ρ +0.64beyond mkt +0.50holdout +0.46stable 100%robust
WRB.PRF W.R. Berkley Corporation 5.10% Subordinated Debentures due 2059
- Last close
- 17.28
- 504-day return
- -13.30%
- Median $/day
- $378k
- 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: WRB.PRH, WRB.PRE, WRB.PRG move almost identically to WRB.PRF (|ρ| ≥ 0.93). Same-day relationships for the group are listed here.
WRB.PRF vs DTB
Both indexed to 100 at 2026-05-11.
Moves with WRB.PRF
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.57beyond mkt +0.42holdout +0.41stable 100%robust
ρ +0.56beyond mkt +0.41holdout +0.33stable 88%robust
ρ +0.55beyond mkt +0.39holdout +0.29stable 88%robust
ρ +0.57beyond mkt +0.38holdout +0.45stable 100%robust
ρ +0.53beyond mkt +0.37holdout +0.40stable 100%robust
Moves against WRB.PRF
ρ -0.32beyond mkt -0.08holdout -0.31stable 88%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.42holdout +0.33stable 50%moderate
horizon 10dρ +0.40holdout +0.10stable 100%moderate
horizon 10dρ +0.38holdout +0.30stable 88%robust
horizon 10dρ +0.37holdout +0.35stable 88%robust
horizon 10dρ +0.36holdout +0.17stable 50%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.58recent -0.32prior +0.26beyond mkt -0.01
Δ -0.52recent +0.12prior +0.64beyond mkt +0.39
Δ -0.50recent -0.20prior +0.30beyond mkt +0.09
Δ -0.49recent +0.14prior +0.63beyond mkt +0.41
Δ -0.48recent +0.10prior +0.57beyond mkt +0.34
Δ -0.45recent -0.33prior +0.12beyond mkt -0.07
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.
| Symbol | beyond mkt | raw ρ | shared | isolation |
|---|---|---|---|---|
| EMP Entergy Mississippi, LLC First Mortgage Bonds, 4.90% Series due October 1, 2066 | +0.42 | +0.57 | 25 | |
| ENO Entergy New Orleans, LLC First Mortgage Bonds, 5.50% Series due April 1, 2066 | +0.37 | +0.53 | 25 | |
| NEE.PRN NextEra Energy Capital Holdings, Inc. Series N Junior Subordinated Debentures due March 1, 2079 | +0.36 | +0.53 | 25 | |
| DTG DTE Energy Company 2021 Series E 4.375% Junior Subordinated Debentures | +0.39 | +0.55 | 26 | |
| DTB DTE Energy Company 2020 Series G 4.375% Junior Subordinated Debentures due 2080 | +0.50 | +0.64 | 27 | |
| ALL.PRH The Allstate Corporation | +0.38 | +0.57 | 26 |