lag 1dρ +0.21holdout +0.22stable 100%$/day $1.1Mrobust
ABFL Abacus FCF Leaders ETF
- Last close
- 75.65
- 504-day return
- +17.40%
- Median $/day
- $1.2M
- Relationships shown
- 17
- Leader rank
- #177
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
ABFL vs JQUA
Both indexed to 100 at 2026-05-11.
Follows ABFL
These tend to repeat ABFL's moves later.
Moves with ABFL
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.86beyond mkt +0.43holdout +0.77stable 100%robust
ρ +0.88beyond mkt +0.39holdout +0.87stable 100%robust
ρ +0.86beyond mkt +0.39holdout +0.87stable 100%robust
ρ +0.80beyond mkt +0.36holdout +0.81stable 100%robust
ρ +0.34beyond mkt +0.10holdout +0.13stable 88%moderate
ρ +0.65beyond mkt -0.10holdout +0.68stable 100%robust
Moves against ABFL
ρ -0.56beyond mkt +0.11holdout -0.45stable 100%robust
ρ -0.68beyond mkt +0.05holdout -0.76stable 100%robust
ρ -0.69beyond mkt +0.02holdout -0.59stable 100%robust
ρ -0.60beyond mkt +0.00holdout -0.49stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.47holdout +0.45stable 88%robust
horizon 10dρ +0.42holdout +0.45stable 62%moderate
horizon 10dρ +0.39holdout +0.18stable 75%moderate
horizon 5dρ +0.31holdout +0.03stable 50%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.67recent -0.20prior +0.47beyond mkt -0.03
Δ -0.61recent -0.44prior +0.18beyond mkt -0.06
Δ -0.55recent +0.02prior +0.56beyond mkt +0.01
Δ -0.54recent -0.21prior +0.33beyond mkt +0.00
Δ -0.52recent -0.31prior +0.21beyond mkt +0.01
Δ -0.51recent -0.20prior +0.31beyond mkt +0.13
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.