lag 1dρ -0.21holdout -0.15stable 75%$/day $129krobust
BUYW Main BuyWrite ETF
- Last close
- 14.47
- 504-day return
- +17.36%
- Median $/day
- $3.7M
- Relationships shown
- 17
- Leader rank
- #940
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
BUYW vs BSL
Both indexed to 100 at 2026-05-11.
Follows BUYW
These tend to repeat BUYW's moves later.
Moves with BUYW
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.32beyond mkt +0.18holdout +0.32stable 88%robust
ρ +0.45beyond mkt +0.17holdout +0.29stable 88%robust
ρ +0.55beyond mkt +0.17holdout +0.40stable 100%robust
ρ +0.36beyond mkt +0.08holdout +0.26stable 75%robust
ρ +0.52beyond mkt +0.08holdout +0.34stable 88%robust
ρ +0.35beyond mkt +0.07holdout +0.23stable 88%robust
Moves against BUYW
ρ -0.51beyond mkt -0.15holdout -0.38stable 100%robust
ρ -0.57beyond mkt -0.10holdout -0.45stable 100%robust
ρ -0.49beyond mkt -0.06holdout -0.39stable 100%robust
ρ -0.42beyond mkt -0.03holdout -0.31stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.42holdout +0.37stable 62%moderate
horizon 10dρ +0.39holdout +0.55stable 62%moderate
horizon 10dρ +0.38holdout +0.24stable 75%robust
horizon 10dρ +0.38holdout +0.28stable 62%moderate
horizon 10dρ +0.38holdout +0.01stable 50%moderate
horizon 10dρ +0.37holdout +0.35stable 50%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.60recent -0.29prior +0.31beyond mkt -0.06
Δ -0.57recent -0.16prior +0.42beyond mkt +0.05
Δ -0.55recent +0.03prior +0.57beyond mkt +0.08
Δ -0.54recent -0.18prior +0.36beyond mkt -0.03
Δ -0.51recent -0.14prior +0.37beyond mkt -0.03
Δ -0.49recent -0.04prior +0.45beyond mkt -0.02