Industry ER Performance (4 month time window by default)

Industry Average ER Day Return Z Value Median Value Count of Samples
Accident &Health Insurance 0.06 0.02 0.11 7
Advertising 3.88 0.17 -3.04 21
Aerospace -0.37 -0.11 -0.16 13
Agricultural Chemicals -0.43 -0.07 0 19
Air Freight/Delivery Services -0.59 -0.09 -2.345 20
Aluminum 17.26 17.26 1
Apparel -2.09 -0.25 -5.325 38
Auto Manufacturing 0.13 0.03 -1.49 17
Auto Parts:O.E.M. 1.24 0.14 -0.91 37
Automotive Aftermarket -2.1 -0.3 -1.65 23
Banks 3.12 1.12 2.89 9
Beverages (Production/Distribution) 2.88 0.47 1.37 23
Biotechnology: Biological Products (No Diagnostic Substances) 0.52 0.05 -0.94 109
Biotechnology: Commercial Physical & Biological Resarch 3.42 0.29 2.66 26
Biotechnology: Electromedical & Electrotherapeutic Apparatus -3.96 -0.48 -3.3 34
Biotechnology: In Vitro & In Vivo Diagnostic Substances 0.92 0.11 -1.695 16
Biotechnology: Laboratory Analytical Instruments 25.63 0.3 3.835 16
Books 2.89 0.37 2.89 2
Broadcasting -0.08 -0.01 -0.38 25
Building Materials -2.15 -0.16 1.785 8
Building operators -14.66 -1.15 -14.665 2
Building Products 2.86 0.25 -1.67 11
Business Services 0.47 0.06 0 89
Catalog/Specialty Distribution 3.78 0.37 1.245 16
Clothing/Shoe/Accessory Stores -3.24 -0.31 -5.295 52
Coal Mining 1.25 0.15 2.86 17
Commercial Banks 0.14 0.04 -1.25 29
Computer Communications Equipment -5.16 -0.68 -8.1 13
Computer Manufacturing -1.09 -0.18 -5.5 11
Computer peripheral equipment -0.94 -0.09 -2.26 19
Computer Software: Prepackaged Software 1.45 0.17 0 136
Computer Software: Programming, Data Processing 1.5 0.12 1.87 41
Construction/Ag Equipment/Trucks 4.24 0.51 -0.63 12
Consumer Electronics/Appliances 0.92 0.14 -0.05 10
Consumer Electronics/Video Chains 12.68 0.77 0.31 5
Consumer Specialties 0.46 0.05 -6.845 8
Containers/Packaging 1.94 0.46 1.7 15
Department/Specialty Retail Stores -3.78 -0.35 -7.99 26
Diversified Commercial Services 0.85 0.1 -1.35 33
Diversified Electronic Products -2.38 -2.38 1
Diversified Financial Services 3.1 0.76 3.105 2
EDP Services -0.15 -0.02 -0.82 109
Electric Utilities: Central -0.03 -0.01 0 54
Electrical Products -0.3 -0.04 -1.51 41
Electronic Components -4.36 -0.41 -9.12 22
Electronics Distribution -14.07 -14.07 2
Engineering & Construction 0.84 0.13 -0.735 14
Environmental Services 0.62 0.17 -0.49 10
Farming/Seeds/Milling -1.03 -0.15 -0.82 19
Finance Companies -8.9 -0.73 -6.15 3
Finance/Investors Services 1.42 0.91 2.28 3
Finance: Consumer Services 1.68 0.12 0.12 37
Fluid Controls 1.49 0.34 -0.475 8
Food Chains -3.57 -0.24 -7.58 13
Food Distributors 1.53 0.31 -0.86 13
Forest Products -1.55 -0.27 -4.495 12
General Bldg Contractors - Nonresidential Bldgs -3.42 -3.42 1
Home Furnishings 1.42 0.17 -1.495 24
Homebuilding 0.85 0.13 -1.3 33
Hospital/Nursing Management 1.48 0.15 0.21 31
Hotels/Resorts 1.21 0.28 1.34 39
Industrial Machinery/Components -0.65 -0.08 -0.31 137
Industrial Specialties 0.78 0.15 0.1 40
