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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 Three Months
 Stock
  
Sym
Curr.
Price
 
Three
Months

11-03-11

 
One
Month

01-03-12

 
One
Day

02-02-12

 
% Diff.
 
Bar Graph
 
PulteGroupPHM8.3050.0927.307.1043.45
Genworth FinancialGNW9.1748.8634.0614.0542.22
Vulcan MaterialsVMC44.7943.6012.881.9136.96
Regions FinancialRF5.6441.3529.663.6834.71
Novellus SystemsNVLS48.9938.2319.90-0.7131.59
Donnelley (R.R.)RRD11.91-28.17-21.073.93-34.81
Abercrombie & FitchANF40.51-31.64-17.140.27-38.28
Sears HoldingsSHLD44.54-43.7641.716.12-50.40
TripAdvisorTRIP35.38N/A32.861.43N/A 
WPX EnergyWPX16.45N/A-9.12-0.30N/A 
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 Three Months
 Stock
  
Sym
Curr.
Price
 
Three
Months

11-03-11

 
One
Month

01-03-12

 
One
Day

02-02-12

 
% Diff.
 
Bar Graph
 
Seagate TechnologySTX26.4252.8160.802.6045.99
NetflixNFLX126.4336.9975.011.9630.17
Micron TechnologyMU7.9536.1317.602.9829.31
Gilead SciencesGILD54.7033.6430.6710.9326.82
Sirius XMSIRI2.1530.3015.591.4223.48
ExpediaEXPE34.2228.5915.373.6321.77
AmgenAMGN69.2824.388.06-0.4917.56
GarminGRMN44.1022.9111.361.3116.09
Life TechnologiesLIFE49.5722.0921.671.4515.27
CA TechnologiesCA26.5421.7430.740.9114.92
Alexion PharmaceuticalsALXN78.8820.9811.781.4114.16
FastenalFAST48.3020.3610.372.8313.54
Marvell TechnologyMRVL16.6419.7119.030.7912.89
MylanMYL22.4418.791.313.1311.97
Express ScriptsESRX52.0818.3410.780.6411.52
Monster BeverageMNST105.7117.2914.28-0.1210.47
StarbucksSBUX48.3216.716.711.389.90
F5 NetworksFFIV124.7716.6717.773.539.85
ComcastCMCSA27.1516.4210.821.729.60
Ross StoresROST51.7616.079.451.119.25
Akamai TechnologiesAKAM33.6415.212.164.058.39
News Corp.NWSA19.2814.225.071.807.40
CelgeneCELG73.2114.146.63-1.287.32
AppleAAPL459.6814.0411.781.007.23
MicrosoftMSFT30.2413.9813.000.977.16
XilinxXLNX36.9213.8813.811.997.06
FiservFISV65.8813.0212.504.396.20
DellDELL17.6612.7017.890.345.88
Intuitive SurgicalISRG492.0112.504.301.875.68
VerisignVRSN37.0412.173.410.575.36
Henry ScheinHSIC73.1611.5611.250.104.74
Liberty Interactive Series ALINTA18.1411.499.813.664.67
Apollo GroupAPOL52.4110.78-1.360.483.96
Cisco SystemsCSCO20.0910.517.841.463.69
IntelINTC26.7410.508.960.943.68
Whole Foods MarketWFM76.2510.279.490.863.45
Sigma-AldrichSIAL70.7710.1011.501.843.28
KLA-TencorKLAC51.989.999.520.873.17
Nuance CommunicationsNUAN29.429.9816.511.663.16
Teva Pharmaceutical Ind.TEVA45.719.356.06-0.442.53
QUALCOMMQCOM61.068.8210.480.542.00
MattelMAT31.538.4313.581.511.61
IntuitINTU58.478.3811.461.051.56
PaychexPAYX31.958.095.001.111.27
NVIDIANVDA15.827.9912.682.131.17
Dollar TreeDLTR85.657.953.91-0.441.13
AutodeskADSK37.857.6522.852.800.83
Microchip TechnologyMCHP38.427.417.441.940.59
O'Reilly AutomotiveORLY82.837.075.991.580.25
PricelinePCLN546.986.8912.742.460.07
Flextronics InternationalFLEX7.146.8922.472.150.07
Biogen IdecBIIB121.886.877.380.510.05
AlteraALTR40.856.718.642.90-0.11
Automatic Data ProcessingADP55.516.441.931.26-0.38
BroadcomBRCM37.676.4427.871.78-0.38
BMC SoftwareBMC38.016.0314.52-0.63-0.79
Linear TechnologyLLTC34.435.8713.482.23-0.95
StericycleSRCL86.905.7912.141.88-1.02
Adobe SystemsADBE31.855.6011.481.79-1.22
DENTSPLY InternationalXRAY38.245.328.080.76-1.50
PerrigoPRGO93.664.74-4.960.57-2.08
Maxim Integrated ProductsMXIM27.744.725.362.10-2.10
Applied MaterialsAMAT12.793.4819.531.19-3.34
SymantecSYMC17.623.4611.661.09-3.35
Cognizant TechnologyCTSH73.352.9811.611.02-3.84
YahooYHOO15.922.84-2.211.27-3.98
Avago TechnologiesAVGO35.132.3321.390.37-4.49
Bed Bath & BeyondBBBY63.151.878.172.32-4.95
Lam ResearchLRCX44.191.0520.24-0.72-5.77
PACCARPCAR44.250.9414.052.34-5.88
FossilFOSL100.190.8726.392.76-5.95
Check Point SoftwareCHKP59.110.7811.591.72-6.03
Costco WholesaleCOST85.360.780.90-0.18-6.04
Vertex PharmaceuticalsVRTX36.780.4114.12-4.17-6.41
Expeditors Intl WashingtonEXPD44.560.277.842.53-6.55
GoogleGOOG596.33-0.20-10.381.92-7.02
eBayEBAY32.95-0.305.140.76-7.12
StaplesSPLS14.77-0.343.871.93-7.16
VodafoneVOD27.87-0.68-1.312.35-7.50
Green Mountain Coffee RstrGMCR66.21-1.0342.14-0.32-7.85
CernerCERN63.09-1.270.862.32-8.09
Virgin MediaVMED24.34-1.3010.441.21-8.12
Randgold ResourcesGOLD116.17-2.167.28-0.68-8.98
Infosys LimitedINFY57.09-2.836.812.86-9.64
NetAppNTAP40.35-3.849.712.33-10.66
DirecTV GroupDTV45.69-4.075.472.08-10.89
SanDiskSNDK47.54-5.69-0.082.15-12.51
BaiduBIDU134.53-6.258.242.86-13.07
First SolarFSLR45.16-6.2726.180.94-13.09
C.H. Robinson WorldwideCHRW64.42-6.57-7.760.66-13.39
Citrix SystemsCTXS68.78-7.7211.012.23-14.53
Activision BlizzardATVI12.28-8.220.660.82-15.04
Warner ChilcottWCRX16.54-9.961.660.55-16.78
Wynn ResortsWYNN114.98-10.310.89-4.80-17.13
Research In MotionRIMM16.88-10.458.83-1.92-17.27
OracleORCL29.11-12.0812.571.04-18.90
AmazonAMZN187.68-14.024.833.28-20.84
Electronic ArtsEA19.24-21.08-9.67-1.69-27.90
Ctrip.com InternationalCTRP25.20-29.232.400.84-36.05
Sears HoldingsSHLD44.54-43.7641.716.12-50.57
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 Three Months
 Stock
  
Sym
Curr.
Price
 
Three
Months

11-03-11

 
One
Month

01-03-12

 
One
Day

02-02-12

 
% Diff.
 
Bar Graph
 
Home DepotHD45.1723.927.191.6017.13
CaterpillarCAT113.9418.6921.243.2711.90
BoeingBA76.3415.332.861.498.55
DisneyDIS40.0014.194.412.807.40
General ElectricGE19.0214.103.591.447.31
MicrosoftMSFT30.2413.9813.000.977.19
Bank of AmericaBAC7.8413.4635.175.236.67
JPMorgan ChaseJPM38.2811.349.431.944.55
MerckMRK38.3711.120.18-0.184.33
Cisco SystemsCSCO20.0910.517.841.463.72
IntelINTC26.7410.508.960.943.71
3MMMM87.7310.165.080.343.37
Kraft FoodsKFT38.888.664.320.781.87
Hewlett PackardHPQ29.078.319.202.001.52
Wal MartWMT62.038.032.820.151.24
ExxonMobilXOM84.927.68-1.261.660.89
McDonaldsMCD100.017.541.181.410.75
PfizerPFE21.206.64-3.500.43-0.15
DupontDD52.016.4711.831.19-0.32
IBMIBM193.643.383.941.10-3.40
United TechnologiesUTX81.053.338.561.29-3.46
TravelersTRV60.122.631.921.23-4.16
Johnson & JohnsonJNJ65.642.02-0.360.08-4.77
AT&TT29.951.73-1.420.54-5.06
American ExpressAXP52.251.107.982.13-5.69
Verizon CommunicationsVZ37.841.04-4.760.75-5.75
ChevronCVX105.50-0.59-4.411.75-7.38
Procter & GamblePG62.77-0.70-6.08-0.87-7.49
Coca-ColaKO68.08-0.83-2.940.37-7.62
AlcoaAA10.76-1.0116.583.26-7.80
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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