lag 1dρ -0.21holdout -0.16stable 75%$/day $129krobust
ZJUL Innovtor Equity Defined Protection ETF - 1 Yr July
- Last close
- 30.14
- 504-day return
- +12.66%
- Median $/day
- $258k
- Relationships shown
- 16
- Leader rank
- #936
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
ZJUL vs MARM
Both indexed to 100 at 2026-05-11.
Follows ZJUL
These tend to repeat ZJUL's moves later.
Moves with ZJUL
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.66beyond mkt +0.13holdout +0.61stable 100%robust
ρ +0.32beyond mkt +0.10holdout +0.22stable 88%robust
ρ +0.49beyond mkt +0.08holdout +0.29stable 75%robust
ρ +0.31beyond mkt +0.07holdout +0.21stable 88%robust
ρ +0.35beyond mkt -0.06holdout +0.16stable 88%moderate
ρ +0.32beyond mkt -0.06holdout +0.03stable 75%moderate
Moves against ZJUL
ρ -0.55beyond mkt +0.04holdout -0.43stable 100%robust
ρ -0.64beyond mkt +0.03holdout -0.55stable 100%robust
ρ -0.58beyond mkt +0.02holdout -0.57stable 100%robust
ρ -0.55beyond mkt -0.00holdout -0.42stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.48holdout +0.37stable 88%robust
horizon 10dρ +0.47holdout +0.39stable 75%robust
horizon 10dρ +0.46holdout +0.33stable 88%robust
horizon 10dρ +0.42holdout +0.42stable 75%robust
horizon 5dρ +0.34holdout +0.42stable 75%robust
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.63recent -0.22prior +0.41beyond mkt -0.05
Δ -0.56recent -0.34prior +0.23beyond mkt +0.06
Δ -0.55recent -0.09prior +0.46beyond mkt +0.03
Δ -0.54recent -0.13prior +0.41beyond mkt -0.06
Δ -0.53recent -0.12prior +0.41beyond mkt -0.00
Δ -0.52recent +0.02prior +0.54beyond mkt +0.08