Surprisingly, Smaller Stocks Went Up When the Market Dropped

The S&P500 index dropped over 13% for the week ending August 9th, 2011. Which stocks and which industries did well?

To answer this question, stocks were screened and sorted based on their performances over this downturn.* The list is presented below:

Ticker	Company	% Gain	Sector	Industry	Market Cap ($ Millions)	P/E (ttm)	P/B	Total D/E	Beta
BGMD	BG Medicine, Inc.	48.15%	Healthcare	Medical Laboratories & Research	199.68			0
MCHX	Marchex, Inc.	33.66%	Services	Marketing Services	401.33		2.44	0	1.41
STAA	STAAR Surgical Company	29.24%	Services	Medical Equipment Wholesale	206.53		8.77	0.18	1.34
WWWW	Web.com Group, Inc.	26.29%	Technology	Internet Information Providers	298.84		2.65	0.93	0.98
MEG	Media General, Inc.	25.23%	Services	Publishing - Newspapers	62.87		0.49	5.17	2.63
BWOW	Wowjoint Holdings Limited	24.24%	Industrial Goods	Farm & Construction Machinery	16.3	13.67	0.79
TBUS	DRI Corporation	23.33%	Technology	Communication Equipment	8.79		0.42	0.81	1.27
GFN	General Finance Corporation	23.24%	Financial	Diversified Investments	74.59		0.67	1.76	1.54
MDS	Midas Inc.	22.01%	Services	Specialty Retail, Other	92.87		3.59	4.24	1.06
TCI	Transcontinental Realty Investors Inc.	20.73%	Financial	REIT - Retail	24.98		0.17	6.62	0.01
GNET	Global Traffic Network Inc.	19.62%	Technology	Information & Delivery Services	265.94	49.86	4.19	0	0.98
LMNX	Luminex Corporation	19.46%	Healthcare	Medical Instruments & Supplies	1036.26	136.78	4.24	0.02	0.57
SRDX	SurModics Inc.	18.64%	Healthcare	Diagnostic Substances	198.5		1.3	0	0.97
NATR	Nature's Sunshine Products Inc.	17.93%	Healthcare	Drug Related Products	291.74		5.14	0
CBOU	Caribou Coffee Company, Inc.	17.77%	Services	Specialty Eateries	336.82	10.34	3.83	0	1.41
MRGE	Merge Healthcare Incorporated.	17.41%	Technology	Healthcare Information Services	488.77		7.84	1.87	0.72
ELON	Echelon Corporation	16.65%	Technology	Networking & Communication Devices	390.35		4.43	0.26	1.43
CLRO	ClearOne Communications Inc.	16.01%	Technology	Communication Equipment	55.7	18.88	1.71	0	0.45
HOKU	Hoku Corporation	15.86%	Technology	Diversified Electronics	92.25		0.97	3.68	1.01
YRCW	YRC Worldwide Inc.	15.58%	Services	Trucking	42.52				2.73
HVT	Haverty Furniture Companies Inc.	14.96%	Services	Home Furnishing Stores	257.19	61.89	1.01	0.03	0.65
SYUT	Synutra International Inc.	14.89%	Consumer Goods	Dairy Products	530.6		7.07	3.06	2.18
JCOM	j2 Global Communications, Inc.	14.07%	Technology	Internet Software & Services	1349.05	12.81	2.68	0	0.88
MGAM	Multimedia Games Inc.	13.95%	Services	Gaming Activities	131.81	9.42	1.16	0.39	1.32
IDCC	InterDigital, Inc.	13.48%	Technology	Wireless Communications	3259.41	29.52	7.73	0.45	0.61
FORD	Forward Industries Inc.	12.55%	Consumer Goods	Rubber & Plastics	23.95		1.15	0	-0.17
DITC	Ditech Networks, Inc.	11.65%	Technology	Communication Equipment	30.57		0.82	0	0.77
ZN	Zion Oil & Gas, Inc.	11.39%	Basic Materials	Oil & Gas Equipment & Services	88.28		1.92	0	-0.72
AOI	Alliance One International, Inc.	11.11%	Consumer Goods	Tobacco Products, Other	304.78		0.97	3.57	0.78
PEBO	Peoples Bancorp Inc.	11.11%	Financial	Regional - Midwest Banks	136.74	33.95	0.62	0.98	1.36
KNM	Konami Corp.	10.91%	Technology	Multimedia & Graphics Software	4305	20.27	1.65	0.23	0.96
GOLD	Randgold Resources Ltd.	10.78%	Basic Materials	Gold	9180.96	72.51	5	0	0.34
SMBL	Smart Balance, Inc	10.68%	Consumer Goods	Processed & Packaged Goods	305.31	51.8	0.96	0.15	0.75
WEYS	Weyco Group Inc.	10.56%	Consumer Goods	Textile - Apparel Footwear & Accessories	273.27	20.51	1.64	0.22	0.66
HOME	Home Federal Bancorp Inc.	10.48%	Financial	Savings & Loans	193.75		0.92	0	0.85
PBIO	Pressure BioSciences, Inc.	10.26%	Healthcare	Medical Appliances & Equipment	2.45		2.26	0	2.19
FIRE	Sourcefire, Inc.	10.15%	Technology	Security Software & Services	752.54	88.23	4.3	0	1.02
LOPE	Grand Canyon Education, Inc.	9.93%	Services	Education & Training Services	715.73	16.49	5.02	0.2
PMFG	PMFG, Inc.	9.66%	Industrial Goods	Diversified Machinery	346.42	179.55	4.18	0.15	1.6
