sotnkρ +0.81beyond mkt +0.51holdout +0.82stable 100%robust
EXG Eaton Vance Tax-Managed Global Diversified Equity Income Fund
- Last close
- 9.45
- 504-day return
- +35.14%
- Median $/day
- $4.0M
- Relationships shown
- 15
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
EXG vs ETW
Both indexed to 100 at 2026-05-11.
Moves with EXG
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.83beyond mkt +0.49holdout +0.84stable 100%robust
ρ +0.67beyond mkt +0.34holdout +0.72stable 100%robust
ρ +0.68beyond mkt +0.33holdout +0.72stable 100%robust
ρ +0.70beyond mkt +0.32holdout +0.74stable 100%robust
ρ +0.45beyond mkt +0.25holdout +0.54stable 100%robust
Moves against EXG
ρ -0.50beyond mkt -0.07holdout -0.39stable 100%robust
ρ -0.65beyond mkt -0.07holdout -0.65stable 100%robust
ρ -0.56beyond mkt -0.05holdout -0.54stable 100%robust
ρ -0.59beyond mkt +0.01holdout -0.69stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.44holdout +0.41stable 88%robust
horizon 10dρ +0.43holdout +0.67stable 50%moderate
horizon 10dρ +0.39holdout +0.53stable 75%robust
horizon 5dρ +0.32holdout +0.32stable 62%moderate
horizon 5dρ +0.31holdout +0.47stable 88%robust
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.60recent -0.15prior +0.44beyond mkt +0.00
Δ -0.50recent -0.31prior +0.19beyond mkt +0.04
Δ -0.45recent -0.08prior +0.37beyond mkt -0.08
Δ -0.45recent -0.05prior +0.40beyond mkt -0.01
Δ -0.45recent -0.42prior +0.02beyond mkt +0.04
Δ -0.44recent -0.08prior +0.36beyond mkt -0.06
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.