Evaluate the frequency of historical closing price changes to better understand potential future price movement.
Investors examine historical price movements to identify potential patterns (clustering of returns, extreme movements, percentages of positive or negative returns, etc.) for additional insight in making trading decisions. Options traders analyze these trends to aid in determining the most profitable and/or lower risk forward looking strike prices and times to expiration for puts, calls, spreads and straddles.
To use, select a stock symbol, time segment for distribution scale (number of rolling days, weeks, months), and number of years of historical data to include in calculations. Click "Get Results" to view charts and tables. Use "Quick Check" to determine number of price change occurrences above a below a specific percent change (i.e. 3.2%).
Select the timeframe between return periods
Rolling Days: The number of trailing rolling days that the returns are calculated. For example 1 day is daily, 2 days is rolling 2 days.
Weekly: Calculates weekly returns by the last business day of the week to the next last business day of the week. For example, Friday to Friday or, if friday is a holiday, Thurday to the following Friday.
Monthly: Calculates the returns on the first business day to the last business day of the month.
Years of Hist Prices
Enter the number of years of historical prices to use in the distribution calculation. A minimum of one year must be entered.
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