Analysis of the behaviour of the FTSE100 Index for very large one-day falls.
Distribution of very large falls
Since 1984 there have been 189 very large one-day falls, where “very large fall” is defined as a move more than two standard deviations beyond the average daily change in the index. In other words, a very large fall is any decrease over -2.19%.
The following chart plots just these very large one-day falls.
10 greatest one-day falls
The following table shows the ten largest one-day falls in the FTSE 100 Index since 1984.
The following chart shows how on average the index behaves in the days following a very large fall. The Y-axis is the percentage move from the close of the index on the day of the large fall. For example, by day 5 the index has risen 0.8% above the index close on the day of the large fall.
Other articles on large one-day moves.