Home Page
Distant Months Contracts
IndexArb Values vs. Time
Stock Performance vs. Indexes
Capitalization Analysis
Index Component Weights
Dividend Analysis
Fair Value Decomposition
Yield Curve
Program Trading Calculator
Help
Terms of Usage/Disclaimer
Contact Us
Demo of Institutional Services
To Subscribe

     Log-In:      
Institutional Subscribers
Advanced Services
Stock Performance vs. Index Performance     
[Rankings that might be helpful in identifying candidates for long-short hedging vs. the indexes.]

Updated: Saturday, May-19-2012
9:10pm ET

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

  Percent Index Change for:  
 Index Current
Value
Three
Months

02-17-12
One
Month

04-18-12
One
Day

05-17-12
Link Button
to Index Analysis
 S&P 500 1295.22 -4.85 -6.49 -0.74  
 NASDAQ 100 2478.53 -4.09 -8.75 -1.22  
 Dow Jones Ind. Avg. 12369.38 -4.48 -5.09 -0.59  
 
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

02-17-12

 
One
Month

04-18-12

 
One
Day

05-17-12

 
% Diff.
 
Bar Graph
 
Agilent TechnologiesA38.73-10.22-8.48-2.27-1.53
AlcoaAA8.43-16.95-15.28-0.82-0.08
AppleAAPL530.385.63-12.820.050.79
AmerisourceBergenABC35.99-1.88-3.90-1.23-0.50
Abbott LabsABT61.579.241.84-1.06-0.32
XylemXYL24.67-10.58-10.781.021.76
YahooYHOO15.422.73-0.453.704.44
Yum! BrandsYUM67.433.34-7.55-0.87-0.13
Zions BancorpZION18.27-8.01-13.70-0.87-0.13
Zimmer HoldingsZMH58.86-4.34-8.45-1.08-0.34
Statistics       
  Maximum Value  32.4429.318.80  
  Minimum Value  -67.93-47.02-12.87  
  Average  -7.75-7.61-0.90  
  Standard Deviation  12.028.231.43  
  Number Stocks in Statistics  499499500  
 
To the top of this page.


 
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

02-17-12

 
One
Month

04-18-12

 
One
Day

05-17-12

 
% Diff.
 
