Having pondered this, I came across the following quote by St John Chrystostom from anastasis.org. It is I think 'enlightening:'
For if we learn what the star was, and of what kind, whether it was one of the common stars, or strange and quite unlike the others, and whether it was a natural star or a star in appearance only, we shall easily know all the other things too. From where will these things be clear? From the texts themselves. Thus, that this star was not an ordinary one, or rather not a star at all, in my opinion, but some invisible power transformed into this appearance, is in the first place evident from its course. For not one of the stars moves like this, but whether you take the sun, or the moon, or all the other stars, we see them going from east to west; but this one was carried from north to south – for Palestine lies south of Persia. Next, one can also see this from the time. For it does not appear at night, but at midday, while the sun is shining; and no a star can do this, not even the moon. For when the sun appears the moon immediately disappears. But this star overcame even the beams of the sun by its own splendour, appearing brighter than them. Thirdly, from its appearing, and disappearing. For on their journey to Palestine it appeared leading them, but after they reached Jerusalem, it hid itself. But when they had left Herod and were about to leave, it shows itself; all of which is nothing like the motion of a star, but of some highly rational power. It did not even have a direction of its own, but when they moved, it moved; when they stopped, it stopped, like the pillar of the cloud for the Israelites. Fourthly, one can see this clearly, from its way of indicating. For it did not remain high up to point out the place – for they couldn’t have found it from that – but it came down and did so. For you realise that such a small space, about the size of a hut, or rather of the body of a little child, could not possibly be marked out by a star. For because of its immense height, it could not accurately indicate so confined a spot, and reveal it to those who wished to see it. And this any one may see from the moon, which is far larger than the stars, yet seems equally near every one that lives on the whole wide earth. How then, tell me, did the star point out a spot so confined, just the space of a manger and a hut, unless it left that height and came down, and stood over the very head of the young child? And this is what the evangelist was hinting at when he said, ‘The star went before them, till it came and stood over where the young Child was.’ Do you see then, by what a large number of proofs this star is shown not to be one of the many, nor to have shown itself according to the order of the visible creation?
Homily 6 on Matthew [PG 57:64}