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 0.315 6
Advertising 2.31 0.1 -4.85 19
Aerospace -0.45 -0.19 -4.87 14
Agricultural Chemicals 0.59 0.1 0 18
Air Freight/Delivery Services -0.81 -0.12 -6.405 22
Aluminum 17.26 17.26 1
Apparel -0.5 -0.06 -6.96 31
Auto Manufacturing 0.76 0.15 -1.305 16
Auto Parts:O.E.M. 1.31 0.15 -1.22 36
Automotive Aftermarket -1.84 -0.25 -1.65 23
Banks 3.12 1.12 -0.93 14
Beverages (Production/Distribution) 2.5 0.42 0.11 20
Biotechnology: Biological Products (No Diagnostic Substances) -0.39 -0.04 -1.26 76
Biotechnology: Commercial Physical & Biological Resarch 4.41 0.33 3.36 19
Biotechnology: Electromedical & Electrotherapeutic Apparatus -4.63 -0.54 -3.255 26
Biotechnology: In Vitro & In Vivo Diagnostic Substances 2.68 0.31 -2.425 14
Biotechnology: Laboratory Analytical Instruments 3.95 0.45 3.29 15
Books 10.64 10.64 2
Broadcasting -1.32 -0.2 -2.865 20
Building Materials -2.15 -0.16 1.21 9
Building operators -14.66 -1.15 -14.665 2
Building Products 2.93 0.23 -3.49 11
Business Services 0.81 0.11 -0.21 84
Catalog/Specialty Distribution 4.34 0.4 1.245 14
Clothing/Shoe/Accessory Stores -5.62 -0.61 29
Coal Mining 1.64 0.18 3.205 14
Commercial Banks -0.01 0 -1.41 27
Computer Communications Equipment -5.16 -0.68 -8.1 13
Computer Manufacturing -1.09 -0.18 -5.885 12
Computer peripheral equipment 0.34 0.04 -2.26 15
Computer Software: Prepackaged Software 1.91 0.27 -0.635 124
Computer Software: Programming, Data Processing 1.87 0.16 0.335 36
Construction/Ag Equipment/Trucks 4.91 0.58 0.06 11
Consumer Electronics/Appliances 0.92 0.14 -2.1 12
Consumer Electronics/Video Chains 18.2 1.02 5
Consumer Specialties -6.79 -0.67 5
Containers/Packaging 2.06 0.47 1.37 17
Department/Specialty Retail Stores -7.06 -0.58 -23.255 20
Diversified Commercial Services 1.72 0.2 -1.795 30
Diversified Electronic Products -2.38 -2.38 1
Diversified Financial Services 3.1 0.76 3.105 2
EDP Services 0.05 0.01 -1.23 105
Electric Utilities: Central 0.03 0.01 -0.39 53
Electrical Products 0.79 0.11 -3.64 42
Electronic Components -3.12 -0.29 -9.15 21
Electronics Distribution 1
Engineering & Construction -0.48 -0.1 -1.54 13
Environmental Services -0.44 -0.21 -0.6 9
Farming/Seeds/Milling -1.67 -0.3 -1.29 14
Finance Companies -15.58 -1.65 -15.575 2
Finance/Investors Services 0.75 0.49 0.75 2
Finance: Consumer Services 3.07 0.25 -0.23 39
Fluid Controls 1.95 0.44 0.33 7
Food Chains -3.1 -0.18 -8.1 10
Food Distributors 2.52 0.46 -1.165 10
Forest Products -2.83 -0.64 -5.025 12
General Bldg Contractors - Nonresidential Bldgs -3.42 -3.42 1
Home Furnishings 1.89 0.21 -3.04 27
Homebuilding 1.38 0.23 -1.65 27
Hospital/Nursing Management 3.01 0.3 1.81 27
Hotels/Resorts 1.53 0.35 1.35 32
Industrial Machinery/Components -0.32 -0.04 -1.56 133
Industrial Specialties 1.41 0.29 0 38
Integrated oil Companies 1.97 0.44 1.055 22
Investment Bankers/Brokers/Service -1.13 -0.21 -2.59 38
