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The UK Stock Market Almanac 2016: Seasonality analysis and studies of market anomalies to give you an edge in the year ahead by Stephen Eckett

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Very large one-day market falls

Analysis of the behaviour of the FTSE 100 for very large one-day falls.

26 years ago this week, on 20 October 1987, the FTSE 100 fell 12.2% in one day. This is the largest one-day fall in the index since its inception in 1984. The accompanying table shows the ten largest one-day falls in the index since 1984.

Date

Change(%)

20 Oct 87

-12.2

10 Oct 08

-8.8

06 Oct 08

-7.9

15 Oct 08

-7.2

26 Oct 87

-6.2

19 Oct 87

-5.7

06 Nov 08

-5.7

22 Oct 87

-5.7

21 Jan 08

-5.5

15 Jul 02

-5.4

Judging by the table, it would seem that many of the largest one-day falls have occurred in recent years.

Is the FTSE 100 becoming increasingly volatile?

Since 1984 ...

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