Industry ER Performance (4 month time window by default)

Industry Average ER Day Return Z Value Median Value Count of Samples
Accident &Health Insurance 4
Advertising 2
Aerospace 4
Agricultural Chemicals 2
Air Freight/Delivery Services 9
Apparel 5
Auto Manufacturing 4
Auto Parts:O.E.M. 10
Automotive Aftermarket 4
Banks 3
Beverages (Production/Distribution) 7
Biotechnology: Biological Products (No Diagnostic Substances) 7
Biotechnology: Commercial Physical & Biological Resarch 4
Biotechnology: Electromedical & Electrotherapeutic Apparatus 3
Biotechnology: In Vitro & In Vivo Diagnostic Substances 2
Biotechnology: Laboratory Analytical Instruments 4
Broadcasting 2
Building Materials 3
Building Products 1
Business Services 12
Catalog/Specialty Distribution 4
Coal Mining 2
Commercial Banks 4
Computer Communications Equipment 4
Computer Manufacturing 2
Computer peripheral equipment 3
Computer Software: Prepackaged Software 16
Computer Software: Programming, Data Processing 7
Construction/Ag Equipment/Trucks 4
Consumer Electronics/Appliances 6
Containers/Packaging 7
Diversified Commercial Services 6
EDP Services 15
Electric Utilities: Central 9
Electrical Products 9
Electronic Components 5
Engineering & Construction 2
Environmental Services 4
Farming/Seeds/Milling 2
Finance/Investors Services 2
Finance: Consumer Services 11
Fluid Controls 2
Food Chains 3
Food Distributors 2
Forest Products 2
Home Furnishings 6
Homebuilding 8
Hospital/Nursing Management 3
Hotels/Resorts 9
Industrial Machinery/Components 29
Industrial Specialties 6
Integrated oil Companies 7
Investment Bankers/Brokers/Service 9
Investment Managers 11
Life Insurance 2
Major Banks 105
Major Chemicals 14
Major Pharmaceuticals 15
Marine Transportation 10
Meat/Poultry/Fish 1
Medical Specialities 5
Medical/Dental Instruments 15
Medical/Nursing Services 4
Metal Fabrications 13
Military/Government/Technical 1
Mining & Quarrying of Nonmetallic Minerals (No Fuels) 1
Miscellaneous 1
Motor Vehicles 1
Movies/Entertainment 3
Multi-Sector Companies 3
n/a 6
Natural Gas Distribution 5
Newspapers/Magazines 4
Office Equipment/Supplies/Services 2
Oil & Gas Production 14
Oil Refining/Marketing 6
Oilfield Services/Equipment 8
Other Consumer Services 13
Other Pharmaceuticals 1
Other Specialty Stores 2
Package Goods/Cosmetics 3
Packaged Foods 2
Paints/Coatings 2
Paper 3
Plastic Products 3
Power Generation 5
Precious Metals 11
Precision Instruments 1
Professional Services 5
Property-Casualty Insurers 15
Publishing 1
Radio And Television Broadcasting And Communications Equipment 3
Railroads 5
Real Estate 5
Real Estate Investment Trusts 49
Recreational Products/Toys 4
Rental/Leasing Companies 1
Restaurants 10
RETAIL: Building Materials 3
Savings Institutions 18
Semiconductors 19
Services-Misc. Amusement & Recreation 4
Shoe Manufacturing 2
Specialty Chemicals 3
Specialty Foods 2
Specialty Insurers 5
Steel/Iron Ore 9
Telecommunications Equipment 19
Television Services 2
Textiles 1
Transportation Services 1
Trucking Freight/Courier Services 9
Water Supply 2