Statistics of Price Movements of Owl Rock Capital Corp (ORCC)

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

The statistics are calculated using ORCC's price data across 365 trading days from 2019 to 2020.

Table 1. Statistics of ORCC 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 365 trading days, 48.6% of the time (177 days), ORCC closed above the previous day's closing price. 47.0% of the time (171 days), it closed below the previous day's closing price. 4.4% of the time (16 days), it did not change.

Also see: VIX price movement study.

ORCC Price Change (%)	Number of Days	% of Total Sessions
17 – 18%	1	0.27%
16 – 17%	1	0.27%
10 – 11%	1	0.27%
9 – 10%	1	0.27%
8 – 9%	2	0.55%
5 – 6%	1	0.27%
4 – 5%	4	1.10%
3 – 4%	7	1.92%
2 – 3%	21	5.77%
1 – 2%	48	13.19%
0 – 1%	90	24.73%
0%	16	4.40%
0 – -1%	86	23.63%
-1 – -2%	46	12.64%
-2 – -3%	19	5.22%
-3 – -4%	5	1.37%
-4 – -5%	4	1.10%
-5 – -6%	2	0.55%
-6 – -7%	3	0.82%
-7 – -8%	1	0.27%
-8 – -9%	2	0.55%
-9 – -10%	1	0.27%
-13 – -14%	1	0.27%
-19 – -20%	1	0.27%

Table 2. Statistics of ORCC: 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 ORCC.

38.1% of the time (139 days), ORCC closed above the opening price. 55.9% of the time (204 days), it closed below the opening price. 6.0% of the time (22 days), it closed where it started.

Closing - Open (%)	Number of Days	% of Total Sessions
18 – 19%	1	0.27%
12 – 13%	1	0.27%
8 – 9%	1	0.27%
7 – 8%	1	0.27%
5 – 6%	1	0.27%
4 – 5%	4	1.10%
3 – 4%	8	2.19%
2 – 3%	18	4.93%
1 – 2%	35	9.59%
0 – 1%	69	18.90%
0%	22	6.03%
0 – -1%	106	29.04%
-1 – -2%	67	18.36%
-2 – -3%	12	3.29%
-3 – -4%	7	1.92%
-4 – -5%	3	0.82%
-5 – -6%	4	1.10%
-6 – -7%	2	0.55%
-7 – -8%	1	0.27%
-12 – -13%	1	0.27%
-16 – -17%	1	0.27%

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

In the past 365 trading days, ORCC opened more than 5% higher than the previous day's closing price 1 times. Of these days, 100.0% (1 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
0 – 1%	1	100.00%

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

On 2 days, ORCC opened 4–5% higher than the previous day's closing price. Of these days, 50.0% (1 days) had closing prices above the opening price, and 50.0% (1 days) had closing prices below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
12 – 13%	1	50.00%
-2 – -3%	1	50.00%

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

9 times ORCC opened 3 – 4% higher than the previous day's closing price. Among these days, 22.2% (2 days) closed above the opening price, 77.8% (7 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
4 – 5%	2	22.22%
0 – -1%	1	11.11%
-1 – -2%	2	22.22%
-2 – -3%	1	11.11%
-3 – -4%	1	11.11%
-5 – -6%	1	11.11%
-7 – -8%	1	11.11%

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

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

Closing - Open (%)	Number of Days	% of Total Sessions
2 – 3%	1	11.11%
0 – 1%	2	22.22%
-1 – -2%	5	55.56%
-3 – -4%	1	11.11%

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

35 times ORCC opened 1 – 2% higher than the previous day's closing price. Among these days, 22.9% (8 days) closed above the opening price, 74.3% (26 days) closed below the opening price.

