Company
Name |
Pre-Event (30 days) |
Post-Event (30 days) |
Window Period (61 days) |
| Lockdown |
Unlock |
Lockdown |
Unlock |
Lockdown |
Unlock |
| Auto |
0.09 |
0.05 |
-0.00 |
-0.03 |
0.04 |
0.01 |
| Bank |
0.01 |
-0.08 |
-0.10 |
-0.02 |
-0.10 |
-0.11 |
| Consumer Durables |
-22.06* |
-22.08* |
-22.21* |
-22.16* |
-45.09* |
-45.01* |
| Financial Services |
0.00 |
-0.06 |
-0.11*** |
0.01 |
-0.01 |
-0.09 |
| IT |
-0.24* |
0.08 |
0.00 |
0.18 |
-0.13** |
0.17 |
| Media |
-0.12 |
0.05 |
-0.02 |
0.06 |
-0.13 |
-0.11 |
| Metal |
0.02 |
-0.04 |
-0.05 |
-0.07 |
-0.08 |
3.38** |
| Oil & Gas |
-0.09 |
0.04 |
0.08 |
-0.35 |
-0.06 |
0.00 |
| Pharma |
0.02 |
0.04 |
0.24* |
-0.01 |
0.24* |
0.01 |
| Reality |
-0.12 |
-0.10 |
-0.14*** |
-0.04 |
-0.31* |
-0.14 |
| FMCG |
0.08 |
-0.06 |
0.00 |
-0.10 |
0.05 |
-0.08 |
| Average |
-0.34 |
-0.10 |
-0.09 |
-0.22 |
-0.81 |
-0.35 |