horizon 10dρ +0.50holdout +0.43stable 62%moderate
AXR AMREP Corporation
- Last close
- 21.45
- 504-day return
- -30.78%
- Median $/day
- $215k
- Relationships shown
- 6
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.45holdout +0.35stable 50%moderate
horizon 10dρ +0.44holdout +0.32stable 62%moderate
horizon 10dρ +0.42holdout +0.23stable 62%moderate
horizon 10dρ +0.41holdout +0.10stable 62%moderate
horizon 10dρ +0.41holdout +0.43stable 25%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ +0.39recent +0.46prior +0.07beyond mkt +0.01
Δ +0.38recent +0.37prior -0.00beyond mkt -0.06
Δ +0.36recent +0.38prior +0.02beyond mkt -0.02
Δ +0.36recent +0.46prior +0.10beyond mkt +0.06
Δ +0.35recent +0.46prior +0.11beyond mkt +0.02
Δ +0.35recent +0.45prior +0.10beyond mkt +0.00