Industry ER Performance (4 month time window by default)

Industry Average ER Day Return Z Value Median Value Count of Samples
Accident &Health Insurance -0.65 -0.17 -0.255 12
Advertising 3.09 0.16 -2.23 31
Aerospace 0.28 0.08 0.17 19
Agricultural Chemicals -0.93 -0.16 -0.57 28
Air Freight/Delivery Services -0.4 -0.06 -0.29 29
Aluminum 5.21 0.43 5.21 2
Apparel -1.87 -0.18 -0.31 40
Auto Manufacturing -0.8 -0.16 -0.92 26
Auto Parts:O.E.M. 0.3 0.04 -0.65 57
Automotive Aftermarket -1.84 -0.25 -0.595 38
Banks 1.59 0.41 2.51 13
Beverages (Production/Distribution) 1.61 0.28 1.03 31
Biotechnology: Biological Products (No Diagnostic Substances) 0.91 0.09 0 135
Biotechnology: Commercial Physical & Biological Resarch 1.05 0.09 0.31 40
Biotechnology: Electromedical & Electrotherapeutic Apparatus -3.23 -0.42 -2.615 50
Biotechnology: In Vitro & In Vivo Diagnostic Substances 3.59 0.31 2.605 22
Biotechnology: Laboratory Analytical Instruments 14.59 0.23 2.18 29
Books -0.46 -0.06 -4.86 3
Broadcasting 1.1 0.15 0.245 38
Building Materials -0.03 0 0.69 17
Building operators -6.92 -0.58 -0.66 4
Building Products -1.32 -0.09 -1.67 15
Business Services 0.29 0.04 0 140
Catalog/Specialty Distribution 4.12 0.43 2.53 27
Clothing/Shoe/Accessory Stores -2.99 -0.3 -0.985 46
Coal Mining 0.86 0.11 2.39 23
Commercial Banks 0.17 0.05 0.59 43
Computer Communications Equipment -1.05 -0.1 -2.8 25
Computer Manufacturing 0.46 0.06 -0.275 18
Computer peripheral equipment -3.19 -0.31 -4.25 25
Computer Software: Prepackaged Software 1.92 0.21 1.87 195
Computer Software: Programming, Data Processing 0.57 0.05 1.87 57
Construction/Ag Equipment/Trucks 2.17 0.27 0.06 19
Consumer Electronics/Appliances 0.76 0.1 1.8 18
Consumer Electronics/Video Chains 12.68 0.77 1.63 3
Consumer Specialties -2.47 -0.27 3.18 7
Containers/Packaging 1.31 0.33 1.37 27
Department/Specialty Retail Stores -3.61 -0.37 -2.86 25
Diversified Commercial Services 1.01 0.12 0.51 45
Diversified Electronic Products 0.69 0.22 0.69 2
Diversified Financial Services -3.72 -0.42 -2.255 4
EDP Services -0.39 -0.05 -0.32 169
Electric Utilities: Central 0.87 0.17 0.48 89
Electrical Products 1.57 0.19 1.15 59
Electronic Components -2.37 -0.25 -1.24 33
Electronics Distribution -14.07 -14.07 1
Engineering & Construction 0.44 0.06 0.31 18
Environmental Services 1.13 0.32 1.195 18
Farming/Seeds/Milling -0.4 -0.06 -0.03 23
Finance Companies -6.21 -0.54 -2.135 4
Finance/Investors Services 0.16 0.06 0.75 4
Finance: Consumer Services 0.35 0.03 0.285 60
Fluid Controls 0.63 0.16 0.12 14
Food Chains -2.52 -0.2 -1.565 16
Food Distributors 0.86 0.19 -0.72 17
Forest Products -0.48 -0.07 -2.29 21
General Bldg Contractors - Nonresidential Bldgs 0.29 0.08 0.285 2
Home Furnishings 0.05 0.01 -0.32 30
Homebuilding 0.63 0.1 -0.39 46
Hospital/Nursing Management 1.53 0.14 1.12 47
Hotels/Resorts 0.73 0.16 1.32 59
Industrial Machinery/Components 0.51 0.06 0.39 219
Industrial Specialties -0.01 0 0.7 57
Integrated oil Companies 0.51 0.1 0.78 45
