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Pearson Correlation % (Price): 97.02% 0.97 Beta: Average Spread: Current Spread: Dollar-Neutral Ratio Average Price Ratio: Beta 1 Beta 2 Spread Mean: Spread Median: Spread Maximum: Spread Minimum: Half Life: Current ZScore: -1.18 -4.84 0.91 0.98 1.44 1.71 -1.18 -0.68 4.63 -6.89 11 Days -1.50
Criteria First Leg: Second Leg: Start Date: End Date: Benchmark: Data Provider: Frequency: Leg 1 Multiplier: Leg 2 Multiplier:
Disclaimer: The information on this page represents statistical calculations and does not contain a recommendation for any particular security or investment. Spread Analyzer v:1.1.3