sotnkρ +0.48beyond mkt +0.29holdout +0.50stable 100%robust
SIGA SIGA Technologies Inc. Common Stock
- Last close
- 3.10
- 504-day return
- -46.32%
- Median $/day
- $2.2M
- Relationships shown
- 12
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
SIGA vs EBS
Both indexed to 100 at 2026-05-11.
Moves with SIGA
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.34beyond mkt +0.17holdout +0.35stable 100%robust
ρ +0.33beyond mkt +0.16holdout +0.18stable 88%robust
ρ +0.32beyond mkt +0.15holdout +0.21stable 88%robust
ρ +0.41beyond mkt +0.08holdout +0.36stable 100%robust
ρ +0.42beyond mkt +0.05holdout +0.30stable 100%robust
Moves against SIGA
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.48holdout +0.60stable 62%moderate
horizon 10dρ +0.45holdout +0.40stable 88%robust
horizon 10dρ +0.36holdout +0.31stable 75%robust
horizon 5dρ +0.31holdout +0.09stable 100%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.55recent -0.22prior +0.32beyond mkt +0.09
Δ -0.47recent -0.38prior +0.10beyond mkt -0.08
Δ +0.47recent +0.70prior +0.23beyond mkt +0.04
Δ -0.45recent -0.15prior +0.30beyond mkt +0.08
Δ -0.45recent -0.07prior +0.38beyond mkt +0.15
Δ -0.44recent -0.10prior +0.34beyond mkt +0.11