This program looks at the price perfromance of securities after a one day change in the stock price. There are several interesting observations that were made from running the program:
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In a bull market, the price performance of a stock after a significant price drop(i.e. greater than 5%), was significantly higher than the return for the market in general.
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In a bear market, significant price drops did not lead to a better price performance over the next several days in comparison to the broader averages.