sotnkρ +0.33beyond mkt +0.16holdout +0.33stable 100%robust
MS.PRE MORGAN STANLEY DEP SHARES EACH REPRESENTING 1/1,000TH OF SHARE OF FIXED TO FLOATING RATE SER E
- Last close
- 24.88
- 504-day return
- +13.56%
- Median $/day
- $1.2M
- Relationships shown
- 9
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
Same exposure: MS.PRF move almost identically to MS.PRE (|ρ| ≥ 0.93). Same-day relationships for the group are listed here.
MS.PRE vs ALL.PRH
Both indexed to 100 at 2026-05-11.
Moves with MS.PRE
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.47holdout +0.43stable 62%moderate
horizon 10dρ +0.43holdout +0.48stable 75%robust
horizon 10dρ +0.43holdout +0.31stable 62%moderate
horizon 10dρ +0.43holdout +0.38stable 38%moderate
horizon 10dρ +0.42holdout +0.27stable 50%moderate
horizon 10dρ +0.42holdout +0.41stable 50%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ +0.44recent +0.52prior +0.09beyond mkt +0.08
Δ -0.43recent -0.34prior +0.09beyond mkt -0.04
Δ -0.40recent -0.31prior +0.09beyond mkt -0.04
Δ -0.40recent -0.32prior +0.07beyond mkt -0.02
Δ -0.38recent -0.34prior +0.04beyond mkt -0.05
Δ +0.34recent +0.34prior +0.00beyond mkt -0.03