OFLX	OmegaFlex, Inc.	9.63%	Industrial Goods	Industrial Equipment & Components	141.26	32.56	7.41	0	0.23
EFOI	Energy Focus, Inc.	9.52%	Industrial Goods	Industrial Electrical Equipment	11.39		2.71	0.43	-0.15
ARCL	Archipelago Learning, Inc.	9.28%	Services	Education & Training Services	260.4	109.89	2.36	0.71
WBMD	WebMD Health Corp.	9.27%	Technology	Healthcare Information Services	2075.83	26.41	3.15		0.97
HHS	Harte-Hanks Inc.	9.11%	Services	Marketing Services	533.72	11.64	1.21		1.33
TAYC	Taylor Capital Group Inc.	8.56%	Financial	Regional - Midwest Banks	164.92		1.55	2.91	1.21
HMPR	Hampton Roads Bankshares Inc.	8.45%	Financial	Regional - Mid-Atlantic Banks	5539.06		1.42	0.31	0.83
AEA	Advance America, Cash Advance Centers Inc.	8.43%	Financial	Credit Services	489.21	11.06	1.92	0.33	2.9
MMI	Motorola Mobility Holdings, Inc.	8.34%	Technology	Diversified Communication Services	6819.94	154.13	1.4	0.02
KNOL	Knology, Inc.	8.16%	Technology	Wireless Communications	529.91	45.74			1.73
AUTC	AutoChina International Ltd.	7.98%	Financial	Diversified Investments	505.78	12.6	2.08	0.82
CTWS	Connecticut Water Service Inc.	7.93%	Utilities	Water Utilities	239.25	21.65	2.09	1.2	0.42
OME	Omega Protein Corp.	7.93%	Consumer Goods	Processed & Packaged Goods	242.64	5.56	1.25	0.17	1.91
UAL	United Continental Holdings, Inc.	7.76%	Services	Major Airlines	6100.29	13.38	3.14	7	1.07
ALGT	Allegiant Travel Company	7.64%	Services	Regional Airlines	863.46	14.82	2.74	0.46	0.53
OLCB	Ohio Legacy Corp.	7.44%	Financial	Money Center Banks	25.62		1.6	0.37	0.6
HIFS	Hingham Institution for Savings	7.26%	Financial	Regional - Northeast Banks	120.84	11.22	1.56	0.02	0.07
SURW	SureWest Communications	7.08%	Technology	Telecom Services - Domestic	183.17	59.09	0.67	0.77	0.21
PMT	PennyMac Mortgage Investment Trust	7.03%	Financial	REIT - Residential	473.31	9.97	0.92	0
NAUH	National American University Holdings, Inc.	6.97%	Services	Education & Training Services	280	17.36	4.93	0	0.43
FN	Fabrinet	6.88%	Consumer Goods	Electronic Equipment	525.69	8.45	1.85	0.06
BFIN	BankFinancial Corp.	6.85%	Financial	Savings & Loans	180.78		0.67	0.06	0.71
WCAA	WCA Waste Corporation	6.61%	Industrial Goods	Waste Management	119.1		0.68	1.51	0.6
GRIF	Griffin Land & Nurseries Inc.	6.54%	Consumer Goods	Farm Products	147.9		1.4	0.59	0.72
ANGO	AngioDynamics Inc.	6.40%	Healthcare	Medical Instruments & Supplies	357.21	43.33	0.88	0.02	0.7
BIOC	BioClinica, Inc.	6.36%	Healthcare	Medical Laboratories & Research	75.85	28.53	1.34	0.02	1.35
NXTM	Nxstage Medical, Inc.	6.20%	Healthcare	Medical Appliances & Equipment	1031.87		6.83	0.28	0.8
CCF	Chase Corp.	6.20%	Industrial Goods	Industrial Equipment & Components	131.98	13.39	1.49	0.15	0.75
MAKO	MAKO Surgical Corp.	6.18%	Healthcare	Medical Appliances & Equipment	1182.92		10.24	0	0.3
KCLI	Kansas City Life Insurance Company	5.96%	Financial	Life Insurance	350.75	12.85	0.5	0	0.89
SPRD	Spreadtrum Communications Inc.	5.85%	Technology	Semiconductor - Broad Line	712.43	8.93	3.08	0.2	1.79
ALCO	Alico Inc.	5.85%	Consumer Goods	Farm Products	186.25	93.85	1.74	0.62	0.73
WWON	Westwood One Inc.	5.69%	Services	Entertainment - Diversified	151.13				1.49
NKSH	National Bankshares Inc.	5.62%	Financial	Regional - Mid-Atlantic Banks	185.23	11.55	1.36	0	0.32
OLP	One Liberty Properties Inc.	5.60%	Financial	REIT - Retail	228.57	20.31	1.01	0.99	2.12
VLGEA	Village Super Market Inc.	5.59%	Services	Grocery Stores	369.99	19.15	1.87	0.21	0.35
ATLO	Ames National Corporation	5.57%	Financial	Regional - Northeast Banks	171.72	13.01	1.38	0.46	0.81
CCM	Concord Medical Services Holdings Limited	5.52%	Healthcare	Hospitals	179.65	9.1	0.52	0.05
CPK	Chesapeake Utilities Corporation	5.49%	Utilities	Gas Utilities	396.13	15.31	1.67	0.55	0.4
BKR	Michael Baker Corporation	5.48%	Services	Management Services	205.99	18.93	1.04	0	0.83
PRA	ProAssurance Corporation	5.33%	Financial	Property & Casualty Insurance	2226.03	8.87	1.13	0.03	0.38
TLAB	Tellabs Inc.	5.18%	Technology	Communication Equipment	1475		0.8	0.09	0.69
MERU	Meru Networks, Inc.	5.16%	Technology	Wireless Communications	173.33		4.08	0
