Largest Negative One-Day Changes for ORC

How does ORC usually behave after a large single-day down move in the stock price?

Using the 12 largest single-day down moves over the last 3 years in ORC stock, the average move was -5.9% with the single largest daily move of -7.6% occurring on 16-Apr-2026. The following day, ORC stock price averaged -0.9% losses, with down moves exceeding up moves. The stock was down 58% of the time in that period one day after these significant moves. Earnings dates have been excluded from this analysis.

Catalysts

4 of the moves coincided with a company-issued press release.

1 Week After

The following week, ORC stock price averaged -2.3% losses, with down moves exceeding up moves across 12 observations. The stock was down 58% of the time in that period one week following these significant moves.

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Stock Price Performance - 12 Largest Negative One-Day Changes
		Before Event Date (Not Including Day of Selected Event)					Day of Event					After Event Date (Not Including Day of Selected Event)					Custom Range▾
Date	Note	2 Weeks	1 Week	3 Days	2 Days	1 Day	Day-Of Move	Opening Gap	% Open-to-High	% Open-to-Low	Drift Open-to-Close	1 Day	2 Days	3 Days	1 Week	2 Weeks	2 Days Before to 2 Days After
16-Apr-2026 [Stock -7.6%]	Press Release Orchid Island Capital Announces April 2026 Monthly Dividend, Estimated First Quarter 2026 Results and March 31, 2026 RMBS Portfolio Characteristics (15-Apr-2026, 5:55 PM Globe Newswire) Headline Orchid Island Capital slashes dividend by 16.7% to $0.10 as share (16-Apr-2026, 12:00 AM Seeking Alpha News)						-7.6%
10-Apr-2025 [Stock -6.3%]	Large Market LossSPY had a large loss on the day of -4.4%						-6.3%
7-Apr-2025 [Stock -6.3%]							-6.3%
4-Apr-2025 [Stock -7.3%]	Large Market LossSPY had a large loss on the day of -5.9%						-7.3%
23-Sep-2024 [Stock -5.1%]							-5.1%
10-Apr-2024 [Stock -4.7%]	Press Release Orchid Island Capital Announces Estimated First Quarter 2024 Results, April 2024 Monthly Dividend and March 31, 2024 RMBS Portfolio Characteristics (10-Apr-2024, 4:10 PM Business Wire)						-4.7%
30-Jan-2024 [Stock -5.0%]							-5.0%
19-Oct-2023 [Stock -5.5%]							-5.5%
18-Oct-2023 [Stock -5.6%]							-5.6%
12-Oct-2023 [Stock -6.2%]	Press Release Orchid Island Capital Announces Estimated Third Quarter 2023 Results, October 2023 Monthly Dividend and September 30, 2023 RMBS Portfolio Characteristics (11-Oct-2023, 5:23 PM Business Wire)						-6.2%
2-Oct-2023 [Stock -6.1%]	Press Releases Orchid Island Capital to Announce Third Quarter 2023 Results (2-Oct-2023, 2:53 PM Business Wire) Bimini Capital Management to Announce Third Quarter 2023 Results (2-Oct-2023, 2:54 PM Business Wire)						-6.1%
21-Sep-2023 [Stock -4.7%]							-4.7%
Simple Average Returns - 12 Largest Negative One-Day Changes
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Absolute Average Returns - 12 Largest Negative One-Day Changes
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Median, Minimum, and Maximum Returns - 12 Largest Negative One-Day Changes
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