------------------------------------------------------------------------------------------------------------------------------------------
PeriodSRNE ReturnS&P 500 ReturnEvent ProbabilityChance Of Rise
In Next Equivalent Period
5-day14%1.6%14%45%10-day4.7%0.5%34%41%21-day28%2%17%43%
------------------------------------------------------------------------------------------------------------------------------------------
'Event' refers to SRNE 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] 14% or higher return during 5-day period in 353 times out of 2517; Stock rose in the next 5 days in 158 of these 353 instances
[2] 4.7% or higher return during 10-day period in 858 times out of 2517; Stock rose in the next 10 days in 355 of these 858 instances
[3] 28% or higher return during 21-day period in 416 times out of 2516; Stock rose in the next 21 days in 180 of these 416 instances
Predict average return on Sorrento Therapeutics (SRNE) Stock Return: AI Predicts SRNE Average and Excess Return After a Fall or Rise