horizon 10dρ +0.63holdout +0.61stable 62%moderate
PSQO Palmer Square Credit Opportunities ETF
- Last close
- 20.68
- 504-day return
- +12.15%
- Median $/day
- $445k
- Relationships shown
- 6
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.62holdout +0.61stable 75%robust
horizon 10dρ +0.61holdout +0.60stable 88%robust
horizon 10dρ +0.61holdout +0.59stable 62%moderate
horizon 10dρ +0.47holdout +0.55stable 100%robust
horizon 10dρ +0.45holdout +0.64stable 75%robust
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.50recent -0.33prior +0.17beyond mkt +0.04
Δ -0.46recent -0.39prior +0.07beyond mkt -0.06
Δ -0.45recent -0.31prior +0.15beyond mkt +0.06
Δ -0.43recent -0.31prior +0.12beyond mkt -0.00
Δ -0.42recent -0.35prior +0.07beyond mkt -0.05
Δ -0.42recent -0.37prior +0.05beyond mkt -0.04