sotnkρ +0.71beyond mkt +0.46holdout +0.60stable 100%robust
AMG Affiliated Managers Group
- Last close
- 362.96
- 504-day return
- +87.34%
- Median $/day
- $65.5M
- Relationships shown
- 11
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
AMG vs KCE
Both indexed to 100 at 2026-05-11.
Moves with AMG
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.64beyond mkt +0.45holdout +0.63stable 100%robust
ρ +0.66beyond mkt +0.40holdout +0.61stable 100%robust
ρ +0.62beyond mkt +0.35holdout +0.63stable 100%robust
ρ +0.61beyond mkt +0.33holdout +0.57stable 100%robust
ρ +0.63beyond mkt +0.33holdout +0.53stable 100%robust
Moves against AMG
ρ -0.36beyond mkt +0.12holdout -0.20stable 75%robust
ρ -0.44beyond mkt -0.05holdout -0.35stable 100%robust
ρ -0.38beyond mkt +0.04holdout -0.16stable 88%moderate
ρ -0.45beyond mkt +0.04holdout -0.32stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.43holdout +0.47stable 75%robust
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.67recent -0.27prior +0.40beyond mkt +0.02
Δ -0.60recent -0.32prior +0.28beyond mkt +0.02
Δ -0.53recent -0.14prior +0.40beyond mkt -0.02
Δ -0.52recent -0.18prior +0.35beyond mkt +0.02
Δ -0.51recent -0.21prior +0.31beyond mkt -0.05
Δ -0.51recent -0.35prior +0.16beyond mkt -0.09
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.