ρ +0.41beyond mkt +0.27holdout +0.21stable 75%robust
GS.PRC Goldman Sachs Group Dep. Shares (1/1000 Int. of Floating Rate Non-Cum. Prfrd. Stk., Ser. C)
- Last close
- 18.41
- 504-day return
- -15.11%
- Median $/day
- $317k
- Relationships shown
- 12
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
GS.PRC vs EAI
Both indexed to 100 at 2026-05-11.
Moves with GS.PRC
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.38beyond mkt +0.26holdout +0.28stable 100%robust
ρ +0.34beyond mkt +0.25holdout +0.23stable 88%robust
ρ +0.39beyond mkt +0.24holdout +0.26stable 88%robust
ρ +0.37beyond mkt +0.23holdout +0.27stable 88%robust
ρ +0.35beyond mkt +0.23holdout +0.28stable 88%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.52holdout +0.49stable 62%moderate
horizon 10dρ +0.52holdout +0.50stable 75%robust
horizon 10dρ +0.51holdout +0.50stable 75%robust
horizon 10dρ +0.51holdout +0.49stable 75%robust
horizon 10dρ +0.51holdout +0.55stable 75%robust
horizon 10dρ +0.51holdout +0.57stable 75%robust
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ +0.48recent +0.54prior +0.07beyond mkt -0.02
Δ -0.47recent -0.31prior +0.16beyond mkt -0.02
Δ +0.45recent +0.48prior +0.03beyond mkt -0.02
Δ -0.43recent -0.06prior +0.37beyond mkt +0.16
Δ -0.43recent +0.05prior +0.47beyond mkt +0.27
Δ +0.39recent +0.47prior +0.08beyond mkt +0.02