Some of the companies have been beat by leaks ahead of the conference, with new games and consoles being detailed beforehand.
In year's past, video game companies have fared well following the conference.
Over the last three years, Activision, EA Games, Take-Two Interactive, and Gamestop have all outperformed the market by an average of 9% in the 45 days following the conference.
Gamestop, the video game retailer, has fared the best, increasing an average of 17% after E3, according to Michael J. Olsen, a senior research analyst from Piper Jaffray.
Past performance is no indicator of future results, as Olsen points out, and some companies are changing their game plan going into the conference.