ρ +0.68beyond mkt +0.51holdout +0.67stable 100%robust
ALL.PRH The Allstate Corporation
- Last close
- 18.12
- 504-day return
- -9.31%
- Median $/day
- $1.7M
- Relationships shown
- 14
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
Same exposure: ALL.PRB, ALL.PRI move almost identically to ALL.PRH (|ρ| ≥ 0.93). Same-day relationships for the group are listed here.
ALL.PRH vs DTB
Both indexed to 100 at 2026-05-11.
Moves with ALL.PRH
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.66beyond mkt +0.48holdout +0.55stable 100%robust
ρ +0.63beyond mkt +0.48holdout +0.54stable 100%robust
ρ +0.63beyond mkt +0.47holdout +0.63stable 100%robust
ρ +0.62beyond mkt +0.46holdout +0.59stable 100%robust
ρ +0.63beyond mkt +0.46holdout +0.55stable 100%robust
Moves against ALL.PRH
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.38holdout +0.44stable 88%robust
horizon 10dρ +0.37holdout +0.42stable 75%robust
horizon 10dρ +0.36holdout +0.43stable 88%robust
horizon 10dρ +0.35holdout +0.48stable 50%moderate
horizon 10dρ +0.35holdout +0.44stable 50%moderate
horizon 5dρ +0.32holdout +0.47stable 75%robust
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.65recent -0.28prior +0.36beyond mkt +0.04
Δ -0.51recent -0.34prior +0.16beyond mkt +0.06
Δ -0.43recent -0.07prior +0.36beyond mkt +0.04
Δ -0.43recent -0.11prior +0.32beyond mkt +0.01
Δ -0.41recent -0.11prior +0.30beyond mkt +0.02
Δ -0.41recent -0.31prior +0.10beyond mkt +0.05
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.
| Symbol | beyond mkt | raw ρ | shared | isolation |
|---|---|---|---|---|
| ENO Entergy New Orleans, LLC First Mortgage Bonds, 5.50% Series due April 1, 2066 | +0.46 | +0.62 | 24 | |
| EMP Entergy Mississippi, LLC First Mortgage Bonds, 4.90% Series due October 1, 2066 | +0.45 | +0.63 | 24 | |
| DUKB Duke Energy Corporation 5.625% Junior Subordinated Debentures due 2078 | +0.47 | +0.63 | 25 | |
| DTB DTE Energy Company 2020 Series G 4.375% Junior Subordinated Debentures due 2080 | +0.51 | +0.68 | 26 | |
| DTG DTE Energy Company 2021 Series E 4.375% Junior Subordinated Debentures | +0.48 | +0.66 | 26 | |
| EAI Entergy Arkansas, LLC First Mortgage Bonds, 4.875% Series due September 1, 2066 | +0.48 | +0.63 | 26 |