lag 1dρ -0.21holdout -0.27stable 88%$/day $732krobust
ABEQ Absolute Select Value ETF
- Last close
- 39.62
- 504-day return
- +25.06%
- Median $/day
- $282k
- Relationships shown
- 10
- Leader rank
- #482
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
ABEQ vs BRK.B
Both indexed to 100 at 2026-05-11.
Follows ABEQ
These tend to repeat ABEQ's moves later.
Moves with ABEQ
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.57beyond mkt +0.33holdout +0.48stable 100%robust
ρ +0.52beyond mkt +0.31holdout +0.55stable 100%robust
ρ +0.58beyond mkt +0.27holdout +0.51stable 100%robust
ρ +0.61beyond mkt +0.26holdout +0.50stable 100%robust
ρ +0.69beyond mkt +0.26holdout +0.63stable 100%robust
ρ +0.75beyond mkt +0.17holdout +0.79stable 100%robust
Moves against ABEQ
ρ -0.33beyond mkt +0.02holdout -0.29stable 88%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.74recent -0.36prior +0.38beyond mkt +0.12
Δ -0.73recent -0.41prior +0.32beyond mkt +0.13
Δ -0.69recent -0.45prior +0.23beyond mkt +0.07
Δ -0.63recent -0.26prior +0.36beyond mkt +0.05
Δ -0.62recent -0.47prior +0.16beyond mkt +0.03
Δ -0.61recent -0.23prior +0.38beyond mkt +0.04