sotnkρ +0.66beyond mkt +0.43holdout +0.74stable 100%robust
MITT TPG Mortgage Investment Trust, Inc.
- Last close
- 4.45
- 504-day return
- -21.22%
- Median $/day
- $1.3M
- Relationships shown
- 11
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
MITT vs CIM
Both indexed to 100 at 2026-05-11.
Moves with MITT
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.67beyond mkt +0.40holdout +0.75stable 100%robust
ρ +0.63beyond mkt +0.39holdout +0.71stable 100%robust
ρ +0.61beyond mkt +0.37holdout +0.60stable 100%robust
ρ +0.64beyond mkt +0.34holdout +0.71stable 100%robust
ρ +0.59beyond mkt +0.33holdout +0.61stable 100%robust
Moves against MITT
ρ -0.33beyond mkt +0.05holdout -0.35stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.47holdout +0.55stable 50%moderate
horizon 10dρ +0.43holdout +0.44stable 88%robust
horizon 10dρ +0.38holdout +0.35stable 62%moderate
horizon 10dρ +0.35holdout +0.25stable 62%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ +0.48recent +0.64prior +0.16beyond mkt +0.01
Δ +0.46recent +0.87prior +0.41beyond mkt +0.29
Δ +0.43recent +0.60prior +0.17beyond mkt +0.02
Δ +0.42recent +0.45prior +0.03beyond mkt -0.00
Δ +0.42recent +0.47prior +0.06beyond mkt +0.03
Δ -0.42recent -0.09prior +0.32beyond mkt -0.02
Traded with MITT
Abnormal volume rises and falls on the same days as MITT's, while prices do not move together: the same hands, not the same business.
| Symbol | traded together ρ | big prints together ρ | priced together ρ | score | q |
|---|---|---|---|---|---|
| FOA Finance of America Companies Inc. | +0.33 | +0.26 | +0.03 | 2e-10 | |
| MNTK Montauk Renewables, Inc. Common Stock | +0.31 | +0.32 | -0.11 | 4e-9 | |
| NCMI National CineMedia, Inc. Common Stock | +0.30 | +0.27 | -0.04 | 6e-9 | |
| AHCO AdaptHealth Corp. Common Stock | +0.31 | +0.23 | -0.07 | 2e-9 | |
| MQY Blackrock Muni Yield Quality Fund, Inc | +0.30 | +0.09 | +0.06 | 7e-9 |
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.