sotnkρ +0.79beyond mkt +0.63holdout +0.77stable 100%robust
EIS iShares MSCI Israel ETF
- Last close
- 111.48
- 504-day return
- +68.27%
- Median $/day
- $5.0M
- Relationships shown
- 16
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
Same exposure: ISRA move almost identically to EIS (|ρ| ≥ 0.93). Same-day relationships for the group are listed here.
EIS vs IZRL
Both indexed to 100 at 2026-05-11.
Moves with EIS
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.63beyond mkt +0.51holdout +0.67stable 100%robust
ρ +0.73beyond mkt +0.49holdout +0.72stable 100%robust
ρ +0.56beyond mkt +0.40holdout +0.66stable 100%robust
ρ +0.35beyond mkt +0.32holdout +0.42stable 88%robust
ρ +0.40beyond mkt +0.30holdout +0.45stable 88%robust
Moves against EIS
ρ -0.38beyond mkt +0.10holdout -0.26stable 88%robust
ρ -0.54beyond mkt +0.05holdout -0.63stable 100%robust
ρ -0.53beyond mkt -0.01holdout -0.52stable 100%robust
ρ -0.46beyond mkt +0.00holdout -0.39stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.41holdout +0.32stable 75%robust
horizon 10dρ +0.39holdout +0.33stable 88%robust
horizon 5dρ +0.35holdout +0.17stable 62%moderate
horizon 5dρ +0.34holdout +0.34stable 88%robust
horizon 5dρ +0.33holdout +0.08stable 88%moderate
horizon 5dρ +0.32holdout +0.34stable 62%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.60recent -0.24prior +0.36beyond mkt -0.07
Δ -0.50recent -0.15prior +0.36beyond mkt -0.04
Δ -0.48recent -0.43prior +0.05beyond mkt +0.04
Δ -0.44recent -0.10prior +0.34beyond mkt -0.08
Δ -0.42recent -0.08prior +0.35beyond mkt +0.03
Δ +0.42recent +0.52prior +0.11beyond mkt -0.01
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.