Industry ER Performance (4 month time window by default)

Industry Average ER Day Return Z Value Median Value Count of Samples
Accident &Health Insurance 0.84 0.25 -2.175 10
Advertising 0.66 0.03 -10.065 18
Aerospace -0.03 -0.01 17
Agricultural Chemicals 0.85 0.13 0 17
Air Freight/Delivery Services -1.11 -0.15 26
Aluminum 17.26 17.26 1
Apparel 1.48 0.25 31
Auto Manufacturing 0.76 0.15 -4.095 20
Auto Parts:O.E.M. 1.3 0.16 -3 40
Automotive Aftermarket -3.13 -0.44 -7.43 24
Banks 2.74 0.91 15
Beverages (Production/Distribution) 2.3 0.38 -2.43 25
Biotechnology: Biological Products (No Diagnostic Substances) -0.44 -0.04 -1.59 79
Biotechnology: Commercial Physical & Biological Resarch 4.41 0.33 -0.65 23
Biotechnology: Electromedical & Electrotherapeutic Apparatus -4.59 -0.51 -8.74 27
Biotechnology: In Vitro & In Vivo Diagnostic Substances 2.68 0.31 -6.465 16
Biotechnology: Laboratory Analytical Instruments 3.95 0.45 0 19
Books 10.64 10.64 2
Broadcasting -1.32 -0.2 -3.65 22
Building Materials -2.15 -0.16 -4.97 12
Building operators -14.66 -1.15 -14.665 2
Building Products 5.7 0.51 -3.49 11
Business Services 0.93 0.13 -1.84 91
Catalog/Specialty Distribution 4.34 0.4 -0.015 18
Clothing/Shoe/Accessory Stores -5.62 -0.61 29
Coal Mining 1.49 0.16 2.39 15
Commercial Banks 0.68 0.21 -2.12 28
Computer Communications Equipment -5.16 -0.68 -11.67 17
Computer Manufacturing -0.46 -0.07 -8.81 13
Computer peripheral equipment 1.61 0.19 -2.75 17
Computer Software: Prepackaged Software 1.95 0.28 -1.97 134
Computer Software: Programming, Data Processing 2.02 0.16 -2.355 38
Construction/Ag Equipment/Trucks 4.91 0.58 -5.19 15
Consumer Electronics/Appliances 0.92 0.14 -5.22 16
Consumer Electronics/Video Chains 3
Consumer Specialties -6.79 -0.67 5
Containers/Packaging 2.19 0.48 -10.48 23
Department/Specialty Retail Stores -11.07 -1.02 17
Diversified Commercial Services 2.24 0.24 -2.96 31
Diversified Electronic Products -2.38 -2.38 1
Diversified Financial Services 3.1 0.76 3.105 2
EDP Services 0.13 0.02 -2.41 108
Electric Utilities: Central 0.19 0.06 -1.08 59
Electrical Products 1.78 0.27 -5.32 46
Electronic Components -3.12 -0.29 -12.98 26
Electronics Distribution 1
Engineering & Construction -1.65 -0.45 -4.685 12
Environmental Services -0.44 -0.21 -1.87 13
Farming/Seeds/Milling -1.89 -0.32 -3.77 15
Finance Companies -15.58 -1.65 -15.575 2
Finance/Investors Services 0.75 0.49 -0.78 4
Finance: Consumer Services 2.89 0.22 -2.79 44
Fluid Controls 1.1 0.26 -1.525 8
Food Chains -5.51 -0.41 -31.58 11
Food Distributors 2.52 0.46 -2.01 12
Forest Products -2.73 -0.59 -5.82 13
General Bldg Contractors - Nonresidential Bldgs -3.42 -3.42 1
Home Furnishings -1.32 -0.47 25
Homebuilding 1.38 0.23 -3.615 34
Hospital/Nursing Management 3.54 0.37 0.775 28
Hotels/Resorts 1.96 0.53 -0.635 40
Industrial Machinery/Components -0.23 -0.03 -3.255 144
Industrial Specialties 1.28 0.25 -1.41 41
Integrated oil Companies 2.02 0.44 0.44 28
