TABLE 4: Total Shareholder Returns, 1992-1997
  All Non-SO cos. Compustat 500 All Stock Option Stock Option > 50% Stock Option < 50%
         
Year (1) (2) (3) (4) (5)
  Mean Median Mean Median Mean   Median Mean   Median Mean Median
All cos. reporting in given year:        
1992 33.7% 10.1% 17.0% 10.3% 29.7% 15.3% 9.7% -4.7% 25.1% 7.7%
1993 33.0% 11.7% 47.1% 15.6% 31.9% 20.0% 32.6% 29.8% 4.3% 6.1%
1994 -4.5% -9.3% 2.5% 1.7% 10.0% *** 5.0% 16.1% * -0.7% 4.6% 9.8%
1995 31.8% 16.3% 33.9% 30.2% 51.4% *** 38.3% 72.9% *** 44.4% 42.7% 45.6%
1996 35.4% 8.7% 24.6% 20.9% 19.9% 14.2% 9.0% 5.9% 23.3% 13.1%
1997 31.7% 9.7% 28.8% 27.8% 16.4% 13.3% 5.9% -7.1% 25.5% 21.9% [1]
         
Cos. reporting in every year:        
1992 34.9% 11.1% 17.2% 10.3% 29.7% 15.3% 9.7% -4.7% 25.1% 6.3%
1993 35.8% 12.8% 47.7% 15.1% 32.1% 19.6% 34.1% 25.7% 4.2% 5.8%
1994 -1.7% -7.1% 3.0% 1.8% 10.9% *** 5.8% 23.4% * 0.1% 4.4% 7.2%
1995 33.4% 19.3% 34.0% 30.9% 45.7% ** 37.2% 67.2% ** 57.1% 46.3% 44.3%
1996 23.2% 11.6% 24.0% 20.5% 20.2% 14.2% 11.7% 11.9% 24.9% 14.8%
1997 46.3% 17.4% 29.3% 29.3% 21.3% 20.9% 9.2% -5.5% 30.5% 30.8%
         
Avg. individual company:        
  cumulative return^ 193.1% 81.8% 275.0% 151.7% 303.2% *** 163.9% 232.5% 108.9% 318.9% 128.0%
  yearly return^ 19.6% 10.5% 24.6% 16.6% 26.2% *** 24.0% 22.2%   13.1% 27.0% 14.7%
* Significantly different from non-SO companies at p<.10   ** p<.05   *** p<.01
^ Average cumulative and yearly returns are calculated just for those companies that reported data in each year from 1992 to 1997
  These represent the average of individual company returns, not the portfolio returns.
Note:  These results give equal weight to each company's data, in contrast to the regression results in Tables 3-6 which use robust
          regression to minimize the influence of outlying values.

[1]
SMLR: