During the past week, why did the Dow $($DJIA$)$ rise or fall in terms of market specific risk?

During the past week, why did a particular component $($company$)$ of the Dow $($DJIA$)$ rise or fall due to a change in a company$-$specific risk?

Based upon the content in Topic $2,$ why is the Capital Asset Pricing Model $($CAPM$)$ possibly less useful for smaller companies $($size effect$)$ in light of the Efficient Market Hypothesis?