Bar Graph
 
AppleAAPL530.385.63-12.820.051.27
Adobe SystemsADBE31.31-4.40-6.23-2.19-0.97
Automatic Data ProcessingADP51.99-4.17-4.83-1.010.21
AutodeskADSK30.26-22.23-26.96-12.87-11.65
Akamai TechnologiesAKAM28.45-24.74-25.93-2.87-1.65
AlteraALTR33.23-17.07-13.67-0.480.74
Alexion PharmaceuticalsALXN84.264.02-6.75-0.111.11
Applied MaterialsAMAT10.36-20.25-12.57-1.150.07
AmgenAMGN69.152.022.98-1.97-0.75
AmazonAMZN213.8517.1811.92-2.07-0.85
Apollo GroupAPOL32.02-39.30-10.860.441.66
Activision BlizzardATVI11.97-2.13-2.29-0.990.22
Avago TechnologiesAVGO30.02-14.81-19.90-0.171.05
Bed Bath & BeyondBBBY68.8415.76-1.08-0.460.75
BaiduBIDU115.37-15.73-22.01-1.73-0.51
Biogen IdecBIIB131.5812.993.98-0.980.24
BMC SoftwareBMC41.666.092.86-1.70-0.48
BroadcomBRCM31.32-16.83-15.030.061.28
CA TechnologiesCA24.97-7.45-6.90-2.65-1.43
CelgeneCELG68.10-8.79-13.67-1.40-0.19
CernerCERN76.487.732.82-1.96-0.74
Check Point SoftwareCHKP53.09-8.50-17.05-0.910.30
C.H. Robinson WorldwideCHRW58.88-10.94-11.94-1.27-0.06
ComcastCMCSA28.28-3.05-5.29-0.250.97
Costco WholesaleCOST82.94-1.81-5.82-0.630.58
Cisco SystemsCSCO16.47-18.83-17.90-0.480.73
Ctrip.com InternationalCTRP18.91-23.41-10.17-9.56-8.35
Cognizant TechnologyCTSH59.63-16.11-17.940.301.52
Citrix SystemsCTXS74.820.07-4.30-0.560.66
DellDELL14.74-18.83-8.79-1.34-0.12
Dollar TreeDLTR95.196.54-3.400.061.28
DirecTV GroupDTV45.380.89-6.86-1.48-0.26
Electronic ArtsEA14.10-19.29-6.44-0.980.23
eBayEBAY38.369.416.94-1.72-0.50
Express Scripts HoldingsESRX50.88-2.49-12.85-0.920.30
Expeditors Intl WashingtonEXPD37.32-15.79-19.72-0.610.60
ExpediaEXPE40.7223.1329.31-0.920.29
FastenalFAST41.86-17.48-13.67-1.110.11
F5 NetworksFFIV112.71-9.77-9.26-3.23-2.01
FiservFISV64.61-0.77-6.66-1.100.11
Flextronics InternationalFLEX6.39-7.79-7.39-2.44-1.23
FossilFOSL70.28-40.54-47.02-0.790.43
Gilead SciencesGILD49.946.267.14-0.320.90
Green Mountain Coffee RstrGMCR24.05-65.15-44.61-0.211.01
Randgold ResourcesGOLD76.45-31.16-12.33-0.131.09
GoogleGOOG600.40-0.70-1.16-3.64-2.42
GarminGRMN42.98-2.72-4.85-1.60-0.39
Henry ScheinHSIC73.01-2.38-2.37-0.940.28
Infosys LimitedINFY42.87-28.07-8.420.922.13
IntelINTC26.07-4.75-6.73-0.460.76
IntuitINTU54.51-5.00-11.250.181.40
Intuitive SurgicalISRG511.241.04-12.54-1.51-0.30
KLA-TencorKLAC45.56-9.19-14.83-1.47-0.25
Life TechnologiesLIFE41.01-10.69-11.79-2.12-0.91
Liberty Interactive Series ALINTA17.06-5.38-9.69-0.290.92
Linear TechnologyLLTC28.93-14.96-12.47-1.77-0.55
Lam ResearchLRCX37.57-10.51-10.63-0.480.74
MattelMAT31.13-4.04-3.050.191.41
Microchip TechnologyMCHP30.49-17.97-15.82-1.61-0.40
Monster BeverageMNST68.6028.956.90-1.62-0.40
Marvell TechnologyMRVL12.76-22.05-18.21-4.06-2.84
MicrosoftMSFT29.27-6.34-6.01-1.51-0.30
Micron TechnologyMU5.63-33.21-20.37-5.38-4.16
Maxim Integrated ProductsMXIM25.14-10.95-10.50-2.03-0.81
MylanMYL20.81-11.14-7.51-1.65-0.44
NetflixNFLX69.96-42.59-34.59-2.79-1.58
NetAppNTAP33.06-21.66-17.58-3.53-2.31
Nuance CommunicationsNUAN20.66-22.07-11.78-4.22-3.00
NVIDIANVDA12.08-23.79-12.91-4.51-3.29
News Corp.NWSA19.27-1.680.00-0.980.24
OracleORCL25.61-11.05-12.08-2.44-1.22
O'Reilly AutomotiveORLY93.3010.35-3.74-1.080.13
PaychexPAYX29.41-6.58-5.04-1.67-0.46
PACCARPCAR37.59-18.60-11.95-0.820.40
PricelinePCLN632.008.49-13.69-2.08-0.86
PerrigoPRGO99.324.66-7.60-0.720.50
QUALCOMMQCOM55.98-10.46-16.44-2.06-0.85
Research In MotionRIMM10.99-27.07-16.68-3.43-2.21
Ross StoresROST60.6617.040.530.031.25
StarbucksSBUX51.536.36-14.59-0.270.95
Sears HoldingsSHLD52.23-4.22-6.75-0.360.85
Sigma-AldrichSIAL68.17-5.27-5.15-0.760.46
Sirius XMSIRI1.89-12.09-16.743.284.50
SanDiskSNDK31.52-34.04-22.67-2.57-1.35
StaplesSPLS13.07-13.73-18.16-1.130.08
StericycleSRCL81.37-7.59-7.27-1.25-0.03
Seagate TechnologySTX26.910.11-7.08-6.14-4.92
SymantecSYMC14.74-17.88-18.83-0.670.54
Teva Pharmaceutical Ind.TEVA38.90-12.88-13.860.281.50
Texas InstrumentsTXN28.73-14.47-12.19-2.11-0.90
Virgin MediaVMED21.48-15.57-10.13-0.790.43
VodafoneVOD26.10-6.08-4.57-0.310.91
VerisignVRSN38.623.87-9.58-2.47-1.26
Vertex PharmaceuticalsVRTX61.3456.3272.500.111.33
Warner ChilcottWCRX19.9017.0625.08-1.34-0.12
Whole Foods MarketWFM83.052.28-2.32-1.080.13
Wynn ResortsWYNN101.94-9.54-21.750.391.61
XilinxXLNX31.31-16.01-11.48-1.70-0.48
DENTSPLY InternationalXRAY37.29-4.51-7.49-1.58-0.37
YahooYHOO15.422.73-0.453.704.92
Statistics       
  Maximum Value  56.3272.503.70  
  Minimum Value  -65.15-47.02-12.87  
  Average  -7.92-8.81-1.45  
  Standard Deviation  15.9213.372.00  
  Number Stocks in Statistics  100100100  
 