Closing - Open (%)	Number of Days	% of Total Sessions
8 – 9%	1	2.86%
7 – 8%	1	2.86%
2 – 3%	2	5.71%
1 – 2%	1	2.86%
0 – 1%	3	8.57%
0%	1	2.86%
0 – -1%	11	31.43%
-1 – -2%	10	28.57%
-2 – -3%	3	8.57%
-3 – -4%	2	5.71%

Table 8. Periods when ORCC moved 15% or more

In this table, we track the price movements in the 20 days after ORCC 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	17.4%	4.3	19.4	6.4	22.9	39.2	20.5	22.1
20200319	16.6%	-6.4	-7.4	6.0	-5.6	9.1	23.5	7.0
20200323	-19.2%	17.5	38.9	36.6	33.6	63.5	53.7	46.5

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

Of the 365 trading days from 2019 to 2020, there were 2 days in which ORCC was up 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%	-1.0	6.0	6.2	8.7	24.1	22.0	14.5

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

Of the 365 trading days from 2019 to 2020, there were 1 days in which ORCC was down 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%	17.5	38.9	36.6	33.6	63.5	53.7	46.5

Table 9. Periods when ORCC moved 10% or more

In this table, we track the price movements in the 20 days after ORCC 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	17.4%	4.3	19.4	6.4	22.9	39.2	20.5	22.1
20200319	16.6%	-6.4	-7.4	6.0	-5.6	9.1	23.5	7.0
20200326	10.5%	2.5	.8	-1.4	20.7	13.4	8.1	5.1
20200318	-13.8%	16.7	3.5	22.4	20.4	17.7	44.1	35.5
20200323	-19.2%	17.5	38.9	36.6	33.6	63.5	53.7	46.5

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

Of the 365 trading days from 2019 to 2020, there were 3 days in which ORCC was up more than 10%. 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 ≥ 10%	.1	4.3	3.6	12.7	20.6	17.4	11.4

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

Of the 365 trading days from 2019 to 2020, there were 2 days in which ORCC 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%	17.1	21.2	29.5	27.0	40.6	48.9	41.0

Table 10. Periods when ORCC moved 5% or more

In this table, we track the price movements in the 20 days after ORCC 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	17.4%	4.3	19.4	6.4	22.9	39.2	20.5	22.1
20200319	16.6%	-6.4	-7.4	6.0	-5.6	9.1	23.5	7.0
20200326	10.5%	2.5	.8	-1.4	20.7	13.4	8.1	5.1
20200409	9.1%	.0	-13.4	-12.3	-12.0	-6.4	-7.0	-6.1
20200406	8.6%	8.1	22.4	6.0	7.4	7.7	14.6	13.8
20200407	8%	3.8	8.6	-.8	-4.2	2.8	6.3	2.7
20200518	5.6%	-2.3	-1.7	-.5	-3.4	-.8	1.1	-4.4
20191230	-5%	-1.5	-4.3	-5.8	-6.2	-11.9	-12.6	-12.4
20200611	-5.9%	2.4	4.4	5.0	5.0	3.4	4.4	3.6
20190920	-6.3%	-4.5	-3.6	-6.9	-3.7	-3.4	.1	.6
20200320	-6.4%	-19.3	9.4	12.9	-.8	20.9	26.6	15.7
20200312	-6.6%	4.3	-20.6	-30.0	-5.2	-2.1	-14.0	4.8
20200415	-7.8%	1.2	-2.3	4.8	8.4	4.7	12.6	8.8
20200316	-8%	-4.0	-9.6	-10.6	2.3	-8.8	5.3	19.3
20200402	-8.5%	-1.6	19.9	25.5	14.6	10.7	18.7	22.8
20200309	-9.9%	-2.2	-7.1	-29.3	-37.7	-15.6	-12.8	-23.4
20200318	-13.8%	16.7	3.5	22.4	20.4	17.7	44.1	35.5
20200323	-19.2%	17.5	38.9	36.6	33.6	63.5	53.7	46.5

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

Of the 365 trading days from 2019 to 2020, there were 7 days in which ORCC was up more than 5%. This table shows the average price changes over the 7 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ 5%	1.4	4.1	.5	3.7	9.3	9.6	5.7

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

Of the 365 trading days from 2019 to 2020, there were 11 days in which ORCC was down more than -5%. This table shows the average price changes over the 11 days.

Average Type	Average Price Change
Days after:	1	4	7	10	13	16	19
Avg for Change ≥ -5%	.8	2.6	2.2	2.8	7.2	11.5	11.1

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Also see: VIX price movement study.