US stocks in focus for mean-reversion

As we stated a couple of days mean-reversion effects are strong during high volatility. Yesterday's massive sell-off means that there are opportunities on the long today although we warn that it comes with high risk due to current market environment. The table below is an inspirational list of the stocks that were down the most on a risk-adjusted basis across the different sectors. 

Below is a list with the three US companies within each sector with the largest decline in asset price, relative to the usual fluctuations in the asset price. With this measure, assets which typically have a stable price will get a higher score if their stock price falls drastically - compared to equities with large fluctuations in the price on a daily basis.