Investment Managers -0.45 -0.11 -0.56 36
Life Insurance -1.08 -0.37 -0.17 17
Major Banks 0.93 0.2 -1.425 314
Major Chemicals -0.93 -0.1 -2.095 66
Major Pharmaceuticals -0.09 -0.01 -1.53 356
Marine Transportation 0.79 0.12 -0.62 59
Meat/Poultry/Fish -4.46 -1.5 -8.61 5
Medical Electronics -0.37 -0.09 -0.365 2
Medical Specialities -1.45 -0.14 -0.82 32
Medical/Dental Instruments -1.39 -0.15 -2.06 75
Medical/Nursing Services 7.46 0.71 3.63 21
Metal Fabrications -0.73 -0.08 -2.51 54
Military/Government/Technical 0.54 0.08 -0.34 27
Mining & Quarrying of Nonmetallic Minerals (No Fuels) 1.48 0.31 2.01 14
Miscellaneous 2.99 2.99 1
Miscellaneous manufacturing industries 1.32 0.88 -0.53 5
Motor Vehicles -2.71 -0.31 -5.03 5
Movies/Entertainment -0.02 -0.01 -0.61 8
Multi-Sector Companies 3.12 0.4 0.675 14
n/a -0.76 -0.15 -0.87 77
Natural Gas Distribution -1.33 -0.43 -1.52 57
Newspapers/Magazines -1.49 -0.16 -0.63 13
Office Equipment/Supplies/Services -0.94 -0.12 15
Oil & Gas Production -0.61 -0.1 -1.385 116
Oil Refining/Marketing 0.34 0.09 -0.71 19
Oil/Gas Transmission -0.87 -0.19 0.75 10
Oilfield Services/Equipment -1.91 -0.52 -2.025 26
Ophthalmic Goods -2.87 -2.87 2
Ordnance And Accessories 5.5 6.62 4.915 4
Other Consumer Services 2.9 0.31 2.14 49
Other Pharmaceuticals 2 0.3 2.225 6
Other Specialty Stores -0.65 -0.1 -2.56 33
Other Transportation 1.74 1.74 1
Package Goods/Cosmetics -0.04 -0.01 -2.31 12
Packaged Foods -0.75 -0.14 -2.875 36
Paints/Coatings 1.98 0.4 -1.64 6
Paper -6.3 -0.76 -3.175 12
Plastic Products 5.7 1.08 4.475 8
Pollution Control Equipment -7.55 -1.78 -9.49 4
Power Generation 0.37 0.32 0.46 18
Precious Metals -0.48 -0.07 -1.545 40
Precision Instruments -11.63 -11.63 1
Professional Services -1.55 -0.17 -2.43 27
Property-Casualty Insurers -0.68 -0.13 -0.99 66
Publishing -0.97 -0.11 -1.34 7
Radio And Television Broadcasting And Communications Equipment -0.26 -0.03 -2.23 33
Railroads 2.65 0.37 -1.58 18
Real Estate 0.74 0.19 -0.54 28
Real Estate Investment Trusts -1.18 -0.36 -1.425 198
Recreational Products/Toys 4.22 0.49 0.38 13
Rental/Leasing Companies -9.95 -2.27 -14.33 6
Restaurants 1.26 0.17 -0.44 56
RETAIL: Building Materials -3.46 -0.67 -4.47 17
Retail: Computer Software & Peripheral Equipment -5.18 -1.79 -9.19 6
Savings Institutions -1.09 -0.3 -2.65 41
Semiconductors 2.16 0.25 -1.82 103
Services-Misc. Amusement & Recreation 1.91 0.44 0.61 15
Shoe Manufacturing 3.83 0.66 -2.685 10
Specialty Chemicals -0.09 -0.02 0 15
Specialty Foods 1.32 0.92 1.32 5
Specialty Insurers 4.97 0.66 1.04 15
Steel/Iron Ore -0.69 -0.07 -3.11 24
Telecommunications Equipment 0.21 0.02 -1.15 90
Television Services -0.73 -0.19 -1.04 23
Textiles 5.26 3
Tobacco -4.17 -4.17 1
Tools/Hardware 1
Transportation Services 1.79 0.35 1.21 11
Trucking Freight/Courier Services 0.41 0.04 0.1 22
Water Supply -1.73 -0.29 -0.9 21
Wholesale Distributors -8.24 -8.24 1