sotnkρ +0.53beyond mkt +0.32holdout +0.50stable 100%robust
EARN Ellington Credit Company
- Last close
- 3.28
- 504-day return
- -26.39%
- Median $/day
- $1.6M
- Relationships shown
- 12
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
EARN vs KBWD
Both indexed to 100 at 2026-05-11.
Moves with EARN
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.47beyond mkt +0.30holdout +0.46stable 100%robust
ρ +0.51beyond mkt +0.28holdout +0.50stable 100%robust
ρ +0.47beyond mkt +0.28holdout +0.45stable 100%robust
ρ +0.48beyond mkt +0.27holdout +0.44stable 100%robust
ρ +0.46beyond mkt +0.27holdout +0.43stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.59holdout +0.48stable 50%moderate
horizon 10dρ +0.57holdout +0.45stable 62%moderate
horizon 10dρ +0.56holdout +0.47stable 62%moderate
horizon 10dρ +0.45holdout +0.43stable 88%robust
horizon 10dρ +0.44holdout +0.40stable 75%robust
horizon 10dρ +0.41holdout +0.30stable 38%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.55recent -0.42prior +0.14beyond mkt -0.01
Δ -0.51recent -0.14prior +0.37beyond mkt +0.14
Δ -0.45recent -0.14prior +0.31beyond mkt -0.01
Δ +0.45recent +0.45prior -0.00beyond mkt -0.00
Δ -0.41recent -0.09prior +0.32beyond mkt -0.00
Δ +0.40recent +0.47prior +0.07beyond mkt +0.02