CIM Chimera Investment Corp.

Last close: 7.31
504-day return: -37.09%
Median $/day: $7.2M
Relationships shown: 12

together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture

CIM vs REM

Both indexed to 100 at 2026-05-11.

CIM REM · range 59–103 · 2026-05-11 → 2026-11-06

Moves with CIM

Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").

REM iShares Mortgage Real Estate ETF

ρ +0.87beyond mkt +0.74holdout +0.89stable 100%robust

MFA MFA Financial, Inc

ρ +0.82beyond mkt +0.66holdout +0.83stable 100%robust

KBWD Invesco Exchange-Traded Fund Trust II Invesco KBW High Dividend Yield Financial ETF

ρ +0.80beyond mkt +0.61holdout +0.86stable 100%robust

PMT PennyMac Mortgage Investment Trust

ρ +0.78beyond mkt +0.60holdout +0.74stable 100%robust

NLY Annaly Capital Management. Inc.

ρ +0.77beyond mkt +0.59holdout +0.82stable 100%robust

ADAM Adamas Trust, Inc. Common Stock

ρ +0.76beyond mkt +0.56holdout +0.74stable 100%robust

Moves against CIM

VIXM ProShares VIX Mid-Term Futures ETF

ρ -0.34beyond mkt -0.03holdout -0.38stable 100%robust

VXX iPath Series B S&P 500 VIX Short-Term Futures ETN

ρ -0.36beyond mkt +0.02holdout -0.39stable 100%robust

Weekly, not daily

No day-to-day relationship, but 5- or 10-day returns move together.

FTHM Fathom Holdings Inc. Common Stock

horizon 10dρ +0.56holdout +0.53stable 50%moderate

ACH Accendra Health, Inc.

horizon 10dρ +0.53holdout +0.79stable 88%robust

RSST Return Stacked U.S. Stocks & Managed Futures ETF

horizon 10dρ +0.39holdout +0.21stable 62%moderate

CLH Clean Harbors, Inc

horizon 10dρ +0.39holdout +0.23stable 75%robust

Changed this quarter

Biggest shifts in same-day correlation over the last 63 trading days versus the year before.

BTA Beacon Tactical Alternatives Risk ETF

Δ -0.67recent -0.44prior +0.23beyond mkt -0.02

RSBT Return Stacked Bonds & Managed Futures ETF

Δ -0.61recent -0.40prior +0.21beyond mkt -0.04

DBMF iMGP DBi Managed Futures Strategy ETF

Δ -0.60recent -0.59prior +0.02beyond mkt -0.11

MEOH Methanex Corporation Common Stock

Δ -0.57recent -0.47prior +0.10beyond mkt -0.02

RSST Return Stacked U.S. Stocks & Managed Futures ETF

Δ -0.50recent -0.18prior +0.32beyond mkt -0.05

NOG Northern Oil and Gas, Inc.

Δ -0.50recent -0.43prior +0.07beyond mkt -0.06

Hidden links

Strong beyond-the-market co-movement with few shared neighbours.

Symbol	beyond mkt	raw ρ	shared
KBWD Invesco Exchange-Traded Fund Trust II Invesco KBW High Dividend Yield Financial ETF	+0.61	+0.80	11
RIET Hoya Capital High Dividend Yield ETF	+0.48	+0.76	8
HIPS GraniteShares HIPS US High Income ETF	+0.41	+0.63	7
SRET Global X Funds Global X SuperDividend REIT ETF	+0.40	+0.70	10
DX Dynex Capital, Inc.	+0.50	+0.71	24
FBRT Franklin BSP Realty Trust, Inc.	+0.37	+0.64	23