MSN	Emerson Radio Corp.	5.14%	Consumer Goods	Electronic Equipment	49.92	3.12	0.86	0.05	1.41
MPR	Met-Pro Corp.	5.13%	Industrial Goods	Diversified Machinery	153.34	24.9	1.79	0.05	0.96
GABC	German American Bancorp Inc.	5.11%	Financial	Regional - Midwest Banks	220.2	12.86	1.38	0	0.57
AEM	Agnico-Eagle Mines Ltd.	5.02%	Basic Materials	Gold	10234.06	28.68	2.73	0.16	0.68
REVU	Princeton Review Inc.	5.00%	Services	Education & Training Services	11.4		0.64	0.96	0.77
OTTR	Otter Tail Corporation	5.00%	Utilities	Diversified Utilities	773.13		1.2	0.86	1.11
JAXB	Jacksonville Bancorp, Inc.	4.99%	Financial	Regional - Mid-Atlantic Banks	35.93		0.68	0.3	0.39
MBND	Multiband Corporation	4.98%	Technology	Telecom Services - Foreign	63.69	3.47	1.5	2.22	0.39
AUY	Yamana Gold, Inc.	4.90%	Basic Materials	Gold	10542.22	16.83	1.44	0.06	0.67
LCC	US Airways Group, Inc.	4.89%	Services	Major Airlines	938.44	5.08	15.65	71.18	1.05
FORR	Forrester Research Inc.	4.87%	Services	Research Services	761.7	47.96	2.8		0.8
DM	The Dolan Company	4.87%	Services	Publishing - Periodicals	250.45	8.9	0.87	0.47	1.74
TRU	Torch Energy Royalty Trust	4.84%	Basic Materials	Oil & Gas Equipment & Services	16.77	9.75	1.24	0	1.32
TI-A	Telecom Italia S.P.A. New	4.82%	Technology	Diversified Communication Services	20554.5	4.67	0.49
THS	Treehouse Foods, Inc.	4.80%	Consumer Goods	Processed & Packaged Goods	1914.16	22.66	1.89	0	0.4
EPOC	Epocrates, Inc.	4.71%	Healthcare	Medical Appliances & Equipment	390.55	417.25	5.06	0
AGX	Argan, Inc.	4.69%	Industrial Goods	Heavy Construction	151.64	18.28	1.54	0	0.45
TAXI	Medallion Financial Corp.	4.67%	Financial	Credit Services	168.33	10.94	1.02	2.22	0.98
GTU	Central GoldTrust	4.59%	Basic Materials	Gold	1119.71	6.06	1.2	0	0.03
DX	Dynex Capital Inc.	4.57%	Financial	Mortgage Investment	378.2	6.85	0.98	5.79	0.38
MPAC	MOD-PAC Corp.	4.56%	Consumer Goods	Packaging & Containers	19.9	10.07	0.78	0.08	1.32
AGNC	American Capital Agency Corp.	4.51%	Financial	REIT - Residential	5122.19	4.24	1.11	7.03
ALX	Alexander's Inc.	4.48%	Financial	REIT - Retail	1933.27	25.63	5.54	3.84	1.47
PATK	Patrick Industries Inc.	4.44%	Industrial Goods	Lumber, Wood Production	22.54	33.57	1.02	1.73	2.06
HSNI	HSN, Inc.	4.42%	Services	Specialty Retail, Other	1901.59	17.97	3.49	0.57
COSI	Cosi Inc.	4.41%	Services	Restaurants	36.74		3.94	0	1.91
CSFL	CenterState Banks, Inc.	4.38%	Financial	Regional - Southeast Banks	200.37		0.79	0.47	0.29
MGRC	McGrath Rentcorp	4.30%	Services	Rental & Leasing Services	638.48	14.81	2.07	0.87	1.24
XIN	Xinyuan Real Estate Co., Ltd.	4.26%	Industrial Goods	Residential Construction	150.72	2.93	0.28	0.61	1.29
CWCO	Consolidated Water Co. Ltd.	4.24%	Utilities	Water Utilities	128.86	24.58	1.01	0.14	1.43
HTHT	China Lodging Group, Limited	4.23%	Services	Lodging	994.79	34.38	3.05	0
UTL	Unitil Corp.	4.21%	Utilities	Diversified Utilities	292.43	22.27	1.55	1.81	0.31
BOOM	Dynamic Materials Corp.	4.15%	Industrial Goods	Metal Fabrication	275.01	42.04	1.92	0.2	1.68
UVSP	Univest Corp. of Pennsylvania	4.10%	Financial	Regional - Northeast Banks	255.24	14.63	0.94		0.59
WINA	Winmark Corp.	4.09%	Services	Specialty Retail, Other	227.63	19.57	8.4	0	0.4
AMNB	American National Bankshares Inc.	4.08%	Financial	Regional - Mid-Atlantic Banks	119.37	17.33	1.07	0.64	0.5
YDNT	Young Innovations Inc.	4.08%	Healthcare	Medical Instruments & Supplies	237.07	15.16	1.76	0	0.55
YORW	York Water Co.	4.03%	Utilities	Water Utilities	219.93	23.68	2.39	0.92	0.46
REXX	Rex Energy Corporation	3.95%	Basic Materials	Oil & Gas Drilling & Exploration	501.26		1.69	0.1	2.51
GPX	GP Strategies Corp.	3.94%	Services	Education & Training Services	242.95	18.47	1.88	0	1.26
BSRR	Sierra Bancorp	3.93%	Financial	Regional - Pacific Banks	162.82	25.28	0.99	0.19	1.15
KCG	Knight Capital Group Inc.	3.91%	Financial	Investment Brokerage - Regional	1147.11	18.74	0.8	0.73	0.27
EBTX	Encore Bancshares, Inc.	3.88%	Financial	Regional - Southwest Banks	137.83		0.97	1.44	0.98
SMCI	Super Micro Computer, Inc.	3.86%	Technology	Networking & Communication Devices	512.97	14.02	1.79	0.1	1.45
