sotnklag 1dρ -0.21holdout -0.21stable 75%$/day $9.7Mrobust
PFSI PennyMac Financial Services, Inc. Common Stock
- Last close
- 65.59
- 504-day return
- -32.35%
- Median $/day
- $38.3M
- Relationships shown
- 13
- Leader rank
- #796
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
PFSI vs UWMC
Both indexed to 100 at 2026-05-11.
Follows PFSI
These tend to repeat PFSI's moves later.
Moves with PFSI
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.65beyond mkt +0.44holdout +0.60stable 100%robust
ρ +0.66beyond mkt +0.42holdout +0.69stable 100%robust
ρ +0.65beyond mkt +0.35holdout +0.75stable 100%robust
ρ +0.63beyond mkt +0.34holdout +0.72stable 100%robust
ρ +0.65beyond mkt +0.33holdout +0.68stable 100%robust
ρ +0.66beyond mkt +0.30holdout +0.74stable 100%robust
Moves against PFSI
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 5dρ +0.41holdout +0.46stable 88%robust
horizon 5dρ +0.32holdout +0.41stable 88%robust
horizon 5dρ +0.32holdout +0.22stable 88%robust
horizon 5dρ +0.32holdout +0.46stable 88%robust
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.62recent -0.36prior +0.26beyond mkt +0.03
Δ -0.59recent -0.28prior +0.31beyond mkt -0.04
Δ -0.48recent -0.30prior +0.18beyond mkt -0.06
Δ -0.47recent -0.17prior +0.31beyond mkt -0.04
Δ +0.47recent +0.60prior +0.13beyond mkt +0.00
Δ -0.46recent -0.14prior +0.32beyond mkt +0.02
Traded with PFSI
Abnormal volume rises and falls on the same days as PFSI'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 |
|---|---|---|---|---|---|
| EFC Ellington Financial Inc. Common Stock | +0.30 | +0.16 | +0.20 | 9e-9 |
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.