i

Symbol

Description

p-value

1

IND01

Non-durables

0.0849

2

IND02

Durables

0.0879

0.1386

3

IND03

Manufacturing

0.4668

4

IND04

Energy

0.0618

0.3148

5

IND05

Chemicals

0.0747

0.3827

6

IND06

Business equipment

0.0714

0.4739

7

IND07

Telecommunications

0.9978

8

IND08

Utilities

0.7550

9

IND09

Shops (retail)

0.0954

10

IND10

Healthcare

0.0271

11

IND11

Financials

0.0346

0.7755

12

IND12

Other

0.0790

13

Long term government

0.0001

14

High grade corporate

0.0050

15

Low grade corporate

5.1212

0.1366

16

CRSP value-weighted portfolio

0.1520