PSSI	PSS World Medical Inc.	3.86%	Services	Medical Equipment Wholesale	1253.94	17.59	3.11	0.54	0.73
MLI	Mueller Industries Inc.	3.85%	Industrial Goods	Metal Fabrication	1471.28	14.82	1.72	0.24	0.95
CCMP	Cabot Microelectronics Corp.	3.82%	Technology	Semiconductor - Integrated Circuits	925.98	15.94	1.62	0	0.95
AMAG	AMAG Pharmaceuticals, Inc.	3.82%	Healthcare	Diagnostic Substances	316.13		1.49	0	0.81
GCA	Global Cash Access Holdings, Inc.	3.69%	Financial	Credit Services	181.24	15.61	1.24	1.37	1.49
FBNC	First Bancorp	3.63%	Financial	Regional - Mid-Atlantic Banks	168.4	21.74	0.59	0.21	0.84
CCBG	Capital City Bank Group Inc.	3.61%	Financial	Regional - Mid-Atlantic Banks	182.09	31.26	0.7	0.68	0.87
JRN	Journal Communications Inc.	3.61%	Services	Publishing - Newspapers	270.25	9.96	1.24	0.28	3.05
BNCN	BNC Bancorp	3.60%	Financial	Regional - Mid-Atlantic Banks	62.51		0.57		0.51
KCP	Kenneth Cole Productions Inc.	3.56%	Consumer Goods	Textile - Apparel Footwear & Accessories	238.97		1.82	0	0.9
CBOE	CBOE Holdings, Inc.	3.55%	Financial	Diversified Investments	2100.67	19.76	10.36	0
KH	China Kanghui Holdings	3.54%	Healthcare	Medical Appliances & Equipment	499.22	36.86	3.21	0
MNR	Monmouth Real Estate Investment Corp.	3.52%	Financial	REIT - Retail	301.69	26.63	1.28	0.99	0.63
SUSS	Susser Holdings Corporation	3.41%	Services	Grocery Stores	293.09	50.61	1.36	2.01	0.74
EDU	New Oriental Education & Technology Group	3.41%	Services	Education & Training Services	4551.55	45.41	7.91	0	1.04
BBNK	Bridge Capital Holdings	3.38%	Financial	Regional - Pacific Banks	165.77	50	1.27	0.14	0.56
ESBF	ESB Financial Corp.	3.34%	Financial	Savings & Loans	202	13.36	1.09		0.57
HIL	Hill International, Inc.	3.27%	Services	Management Services	193.9	33.73	1.22	0.58	2.17
IHS	IHS Inc.	3.26%	Technology	Information & Delivery Services	4760.16	32.91	3.66	0.23	0.54
ULBI	Ultralife Corp.	3.19%	Industrial Goods	Industrial Electrical Equipment	83.86		1.21	0.05	0.51
BMRC	Bank of Marin Bancorp	3.17%	Financial	Regional - Pacific Banks	211.31	13.99	1.64	0.04	0.86
CIMT	Cimatron Ltd.	3.15%	Technology	Technical & System Software	28.8	60	1.75	0	1.07
CWBS	Commonwealth Bankshares Inc.	3.13%	Financial	Diversified Investments	2.28		0.11	3.31	0.76
CNSL	Consolidated Communications Holdings Inc.	3.08%	Technology	Telecom Services - Domestic	550.83	16.74	8.26	13.27	1.08
OB	OneBeacon Insurance Group, Ltd.	3.01%	Financial	Surety & Title Insurance	1236.86	7.39	1.07	0.23	0.86
ESLR	Evergreen Solar Inc.	2.97%	Technology	Semiconductor - Specialized	14.7				1.67
WMAR	West Marine Inc.	2.96%	Services	Specialty Retail, Other	229.32	12.14	0.9	0	0.51
BUSE	First Busey Corporation	2.96%	Financial	Regional - Midwest Banks	452.05	16.31	1.05	0.47	0.62
RST	Rosetta Stone, Inc.	2.96%	Technology	Multimedia & Graphics Software	299.39		1.79	0
PCO	Pendrell Corporation	2.94%	Technology	Wireless Communications	711.4	2.35	2.52	0.05	1.88
TRMB	Trimble Navigation Limited	2.94%	Technology	Scientific & Technical Instruments	4374.21	27.44	2.84	0.08	1.56
NLY	Annaly Capital Management, Inc.	2.94%	Financial	REIT - Diversified	11106.78	6.24	1.06	5.69	0.3
AZK	Aurizon Mines Ltd.	2.92%	Basic Materials	Gold	1029.87	63.4	3.71	0	0.45
UVV	Universal Corp.	2.90%	Consumer Goods	Tobacco Products, Other	866.71	7.36	0.73	0.57	0.92
CNBKA	Century Bancorp Inc.	2.87%	Financial	Regional - Northeast Banks	150.97	9.98	0.97	2.31	0.19
ALNC	Alliance Financial Corporation	2.86%	Financial	Regional - Northeast Banks	151.95	11.89	1.08	1.48	0.55
EZCH	EZchip Semiconductor Ltd.	2.82%	Technology	Semiconductor Equipment & Materials	779.08	65.07	3.64	0	1.36
ALTH	Allos Therapeutics, Inc.	2.81%	Healthcare	Drug Manufacturers - Other	193.27		2.23	0	0.58
HNRG	Hallador Energy Company	2.79%	Basic Materials	Independent Oil & Gas	279.71	11.98	2.07	0.19	0.2
CIA	Citizens Inc.	2.77%	Financial	Life Insurance	350.31	22.03	1.52	0	0.52
VMC	Vulcan Materials Company	2.77%	Industrial Goods	General Building Materials	4175.1		1.08	0.74	1.24
SLTC	Selectica Inc.	2.71%	Technology	Internet Software & Services	15.16		1.48	0.4	0.6