Integrated oil Companies 1.18 0.2 1.03 25
Investment Bankers/Brokers/Service -1.32 -0.26 -1.8 33
Investment Managers -0.64 -0.16 0.125 34
Life Insurance -0.3 -0.08 0.005 20
Major Banks 0.87 0.19 0.84 213
Major Chemicals -0.1 -0.01 -0.81 75
Major Pharmaceuticals 0.04 0 -0.99 511
Marine Transportation 1.34 0.18 0.05 63
Meat/Poultry/Fish -4.46 -1.5 -8.61 5
Medical Electronics 0.54 0.16 2.35 3
Medical Specialities -0.6 -0.05 -0.82 38
Medical/Dental Instruments -2.52 -0.26 -2.535 94
Medical/Nursing Services 8.62 0.61 4.03 22
Metal Fabrications -0.26 -0.03 0 57
Military/Government/Technical 1.53 0.21 -0.035 34
Mining & Quarrying of Nonmetallic Minerals (No Fuels) 0.7 0.12 2.01 16
Miscellaneous 0.82 0.38 0.825 2
Miscellaneous manufacturing industries -1.62 -0.31 -5.49 6
Motor Vehicles -0.79 -0.09 3.48 5
Movies/Entertainment -0.2 -0.09 -0.69 9
Multi-Sector Companies -0.93 -0.09 -0.11 19
n/a -0.92 -0.17 -0.67 95
Natural Gas Distribution -1.04 -0.27 -1.435 60
Newspapers/Magazines -1.49 -0.17 -0.98 14
Office Equipment/Supplies/Services -0.4 -0.06 -1.745 14
Oil & Gas Production -0.72 -0.11 -1.265 142
Oil Refining/Marketing 0.23 0.05 -0.635 24
Oil/Gas Transmission -0.87 -0.19 0.75 10
Oilfield Services/Equipment -2.52 -0.38 -1.77 27
Ophthalmic Goods -1.52 -0.72 -3.005 4
Ordnance And Accessories 3.33 0.87 4.915 4
Other Consumer Services 2.08 0.2 1.38 57
Other Pharmaceuticals 2 0.3 2.225 6
Other Specialty Stores 0.52 0.08 -0.43 45
Other Transportation 1.74 1.74 1
Package Goods/Cosmetics 0.99 0.12 3.64 13
Packaged Foods -1.07 -0.16 -2.46 40
Paints/Coatings 2.69 0.58 0.9 5
Paper -4.55 -0.48 -2.66 14
Plastic Products 3.5 0.46 2.575 10
Pollution Control Equipment -4.14 -0.7 -4.605 6
Power Generation 0.26 0.21 0.45 19
Precious Metals -1.24 -0.16 -1.545 48
Precision Instruments -11.63 -11.63 1
Professional Services -1.74 -0.2 -1.89 29
Property-Casualty Insurers -0.9 -0.17 -0.545 66
Publishing -0.97 -0.11 -1.34 7
Radio And Television Broadcasting And Communications Equipment 0.35 0.04 -1.125 36
Railroads 2.54 0.37 1.6 14
Real Estate 0.56 0.15 -0.54 34
Real Estate Investment Trusts -1.06 -0.33 -1.25 206
Recreational Products/Toys 3.93 0.48 3.075 14
Rental/Leasing Companies -7.7 -1.29 -14.11 7
Restaurants 1 0.13 -0.275 68
RETAIL: Building Materials -1.98 -0.35 -4.18 17
Retail: Computer Software & Peripheral Equipment -3.92 -1.18 -9.19 7
Savings Institutions -1.09 -0.3 -1.595 32
Semiconductors 2.13 0.23 -0.515 112
Services-Misc. Amusement & Recreation 1.19 0.19 1 18
Shoe Manufacturing 1.39 0.18 -1.66 11
Specialty Chemicals -0.15 -0.03 0 15
Specialty Foods 1.32 0.92 1.725 4
Specialty Insurers 2.32 0.22 1.255 14
Steel/Iron Ore -0.92 -0.1 -1.09 25
Telecommunications Equipment -0.56 -0.06 -0.57 106
Television Services -0.73 -0.19 0 21
Textiles 5.26 3
Tobacco 0.29 0.07 0.29 2
Tools/Hardware 1
Transportation Services 2.37 0.47 1.66 11
Trucking Freight/Courier Services 0.41 0.04 1.315 18
Water Supply -0.1 -0.01 -0.47 29
Wholesale Distributors -8.24 -8.24 1