PMT PennyMac Mortgage Investment Trust

Last close: 7.85
504-day return: -22.05%
Median $/day: $9.2M
Relationships shown: 15
Leader rank: #535

together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture

PMT vs MGF, shifted 1d

Both indexed to 100 at 2026-05-11. MGF is drawn 1 trading day later than it happened, so if it leads, the lines move together.

PMT MGF (+1d) · range 69–105 · 2026-05-11 → 2026-11-06

Leads PMT

PMT tends to repeat these symbols' moves some days later. The highlighted bar is the lag.

MGF Aberdeen Government Markets Income Fund

lag 1dρ +0.20holdout +0.31stable 75%$/day $126krobust

Follows PMT

These tend to repeat PMT's moves later.

RGCO RGC Resources Inc. Common Stock

lag 1dρ -0.21holdout -0.26stable 88%$/day $228krobust

Moves with PMT

Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").

CIM Chimera Investment Corp.

ρ +0.78beyond mkt +0.60holdout +0.74stable 100%robust

REM iShares Mortgage Real Estate ETF

ρ +0.78beyond mkt +0.59holdout +0.72stable 100%robust

MFA MFA Financial, Inc

ρ +0.74beyond mkt +0.54holdout +0.72stable 100%robust

KBWD Invesco Exchange-Traded Fund Trust II Invesco KBW High Dividend Yield Financial ETF

ρ +0.71beyond mkt +0.49holdout +0.68stable 100%robust

RWT Redwood Trust, Inc.

ρ +0.69beyond mkt +0.48holdout +0.59stable 100%robust

NLY Annaly Capital Management. Inc.

ρ +0.67beyond mkt +0.43holdout +0.62stable 100%robust

Moves against PMT

VXX iPath Series B S&P 500 VIX Short-Term Futures ETN

ρ -0.32beyond mkt +0.02holdout -0.32stable 100%robust

Weekly, not daily

No day-to-day relationship, but 5- or 10-day returns move together.

FTHM Fathom Holdings Inc. Common Stock

horizon 10dρ +0.42holdout +0.61stable 25%moderate

SOR Source Capital

horizon 10dρ +0.39holdout +0.44stable 62%moderate

GF NEW GERMANY FUND Inc

horizon 10dρ +0.39holdout +0.37stable 62%moderate

THRY Thryv Holdings, Inc. Common Stock

horizon 10dρ +0.36holdout +0.49stable 75%robust

MGF Aberdeen Government Markets Income Fund

horizon 10dρ +0.35holdout +0.40stable 25%moderate

ACH Accendra Health, Inc.

horizon 5dρ +0.31holdout +0.50stable 75%robust

Changed this quarter

Biggest shifts in same-day correlation over the last 63 trading days versus the year before.

BTA Beacon Tactical Alternatives Risk ETF

Δ -0.63recent -0.40prior +0.23beyond mkt -0.00

DBMF iMGP DBi Managed Futures Strategy ETF

Δ -0.53recent -0.50prior +0.03beyond mkt -0.06

ROLR High Roller Technologies, Inc.

Δ -0.46recent -0.40prior +0.06beyond mkt -0.08

MSM MSC Industrial Direct Co., Inc. Class A

Δ -0.45recent -0.14prior +0.32beyond mkt -0.05

AIT Applied Industrial Technologies, Inc.

Δ -0.44recent -0.12prior +0.32beyond mkt -0.14

AHLT American Beacon AHL Trend ETF

Δ -0.43recent -0.34prior +0.09beyond mkt +0.02

Hidden links

Strong beyond-the-market co-movement with few shared neighbours.

Symbol	beyond mkt	raw ρ	shared
KBWD Invesco Exchange-Traded Fund Trust II Invesco KBW High Dividend Yield Financial ETF	+0.49	+0.71	12
RIET Hoya Capital High Dividend Yield ETF	+0.39	+0.69	9
SRET Global X Funds Global X SuperDividend REIT ETF	+0.35	+0.66	10
ARR ARMOUR Residential REIT, Inc.	+0.39	+0.60	24
TRTX TPG RE Finance Trust, Inc. Common Stock	+0.39	+0.64	24
DX Dynex Capital, Inc.	+0.38	+0.62	24