Events | Event Start Date | Event End Date (−10, 10) | Shock Direction | Average Return (−60, 0) | Standard Deviation (−60, 0) | Total Shock Length |
1 | 7/31/2015 | 8/27/2015 | Negative | −38.5% | 6.21% | 18 |
2 | 11/17/2014 | 12/12/2014 | Negative | −23.3% | 6.84% | 76 |
3 | 6/8/2012 | 7/6//2012 | Negative | −27.3% | 7.48% | 14 |
4 | 9/4/2008 | 10/2/2008 | Negative | −42.4% % | 13.97% | 122 |
Mean |
|
|
| −32.88% | 8.63% | 57 |
5 | 5/29/2015 | 6/26/2015 | Positive | 23.2% | 4.34% | 19 |
6 | 4/14/2011 | 5/12/2011 | Positive | 20.4% | 9.01% | 14 |
7 | 4/29/2009 | 7/9/2009 | Positive | 40.2% | 5.25% | 64 |
8 | 6/11/2008 | 7/14/2008 | Positive | 21.7% | 9.31% | 23 |
9 | 4/9/2008 | 5/7/2008 | Positive | 22.8% | 7.97% | 37 |
10 | 10/26/2007 | 12/7/2007 | Positive | 25.4% | 7.68% | 22 |
Mean |
|
|
| 25.62% | 7.26% | 30 |