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PeriodLB ReturnS&P 500 ReturnEvent ProbabilityChance Of Rise
In Next Equivalent Period
5-day2%1.3%32%51%10-day17%2%3%46%21-day7.9%2.4%24%64%
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'Event' refers to LB return >= to observed return within specified period; 'Equivalent Period' refers to same period as that specified for past return
Periods specified in trading days; 5-day = 5 trading days
Calculation of 'Event Probability' and 'Chance of Rise' using last 10 year data
[1] 2% or higher return during 5-day period in 813 times out of 2517; Stock rose in the next 5 days in 418 of these 813 instances
[2] 17% or higher return during 10-day period in 81 times out of 2517; Stock rose in the next 10 days in 37 of these 81 instances
[3] 7.9% or higher return during 21-day period in 596 times out of 2517; Stock rose in the next 21 days in 383 of these 596 instances
Predict average return on L Brands (LB) Stock Return: AI Predicts LB Average and Excess Return After a Fall or Rise