ρ +0.52beyond mkt +0.34holdout +0.62stable 100%robust
GLRE Greenlight Capital Re, Ltd. Class A Ordinary Shares
- Last close
- 16.08
- 504-day return
- +19.11%
- Median $/day
- $1.6M
- Relationships shown
- 6
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
GLRE vs RNR
Both indexed to 100 at 2026-05-11.
Moves with GLRE
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.54beyond mkt +0.33holdout +0.67stable 100%robust
ρ +0.54beyond mkt +0.32holdout +0.66stable 100%robust
ρ +0.59beyond mkt +0.29holdout +0.64stable 100%robust
ρ +0.53beyond mkt +0.29holdout +0.55stable 100%robust
ρ +0.52beyond mkt +0.28holdout +0.60stable 100%robust
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.64recent -0.44prior +0.20beyond mkt +0.11
Δ -0.61recent -0.37prior +0.24beyond mkt +0.09
Δ -0.59recent -0.47prior +0.12beyond mkt -0.05
Δ -0.58recent -0.42prior +0.17beyond mkt +0.02
Δ -0.58recent -0.44prior +0.14beyond mkt +0.07
Δ -0.58recent -0.49prior +0.08beyond mkt +0.02