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