worst_fall
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-10-16, from capital-market-vs-money-market.
| ticker | worst_fall_pct |
|---|---|
| CSCO | 38.6 |
| IBM | 37.5 |
| CVX | 28.9 |
| PG | 24.6 |
| JNJ | 23.6 |
| KO | 20.9 |
| XOM | 20.7 |
- Rows × columns
- 7 × 2
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
ticker |
text | 7 distinct values (CSCO, CVX, IBM…) | |
worst_fall_pct |
number | 20.7 to 38.6 | percent |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
WITH daily AS (
SELECT
ticker,
date,
toFloat64(any(close)) AS c
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('KO', 'JNJ', 'XOM', 'CVX', 'PG', 'IBM', 'CSCO')
AND date >= today() - 1830
GROUP BY ticker, date
),
peaks AS (
SELECT
ticker,
date,
c,
max(c) OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS peak
FROM daily
)
SELECT
ticker,
round(100 * abs(min(c / peak - 1)), 1) AS worst_fall_pct
FROM peaks
GROUP BY ticker
ORDER BY worst_fall_pct DESC
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