AR | Firms Listed with Positive Potential | Firms Listed with Negative Potential | ||||||||||||||
Day | Affirmed | Up 1 Notches | Up 2 Notches | Up 3+ Notches | Affirmed | Down 1 Notches | Down 2 Notches | Down 3+ Notches | ||||||||
−7 | −3.31% | *** | −0.58% | 0.23% | −1.53% | 0.01% | −0.37% | * | −1.49% | *** | 4.95% | *** | ||||
−6 | 1.04% | ** | 0.18% | * | −0.49% | −1.66% | * | 0.22% | −0.42% | −2.07% | *** | 1.05% | *** | |||
−5 | −0.93% | *** | −1.01% | ** | −0.53% | −0.98% | −0.15% | −0.13% | 0.43% | −1.22% | ** | |||||
−4 | −0.34% | 0.63% | 0.24% | −0.55% | 0.19% | 0.59% | * | 0.33% | 0.84% | |||||||
−3 | 0.10% | −0.42% | −0.38% | −0.43% | 0.11% | 0.57% | * | −0.85% | ** | 0.57% | ** | |||||
−2 | −0.20% | 0.29% | 0.18% | −1.84% | 0.26% | −0.01% | 0.01% | −2.98% | *** | |||||||
−1 | −0.03% | −0.16% | −1.48% | * | 1.18% | 0.04% | 0.35% | * | 0.15% | −0.87% | ||||||
0 | −0.55% | −0.62% | ** | 0.65% | −0.36% | 0.28% | −0.07% | 1.04% | *** | −1.49% | *** | |||||
1 | 0.56% | 0.50% | * | 0.64% | 0.39% | 0.10% | 0.16% | −0.69% | ** | 0.94% | ** | |||||
2 | −0.26% | 1.37% | * | −1.72% | ** | −0.46% | 0.13% | 0.22% | −0.24% | 0.12% | ||||||
3 | 0.07% | 0.17% | −0.19% | −0.42% | 0.22% | 0.47% | ** | −1.26% | ** | 2.29% | *** | |||||
CAR | Firms Listed with Positive Potential | Firms Listed with Negative Potential | ||||||||||||||
Day | Affirmed | Up 1 Notches | Up 2 Notches | Up 3+ Notches | Affirmed | Down 1 Notches | Down 2 Notches | Down 3+ Notches | ||||||||
(−7, −1) | −3.66% | *** | −1.07% | −2.23% | −5.82% | * | 0.68% | * | 0.59% | −3.50% | ** | 2.35% | ||||
(0, 0) | −0.55% | −0.62% | ** | 0.65% | −0.36% | 0.28% | −0.07% | 1.04% | ** | −1.49% | *** | |||||
(+1, +3) | 0.37% | 2.05% | * | −1.27% | −0.49% | 0.44% | 0.85% | * | −2.16% | ** | 3.35% | *** | ||||
N | 19 | 49 | 8 | 6 | 191 | 196 | 63 | 32 |