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Stock Performance vs. Index Performance     
[Rankings that might be helpful in identifying candidates for long-short hedging vs. the indexes.]

Updated: Friday, Feb-03-2012
11:55pm ET

S&P 500, NASDAQ 100, and Dow Jones Index Performance

  Percent Index Change for:  
 Index Current
Value
Three
Months

11-03-11
One
Month

01-03-12
One
Day

02-02-12
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to Index Analysis
 S&P 500 1344.90 6.64 5.31 1.46  
 NASDAQ 100 2529.17 6.82 8.92 1.34  
 Dow Jones Ind. Avg. 12862.23 6.79 3.75 1.23  
 
Performance of some S&P 500 stocks

[This table can be sorted by clicking on the column headings of:
Stock, Symbol (Sym), Three Months, One Month, and One Day.]
A few S&P 500 Stocks Percent Stock Change for: % Difference:
Stock Minus Index
for One Day
 Stock
  
Sym
Curr.
Price
 
Three
Months

11-03-11

 
One
Month

01-03-12

 
One
Day

02-02-12

 
% Diff.
 
Bar Graph
 
Genworth FinancialGNW9.1748.8634.0614.0512.59
Gilead SciencesGILD54.7033.6430.6710.939.47
Tenet HealthcareTHC5.9718.9220.369.948.48
LennarLEN23.3436.7317.357.365.90
PulteGroupPHM8.3050.0927.307.105.64
AonAON48.061.612.19-2.65-4.11
CarmaxKMX29.70-3.38-2.69-2.78-4.24
International Game TechnologyIGT15.59-12.37-10.61-4.53-5.99
Wynn ResortsWYNN114.98-10.310.89-4.80-6.26
Edwards LifesciencesEW71.54-6.85-0.64-11.32-12.78
Statistics       
  Maximum Value  50.0975.0114.05  
  Minimum Value  -43.76-21.07-11.32  
  Average  6.877.351.73  
  Standard Deviation  11.169.471.92  
  Number Stocks in Statistics  498500500  
 
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NASDAQ 100 Index Analysis

[This table can be sorted by clicking on the column headings of:
Stock, Sym, Three Months, One Month, and One Day.

NASDAQ 100 Components Percent Stock Change for: % Difference:
Stock Minus Index
for One Day
 Stock
  
Sym
Curr.
Price
 
Three
Months

11-03-11

 
One
Month

01-03-12

 
One
Day

02-02-12

 
% Diff.
 
