sotnkρ +0.74beyond mkt +0.53holdout +0.73stable 100%robust
CMC Commercial Metals Company
- Last close
- 62.28
- 504-day return
- +17.44%
- Median $/day
- $61.5M
- Relationships shown
- 15
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
CMC vs SLX
Both indexed to 100 at 2026-05-11.
Moves with CMC
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.70beyond mkt +0.50holdout +0.73stable 100%robust
ρ +0.68beyond mkt +0.50holdout +0.72stable 100%robust
ρ +0.68beyond mkt +0.49holdout +0.71stable 100%robust
ρ +0.68beyond mkt +0.42holdout +0.68stable 100%robust
ρ +0.67beyond mkt +0.39holdout +0.66stable 100%robust
Moves against CMC
ρ -0.52beyond mkt -0.16holdout -0.50stable 100%robust
ρ -0.47beyond mkt -0.05holdout -0.38stable 100%robust
ρ -0.41beyond mkt -0.04holdout -0.28stable 100%robust
ρ -0.30beyond mkt +0.03holdout -0.10stable 75%moderate
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.52holdout +0.25stable 62%moderate
horizon 10dρ +0.41holdout +0.35stable 88%robust
horizon 10dρ +0.39holdout +0.38stable 75%robust
horizon 5dρ +0.33holdout +0.27stable 75%robust
horizon 5dρ +0.32holdout +0.17stable 62%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.55recent -0.30prior +0.25beyond mkt +0.08
Δ -0.53recent -0.34prior +0.19beyond mkt +0.06
Δ -0.52recent -0.38prior +0.14beyond mkt -0.12
Δ -0.51recent -0.05prior +0.47beyond mkt +0.00
Δ -0.51recent -0.06prior +0.44beyond mkt -0.05
Δ -0.49recent -0.30prior +0.18beyond mkt -0.01
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.