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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
 
Agilent TechnologiesA45.2821.9524.123.572.11
AlcoaAA10.76-1.0116.583.261.80
AppleAAPL459.6814.0411.781.00-0.46
AmerisourceBergenABC39.23-1.733.05-0.28-1.74
Abbott LabsABT55.002.15-3.031.01-0.45
XylemXYL27.032.437.521.43-0.03
YahooYHOO15.922.84-2.211.27-0.19
Yum! BrandsYUM63.8418.139.000.09-1.37
Zions BancorpZION18.033.567.584.162.70
Zimmer HoldingsZMH62.5118.6415.891.870.41
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
 
AppleAAPL459.6814.0411.781.00-0.33
Adobe SystemsADBE31.855.6011.481.790.45
Automatic Data ProcessingADP55.516.441.931.26-0.08
AutodeskADSK37.857.6522.852.801.46
Akamai TechnologiesAKAM33.6415.212.164.052.72
AlteraALTR40.856.718.642.901.56
Alexion PharmaceuticalsALXN78.8820.9811.781.410.08
Applied MaterialsAMAT12.793.4819.531.19-0.15
AmgenAMGN69.2824.388.06-0.49-1.82
AmazonAMZN187.68-14.024.833.281.94
Apollo GroupAPOL52.4110.78-1.360.48-0.86
Activision BlizzardATVI12.28-8.220.660.82-0.51
Avago TechnologiesAVGO35.132.3321.390.37-0.96
Bed Bath & BeyondBBBY63.151.878.172.320.98
BaiduBIDU134.53-6.258.242.861.52
Biogen IdecBIIB121.886.877.380.51-0.82
BMC SoftwareBMC38.016.0314.52-0.63-1.96
BroadcomBRCM37.676.4427.871.780.45
CA TechnologiesCA26.5421.7430.740.91-0.42
CelgeneCELG73.2114.146.63-1.28-2.62
CernerCERN63.09-1.270.862.320.98
Check Point SoftwareCHKP59.110.7811.591.720.39
C.H. Robinson WorldwideCHRW64.42-6.57-7.760.66-0.68
ComcastCMCSA27.1516.4210.821.720.39
Costco WholesaleCOST85.360.780.90-0.18-1.51
Cisco SystemsCSCO20.0910.517.841.460.13
Ctrip.com InternationalCTRP25.20-29.232.400.84-0.50
Cognizant TechnologyCTSH73.352.9811.611.02-0.32
Citrix SystemsCTXS68.78-7.7211.012.230.89
DellDELL17.6612.7017.890.34-0.99
Dollar TreeDLTR85.657.953.91-0.44-1.78
DirecTV GroupDTV45.69-4.075.472.080.74
Electronic ArtsEA19.24-21.08-9.67-1.69-3.02
eBayEBAY32.95-0.305.140.76-0.57
Express ScriptsESRX52.0818.3410.780.64-0.70
Expeditors Intl WashingtonEXPD44.560.277.842.531.20
ExpediaEXPE34.2228.5915.373.632.30
FastenalFAST48.3020.3610.372.831.50
F5 NetworksFFIV124.7716.6717.773.532.19
FiservFISV65.8813.0212.504.393.05
Flextronics InternationalFLEX7.146.8922.472.150.81
FossilFOSL100.190.8726.392.761.42
First SolarFSLR45.16-6.2726.180.94-0.40
Gilead SciencesGILD54.7033.6430.6710.939.60
Green Mountain Coffee RstrGMCR66.21-1.0342.14-0.32-1.65
Randgold ResourcesGOLD116.17-2.167.28-0.68-2.02
GoogleGOOG596.33-0.20-10.381.920.58
GarminGRMN44.1022.9111.361.31-0.03
Henry ScheinHSIC73.1611.5611.250.10-1.24
Infosys LimitedINFY57.09-2.836.812.861.53
IntelINTC26.7410.508.960.94-0.39
IntuitINTU58.478.3811.461.05-0.28
Intuitive SurgicalISRG492.0112.504.301.870.53
KLA-TencorKLAC51.989.999.520.87-0.46
Life TechnologiesLIFE49.5722.0921.671.450.12
Liberty Interactive Series ALINTA18.1411.499.813.662.32
Linear TechnologyLLTC34.435.8713.482.230.89
Lam ResearchLRCX44.191.0520.24-0.72-2.05
MattelMAT31.538.4313.581.510.18
Microchip TechnologyMCHP38.427.417.441.940.60
Monster BeverageMNST105.7117.2914.28-0.12-1.46
Marvell TechnologyMRVL16.6419.7119.030.79-0.55
MicrosoftMSFT30.2413.9813.000.97-0.37
Micron TechnologyMU7.9536.1317.602.981.64
Maxim Integrated ProductsMXIM27.744.725.362.100.76
MylanMYL22.4418.791.313.131.79
NetflixNFLX126.4336.9975.011.960.62
NetAppNTAP40.35-3.849.712.331.00
Nuance CommunicationsNUAN29.429.9816.511.660.32
NVIDIANVDA15.827.9912.682.130.79
News Corp.NWSA19.2814.225.071.800.46
OracleORCL29.11-12.0812.571.04-0.29
O'Reilly AutomotiveORLY82.837.075.991.580.25
PaychexPAYX31.958.095.001.11-0.23
PACCARPCAR44.250.9414.052.341.00
PricelinePCLN546.986.8912.742.461.13
PerrigoPRGO93.664.74-4.960.57-0.77
QUALCOMMQCOM61.068.8210.480.54-0.79
Research In MotionRIMM16.88-10.458.83-1.92-3.25
Ross StoresROST51.7616.079.451.11-0.22
StarbucksSBUX48.3216.716.711.380.05
Sears HoldingsSHLD44.54-43.7641.716.124.79
Sigma-AldrichSIAL70.7710.1011.501.840.51
Sirius XMSIRI2.1530.3015.591.420.08
SanDiskSNDK47.54-5.69-0.082.150.81
StaplesSPLS14.77-0.343.871.930.60
StericycleSRCL86.905.7912.141.880.54
Seagate TechnologySTX26.4252.8160.802.601.27
SymantecSYMC17.623.4611.661.09-0.25
Teva Pharmaceutical Ind.TEVA45.719.356.06-0.44-1.77
Virgin MediaVMED24.34-1.3010.441.21-0.13
VodafoneVOD27.87-0.68-1.312.351.01
VerisignVRSN37.0412.173.410.57-0.77
Vertex PharmaceuticalsVRTX36.780.4114.12-4.17-5.50
Warner ChilcottWCRX16.54-9.961.660.55-0.79
Whole Foods MarketWFM76.2510.279.490.86-0.48
Wynn ResortsWYNN114.98-10.310.89-4.80-6.14
XilinxXLNX36.9213.8813.811.990.65
DENTSPLY InternationalXRAY38.245.328.080.76-0.57
YahooYHOO15.922.84-2.211.27-0.06
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
 
