ρ +0.72beyond mkt +0.60holdout +0.61stable 100%robust
DTW DTE Energy Company 2017 Series E 5.25% Junior Subordinated Debentures due 2077
- Last close
- 17.93
- 504-day return
- -13.55%
- Median $/day
- $460k
- Relationships shown
- 13
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
DTW vs DTG
Both indexed to 100 at 2026-05-11.
Moves with DTW
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.69beyond mkt +0.56holdout +0.75stable 100%robust
ρ +0.68beyond mkt +0.56holdout +0.64stable 100%robust
ρ +0.67beyond mkt +0.54holdout +0.55stable 100%robust
ρ +0.67beyond mkt +0.54holdout +0.61stable 100%robust
ρ +0.66beyond mkt +0.53holdout +0.62stable 100%robust
Moves against DTW
ρ -0.33beyond mkt -0.11holdout -0.31stable 88%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.65holdout +0.47stable 62%moderate
horizon 10dρ +0.65holdout +0.63stable 75%robust
horizon 10dρ +0.45holdout +0.39stable 62%moderate
horizon 10dρ +0.41holdout +0.28stable 88%robust
horizon 10dρ +0.38holdout +0.33stable 88%robust
horizon 10dρ +0.37holdout +0.37stable 50%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.54recent -0.34prior +0.21beyond mkt -0.07
Δ -0.46recent -0.39prior +0.07beyond mkt -0.09
Δ -0.46recent -0.31prior +0.15beyond mkt -0.03
Δ -0.45recent -0.32prior +0.12beyond mkt -0.01
Δ -0.44recent -0.31prior +0.13beyond mkt +0.02
Δ +0.44recent +0.58prior +0.14beyond mkt +0.01
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.
| Symbol | beyond mkt | raw ρ | shared | isolation |
|---|---|---|---|---|
| ALL.PRH The Allstate Corporation | +0.46 | +0.63 | 26 | |
| DTB DTE Energy Company 2020 Series G 4.375% Junior Subordinated Debentures due 2080 | +0.56 | +0.69 | 27 | |
| EAI Entergy Arkansas, LLC First Mortgage Bonds, 4.875% Series due September 1, 2066 | +0.56 | +0.68 | 27 | |
| EMP Entergy Mississippi, LLC First Mortgage Bonds, 4.90% Series due October 1, 2066 | +0.54 | +0.67 | 27 | |
| NEE.PRN NextEra Energy Capital Holdings, Inc. Series N Junior Subordinated Debentures due March 1, 2079 | +0.54 | +0.67 | 27 | |
| DUKB Duke Energy Corporation 5.625% Junior Subordinated Debentures due 2078 | +0.53 | +0.66 | 27 |