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2020 Stock Market Crash (view source)
Revision as of 14:01, 1 September 2020
, 14:01, 1 September 2020→Checking results
For some reason, the price is missing for 10/26/1940. This causes a #DIV/0! error in excel. I removed it. The average daily return is then 0.0275% and the average annual return (using 252 trading days) is 6.94%. From 1/2/1985 forward, this average is 0.0411% per day or 10.35% per year.
It seems that, on average, a third (actually 31%) of a crash occurs before the maximum decline and 2/3rds (actually 69%) occurs afterwards, however, the location of the maximum decline looks pretty random.