Bar Graph
 
Gilead SciencesGILD54.7033.6430.6710.939.60
Sears HoldingsSHLD44.54-43.7641.716.124.79
FiservFISV65.8813.0212.504.393.05
Akamai TechnologiesAKAM33.6415.212.164.052.72
Liberty Interactive Series ALINTA18.1411.499.813.662.32
ExpediaEXPE34.2228.5915.373.632.30
F5 NetworksFFIV124.7716.6717.773.532.19
AmazonAMZN187.68-14.024.833.281.94
MylanMYL22.4418.791.313.131.79
Micron TechnologyMU7.9536.1317.602.981.64
AlteraALTR40.856.718.642.901.56
Infosys LimitedINFY57.09-2.836.812.861.53
BaiduBIDU134.53-6.258.242.861.52
FastenalFAST48.3020.3610.372.831.50
AutodeskADSK37.857.6522.852.801.46
FossilFOSL100.190.8726.392.761.42
Seagate TechnologySTX26.4252.8160.802.601.27
Expeditors Intl WashingtonEXPD44.560.277.842.531.20
PricelinePCLN546.986.8912.742.461.13
VodafoneVOD27.87-0.68-1.312.351.01
PACCARPCAR44.250.9414.052.341.00
NetAppNTAP40.35-3.849.712.331.00
CernerCERN63.09-1.270.862.320.98
Bed Bath & BeyondBBBY63.151.878.172.320.98
Citrix SystemsCTXS68.78-7.7211.012.230.89
Linear TechnologyLLTC34.435.8713.482.230.89
SanDiskSNDK47.54-5.69-0.082.150.81
Flextronics InternationalFLEX7.146.8922.472.150.81
NVIDIANVDA15.827.9912.682.130.79
Maxim Integrated ProductsMXIM27.744.725.362.100.76
DirecTV GroupDTV45.69-4.075.472.080.74
XilinxXLNX36.9213.8813.811.990.65
NetflixNFLX126.4336.9975.011.960.62
Microchip TechnologyMCHP38.427.417.441.940.60
StaplesSPLS14.77-0.343.871.930.60
GoogleGOOG596.33-0.20-10.381.920.58
StericycleSRCL86.905.7912.141.880.54
Intuitive SurgicalISRG492.0112.504.301.870.53
Sigma-AldrichSIAL70.7710.1011.501.840.51
News Corp.NWSA19.2814.225.071.800.46
Adobe SystemsADBE31.855.6011.481.790.45
BroadcomBRCM37.676.4427.871.780.45
ComcastCMCSA27.1516.4210.821.720.39
Check Point SoftwareCHKP59.110.7811.591.720.39
Nuance CommunicationsNUAN29.429.9816.511.660.32
O'Reilly AutomotiveORLY82.837.075.991.580.25
MattelMAT31.538.4313.581.510.18
Cisco SystemsCSCO20.0910.517.841.460.13
Life TechnologiesLIFE49.5722.0921.671.450.12
Sirius XMSIRI2.1530.3015.591.420.08
Alexion PharmaceuticalsALXN78.8820.9811.781.410.08
StarbucksSBUX48.3216.716.711.380.05
GarminGRMN44.1022.9111.361.31-0.03
YahooYHOO15.922.84-2.211.27-0.06
Automatic Data ProcessingADP55.516.441.931.26-0.08
Virgin MediaVMED24.34-1.3010.441.21-0.13
Applied MaterialsAMAT12.793.4819.531.19-0.15
Ross StoresROST51.7616.079.451.11-0.22
PaychexPAYX31.958.095.001.11-0.23
SymantecSYMC17.623.4611.661.09-0.25
IntuitINTU58.478.3811.461.05-0.28
OracleORCL29.11-12.0812.571.04-0.29
Cognizant TechnologyCTSH73.352.9811.611.02-0.32
AppleAAPL459.6814.0411.781.00-0.33
MicrosoftMSFT30.2413.9813.000.97-0.37
IntelINTC26.7410.508.960.94-0.39
First SolarFSLR45.16-6.2726.180.94-0.40
CA TechnologiesCA26.5421.7430.740.91-0.42
KLA-TencorKLAC51.989.999.520.87-0.46
Whole Foods MarketWFM76.2510.279.490.86-0.48
Ctrip.com InternationalCTRP25.20-29.232.400.84-0.50
Activision BlizzardATVI12.28-8.220.660.82-0.51
Marvell TechnologyMRVL16.6419.7119.030.79-0.55
eBayEBAY32.95-0.305.140.76-0.57
DENTSPLY InternationalXRAY38.245.328.080.76-0.57
C.H. Robinson WorldwideCHRW64.42-6.57-7.760.66-0.68
Express ScriptsESRX52.0818.3410.780.64-0.70
VerisignVRSN37.0412.173.410.57-0.77
PerrigoPRGO93.664.74-4.960.57-0.77
Warner ChilcottWCRX16.54-9.961.660.55-0.79
QUALCOMMQCOM61.068.8210.480.54-0.79
Biogen IdecBIIB121.886.877.380.51-0.82
Apollo GroupAPOL52.4110.78-1.360.48-0.86
Avago TechnologiesAVGO35.132.3321.390.37-0.96
DellDELL17.6612.7017.890.34-0.99
Henry ScheinHSIC73.1611.5611.250.10-1.24
Monster BeverageMNST105.7117.2914.28-0.12-1.46
Costco WholesaleCOST85.360.780.90-0.18-1.51
Green Mountain Coffee RstrGMCR66.21-1.0342.14-0.32-1.65
Teva Pharmaceutical Ind.TEVA45.719.356.06-0.44-1.77
Dollar TreeDLTR85.657.953.91-0.44-1.78
AmgenAMGN69.2824.388.06-0.49-1.82
BMC SoftwareBMC38.016.0314.52-0.63-1.96
Randgold ResourcesGOLD116.17-2.167.28-0.68-2.02
Lam ResearchLRCX44.191.0520.24-0.72-2.05
CelgeneCELG73.2114.146.63-1.28-2.62
Electronic ArtsEA19.24-21.08-9.67-1.69-3.02
Research In MotionRIMM16.88-10.458.83-1.92-3.25
Vertex PharmaceuticalsVRTX36.780.4114.12-4.17-5.50
Wynn ResortsWYNN114.98-10.310.89-4.80-6.14
Statistics       
  Maximum Value  52.8175.0110.93  
  Minimum Value  -43.76-10.38-4.80  
  Average  6.9411.611.44  
  Standard Deviation  13.1012.061.79  
  Number Stocks in Statistics  100100100  
 
