We extend the Beauty Contest Game by an idiosyncratic shock for each player based on the theoretical paper “Sentiments and Aggregate Demand Fluctuations”by Benhabib, Wang, and Wen (2013). The payoff for a player depends on the distance between his choice and the sum of the idiosyncratic shock and other players´ choices. Prior to deciding, players receive a precise or imprecise signal about their shock. While in the original game there is a unique equilibrium in which all choose zero, in the game with signals there are multiple equilibria. As a theoretical result the games with signals are computationally more difficult and also the coordination issue is much more difficult. However, the experimental results show that coordination is much easier when shocks are present than when not as measured by realized payoffs. The reason is that in the new games the shocks serve as anchors, which are not present in the original game where each player comes with his homegrown belief, modeled as a level k theory.