ρ +0.34beyond mkt +0.25holdout +0.39stable 88%robust
SCE.PRM SCE Trust VII 7.50% Trust Preference Securities
- Last close
- 21.71
- 504-day return
- -5.20%
- Median $/day
- $925k
- Relationships shown
- 12
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
Same exposure: SCE.PRN, SCE.PRL, SCE.PRG move almost identically to SCE.PRM (|ρ| ≥ 0.93). Same-day relationships for the group are listed here.
SCE.PRM vs DTB
Both indexed to 100 at 2026-05-11.
Moves with SCE.PRM
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.32beyond mkt +0.24holdout +0.29stable 88%robust
ρ +0.32beyond mkt +0.24holdout +0.29stable 75%robust
ρ +0.33beyond mkt +0.24holdout +0.33stable 88%robust
ρ +0.32beyond mkt +0.23holdout +0.32stable 88%robust
ρ +0.30beyond mkt +0.20holdout +0.44stable 75%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.38holdout +0.39stable 62%moderate
horizon 10dρ +0.38holdout +0.32stable 25%moderate
horizon 10dρ +0.38holdout +0.04stable 12%moderate
horizon 10dρ +0.37holdout +0.43stable 75%robust
horizon 10dρ +0.37holdout +0.51stable 62%moderate
horizon 10dρ +0.36holdout +0.42stable 75%robust
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.49recent -0.45prior +0.04beyond mkt -0.08
Δ -0.43recent -0.36prior +0.07beyond mkt -0.01
Δ +0.41recent +0.31prior -0.10beyond mkt -0.04
Δ +0.40recent +0.36prior -0.04beyond mkt -0.06
Δ -0.39recent -0.35prior +0.04beyond mkt -0.04
Δ +0.38recent +0.42prior +0.04beyond mkt +0.06