MXWL	Maxwell Technologies Inc.	2.70%	Technology	Diversified Electronics	477.67		4.55	0.06	1.33
XATA	XATA Corp.	2.70%	Technology	Computer Based Systems	20.29		0.41	0.05	0
FRAN	Francesca's Holdings Corporatio	2.64%	Services	Specialty Retail, Other	1132.22	59.11
DEL	Deltic Timber Corp.	2.64%	Industrial Goods	Lumber, Wood Production	664.45	97.89	2.86	0.28	1.09
ATRI	ATRION Corp.	2.61%	Healthcare	Medical Instruments & Supplies	406.42	17.66	3.3	0	0.87
MAXY	Maxygen, Inc.	2.59%	Services	Research Services	167.61	2.4	1.25	0	0.79
GLPW	Global Power Equipment Group Inc.	2.56%	Industrial Goods	Diversified Machinery	403.47	14.61	2.18	0	1.31
CHCO	City Holding Co.	2.55%	Financial	Regional - Mid-Atlantic Banks	478.23	12.5	1.54	0.05	0.61
CSII	Cardiovascular Systems Inc.	2.51%	Healthcare	Medical Appliances & Equipment	232.11		13.76	0.79	0.55
PWOD	Penns Woods Bancorp Inc.	2.50%	Financial	Regional - Mid-Atlantic Banks	140.39	12.15	1.9	0	0.41
TESS	TESSCO Technologies Inc.	2.50%	Services	Electronics Wholesale	114.31	9.34	1.38	0.04	0.93
EFSC	Enterprise Financial Services Corp.	2.49%	Financial	Regional - Southwest Banks	248.18	12.83	1.22	0.96	0.81
MBVT	Merchants Bancshares Inc.	2.48%	Financial	Regional - Northeast Banks	166.59	12.1	1.51	2.05	0.24
SGS	Stream Global Services, Inc.	2.46%	Financial	Diversified Investments	267.63		1.02	0.84	1.38
BBRG	Bravo Brio Restaurant Group, Inc.	2.43%	Services	Restaurants	406.39	7.15	35.76
CYS	Cypress Sharpridge Investments, Inc.	2.42%	Financial	REIT - Diversified	1081.93		1.06	0
PWER	Power-One Inc.	2.41%	Technology	Diversified Electronics	747.17	6.22	1.92	0.09	2.12
LMAT	LeMaitre Vascular, Inc.	2.40%	Healthcare	Medical Instruments & Supplies	105.75	22.06	2.01	0	0.57
BELFB	Bel Fuse Inc.	2.40%	Technology	Diversified Electronics	229.01	13.6	1.03	0	1.85
AWR	American States Water Company	2.37%	Utilities	Water Utilities	645.64	21.9	1.7	0.95	0.36
NP	Neenah Paper, Inc.	2.34%	Consumer Goods	Paper & Paper Products	293.63	12.46	1.65	1.21	1.71
WWE	World Wrestling Entertainment Inc.	2.28%	Services	Entertainment - Diversified	731.71	16.47	2.34	0.01	0.59
FBIZ	First Business Financial Services, Inc.	2.27%	Financial	Regional - Midwest Banks	39.75	28.85	0.71	0.88	-0.03
EGO	Eldorado Gold Corp.	2.26%	Basic Materials	Gold	10207.58	46.48	3.33	0.04	0.45
FHCO	Female Health Co.	2.24%	Consumer Goods	Personal Products	126.73	20.77	9.52	0	0.82
ABVT	AboveNet, Inc.	2.15%	Technology	Internet Service Providers	1555.4	22.56	2.7	0.1	0.71
GORO	Gold Resource Corp	2.12%	Basic Materials	Gold	1378		26.26	0	0.83
MDTH	MedCath Corp.	2.08%	Healthcare	Hospitals	269.37		0.91	0.13	1.44
LPTH	LightPath Technologies Inc.	2.07%	Technology	Semiconductor Equipment & Materials	19.13		4.93	0.28	0.73
RSYS	RadiSys Corporation	2.05%	Technology	Computer Based Systems	193.26		1.39	0	0.67
ANAT	American National Insurance Co.	2.04%	Financial	Property & Casualty Insurance	2053.61	12.83	0.55	0.02	1.31
SCBT	SCBT Financial Corp.	2.03%	Financial	Regional - Mid-Atlantic Banks	421.75	71.88	1.12	0.69	0.76
NATL	National Interstate Corporation	2.03%	Financial	Property & Casualty Insurance	449.26	11.67	1.41	0.06	0.66
SIMG	Silicon Image, Inc.	2.02%	Technology	Semiconductor - Broad Line	450.3	29.26	2.25	0	1.53
EBSB	Meridian Interstate Bancorp, Inc.	2.02%	Financial	Savings & Loans	305.45	20.65	1.4	0.63	0.48
STEC	STEC, Inc.	2.01%	Technology	Data Storage Devices	498.04	9.19	1.4	0	1.71
NVEC	NVE Corp.	2.00%	Technology	Semiconductor - Specialized	267.68	19.86	3.64	0	0.94
VIMC	Vimicro International Corp.	1.97%	Technology	Semiconductor - Specialized	57.01		0.5	0	1.28
BNCL	Beneficial Mutual Bancorp Inc.	1.92%	Financial	Regional - Northeast Banks	642.53		0.98	0.4	0.37
ARTNA	Artesian Resources Corp.	1.82%	Utilities	Water Utilities	139.93	20.29	1.49	1.41	0.38
UL	Unilever plc	1.75%	Consumer Goods	Food - Major Diversified	95028.25	15.3	4.33	0.66	0.76
WST	West Pharmaceutical Services, Inc.	1.73%	Healthcare	Medical Instruments & Supplies	1433.71	23.39	2.16		0.81
KNSY	Kensey Nash Corporation	1.68%	Healthcare	Medical Instruments & Supplies	227.32	60.57	2.74	0.37	0.58
