Input Stock's Information on a Trading Day When Overeaction Occured:
S&P 500 Daily Return:
Daily Return:
Pecent Change at the Openning:
Highest Pecent Change at the Opening:
Lowest Pecent Change at the Opening:
Number of shares outstanding to Volume Ratio
30-day mean of daily returns before the overeaction
10-day mean of daily returns before the overeaction
5-day mean of daily returns before the overeaction
30-day standard deviation of daily returns before the overeaction
10-day standard deviation of daily returns before the overeaction
5-day standard deviation of daily returns before the overeaction
Model Selections:
Deicsion Tree
Logistic Model
Neural Network