ρ +0.41beyond mkt +0.28holdout +0.51stable 88%robust
DMO Western Asset Mortgage Opportunity Fund Inc.
- Last close
- 9.86
- 504-day return
- +7.24%
- Median $/day
- $492k
- Relationships shown
- 12
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
DMO vs EHI
Both indexed to 100 at 2026-05-11.
Moves with DMO
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.41beyond mkt +0.28holdout +0.53stable 100%robust
ρ +0.38beyond mkt +0.26holdout +0.52stable 88%robust
ρ +0.39beyond mkt +0.25holdout +0.51stable 88%robust
ρ +0.36beyond mkt +0.24holdout +0.48stable 88%robust
ρ +0.38beyond mkt +0.23holdout +0.54stable 88%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.63holdout +0.72stable 88%robust
horizon 10dρ +0.63holdout +0.68stable 88%robust
horizon 10dρ +0.61holdout +0.75stable 62%moderate
horizon 10dρ +0.60holdout +0.70stable 88%robust
horizon 10dρ +0.60holdout +0.65stable 88%robust
horizon 10dρ +0.59holdout +0.71stable 62%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ +0.48recent +0.54prior +0.06beyond mkt +0.02
Δ +0.46recent +0.54prior +0.08beyond mkt -0.01
Δ +0.46recent +0.36prior -0.11beyond mkt -0.05
Δ +0.46recent +0.58prior +0.12beyond mkt +0.02
Δ +0.46recent +0.56prior +0.10beyond mkt -0.05
Δ +0.46recent +0.45prior -0.01beyond mkt -0.12