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Dow Jones Industrial Average Index Analysis

[This table can be sorted by clicking on the column headings of:
Stock, Sym, Three Months, One Month, and One Day.]
Dow Jones Industrial Average Components Percent Stock Change for: % Difference:
Stock Minus Index
for One Day
 Stock
  
Sym
Curr.
Price
 
Three
Months

11-03-11

 
One
Month

01-03-12

 
One
Day

02-02-12

 
% Diff.
 
Bar Graph
 
Bank of AmericaBAC7.8413.4635.175.234.00
CaterpillarCAT113.9418.6921.243.272.04
AlcoaAA10.76-1.0116.583.262.03
DisneyDIS40.0014.194.412.801.57
American ExpressAXP52.251.107.982.130.90
Hewlett PackardHPQ29.078.319.202.000.77
JPMorgan ChaseJPM38.2811.349.431.940.71
ChevronCVX105.50-0.59-4.411.750.51
ExxonMobilXOM84.927.68-1.261.660.43
Home DepotHD45.1723.927.191.600.36
BoeingBA76.3415.332.861.490.25
Cisco SystemsCSCO20.0910.517.841.460.23
General ElectricGE19.0214.103.591.440.21
McDonaldsMCD100.017.541.181.410.18
United TechnologiesUTX81.053.338.561.290.05
TravelersTRV60.122.631.921.23-0.01
DupontDD52.016.4711.831.19-0.05
IBMIBM193.643.383.941.10-0.13
MicrosoftMSFT30.2413.9813.000.97-0.27
IntelINTC26.7410.508.960.94-0.29
Kraft FoodsKFT38.888.664.320.78-0.46
Verizon CommunicationsVZ37.841.04-4.760.75-0.49
AT&TT29.951.73-1.420.54-0.70
PfizerPFE21.206.64-3.500.43-0.81
Coca-ColaKO68.08-0.83-2.940.37-0.87
3MMMM87.7310.165.080.34-0.89
Wal MartWMT62.038.032.820.15-1.09
Johnson & JohnsonJNJ65.642.02-0.360.08-1.16
MerckMRK38.3711.120.18-0.18-1.42
Procter & GamblePG62.77-0.70-6.08-0.87-2.10
Statistics       
  Maximum Value  23.9235.175.23  
  Minimum Value  -1.01-6.08-0.87  
  Average  7.765.421.35  
  Standard Deviation  6.218.391.17  
  Number Stocks in Statistics  303030  
 
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Notes to the Calculations
  • Percentage values have an internal precision of at least twelve decimal places and all rankings are based on these values. Displayed values, however, are rounded to two decimal places due to space limitations.
  • Percentages in the "% Diff." column reflect the full precision described above and, therefore, will occasionally differ by a value of one in the least significant decimal place when the rounded value of the index change is subtracted from the rounded value of the stock change. Note also that it is possible for this measure of relative performance to be less than -100%.
  • The zero location of each bar graph is intentionally not fixed at the middle of its column in order to make the best use of the space available. The scale and plotting are designed to accommodate the most extreme negative and positive values, excluding single outliers in both directions that might occur with extraordinarily bad or good news. Accordingly, the scale and zero locations are different for each of the indexes.

 

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