sotnkρ +0.56beyond mkt +0.35holdout +0.60stable 100%robust
CMTG Claros Mortgage Trust, Inc.
- Last close
- 1.64
- 504-day return
- -74.09%
- Median $/day
- $1.5M
- Relationships shown
- 12
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
CMTG vs ACRE
Both indexed to 100 at 2026-05-11.
Moves with CMTG
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.52beyond mkt +0.30holdout +0.56stable 100%robust
ρ +0.52beyond mkt +0.29holdout +0.57stable 100%robust
ρ +0.52beyond mkt +0.28holdout +0.54stable 100%robust
ρ +0.51beyond mkt +0.27holdout +0.50stable 100%robust
ρ +0.49beyond mkt +0.27holdout +0.46stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.40holdout +0.29stable 75%robust
horizon 10dρ +0.40holdout +0.14stable 75%moderate
horizon 10dρ +0.39holdout +0.28stable 88%robust
horizon 10dρ +0.39holdout +0.25stable 75%robust
horizon 5dρ +0.33holdout +0.29stable 62%moderate
horizon 5dρ +0.31holdout +0.18stable 88%robust
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.61recent -0.34prior +0.27beyond mkt +0.01
Δ -0.50recent -0.18prior +0.33beyond mkt +0.06
Δ +0.48recent +0.49prior +0.01beyond mkt +0.03
Δ -0.45recent -0.32prior +0.13beyond mkt -0.02
Δ +0.44recent +0.60prior +0.16beyond mkt +0.01
Δ -0.44recent -0.13prior +0.31beyond mkt -0.06