sotnklag 1dρ -0.22holdout -0.17stable 88%$/day $129krobust
SHE State Street SPDR MSCI USA Gender Diversity ETF
- Last close
- 148.23
- 504-day return
- +33.66%
- Median $/day
- $339k
- Relationships shown
- 13
- Leader rank
- #258
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
SHE vs VLUE
Both indexed to 100 at 2026-05-11.
Follows SHE
These tend to repeat SHE's moves later.
lag 1dρ -0.22holdout -0.27stable 88%$/day $105krobust
Moves with SHE
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.84beyond mkt +0.49holdout +0.84stable 100%robust
ρ +0.62beyond mkt +0.23holdout +0.33stable 88%robust
ρ +0.39beyond mkt -0.17holdout +0.28stable 88%robust
ρ +0.58beyond mkt +0.14holdout +0.28stable 75%moderate
ρ +0.43beyond mkt -0.13holdout +0.32stable 88%robust
ρ +0.53beyond mkt -0.11holdout +0.57stable 100%robust
Moves against SHE
ρ -0.65beyond mkt +0.10holdout -0.75stable 100%robust
ρ -0.63beyond mkt +0.06holdout -0.53stable 100%robust
ρ -0.33beyond mkt -0.05holdout -0.36stable 88%robust
ρ -0.60beyond mkt +0.03holdout -0.47stable 100%robust
ρ -0.73beyond mkt +0.02holdout -0.65stable 100%robust
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.73recent -0.24prior +0.49beyond mkt -0.03
Δ -0.58recent -0.33prior +0.25beyond mkt +0.03
Δ -0.55recent +0.14prior +0.69beyond mkt +0.23
Δ -0.55recent -0.09prior +0.46beyond mkt -0.17
Δ -0.55recent -0.55prior -0.00beyond mkt -0.00
Δ -0.54recent -0.01prior +0.53beyond mkt -0.01
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.
| Symbol | beyond mkt | raw ρ | shared | isolation |
|---|---|---|---|---|
| VLUE iShares MSCI USA Value Factor ETF | +0.49 | +0.84 | 16 |