Investment Bankers/Brokers/Service -0.31 -0.06 -0.53 57
Investment Managers -0.11 -0.02 0.34 61
Life Insurance -0.06 -0.02 0 34
Major Banks 0.88 0.21 0.82 329
Major Chemicals 0.8 0.09 -0.1 111
Major Pharmaceuticals 0.07 0.01 -0.53 594
Marine Transportation 0.7 0.09 0.84 94
Meat/Poultry/Fish -0.91 -0.17 -1.36 9
Medical Electronics -0.25 -0.08 -0.135 4
Medical Specialities 0.7 0.07 1.185 56
Medical/Dental Instruments -1.92 -0.21 -1.9 135
Medical/Nursing Services 6.36 0.49 3.63 29
Metal Fabrications 0.07 0.01 0.3 91
Military/Government/Technical 0.51 0.07 -0.32 47
Mining & Quarrying of Nonmetallic Minerals (No Fuels) -2.16 -0.34 -1.85 28
Miscellaneous 0.82 0.38 0.825 2
Miscellaneous manufacturing industries -2.25 -0.56 -1.17 8
Motor Vehicles -0.76 -0.11 0.59 8
Movies/Entertainment 0.98 0.22 -0.61 16
Multi-Sector Companies -1.16 -0.12 -0.055 22
n/a -0.75 -0.14 -0.2 133
Natural Gas Distribution -0.75 -0.21 -1.05 111
Newspapers/Magazines 0.68 0.09 0 24
Office Equipment/Supplies/Services -0.16 -0.02 -0.52 18
Oil & Gas Production -1.38 -0.2 -1.385 214
Oil Refining/Marketing -0.15 -0.03 -0.71 36
Oil/Gas Transmission -0.31 -0.08 0.485 20
Oilfield Services/Equipment -1.79 -0.28 -1.415 36
Ophthalmic Goods -1.52 -0.72 -2.87 3
Ordnance And Accessories -1.11 -0.15 1.72 7
Other Consumer Services 0.59 0.05 -0.19 85
Other Pharmaceuticals -1.78 -0.22 -0.98 12
Other Specialty Stores 1.09 0.16 0.835 56
Other Transportation -0.14 -0.08 -0.145 2
Package Goods/Cosmetics -1.24 -0.15 -1.43 21
Packaged Foods -0.79 -0.12 -0.58 60
Paints/Coatings 1.9 0.46 0.27 7
Paper -5.68 -0.66 -4.32 24
Plastic Products 3.08 0.43 1.545 16
Pollution Control Equipment -4.14 -0.7 -3.67 5
Power Generation 0.45 0.27 0.515 36
Precious Metals -1.22 -0.16 -1.37 71
Precision Instruments -4.99 -0.75 -4.99 2
Professional Services -0.67 -0.08 0 50
Property-Casualty Insurers 0.01 0 0.115 112
Publishing -0.87 -0.12 -0.94 13
Radio And Television Broadcasting And Communications Equipment 0.2 0.02 -0.74 50
Railroads 1.38 0.21 1.37 20
Real Estate 1.4 0.33 0.45 49
Real Estate Investment Trusts -0.56 -0.17 -0.515 360
Recreational Products/Toys 0.39 0.04 0.38 21
Rental/Leasing Companies -2.91 -0.35 -5.19 10
Restaurants 0.24 0.03 0.78 94
RETAIL: Building Materials 0.22 0.03 0.05 23
Retail: Computer Software & Peripheral Equipment -1.36 -0.26 -1.76 6
Savings Institutions -0.64 -0.15 -0.21 51
Semiconductors 1.58 0.18 0.405 164
Services-Misc. Amusement & Recreation 0.66 0.12 0.65 26
Shoe Manufacturing 0.99 0.1 0.8 15
Specialty Chemicals 0.21 0.04 0.55 28
Specialty Foods 0.49 0.21 1.52 6
Specialty Insurers 2.16 0.26 1.5 24
Steel/Iron Ore -0.04 0 -0.65 35
Telecommunications Equipment -0.88 -0.1 -0.47 151
Television Services 0.49 0.1 0.16 37
Textiles -0.62 -0.13 -0.02 4
Tobacco 0.29 0.07 0.29 2
Tools/Hardware -1.04 -1.04 1
Transportation Services 2.7 0.4 1.66 17
Trucking Freight/Courier Services -0.94 -0.1 0.06 35
Water Supply 0.61 0.09 0.27 36
Wholesale Distributors -10.93 -4.06 -10.93 2