Investment Bankers/Brokers/Service -1.45 -0.25 -4.5 39
Investment Managers -0.3 -0.07 -4.27 44
Life Insurance -1.23 -0.42 -0.21 18
Major Banks 0.84 0.17 350
Major Chemicals -0.95 -0.1 -3.245 72
Major Pharmaceuticals -0.19 -0.02 -1.745 334
Marine Transportation 0.89 0.13 -3.64 63
Meat/Poultry/Fish -4.46 -1.5 -8.61 6
Medical Electronics -0.37 -0.09 -0.365 2
Medical Specialities -1.54 -0.15 -3.81 36
Medical/Dental Instruments -1.17 -0.12 -4.405 86
Medical/Nursing Services 8.02 0.75 -1.33 23
Metal Fabrications -0.95 -0.1 -5.03 62
Military/Government/Technical 1.18 0.18 -0.34 27
Mining & Quarrying of Nonmetallic Minerals (No Fuels) 1.48 0.31 1.7 15
Miscellaneous 2.99 2.99 2
Miscellaneous manufacturing industries 1.32 0.88 -0.53 5
Motor Vehicles 4.97 3.34 3.48 4
Movies/Entertainment -0.02 -0.01 -1.31 11
Multi-Sector Companies 3.23 0.38 -4.9 15
n/a -0.78 -0.15 -1.02 78
Natural Gas Distribution -1.31 -0.42 -1.82 61
Newspapers/Magazines -1.49 -0.16 -7.99 16
Office Equipment/Supplies/Services 1.43 0.2 14
Oil & Gas Production -0.67 -0.11 -1.935 126
Oil Refining/Marketing 0.34 0.09 -0.78 25
Oil/Gas Transmission -0.87 -0.19 0.75 10
Oilfield Services/Equipment -1.92 -0.51 -2.95 29
Ophthalmic Goods -2.87 -2.87 2
Ordnance And Accessories 5.5 6.62 4.915 4
Other Consumer Services 2.27 0.25 -0.68 59
Other Pharmaceuticals 2 0.3 0.55 7
Other Specialty Stores -0.63 -0.09 -4.645 34
Other Transportation 1.74 1.74 1
Package Goods/Cosmetics -0.04 -0.01 -2.71 14
Packaged Foods -1.12 -0.2 -3.95 33
Paints/Coatings 3.52 0.73 -0.65 6
Paper -6.3 -0.76 -13.38 15
Plastic Products 5.7 1.08 1.22 11
Pollution Control Equipment -8.56 -1.75 -13.44 3
Power Generation 0.37 0.32 -0.1 23
Precious Metals 0.31 0.05 -3.9 47
Precision Instruments -11.63 -11.63 2
Professional Services -1.69 -0.18 -3.99 30
Property-Casualty Insurers -0.51 -0.1 -1.685 76
Publishing -0.97 -0.11 -3.31 8
Radio And Television Broadcasting And Communications Equipment -0.12 -0.01 -6.6 30
Railroads 1.37 0.19 -7.74 19
Real Estate 0.74 0.19 -1.2 33
Real Estate Investment Trusts -1.26 -0.39 -2.41 236
Recreational Products/Toys 4.73 0.53 -4.42 15
Rental/Leasing Companies -9.95 -2.27 -14.55 7
Restaurants 0.65 0.09 -3.84 59
RETAIL: Building Materials -2.75 -0.52 -11.18 18
Retail: Computer Software & Peripheral Equipment -5.82 -1.73 5
Savings Institutions -1.3 -0.36 53
Semiconductors 2.1 0.24 -3.33 115
Services-Misc. Amusement & Recreation 1.68 0.38 -2.815 18
Shoe Manufacturing 3.83 0.66 -3.71 12
Specialty Chemicals -0.05 -0.01 -1.9 17
Specialty Foods 1.32 0.92 0.16 6
Specialty Insurers 5.2 0.67 -0.96 19
Steel/Iron Ore -0.67 -0.07 -15 31
Telecommunications Equipment -0.09 -0.01 -4.13 105
Television Services -1.07 -0.28 -1.97 23
Textiles 5.26 4
Tobacco -4.17 -4.17 1
Tools/Hardware 1
Transportation Services 1.79 0.35 -0.145 12
Trucking Freight/Courier Services 0.44 0.04 -4.54 28
Water Supply -1.93 -0.31 -2.21 21
Wholesale Distributors -8.24 -8.24 1