sotnklag 1dρ -0.23holdout -0.18stable 88%$/day $129krobust
ZSEP Innovator Equity Defined Protection ETF - 1 Yr September
- Last close
- 27.76
- 504-day return
- +11.85%
- Median $/day
- $190k
- Relationships shown
- 15
- Leader rank
- #833
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
ZSEP vs BTAL
Both indexed to 100 at 2026-05-11.
Follows ZSEP
These tend to repeat ZSEP's moves later.
Moves with ZSEP
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.44beyond mkt +0.10holdout +0.29stable 88%robust
ρ +0.44beyond mkt +0.08holdout +0.53stable 88%robust
ρ +0.30beyond mkt +0.07holdout +0.02stable 75%moderate
ρ +0.33beyond mkt +0.07holdout +0.39stable 100%robust
ρ +0.38beyond mkt +0.06holdout +0.26stable 88%robust
ρ +0.48beyond mkt +0.06holdout +0.37stable 88%robust
Moves against ZSEP
ρ -0.51beyond mkt +0.13holdout -0.49stable 100%robust
ρ -0.67beyond mkt -0.10holdout -0.66stable 100%robust
ρ -0.59beyond mkt -0.09holdout -0.54stable 100%robust
ρ -0.55beyond mkt -0.08holdout -0.47stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.48holdout +0.50stable 50%moderate
horizon 10dρ +0.42holdout +0.20stable 75%moderate
horizon 5dρ +0.38holdout +0.36stable 75%robust
horizon 10dρ +0.38holdout +0.23stable 88%robust
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.57recent -0.35prior +0.22beyond mkt +0.04
Δ -0.52recent -0.34prior +0.18beyond mkt +0.01
Δ -0.51recent -0.17prior +0.34beyond mkt -0.05
Δ -0.51recent -0.12prior +0.40beyond mkt -0.03
Δ -0.49recent -0.13prior +0.36beyond mkt -0.04
Δ -0.49recent -0.10prior +0.39beyond mkt -0.06
Traded with ZSEP
Abnormal volume rises and falls on the same days as ZSEP's, while prices do not move together: the same hands, not the same business.