sotnkρ +0.67beyond mkt +0.49holdout +0.71stable 100%robust
NMR Nomura Holdings, Inc
- Last close
- 9.42
- 504-day return
- +91.89%
- Median $/day
- $5.6M
- Relationships shown
- 15
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
NMR vs MUFG
Both indexed to 100 at 2026-05-11.
Moves with NMR
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.69beyond mkt +0.42holdout +0.64stable 100%robust
ρ +0.65beyond mkt +0.29holdout +0.65stable 100%robust
ρ +0.64beyond mkt +0.25holdout +0.71stable 100%robust
ρ +0.54beyond mkt +0.24holdout +0.64stable 100%robust
ρ +0.52beyond mkt +0.18holdout +0.57stable 100%robust
Moves against NMR
ρ -0.42beyond mkt -0.10holdout -0.38stable 100%robust
ρ -0.33beyond mkt +0.08holdout -0.24stable 88%robust
ρ -0.48beyond mkt -0.02holdout -0.43stable 100%robust
ρ -0.41beyond mkt -0.00holdout -0.38stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.46holdout +0.38stable 88%robust
horizon 10dρ +0.46holdout +0.52stable 75%robust
horizon 10dρ +0.39holdout +0.42stable 75%robust
horizon 10dρ +0.38holdout +0.36stable 88%robust
horizon 10dρ +0.36holdout +0.25stable 62%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.71recent -0.35prior +0.36beyond mkt +0.03
Δ -0.50recent -0.36prior +0.14beyond mkt -0.02
Δ -0.49recent -0.17prior +0.32beyond mkt -0.12
Δ -0.47recent -0.32prior +0.15beyond mkt -0.08
Δ -0.46recent -0.34prior +0.11beyond mkt -0.01
Δ +0.44recent +0.48prior +0.05beyond mkt -0.03
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.