PlainQuant

After an event

Pick an event to see what the market did in the weeks and months after each past time it happened.

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Market down 20% from its high: what came after

The market here is the average of the US stocks we cover (over US$10B), equal-weighted, not the S&P 500 · 2 times in our prices (2018-05-02 to 2026-10-30) · measured from that day's close

2 weeks4 weeks3 months
Any window+0.8% · 62%+1.5% · 65%+3.8% · 72%

“Any window”: the middle result and the share that rose over every window of the same length since 2018-05-02, event or not.

Too few to summarise: we need 5 and our prices hold 2. Here is each one.

Each one (2), newest first
Date2 weeks4 weeks3 months
2022-06-13+1.3%-0.2%+5.7%
2020-03-09-21.9%-6.1%+19.3%