Largest Negative One-Day Changes for IVR

How does IVR usually behave after a large single-day down move in the stock price?

Using the 12 largest single-day down moves over the last 3 years in IVR stock, the average move was -5.5% with the single largest daily move of -7.5% occurring on 25-Oct-2023. The following day, IVR stock price averaged +0.6% gains, with up moves more frequent than down moves. The stock was up 75% of the time in that period one day after these significant moves. Earnings dates have been excluded from this analysis.

Catalysts

1 of the moves coincided with a company-issued press release.

1 Week After

The following week, IVR stock price averaged +1.0% gains, with up moves more frequent than down moves across 12 observations. The stock was up 58% of the time in that period one week following these significant moves.

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Stock Price Performance - 12 Largest Negative One-Day Changes
		Before Event Date (Not Including Day of Selected Event)					Day of Event					After Event Date (Not Including Day of Selected Event)					Custom Range▾
Date	Note	2 Weeks	1 Week	3 Days	2 Days	1 Day	Day-Of Move	Opening Gap	% Open-to-High	% Open-to-Low	Drift Open-to-Close	1 Day	2 Days	3 Days	1 Week	2 Weeks	2 Days Before to 2 Days After
20-Mar-2026 [Stock -5.4%]							-5.4%
10-Apr-2025 [Stock -6.8%]	Large Market LossSPY had a large loss on the day of -4.4%						-6.8%
7-Apr-2025 [Stock -5.5%]							-5.5%
26-Mar-2025 [Stock -5.7%]	Press Release Invesco Mortgage Capital Inc. Announces Quarterly Common Dividend (25-Mar-2025, 4:15 PM PRNewswire) Headline Invesco Mortgage Capital cuts dividend by 15% (25-Mar-2025, 12:00 AM Seeking Alpha News)						-5.7%
10-Jan-2025 [Stock -4.5%]							-4.5%
5-Aug-2024 [Stock -5.3%]	Large Market LossSPY had a large loss on the day of -2.9%						-5.3%
10-Apr-2024 [Stock -5.9%]							-5.9%
13-Feb-2024 [Stock -4.6%]							-4.6%
9-Nov-2023 [Stock -4.8%]							-4.8%
25-Oct-2023 [Stock -7.5%]							-7.5%
18-Oct-2023 [Stock -5.2%]							-5.2%
21-Sep-2023 [Stock -5.2%]							-5.2%
Simple Average Returns - 12 Largest Negative One-Day Changes
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Absolute Average Returns - 12 Largest Negative One-Day Changes
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Median, Minimum, and Maximum Returns - 12 Largest Negative One-Day Changes
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