sotnkρ +0.77beyond mkt +0.65holdout +0.72stable 100%robust
JPM JPMorgan Chase & Co.
- Last close
- 334.49
- 504-day return
- +56.16%
- Median $/day
- $2.4B
- Relationships shown
- 14
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
Same exposure: JPME, JPO move almost identically to JPM (|ρ| ≥ 0.93). Same-day relationships for the group are listed here.
JPM vs XLF
Both indexed to 100 at 2026-05-11.
Moves with JPM
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.76beyond mkt +0.58holdout +0.76stable 100%robust
ρ +0.74beyond mkt +0.54holdout +0.75stable 100%robust
ρ +0.69beyond mkt +0.48holdout +0.57stable 100%robust
ρ +0.71beyond mkt +0.48holdout +0.61stable 100%robust
ρ +0.69beyond mkt +0.48holdout +0.61stable 100%robust
Moves against JPM
ρ -0.37beyond mkt -0.12holdout -0.22stable 88%robust
ρ -0.47beyond mkt -0.07holdout -0.36stable 100%robust
ρ -0.43beyond mkt -0.06holdout -0.29stable 100%robust
ρ -0.38beyond mkt +0.04holdout -0.09stable 75%moderate
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.48holdout +0.29stable 62%moderate
horizon 10dρ +0.40holdout +0.33stable 100%robust
horizon 5dρ +0.31holdout +0.04stable 75%moderate
horizon 5dρ +0.30holdout +0.10stable 88%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.60recent -0.29prior +0.31beyond mkt -0.07
Δ -0.55recent -0.31prior +0.25beyond mkt -0.03
Δ -0.55recent -0.12prior +0.43beyond mkt +0.01
Δ -0.54recent -0.19prior +0.35beyond mkt -0.04
Δ -0.53recent -0.16prior +0.36beyond mkt -0.12
Δ -0.53recent -0.30prior +0.23beyond mkt -0.03
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.