sotnklag 1dρ -0.21holdout -0.17stable 88%$/day $129krobust
XMHQ Invesco S&P MidCap Quality ETF
- Last close
- 117.74
- 504-day return
- +20.30%
- Median $/day
- $24.0M
- Relationships shown
- 16
- Leader rank
- #916
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
XMHQ vs GRPM
Both indexed to 100 at 2026-05-11.
Follows XMHQ
These tend to repeat XMHQ's moves later.
Moves with XMHQ
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.86beyond mkt +0.42holdout +0.77stable 100%robust
ρ +0.86beyond mkt +0.38holdout +0.79stable 100%robust
ρ +0.45beyond mkt -0.17holdout +0.39stable 100%robust
ρ +0.40beyond mkt +0.17holdout +0.26stable 88%robust
ρ +0.47beyond mkt +0.13holdout +0.38stable 88%robust
ρ +0.54beyond mkt +0.11holdout +0.40stable 100%robust
Moves against XMHQ
ρ -0.45beyond mkt +0.07holdout -0.20stable 75%moderate
ρ -0.56beyond mkt +0.06holdout -0.41stable 100%robust
ρ -0.58beyond mkt -0.04holdout -0.56stable 100%robust
ρ -0.64beyond mkt +0.03holdout -0.53stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.61holdout +0.57stable 62%moderate
horizon 10dρ +0.45holdout +0.42stable 75%robust
horizon 10dρ +0.37holdout +0.02stable 62%moderate
horizon 5dρ +0.32holdout +0.30stable 88%robust
horizon 5dρ +0.31holdout +0.23stable 88%robust
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.75recent -0.20prior +0.55beyond mkt +0.08
Δ -0.58recent -0.34prior +0.25beyond mkt +0.04
Δ -0.57recent -0.03prior +0.53beyond mkt +0.13
Δ -0.53recent +0.06prior +0.59beyond mkt +0.04
Δ -0.53recent -0.16prior +0.37beyond mkt -0.02
Δ -0.53recent -0.02prior +0.51beyond mkt -0.00
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.