Company
Name |
Pre-Event (30 days) |
Post-Event (30 days) |
Window Period (61 days) |
| Lockdown |
Unlock |
Lockdown |
Unlock |
Lockdown |
Unlock |
| Auto |
-0.84 |
0.69 |
0.06 |
0.24 |
0.60 |
0.55 |
| Bank |
-1.49 |
-0.08 |
-1.18 |
-0.02 |
-1.60 |
-0.11 |
| Consumer Durables |
-12.03* |
-11.28* |
-15.11* |
-18.21* |
-22.06* |
-24.05* |
| Financial Services |
0.01 |
-0.03 |
-0.22*** |
0.04 |
-0.03 |
-0.12 |
| IT |
-0.28* |
0.18 |
0.00 |
0.18 |
-0.19** |
0.11 |
| Media |
-0.21 |
0.08 |
-0.05 |
0.08 |
-0.23 |
-0.18 |
| Metal |
0.07 |
-0.09 |
-0.03 |
-0.05 |
-0.11 |
2.45** |
| Oil & Gas |
-0.09 |
0.04 |
0.08 |
-0.35 |
-0.06 |
0.00 |
| Pharma |
0.05 |
0.06 |
0.35* |
-0.03 |
0.14* |
0.02 |
| Reality |
-0.13 |
-0.11 |
-0.19*** |
-0.03 |
-0.21* |
-0.15 |
| FMCG |
0.09 |
-0.03 |
0.01 |
-0.14 |
0.07 |
-0.06 |
| Average |
-0.31 |
-0.13 |
-0.08 |
-0.12 |
-0.61 |
-0.21 |