Most risk factors used by Everysk are lognormal. The invariant property for these risk factors are their compounded returns and therefore when they are used in stress tests, the magnitude of the shock is a percent move.
For example: If you shock SP500 by 1%, it will represent an instantaneous move from current level to a new level that is 1% lower.
Conversely, certain risk factors (rates/spreads) used by Everysk are normal and a shock on them is represented by an absolute shift in the rate/spread:
Shock  Magnitude  Current level  New level 

SPX 
1%  2821  2792 
Libor 3M 
1%  1.77  0.77 
The following list outlines all the risk factors in Everysk that are assumed normal:
Everysk Symbol  Description 

IND:LIBOR1M 
London Interbank Offered Rate  1month 
IND:LIBOR3M 
London Interbank Offered Rate  3 months 
IND:LIBOR6M 
London Interbank Offered Rate  6 months 
IND:LIBOR12M 
London Interbank Offered Rate  12 monts 
IND:CMTY1MO 
Constant Maturity Treasury Rate  1 month 
IND:CMTY1YR 
Constant Maturity Treasury Rate  1 year 
IND:CMTY5YR 
Constant Maturity Treasury Rate  5 years 
IND:CMTY10YR 
Constant Maturity Treasury Rate  10 years 
IND:CMTY30YYR 
Constant Maturity Treasury Rate  30 years 
IND:BAMLAAA

BofA Merrill Lynch US Corporate AAA OptionAdjusted Spread 
IND:BAMLAA

BofA Merrill Lynch US Corporate AA OptionAdjusted Spread 
IND:BAMLBBB

BofA Merrill Lynch US Corporate BBB OptionAdjusted Spread 
IND:BAMLBB

BofA Merrill Lynch US Corporate BB OptionAdjusted Spread 
IND:BAMLB

BofA Merrill Lynch US Corporate B OptionAdjusted Spread 
IND:BAMLCCC

BofA Merrill Lynch US Corporate CCC OptionAdjusted Spread 
IND:BAMLEMEA

BofA Merrill Lynch US Corporate EMEA OptionAdjusted Spread 
IND:BAMLLATAM

BofA Merrill Lynch US Corporate LATAM OptionAdjusted Spread 
IND:BAMLAPAC

BofA Merrill Lynch US Corporate APAC OptionAdjusted Spread 
IND:COMMCDX

Municipal CDS Index 