AR | Positive | Negative | ||||||||||||||
Day | Affirmed | Up 1 Notches | Up 2 Notches | Up 3+ Notches | Affirmed | Down 1 Notches | Down 2 Notches | Down 3+ Notches | ||||||||
−7 | 0.66% | 0.14% | −0.17% | −0.76% | −0.07% | −0.25% | * | −0.88% | ** | −0.21% | ||||||
−6 | −0.32% | −0.12% | −0.55% | 0.77% | −0.29% | ** | −0.12% | −1.53% | *** | 0.39% | ||||||
−5 | −0.06% | 0.09% | 0.90% | * | 0.16% | −0.13% | −0.86% | *** | −1.61% | *** | −1.18% | * | ||||
−4 | 0.02% | 0.01% | 2.42% | *** | 0.35% | −0.02% | −0.46% | *** | −0.03% | −0.23% | ||||||
−3 | 0.55% | 0.34% | * | 3.91% | *** | 0.31% | 0.14% | −0.29% | ** | −0.34% | −1.13% | |||||
−2 | −0.24% | 0.00% | −0.42% | 1.75% | *** | −0.54% | *** | −0.17% | ** | −1.13% | *** | −4.17% | *** | |||
−1 | 0.19% | −0.68% | * | 1.41% | *** | 0.49% | −0.87% | *** | −1.74% | *** | −1.05% | *** | −3.20% | *** | ||
0 | 4.84% | *** | 0.07% | ** | 4.24% | *** | 8.94% | *** | −0.65% | ** | −3.74% | *** | −2.89% | *** | −8.63% | *** |
1 | 0.48% | 0.17% | −0.11% | 0.00% | −0.78% | *** | −0.80% | *** | −1.43% | *** | −3.95% | *** | ||||
2 | −0.14% | −0.18% | 1.34% | ** | 0.04% | −0.29% | −0.45% | *** | −0.30% | 0.95% | ||||||
3 | −0.77% | 0.22% | 0.23% | −0.30% | 0.07% | 0.03% | 0.53% | * | 1.51% | ** | ||||||
CAR | Positive | Negative | ||||||||||||||
Day | Affirmed | Up 1 Notches | Up 2 Notches | Up 3+ Notches | Affirmed | Down 1 Notches | Down 2 Notches | Down 3+ Notches | ||||||||
(−60, −1) | 7.53% | * | −0.48% | 11.02% | *** | 6.36% | * | −1.83% | *** | −7.68% | *** | −12.66% | *** | −23.69% | *** | |
(−30, −1) | 5.53% | −1.94% | 9.84% | *** | 3.01% | −2.08% | *** | −7.09% | *** | −10.70% | *** | −18.20% | *** | |||
(−7, −1) | 0.80% | −0.23% | 7.51% | *** | 3.07% | ** | −1.78% | *** | −3.88% | *** | −6.58% | *** | −9.72% | *** | ||
(0, 0) | 4.84% | *** | 0.07% | ** | 4.24% | *** | 8.94% | *** | −0.65% | ** | −3.74% | *** | −2.89% | *** | −8.63% | *** |
(+1, +3) | −0.44% | 0.21% | 1.46% | −0.26% | −0.99% | *** | −1.22% | *** | −1.19% | ** | −1.50% | *** | ||||
N | 20 | 55 | 11 | 14 | 193 | 199 | 68 | 38 |