	2	28.57%
0 – 1%	1	14.29%
0 – -1%	2	28.57%
-2 – -3%	1	14.29%

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

On 6 days, O 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
1 – 2%	1	16.67%
0 – 1%	1	16.67%
0 – -1%	3	50.00%
-5 – -6%	1	16.67%

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

6 times O opened 3 – 4% higher than the previous day's closing price. Among these days, 50.0% (3 days) closed above the opening price, 50.0% (3 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
3 – 4%	1	16.67%
2 – 3%	1	16.67%
0 – 1%	1	16.67%
0 – -1%	1	16.67%
-1 – -2%	1	16.67%
-2 – -3%	1	16.67%

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

12 times O opened 2 – 3% higher than the previous day's closing price. Among these days, 50.0% (6 days) closed above the opening price, 50.0% (6 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
5 – 6%	1	8.33%
4 – 5%	1	8.33%
2 – 3%	2	16.67%
1 – 2%	1	8.33%
0 – 1%	1	8.33%
0 – -1%	4	33.33%
-1 – -2%	1	8.33%
-2 – -3%	1	8.33%

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

22 times O opened 1 – 2% higher than the previous day's closing price. Among these days, 45.5% (10 days) closed above the opening price, 54.5% (12 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
3 – 4%	1	4.55%
2 – 3%	2	9.09%
1 – 2%	1	4.55%
0 – 1%	6	27.27%
0 – -1%	7	31.82%
-1 – -2%	1	4.55%
-2 – -3%	1	4.55%
-3 – -4%	1	4.55%
-4 – -5%	2	9.09%

Table 8. Periods when O moved 15% or more

In this table, we track the price movements in the 20 days after O 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
20200324	16.9%	7.6	4.9	-10.0	-2.6	11.9	1.6	.4
20200318	-22.8%	13.1	19.2	33.9	9.3	10.1	33.4	32.5
20200316	-24.9%	2.1	-12.2	.9	-1.6	-15.5	-8.6	5.0

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

Of the 1,549 trading days from 2015 to 2020, there were 1 days in which O was up more than 15%. 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 ≥ 15%	7.6	4.9	-10.0	-2.6	11.9	1.6	.4

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

Of the 1,549 trading days from 2015 to 2020, there were 2 days in which O was down more than -15%. 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 ≥ -15%	7.6	3.5	17.4	3.9	-2.7	12.4	18.7

Table 9. Periods when O moved 10% or more

In this table, we track the price movements in the 20 days after O 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
20200324	16.9%	7.6	4.9	-10.0	-2.6	11.9	1.6	.4
20200319	13.1%	-1.4	13.4	10.5	-5.1	2.6	17.9	7.1
20200318	-22.8%	13.1	19.2	33.9	9.3	10.1	33.4	32.5
20200316	-24.9%	2.1	-12.2	.9	-1.6	-15.5	-8.6	5.0

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

Of the 1,549 trading days from 2015 to 2020, there were 2 days in which O 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%	3.1	9.1	.3	-3.9	7.2	9.8	3.8

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

Of the 1,549 trading days from 2015 to 2020, there were 2 days in which O was down 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%	7.6	3.5	17.4	3.9	-2.7	12.4	18.7

Table 10. Periods when O moved 5% or more

In this table, we track the price movements in the 20 days after O 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
20200324	16.9%	7.6	4.9	-10.0	-2.6	11.9	1.6	.4
20200319	13.1%	-1.4	13.4	10.5	-5.1	2.6	17.9	7.1
20200408	7.7%	6.7	6.0	-1.4	-5.6	-3.4	3.4	-2.0
20200325	7.5%	7.1	-8.5	-20.0	-2.5	-1.8	-8.6	-8.5
20200406	7.3%	5.4	21.1	10.0	8.7	5.4	13.6	10.6
20200326	7%	-2.5	-20.4	-19.8	-2.9	-3.5	-10.3	-14.0
20200409	6.6%	.0	-9.1	-10.3	-13.0	-6.2	-8.6	-7.4
20200526	6.4%	-.2	1.9	8.3	13.3	8.9	13.6	10.7
20201109	6.2%	5.0	2.4	-.7	-1.2	2.1	-2.0	-.6
20200313	6.1%	-24.9	-33.1	-29.5	-20.9	-35.4	-34.9	-21.2
20200518	6.1%	-.9	-1.7	4.4	6.6	13.3	18.4	13.9
20160211	5.8%	.6	-.5	-.7	.0	-2.1	-3.3	-2.0
20200407	5.3%	7.7	8.5	1.0	1.1	1.2	12.0	2.6
20200414	5.1%	-8.5	-9.7	-12.4	-5.5	-8.0	-6.8	-4.1
20200417	5.1%	-2.9	-5.8	1.6	-1.1	.2	3.2	-3.8
20200603	5.1%	-.1	4.5	.4	4.8	2.1	-1.0	-1.1
20151106	-5%	-2.3	-.1	2.0	4.6	4.5	4.5	2.8
20181224	-5.5%	.0	5.1	2.8	3.3	6.1	7.5	7.3
20200413	-5.5%	5.2	-2.2	-6.3	-4.2	2.6	-2.8	2.5
20161109	-5.6%	-2.4	.1	-.8	.9	1.3	-3.8	-1.9
20200501	-5.6%	-2.3	5.1	-.2	-3.5	-.7	.7	7.5
20200331	-6.1%	-6.8	-6.1	13.7	12.9	5.0	.6	2.9
20200330	-6.6%	-6.2	-17.9	.0	.8	-6.2	-6.2	-6.0
20200401	-6.7%	-1.8	6.2	22.0	10.8	9.5	6.1	14.5
20200611	-6.8%	4.4	8.9	6.2	2.9	2.8	4.1	-1.3
20200312	-7.9%	6.2	-37.3	-36.0	-13.8	-26.4	-35.6	-21.6
20200415	-8.5%	-3.3	-3.2	-3.1	7.3	-1.7	5.7	.3
20200227	-8.6%	-.7	7.2	.6	-7.1	-24.4	-34.9	-25.2
20200323	-8.6%	16.9	31.3	7.2	8.0	30.8	29.9	20.8
20200318	-22.8%	13.1	19.2	33.9	9.3	10.1	33.4	32.5
20200316	-24.9%	2.1	-12.2	.9	-1.6	-15.5	-8.6	5.0

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

Of the 1,549 trading days from 2015 to 2020, there were 16 days in which O was up more than 5%. This table shows the average price changes over the 16 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 5%	-.1	-1.6	-4.3	-1.6	-.8	.5	-1.2

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

Of the 1,549 trading days from 2015 to 2020, there were 15 days in which O 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%	1.5	.3	2.9	2.1	-.1	.0	2.7

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Also see: VIX price movement study.