lag 1dρ -0.20holdout -0.26stable 88%$/day $228krobust
AOMR Angel Oak Mortgage REIT, Inc.
- Last close
- 5.95
- 504-day return
- -12.10%
- Median $/day
- $742k
- Relationships shown
- 15
- Leader rank
- #512
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
AOMR vs MFA
Both indexed to 100 at 2026-05-11.
Follows AOMR
These tend to repeat AOMR's moves later.
Moves with AOMR
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.61beyond mkt +0.37holdout +0.68stable 100%robust
ρ +0.61beyond mkt +0.36holdout +0.73stable 100%robust
ρ +0.63beyond mkt +0.35holdout +0.71stable 100%robust
ρ +0.64beyond mkt +0.33holdout +0.76stable 100%robust
ρ +0.57beyond mkt +0.33holdout +0.60stable 100%robust
ρ +0.62beyond mkt +0.31holdout +0.70stable 100%robust
Moves against AOMR
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.41holdout +0.47stable 75%robust
horizon 10dρ +0.41holdout +0.58stable 100%robust
horizon 10dρ +0.40holdout +0.53stable 38%moderate
horizon 10dρ +0.36holdout +0.15stable 75%moderate
horizon 5dρ +0.31holdout +0.11stable 75%moderate
horizon 5dρ +0.31holdout +0.21stable 62%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.63recent -0.36prior +0.28beyond mkt -0.05
Δ -0.55recent -0.37prior +0.18beyond mkt +0.00
Δ -0.52recent -0.36prior +0.17beyond mkt -0.03
Δ +0.50recent +0.59prior +0.08beyond mkt -0.03
Δ -0.50recent -0.46prior +0.04beyond mkt -0.06
Δ -0.49recent -0.39prior +0.10beyond mkt +0.02
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.