To the top of this page.


 
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

02-17-12

 
One
Month

04-18-12

 
One
Day

05-17-12

 
% Diff.
 
Bar Graph
 
AlcoaAA8.43-16.95-15.28-0.82-0.24
American ExpressAXP55.404.81-4.55-0.450.14
BoeingBA69.15-8.23-6.19-0.83-0.24
Bank of AmericaBAC7.02-12.47-21.300.571.16
CaterpillarCAT88.68-22.18-18.801.001.59
Cisco SystemsCSCO16.47-18.83-17.90-0.480.10
ChevronCVX98.46-7.69-4.77-1.68-1.09
DupontDD47.97-6.82-9.95-1.78-1.19
DisneyDIS43.814.933.11-1.17-0.59
General ElectricGE18.95-1.71-0.790.370.96
Home DepotHD47.050.73-9.190.060.65
Hewlett PackardHPQ21.46-27.48-13.92-2.72-2.13
IBMIBM195.881.27-2.12-1.02-0.43
IntelINTC26.07-4.75-6.73-0.460.13
Johnson & JohnsonJNJ63.35-2.520.14-0.310.27
JPMorgan ChaseJPM33.49-12.95-22.64-1.30-0.71
Kraft FoodsKFT38.491.260.650.370.95
Coca-ColaKO74.057.24-0.16-1.42-0.84
McDonaldsMCD89.85-10.14-7.690.260.84
3MMMM83.51-4.63-4.15-0.98-0.40
MerckMRK37.82-1.92-1.51-0.550.04
MicrosoftMSFT29.27-6.34-6.01-1.51-0.93
PfizerPFE22.576.510.530.040.63
Procter & GamblePG63.52-2.14-4.84-0.69-0.10
AT&TT33.6612.169.461.111.70
TravelersTRV62.183.894.56-0.83-0.24
United TechnologiesUTX72.38-13.61-10.86-1.30-0.71
Verizon CommunicationsVZ41.537.9810.280.390.97
Wal MartWMT62.43-0.080.601.221.80
ExxonMobilXOM81.47-4.85-4.99-0.540.05
Statistics       
  Maximum Value  12.1610.281.22  
  Minimum Value  -27.48-22.64-2.72  
  Average  -4.52-5.50-0.52  
  Standard Deviation  9.248.130.91  
  Number Stocks in Statistics  303030  
 
To the top of this page.

 
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.

 

No portion of this page or web site may be copied, retransmitted, or redistributed in any manner for any commercial use. You may use the site and its information to help in formulating your personal investment decisions; doing so signifies that you accept our
Terms of Usage and Disclaimer.
All pages, content, images, and design Copyright 2000-2012 Ergo Inc. All Rights Reserved Worldwide.