| x |
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| 2022-10-01 |
This page summarizes daily data and trailing averages over 30 and 100 days. Amounts are in basis points, except for correlation, which is in percentage points. Data is provided by IEX via Intrinio.
| Day | 30-Day | 100-Day | |
|---|---|---|---|
| Bankers | -6.59 | -0.61 | 0.77 |
| Market | -124.94 | -53.67 | -13.64 |
| Volatility | 26.81 | 22.32 | 24.07 |
| Correlation | 58.84 | 50.48 | 45.04 |
| Day | 30-Day | 100-Day | |
|---|---|---|---|
| 4 | -8.19 | -1.41 | 0.31 |
| 6 | -6.69 | -0.90 | 0.65 |
| 8 | -6.04 | -0.60 | 0.89 |
| 10 | -6.29 | -0.35 | 0.93 |
| 12 | -6.43 | -0.18 | 0.91 |