MFA MFA Financial, Inc

Last close: 6.21
504-day return: -30.64%
Median $/day: $10.6M
Relationships shown: 11

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

MFA vs CIM

Both indexed to 100 at 2026-05-11.

MFA CIM · range 59–104 · 2026-05-11 → 2026-11-06

Moves with MFA

Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").

CIM Chimera Investment Corp.

ρ +0.82beyond mkt +0.66holdout +0.83stable 100%robust

REM iShares Mortgage Real Estate ETF

ρ +0.82beyond mkt +0.63holdout +0.81stable 100%robust

PMT PennyMac Mortgage Investment Trust

ρ +0.74beyond mkt +0.54holdout +0.72stable 100%robust

RWT Redwood Trust, Inc.

ρ +0.72beyond mkt +0.52holdout +0.69stable 100%robust

KBWD Invesco Exchange-Traded Fund Trust II Invesco KBW High Dividend Yield Financial ETF

ρ +0.74beyond mkt +0.50holdout +0.76stable 100%robust

ADAM Adamas Trust, Inc. Common Stock

ρ +0.72beyond mkt +0.50holdout +0.71stable 100%robust

Moves against MFA

VIXM ProShares VIX Mid-Term Futures ETF

ρ -0.36beyond mkt -0.07holdout -0.38stable 100%robust

VXX iPath Series B S&P 500 VIX Short-Term Futures ETN

ρ -0.39beyond mkt -0.05holdout -0.40stable 100%robust

Weekly, not daily

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

FTHM Fathom Holdings Inc. Common Stock

horizon 10dρ +0.51holdout +0.64stable 38%moderate

THRY Thryv Holdings, Inc. Common Stock

horizon 5dρ +0.37holdout +0.54stable 62%moderate

SXI Standex International Corporation

horizon 5dρ +0.32holdout +0.21stable 88%robust

Changed this quarter

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

BTA Beacon Tactical Alternatives Risk ETF

Δ -0.60recent -0.36prior +0.24beyond mkt +0.02

DBMF iMGP DBi Managed Futures Strategy ETF

Δ -0.53recent -0.47prior +0.05beyond mkt -0.07

AMPH Amphastar Pharmaceuticals, Inc. Common Stock

Δ -0.52recent -0.20prior +0.33beyond mkt -0.02

RSST Return Stacked U.S. Stocks & Managed Futures ETF

Δ -0.46recent -0.13prior +0.33beyond mkt -0.04

RBC RBC Bearings Incorporated

Δ -0.45recent -0.11prior +0.34beyond mkt +0.02

MEOH Methanex Corporation Common Stock

Δ -0.44recent -0.34prior +0.11beyond mkt -0.02

Hidden links

Strong beyond-the-market co-movement with few shared neighbours.

Symbol	beyond mkt	raw ρ	shared
KBWD Invesco Exchange-Traded Fund Trust II Invesco KBW High Dividend Yield Financial ETF	+0.50	+0.74	12
RIET Hoya Capital High Dividend Yield ETF	+0.42	+0.73	9
SRET Global X Funds Global X SuperDividend REIT ETF	+0.36	+0.68	10
PFSI PennyMac Financial Services, Inc. Common Stock	+0.35	+0.65	14
FBRT Franklin BSP Realty Trust, Inc.	+0.38	+0.64	22
BRSP BrightSpire Capital, Inc.	+0.36	+0.62	23