BDGE	Bridge Bancorp, Inc.	1.67%	Financial	Regional - Northeast Banks	134.05	14.12	1.72	0.41	0.34
EMCI	EMC Insurance Group Inc.	1.63%	Financial	Property & Casualty Insurance	242.74	9.09	0.66	0.1	0.62
CKEC	Carmike Cinemas Inc.	1.61%	Services	Movie Production, Theaters	81.84				2.92
DG	Dollar General Corporation	1.61%	Services	Discount, Variety Stores	10806.33	16.83	2.56	0.77
UN	Unilever NV	1.58%	Consumer Goods	Processed & Packaged Goods	95533.41	15.38	4.35	0.66	0.8
TOWN	Towne Bank	1.57%	Financial	Regional - Mid-Atlantic Banks	303.56	16.86	0.72	0.05	0.8
MOFG	MidWest One Financial Group, Inc.	1.56%	Financial	Regional - Southwest Banks	129.36	12.81	0.85	0.38	0.72
SVBL	Silver Bull Resources, Inc Comm	1.56%	Basic Materials	Industrial Metals & Minerals	74.67		1.86	0	2.49
UAM	Universal American Corp	1.55%	Healthcare	Health Care Plans	742.64	5.03	0.51
SCMP	Sucampo Pharmaceuticals, Inc.	1.55%	Healthcare	Drug Manufacturers - Other	164.05		3.44	1.36	0.97
ENSG	The Ensign Group, Inc.	1.54%	Healthcare	Long-Term Care Facilities	456.11	10.55	1.88	0.59	0.82
SFNC	Simmons First National Corporation	1.47%	Financial	Regional - Southeast Banks	431	11.51	1.07	0.59	0.35
CCC	Calgon Carbon Corporation	1.46%	Industrial Goods	Pollution & Treatment Controls	861.73	25.43	2.4	0.08	0.77
ABAX	Abaxis Inc.	1.46%	Healthcare	Diagnostic Substances	506.19	39.04	2.94	0	1.09
MSEX	Middlesex Water Co.	1.43%	Utilities	Water Utilities	288.5	20.08	1.62	0.9	0.4
AU	AngloGold Ashanti Ltd.	1.40%	Basic Materials	Gold	16354.95	107.15	3.95	0.62	0.62
PGI	Premiere Global Services, Inc.	1.40%	Technology	Diversified Communication Services	416.88	49.88	1.67	0.81	1.36
CSBK	Clifton Savings Bancorp Inc.	1.39%	Financial	Savings & Loans	266.89	30.94	1.45		0.48
NUTR	Nutraceutical International Corp.	1.37%	Healthcare	Drug Related Products	152.79	9.81	1.27	0.23	0.89
COBZ	CoBiz Financial Inc	1.34%	Financial	Regional - Southwest Banks	223.35		1.07	1.28	0.72
AROW	Arrow Financial Corporation	1.29%	Financial	Regional - Northeast Banks	277.7	12.62	1.71	0.5	0.42
PTIE	Pain Therapeutics Inc.	1.28%	Healthcare	Drug Manufacturers - Other	211.1		5.44	0	0.5
ANH	Anworth Mortgage Asset Corporation	1.27%	Financial	REIT - Diversified	911.02	8.18	0.94	0.04	0.26
BVN	Compania de Minas Buenaventura SA	1.25%	Basic Materials	Gold	10526.12	12.84	3.6	0.03	0.63
PANL	Universal Display Corp.	1.23%	Technology	Computer Peripherals	1267.81		4.13	0	1.71
CHDN	Churchill Downs Inc.	1.20%	Services	Gaming Activities	763.52	20.42	1.35	0.34	1.06
SFUN	SouFun Holdings Ltd.	1.18%	Technology	Internet Information Providers	1462.42	24	11.31	0.34
CALL	VocalTec Communications Ltd.	1.12%	Technology	Telecom Services - Domestic	249.69		30.63	0	1.1
SRCE	1st Source Corporation	1.12%	Financial	Regional - Midwest Banks	547.15	13.37	1.08	0.51	0.55
ASI	American Safety Insurance Holdings Ltd.	1.12%	Financial	Property & Casualty Insurance	198.47	6.35	0.64	0.13	1.07
AXN	Aoxing Pharmaceutical Company, Inc.	1.12%	Healthcare	Drug Manufacturers - Major	41.81		1.22	0.58	1.56
HTLF	Heartland Financial USA Inc.	1.11%	Financial	Regional - Southwest Banks	268.8	11.95	0.79	1.6	1.04
BRT	BRT Realty Trust	1.11%	Financial	Mortgage Investment	89.34		0.69	0.4	1.62
CBNJ	Cape Bancorp, Inc.	1.10%	Financial	Regional - Northeast Banks	122.32	9.78	0.81	0	0.5
HTWR	Heartware International Inc.	1.10%	Healthcare	Medical Instruments & Supplies	869.03		5.6	0.59	0.92
ALG	Alamo Group Inc.	1.10%	Industrial Goods	Farm & Construction Machinery	284.76	12.55	1.08	0.19	1.2
FLIC	First of Long Island Corp.	1.09%	Financial	Regional - Northeast Banks	235.73	12.08	1.43	1.24	0.43
IIIN	Insteel Industries Inc.	1.06%	Basic Materials	Steel & Iron	201.22		1.37	0.09	1.15
MCD	McDonald's Corp.	1.06%	Services	Restaurants	89190.38	17.37	6.17	0.08	0.49
NOIZ	Micronetics Inc.	1.06%	Technology	Diversified Electronics	26.13	16.37	1.75		0.75
EXAC	Exactech Inc.	1.02%	Healthcare	Medical Appliances & Equipment	221.05	21.95	1.46	0.31	0.64
RLRN	Renaissance Learning Inc.	1.00%	Technology	Multimedia & Graphics Software	385.82	15.65			0.99
