sotnkρ +0.58beyond mkt +0.41holdout +0.57stable 100%robust
PENN PENN Entertainment, Inc. Common Stock
- Last close
- 17.43
- 504-day return
- -10.39%
- Median $/day
- $56.7M
- Relationships shown
- 13
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
PENN vs BYD
Both indexed to 100 at 2026-05-11.
Moves with PENN
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.56beyond mkt +0.40holdout +0.52stable 100%robust
ρ +0.56beyond mkt +0.40holdout +0.31stable 100%robust
ρ +0.50beyond mkt +0.34holdout +0.52stable 100%robust
ρ +0.53beyond mkt +0.33holdout +0.51stable 100%robust
ρ +0.49beyond mkt +0.33holdout +0.58stable 100%robust
Moves against PENN
ρ -0.34beyond mkt -0.13holdout -0.25stable 88%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.55holdout +0.46stable 100%robust
horizon 10dρ +0.46holdout +0.64stable 75%robust
horizon 10dρ +0.41holdout +0.20stable 75%moderate
horizon 10dρ +0.36holdout +0.47stable 50%moderate
horizon 10dρ +0.36holdout +0.47stable 75%robust
horizon 5dρ +0.33holdout +0.33stable 62%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.54recent -0.18prior +0.36beyond mkt -0.05
Δ -0.51recent -0.32prior +0.19beyond mkt +0.02
Δ -0.50recent -0.35prior +0.16beyond mkt +0.00
Δ -0.47recent -0.31prior +0.15beyond mkt -0.06
Δ +0.45recent +0.42prior -0.03beyond mkt -0.01
Δ -0.45recent -0.30prior +0.15beyond mkt -0.05
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.