FIRM RETURNS NASDAQ AND SP500 RETURNS DIFFERENCES OF FIRM AND INDEX
COMPANY 10 days Day 10 days 10 days Day 10 days 10 days Day 10 days
before of after before of after before of after
 CRYP 22.48% -4.00% 19.59% -2.09% 1.89% 16.35% 24.58% -5.89% 3.25%
GNAC.OB 7.27% -6.35% -10.57% 8.39% 2.05% -12.94% -1.13% -8.40% 2.37%
STFC 4.66% 3.36% 6.51% 8.39% 2.05% -12.94% -3.74% 1.31% 19.45%
ACAP 1.20% 5.73% 0.97% 0.30% 2.05% -12.94% 0.90% 3.68% 13.91%
WSBI 2.54% -0.84% 2.98% -12.44% -2.49% -9.06% 14.99% 1.64% 12.03%
BFD 7.15% 2.26% 7.76% -3.46% -0.87% -4.61% 10.61% 3.12% 12.37%
IO -7.67% -3.35% -4.76% -4.61% -0.77% -6.18% -3.06% -2.58% 1.42%
GRP 0.70% 3.20% 7.76% -4.61% -0.77% -6.18% 5.32% 3.97% 13.95%
SUG 1.81% 0.31% -4.38% -0.12% 1.00% -6.62% 1.93% -0.69% 2.24%
KSE -4.70% -1.25% -1.77% -0.12% 1.00% -6.62% -4.58% -2.25% 4.85%
ADLR -0.73% 14.56% -14.87% -4.78% -0.53% -10.33% 4.05% 15.09% -4.54%
BMRN -2.78% 11.04% 0.00% -4.78% -0.53% -10.33% 2.00% 11.57% 10.33%
ECLG -4.80% -4.80% 28.99% 8.47% 2.14% 6.75% -13.27% -6.94% 22.24%
HYGS 0.17% 7.07% -23.35% -0.22% -2.00% -6.26% 0.39% 9.07% -17.09%
SMSC -2.80% 2.36% -5.55% -7.22% 0.77% -4.04% 4.42% 1.59% -1.52%
SPG 5.82% 0.54% 0.34% -3.50% -0.38% -1.40% 9.32% 0.92% 1.74%
CNT 2.18% 0.29% 0.73% -2.40% -0.38% -0.63% 4.58% 0.67% 1.37%
XTO 2.16% -2.52% -0.47% 0.35% -0.47% 1.66% 1.81% -2.05% -2.14%
SGY 1.70% 0.59% 4.21% 0.35% -0.47% 1.66% 1.35% 1.06% 2.55%
TWTI -13.53% -0.68% 8.16% 3.32% -0.53% 2.59% -16.85% -0.14% 5.58%
FULL 3.04% 2.32% 12.41% 3.32% 0.04% 2.59% -0.28% 2.28% 9.82%
POL -0.46% -2.04% 0.58% 1.26% 0.25% 1.65% -1.72% -2.29% -1.07%
LEXG -15.20% -6.61% 8.02% 3.90% 0.16% 2.68% -19.10% -6.77% 5.34%
PRE 5.45% -0.92% 1.09% -0.47% -0.02% -3.25% 5.92% -0.90% 4.35%
MNY 1.39% -0.23% 5.05% -0.47% -0.02% -3.25% 1.86% -0.21% 8.31%
KEG 16.32% 1.07% 14.14% -0.77% 0.05% 5.02% 17.09% 1.02% 9.12%
HYDL 10.88% -0.48% 11.72% -5.77% -0.85% 8.29% 16.65% 0.37% 3.43%
LOJN 0.94% -0.56% -3.17% 10.15% 1.29% -0.50% -9.21% -1.85% -2.66%
GNT -7.41% 5.93% -19.20% -2.89% -1.47% -0.58% -4.52% 7.40% -18.62%
BPUR 17.05% 10.87% -14.17% -4.46% -2.10% -1.47% 21.51% 12.97% -12.71%
VSNX 22.82% -3.56% -5.53% 10.15% -0.46% -0.50% 12.67% -3.09% -5.03%
TTIL -1.57% 1.67% 0.00% -6.76% 1.89% -2.11% 5.19% -0.22% 2.11%
MSFT -7.69% 0.04% 0.81% -6.76% 1.89% -2.11% -0.93% -1.85% 2.92%
NYFX -13.85% -2.66% -5.99% -8.46% -1.95% 4.91% -5.39% -0.71% -10.90%
FNF 10.31% 0.09% 0.26% -3.61% -0.17% 0.60% 13.92% 0.26% -0.34%
REVU 14.29% 5.96% -1.25% 2.48% 4.02% -3.89% 11.81% 1.94% 2.64%
ECLG 3.09% 0.00% -8.75% 2.48% 4.02% -3.89% 0.62% -4.02% -4.86%
FCEL -19.41% -2.97% -13.47% -7.36% -1.46% -4.51% -12.05% -1.51% -8.96%
WWAT -13.04% 5.26% -25.00% -7.36% -1.46% -4.51% -5.69% 6.73% -20.49%
EQY 1.47% 1.06% 1.53% 3.95% 4.00% 1.65% -2.48% -2.94% -0.12%
ESS 1.47% 1.06% 2.61% 3.95% 4.00% 7.21% -2.48% -2.94% -4.60%
CAMT -6.82% 10.81% 2.44% 10.72% 2.46% -5.71% -17.54% 8.35% 8.15%
(ADI 29.39% 4.49% -12.96% 10.60% 2.36% -3.64% 18.79% 2.13% -9.32%
PRTN -17.96% -2.92% -1.29% -4.20% -2.72% -4.48% -13.76% -0.20% 3.20%
ENER -7.11% -2.55% -1.23% -4.20% -2.72% -10.13% -2.91% 0.17% 8.90%
CNX -6.75% 1.17% 17.37% -2.93% 1.94% -0.83% -3.83% -0.78% 18.20%
SUG 8.91% 9.08% 13.14% 1.27% 1.94% -0.83% 7.64% 7.14% 13.97%
ATPG 13.85% 5.38% -5.35% 3.10% 3.26% 0.78% 10.75% 2.12% -6.13%
MHR -0.18% 3.40% 10.77% 1.27% 1.94% -0.83% -1.46% 1.45% 11.60%
XEC 0.26% -0.92% 8.78% 4.36% 2.15% -2.31% -4.10% -3.06% 11.09%
ICBC -1.50% -1.38% -0.12% -5.36% 0.21% -2.26% 3.86% -1.59% 2.14%
UHCO 4.98% 2.19% -2.45% -2.35% 0.32% -6.43% 7.33% 1.87% 3.99%
obs 48 48 48 48 48 48 48 48 48
AVG 1.3% 1.4% 0.3% -0.4% 0.5% -2.2% 1.8% 0.9% 2.5%
STDEV 10.1% 4.5% 10.3% 5.4% 1.8% 5.7% 9.8% 4.8% 9.3%
Max 29.4% 14.6% 29.0% 10.7% 4.0% 16.3% 24.6% 15.1% 22.2%
Min -19.4% -6.6% -25.0% -12.4% -2.7% -12.9% -19.1% -8.4% -20.5%
% abv 0 56% 58% 50% 39.58% 50.00% 29.17% 56.25% 52.08% 62.50%
z        0.92        2.11        0.17 -0.54 1.89 -2.71 1.25 1.29 1.84
% of times 60% 56% 71%
beating mkt