WRLD	World Acceptance Corp.	0.99%	Financial	Credit Services	931.43	10.75	2.22	0.59	1.68
CIM	Chimera Investment Corporation	0.96%	Financial	REIT - Diversified	3245.73	5.45	0.94	1.89	1.25
CCNE	CNB Financial Corp.	0.94%	Financial	Regional - Northeast Banks	170.83	12.87	1.4	0.85	0.64
ABCD	Cambium Learning Group, Inc.	0.94%	Services	Education & Training Services	140.95		1.23	1.63	2.08
BCE	BCE, Inc.	0.93%	Technology	Telecom Services - Domestic	29473.89	16	2.65	1.11	0.94
SIGM	Sigma Designs, Inc.	0.93%	Technology	Semiconductor - Specialized	274.92	123.43	0.69	0	0.78
FC	Franklin Covey Co.	0.93%	Services	Education & Training Services	186.11		2.49	0.55	1.16
ISR	IsoRay, Inc.	0.91%	Healthcare	Medical Instruments & Supplies	29.27		4.44	0.02	1.97
FNLC	The First Bancorp, Inc.	0.83%	Financial	Regional - Northeast Banks	142.15	12.63	0.91	0	0.94
BVX	Bovie Medical Corp.	0.82%	Healthcare	Medical Instruments & Supplies	43.82		1.96	0.17	0.65
CPBC	Community Partners Bancorp	0.81%	Financial	Regional - Northeast Banks	37.87	10.1	0.46		0.58
CZNC	Citizens & Northern Corp.	0.80%	Financial	Regional - Mid-Atlantic Banks	199.87	9.83	1.3	1	0.41
HTS	Hatteras Financial Corp	0.77%	Financial	REIT - Residential	2072.24	6.71	1.03	7.43	0.25
CTBI	Community Trust Bancorp Inc.	0.77%	Financial	Regional - Southeast Banks	421.31	11.63	1.2	0.6	0.57
AWK	American Water Works Company, Inc.	0.76%	Utilities	Water Utilities	4886.28	17.52	1.17	1.4	0.38
BLUD	Immucor Inc.	0.76%	Healthcare	Diagnostic Substances	1878.82	21.15	3.3	0	0.76
SA	Seabridge Gold, Inc.	0.72%	Basic Materials	Gold	1242.32	2930	6.78	0	0.59
SARA	Saratoga Resources, Inc. Common	0.70%	Basic Materials	Oil & Gas Equipment & Services	106.67			0.17	0.81
ELGX	Endologix Inc.	0.68%	Healthcare	Medical Instruments & Supplies	510.2		6.29	0	1.28
ARR	ARMOUR Residential REIT, Inc.	0.66%	Financial	REIT - Residential	574.03	9.13	1.06	8.72	0.12
BAMM	Books-A-Million Inc.	0.65%	Services	Specialty Retail, Other	48.48	14	0.43	0.19	2.04
HFWA	Heritage Financial Corp.	0.64%	Financial	Regional - Pacific Banks	196.88	12.33	0.95	0.12	0.4
SKYW	SkyWest Inc.	0.62%	Services	Regional Airlines	684.93	10.36	0.5	0.12	1.05
PCH	Potlatch Corporation	0.58%	Financial	REIT - Industrial	1321.85	30.74	7.23	1.99	1.05
HK	Petrohawk Energy Corporation	0.58%	Basic Materials	Independent Oil & Gas	11657.22	69.75	3.18	1.03	0.61
DW	Drew Industries Inc.	0.57%	Consumer Goods	Recreational Vehicles	429.26	13.79	1.6	0	2.11
TFM	The Fresh Market, Inc.	0.57%	Services	Grocery Stores	1609.92	65.76	18.74	0.77
ICGE	ICG Group, Inc.	0.56%	Technology	Internet Software & Services	397.23	28.95	1.68	0.07	1.85
CWT	California Water Service Group	0.55%	Utilities	Water Utilities	766.11	19.11	1.75	1.17	0.29
EGBN	Eagle Bancorp, Inc.	0.53%	Financial	Regional - Mid-Atlantic Banks	262.28	14.24	1.21	0.86	0.52
NJR	New Jersey Resources Corp.	0.53%	Utilities	Gas Utilities	1799.32	16.32	2.29	0.19	0.19
PRLS	Peerless Systems Corp.	0.53%	Services	Computers Wholesale	13.26	20.11	1.08	0	0.24
SJW	SJW Corp.	0.51%	Utilities	Water Utilities	435.33	17.62	1.71	1.38	0.63
LBAI	Lakeland Bancorp Inc.	0.51%	Financial	Regional - Northeast Banks	251.13	16.16	1	1.19	1.17
ISSI	Integrated Silicon Solution Inc.	0.48%	Technology	Semiconductor- Memory Chips	225.22	7.19	1.1	0	2.03
ELRC	Electro Rent Corp.	0.45%	Services	Rental & Leasing Services	372.89	18.08	1.57	0	0.92
HSY	Hershey Co.	0.45%	Consumer Goods	Confectioners	12682.12	21.38	12.15	1.76	0.33
NKBP	China Nuokang Bio-Pharmaceutical Inc.	0.40%	Healthcare	Medical Laboratories & Research	100.95	16.13	0.98	0.09
CMO	Capstead Mortgage Corp.	0.39%	Financial	Mortgage Investment	1085.38	8.63	0.87	8.81	0.45
ANDE	The Andersons, Inc.	0.38%	Consumer Goods	Farm Products	729.68	10.49	1.56	1.64	1.5
INCB	Indiana Community Bancorp	0.36%	Financial	Savings & Loans	57.7	11.8	0.62	0.29	0.41
CPTS	Conceptus, Inc.	0.36%	Healthcare	Medical Instruments & Supplies	350.89	4.31	2.31	0	0.74
TMP	Tompkins Financial Corporation.	0.35%	Financial	Regional - Northeast Banks	433.57	12.65	1.47	1.26	0.39