AlcoaAA10.76-1.0116.583.262.03
American ExpressAXP52.251.107.982.130.90
BoeingBA76.3415.332.861.490.25
Bank of AmericaBAC7.8413.4635.175.234.00
CaterpillarCAT113.9418.6921.243.272.04
Cisco SystemsCSCO20.0910.517.841.460.23
ChevronCVX105.50-0.59-4.411.750.51
DupontDD52.016.4711.831.19-0.05
DisneyDIS40.0014.194.412.801.57
General ElectricGE19.0214.103.591.440.21
Home DepotHD45.1723.927.191.600.36
Hewlett PackardHPQ29.078.319.202.000.77
IBMIBM193.643.383.941.10-0.13
IntelINTC26.7410.508.960.94-0.29
Johnson & JohnsonJNJ65.642.02-0.360.08-1.16
JPMorgan ChaseJPM38.2811.349.431.940.71
Kraft FoodsKFT38.888.664.320.78-0.46
Coca-ColaKO68.08-0.83-2.940.37-0.87
McDonaldsMCD100.017.541.181.410.18
3MMMM87.7310.165.080.34-0.89
MerckMRK38.3711.120.18-0.18-1.42
MicrosoftMSFT30.2413.9813.000.97-0.27
PfizerPFE21.206.64-3.500.43-0.81
Procter & GamblePG62.77-0.70-6.08-0.87-2.10
AT&TT29.951.73-1.420.54-0.70
TravelersTRV60.122.631.921.23-0.01
United TechnologiesUTX81.053.338.561.290.05
Verizon CommunicationsVZ37.841.04-4.760.75-0.49
Wal MartWMT62.038.032.820.15-1.09
ExxonMobilXOM84.927.68-1.261.660.43
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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