KRBN KraneShares Global Carbon Strategy ETF

together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture

Weekly, not daily

No day-to-day relationship, but 5- or 10-day returns move together.

MS Morgan Stanley

horizon 10dρ +0.55holdout +0.66stable 38%moderate

GS Goldman Sachs Group Inc.

horizon 10dρ +0.52holdout +0.67stable 50%moderate

CPRY Calamos Russell 2000 Structured Alt Protection ETF - January

horizon 10dρ +0.51holdout +0.62stable 50%moderate

EVR Evercore Inc.

horizon 10dρ +0.51holdout +0.53stable 38%moderate

JEF Jefferies Financial Group Inc.

horizon 10dρ +0.49holdout +0.49stable 62%moderate

MC MOELIS & COMPANY

horizon 10dρ +0.47holdout +0.59stable 50%moderate

Biggest shifts in same-day correlation over the last 63 trading days versus the year before.

ORLY O'Reilly Automotive, Inc. Common Stock

Δ +0.51recent +0.43prior -0.08beyond mkt -0.04

GHM Graham Corporation

Δ -0.48recent -0.34prior +0.14beyond mkt -0.04

RICK RCI Hospitality Holdings, Inc. Common Stock

Δ +0.47recent +0.50prior +0.03beyond mkt -0.02

DCO Ducommun Incorporated

Δ -0.46recent -0.30prior +0.16beyond mkt +0.01

EPC Edgewell Personal Care Company

Δ +0.46recent +0.39prior -0.07beyond mkt -0.11

TDUP ThredUp Inc. Class A Common Stock

Δ +0.45recent +0.47prior +0.02beyond mkt -0.03