TDC	Teradata Corporation	0.35%	Technology	Diversified Computer Systems	9106.76	28.25	6.67	0.22	0.93
FPIC	FPIC Insurance Group Inc.	0.34%	Financial	Property & Casualty Insurance	351.54	13.9	1.35	0.18	0.42
FGP	Ferrellgas Partners LP	0.34%	Basic Materials	Oil & Gas Refining & Marketing	1547.6		9.06	6.73	0.56
FFG	FBL Financial Group Inc.	0.33%	Financial	Life Insurance	946.28	6.52	0.74	0.29	2.42
RDA	RDA Microelectronics, Inc.	0.32%	Technology	Semiconductor Equipment & Materials	408.87	21.81	3	0
GRM	Graham Packaging Company, Inc.	0.32%	Consumer Goods	Packaging & Containers	1720.85	19.24			0.12
FIX	Comfort Systems USA Inc.	0.30%	Industrial Goods	General Contractors	377.8	50	1.24	0.1	1.14
UMH	UMH Properties Inc.	0.29%	Financial	REIT - Diversified	149.03	20.21	2	1.56	0.92
WMGI	Wright Medical Group Inc.	0.27%	Healthcare	Medical Appliances & Equipment	577.21	24.42	1.15	0.37	0.99
EF	The Edelman Financial Group	0.27%	Financial	Investment Brokerage - National	220.5	26.79	0.97	0.1	1.09
SPNS	Sapiens International Corp. NV	0.26%	Technology	Technical & System Software	84.05	13.61	2.32	0.03	1.13
NWFL	Norwood Financial Corp.	0.26%	Financial	Regional - Northeast Banks	73.97	10.31	1.08	0	0.17
LANC	Lancaster Colony Corporation	0.26%	Consumer Goods	Food - Major Diversified	1587.4	16.2	3.19	0	0.39
TIS	Orchids Paper Products Company	0.24%	Consumer Goods	Paper & Paper Products	95.2	23.54	1.36	0.25	0.48
CCL	Carnival Corporation	0.22%	Services	General Entertainment	25202.63	13.49	1.06	0.41	1.48
TECH	Techne Corp.	0.21%	Healthcare	Medical Appliances & Equipment	2707.89	24.15	4.62	0	0.72
TBL	Timberland Co.	0.19%	Consumer Goods	Textile - Apparel Footwear & Accessories	2180.02	24.23	3.52	0	1.32
TJX	The TJX Companies, Inc.	0.19%	Services	Department Stores	20552.64	16.74	6.59	0.25	0.61
PNNW	Pennichuck Corp.	0.18%	Utilities	Water Utilities	133.47	36.56	2.41	1.1	0.36
AATI	Advanced Analogic Technologies, Inc.	0.17%	Technology	Semiconductor - Specialized	258.26		2.2	0	1.51
XRS	TAL Education Group	0.17%	Services	Education & Training Services	918.65	32.54	5.93	0
PCTI	PCTEL, Inc.	0.16%	Technology	Diversified Communication Services	118.59		0.97	0	1.17
NFBK	Northfield Bancorp, Inc. (Staten Island, NY)	0.15%	Financial	Regional - Northeast Banks	588.16	36.32	1.47	1.12	0.41
WERN	Werner Enterprises Inc.	0.13%	Services	Trucking	1621.98	17.68	2.29	0	0.62
NEM	Newmont Mining Corp.	0.13%	Basic Materials	Gold	30107.13	11.52	1.91	0.3	0.35
DPL	DPL Inc.	0.13%	Utilities	Diversified Utilities	3554.84	14.95	2.83	0.97	0.6
INSP	InfoSpace Inc.	0.11%	Technology	Internet Information Providers	342.16	17.43	1.03	0	1.38
G	Genpact Ltd.	0.06%	Services	Management Services	3564.94	23.71	2.31	0.01	1.09
ETH	Ethan Allen Interiors Inc.	0.06%	Consumer Goods	Home Furnishings & Fixtures	501.92		1.82	0.64	1.69
PWR	Quanta Services, Inc.	0.06%	Industrial Goods	General Contractors	3616.52	32.85	1.1	0	1.11
TBV	Tiens Biotech Group USA Inc.	0.06%	Healthcare	Drug Related Products	116.34	27.18	0.61	0.14	1.51
TBOW	Trunkbow International Holdings, Ltd.	0.05%	Technology	Diversified Communication Services	133.33	8.12	2.04	0.03

Of the 3475 stocks in the screen, only 382 (11.0%) rose in price during that period. The median beta for the week’s gainers was 0.92, much lower than the median of 1.21 for all stocks in the sample. This is to be expected, since beta measures a stock’s co-movement with the market. Debt to equity was much higher (0.29) for the entire sample than for the rising stocks (0.19). This is sensible, since higher leverage usually means higher beta.

However, the week’s winners tended to be smaller capitalization stocks. The gainers had a smaller median market capitalization ($296 million) than the entire sample ($567 million), and this is after the losers experienced price drops. This finding is unusual, since smaller stocks are typically thought to be more volatile and suffer higher market co-movement.

*Stocks with volumes under 5000 were excluded from the screen, since low liquidity makes them hard to trade. ETFs and other funds were also excluded.