sotnkρ +0.77beyond mkt +0.63holdout +0.87stable 100%robust
CM Canadian Imperial Bank of Commerce
- Last close
- 115.18
- 504-day return
- +94.50%
- Median $/day
- $78.7M
- Relationships shown
- 16
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
CM vs BNS
Both indexed to 100 at 2026-05-11.
Moves with CM
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.76beyond mkt +0.57holdout +0.89stable 100%robust
ρ +0.72beyond mkt +0.50holdout +0.89stable 100%robust
ρ +0.67beyond mkt +0.42holdout +0.76stable 100%robust
ρ +0.65beyond mkt +0.41holdout +0.84stable 100%robust
ρ +0.59beyond mkt +0.19holdout +0.73stable 100%robust
Moves against CM
ρ -0.32beyond mkt -0.15holdout -0.47stable 88%robust
ρ -0.35beyond mkt +0.07holdout -0.41stable 88%robust
ρ -0.30beyond mkt +0.03holdout -0.26stable 50%moderate
ρ -0.43beyond mkt +0.03holdout -0.52stable 88%robust
ρ -0.38beyond mkt +0.02holdout -0.43stable 88%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.44holdout +0.57stable 75%robust
horizon 10dρ +0.41holdout +0.39stable 50%moderate
horizon 10dρ +0.35holdout +0.34stable 50%moderate
horizon 5dρ +0.34holdout +0.22stable 62%moderate
horizon 5dρ +0.31holdout +0.31stable 50%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.60recent -0.26prior +0.34beyond mkt -0.05
Δ -0.49recent -0.36prior +0.13beyond mkt -0.02
Δ -0.48recent -0.11prior +0.37beyond mkt +0.05
Δ -0.47recent -0.11prior +0.36beyond mkt +0.01
Δ -0.47recent -0.46prior +0.01beyond mkt +0.07
Δ +0.46recent +0.54prior +0.08beyond mkt +0.02
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.