One of the greatest skills of a person can have to stay free from nervous stress is to live with a moderate exercise routine and meditate properly. I have seen a lot of people that they feel very sad after hearing some sad news. That is OK, but if that sadness continues after day after day, month after month even a year, that is not normal.
The best way to cope with stress is to live a disciplined life and regular meditation. A healthy body and a healthy mind are always stress-free.