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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.

Source: Surprisingly, Smaller Stocks Went Up When the Market Dropped