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PeriodTWTR ReturnS&P 500 ReturnEvent ProbabilityChance Of Rise
In Next Equivalent Period
5-day-3.7%-1%21%54%10-day-2.5%0.2%37%51%21-day11%2.2%24%49%
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'Event' refers to TWTR 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 8 year data
[1] -3.7% or higher return during 5-day period in 402 times out of 1930; Stock rose in the next 5 days in 219 of these 402 instances
[2] -2.5% or higher return during 10-day period in 711 times out of 1925; Stock rose in the next 10 days in 363 of these 711 instances
[3] 11% or higher return during 21-day period in 468 times out of 1914; Stock rose in the next 21 days in 231 of these 468 instances
Predict average return on Twitter (TWTR) Stock Return: AI Predicts TWTR Average and Excess Return After a Fall or Rise