| Consumer discretionary | Consumer staples | Financials | Health | Industrials | Materials | Real estate | Technology | Telecom | Utilities | Oil |
---|---|---|---|---|---|---|---|---|---|---|---|
Full data sample (8/01/2004 to 12/30/2020) | Â | Â | Â | Â | Â | Â | Â | Â | Â | Â | Â |
ARCH5 | 257.47*** | 253.95*** | 166.4*** | 239.88*** | 276.62*** | 170.62*** | 277.99*** | 211.84*** | 86.82*** | 316.41*** | 127.05*** |
ARCH10 | 184.49*** | 142.23*** | 98.37*** | 127.97*** | 147.75*** | 91.85*** | 157.70*** | 119.92*** | 49.25*** | 165.71*** | 80.83*** |
LB5 | 7.62 | 37.88*** | 17.94*** | 14.97*** | 3.68 | 27.76*** | 23.20*** | 5.47 | 24.60*** | 26.65*** | 11.09** |
LB10 | 15.76* | 46.66*** | 32.72*** | 18.55** | 12.74 | 29.39*** | 43.42*** | 11.42 | 35.08*** | 39.67*** | 43.62*** |
LB25 | 2351*** | 1811*** | 1323*** | 1367*** | 2183*** | 1433*** | 2241*** | 1803*** | 570.66*** | 1980*** | 575.91*** |
LB210 | 4214*** | 2428*** | 2158*** | 1779*** | 3072*** | 1986*** | 3972*** | 2957*** | 738.57*** | 2838*** | 855.38*** |
Before COVID-19 sample (8/01/2004 to 12/31/2019) | Â | Â | Â | Â | Â | Â | Â | Â | Â | Â | Â |
ARCH5 | 286.998*** | 283.988*** | 156.510*** | 227.041*** | 317.81*** | 310.75*** | 269.78*** | 210.64*** | 84.052*** | 290.55*** | 41.365*** |
ARCH10 | 191.811*** | 155.531*** | 93.627*** | 120.996*** | 168.55*** | 185.68*** | 152.33*** | 121.52*** | 47.308*** | 149.175*** | 29.142*** |
LB5 | 21.367*** | 32.243*** | 22.350*** | 20.211*** | 5.310 | 15.695*** | 27.894*** | 4.873 | 37.97*** | 27.832*** | 2.355 |
LB10 | 35.410*** | 39.054*** | 39.388*** | 26.509*** | 16.299* | 18.746** | 45.79*** | 10.969 | 53.91*** | 57.244*** | 13.04 |
LB25 | 2422*** | 1946*** | 1239*** | 1275*** | 2455*** | 2674*** | 2175*** | 1795*** | 537.31*** | 1883*** | 291.47*** |
LB210 | 4367*** | 2409*** | 2030*** | 1608*** | 3278*** | 4083*** | 3873*** | 2870*** | 680.39*** | 2440*** | 552.08*** |
During COVID-19 Sample (1/2/2020 to 12/30/2020) | Â | Â | Â | Â | Â | Â | Â | Â | Â | Â | Â |
ARCH5 | 13.15*** | 8.43*** | 12.35*** | 15.58*** | 7.42*** | 3.84*** | 10.51*** | 8.74*** | 7.37*** | 23.85*** | 5.58*** |
ARCH10 | 7.58*** | 12.50*** | 7.08*** | 10.01*** | 5.45*** | 1.91** | 6.31*** | 5.11*** | 4.98*** | 15.73*** | 3.63*** |
LB5 | 7.43 | 19.03*** | 13.31** | 5.10 | 7.18 | 15.35*** | 5.40 | 3.14 | 7.94* | 5.78 | 4.43 |
LB10 | 11.78 | 22.95*** | 19.21** | 9.21 | 12.87 | 16.04* | 9.99 | 4.86 | 17.53** | 16.24* | 17.90** |
LB25 | 77.37*** | 57.27*** | 83.71*** | 82.23*** | 50.24*** | 22.85*** | 65.71*** | 58.57*** | 51.48*** | 102.82*** | 26.82*** |
LB210 | 119.01*** | 161.11*** | 128.39*** | 150.93*** | 98.50*** | 25.09*** | 109.91*** | 99.81*** | 96.03*** | 208/14*** | 39.89*** |