Sunday, February 28, 2010

Weekly Pairs Trading Candidates as of 28-Feb-2010

PairsPrice Behavior CorrelationRank CorrelationMean RatioLower Bound RatioCurrent RatioUpper Bound Ratio
A/CSCO0.64930.831811.14810.942471.27781.3537
A/INTC0.625550.802381.34991.09331.5071.6064
MCHP/A0.627970.634151.01890.801310.872311.2366
A/MOLX0.66330.796991.3541.14561.52631.5625
NOV/A0.609180.737751.60121.25351.38851.949
CAM/AA0.623150.743732.85592.49423.05863.2176
FCX/AA0.700010.700155.37264.45265.5656.2926
FTI/AA0.631470.748323.92253.36214.2664.4829
MEE/AA0.659370.713912.45011.63513.21493.2651
X/AA0.655370.612423.4112.8523.99553.9699
ADBE/DIS0.629310.704521.18171.07951.1021.284
FTI/ADBE0.619120.666511.51011.24741.64291.7729
ADP/PAYX0.670680.818811.37561.32171.39971.4296
AEP/CMS0.658420.89742.30122.16642.20272.4359
AEP/DUK0.680270.874371.9851.84542.05622.1247
AEP/PNW0.662140.899010.948290.910520.896460.98606
AEP/SO0.611030.67760.986640.875181.05221.0981
WEC/AEP0.643490.861331.43211.35911.44451.505
AFL/AIZ0.612310.754691.44821.23831.60961.6581
AFL/EQT0.620360.830341.01130.849951.11821.1727
AFL/PCL0.706280.614711.23560.963431.36681.5079
AFL/PLD0.682630.842053.77823.13313.89784.4233
AFL/SE0.627570.900972.16921.85282.26162.4856
SPG/AFL0.658460.886361.57811.41581.59611.7404
AFL/STR0.655970.812951.09670.938861.17121.2545
CB/ALL0.599410.698471.65681.53511.62621.7785
PSA/ALL0.622330.708572.59432.32712.61692.8614
ALL/XL0.631660.695171.88031.29641.71042.4642
BRCM/ALTR0.671990.702161.42811.27481.28481.5814
ALTR/INTC0.667250.789981.04820.939521.18471.1569
LLTC/ALTR0.688490.709321.33941.19381.12111.4851
ALTR/LSI0.632140.736463.78873.35574.47624.2217
MCHP/ALTR0.718270.637041.30311.14281.10971.4634
ALTR/NVLS0.636120.82960.97790.880391.10441.0754
WDC/ALTR0.608620.900251.72831.43211.59982.0246
XLNX/ALTR0.857240.845651.13911.02131.0631.2569
AMT/CAM0.61960.82441.020.882271.05131.1578
FTI/AMT0.610470.811931.35211.16291.32661.5412
APA/EOG0.752090.839611.11081.03851.10641.183
APA/LNC0.61940.670644.10533.34214.08154.8685
APA/XTO0.689230.616162.14851.86872.25592.4282
APC/CNX0.614510.734331.3211.16531.40521.4768
DVN/APC0.719690.695111.15670.950210.987231.3631
APC/EMN0.645020.772791.10620.945051.17361.2674
FLS/APC0.636820.723811.57681.41251.39431.7411
OXY/APC0.696180.766571.3181.12751.13391.5085
APC/WMB0.675620.749343.08212.67813.20753.486
APD/GAS0.61210.671461.9951.76031.66942.2296
APD/IFF0.605560.645352.00451.78471.64362.2244
EMN/APH0.615190.801721.36481.1361.43211.5937
AVB/BXP0.860750.786461.14991.04721.20421.2526
AVB/EQR0.781610.842662.42372.19622.24032.6511
AVB/KIM0.740320.714895.68824.96265.82016.4137
PSA/AVB0.72240.79881.07710.937351.00891.2168
AVB/TMK0.606730.767321.63431.41721.75321.8514
AVB/VTR0.715710.835431.82671.61611.82652.0372
AXP/DFS0.674560.668432.55692.09292.82623.0209
TMK/AXP0.657150.813581.27340.94591.21741.6009
JPM/BAC0.786390.678522.69792.33152.45563.0643
SHLD/BBBY0.613890.742582.0381.58132.30182.4948
BBBY/SPLS0.670590.876371.58591.4081.61281.7639
BBT/USB0.648580.621231.16531.01561.16171.315
BDK/SWK0.811870.962721.08380.761311.26641.4062
BEN/BXP0.61480.760491.56431.3371.48581.7915
BEN/DOW0.624240.771514.02393.36493.53714.683
BEN/EMN0.608730.737791.80461.57071.68662.0384
FLS/BEN0.611790.770170.966690.840670.970151.0927
BEN/LNC0.624480.65044.18353.51543.9644.8517
BEN/TMK0.692820.721272.23041.71022.1632.7506
WMB/BJS0.626660.80621.05910.913630.994961.2046
PPG/BMS0.609030.721182.01881.67952.06982.3582
BRCM/INTC0.655350.651421.49421.36431.52211.6241
LLTC/BRCM0.662330.644480.938480.867420.872611.0095
BRCM/LSI0.611820.604185.39884.95435.75095.8433
BRCM/NVDA0.604870.694912.06961.62851.91462.5107
BRCM/NVLS0.630480.647251.39531.22941.41891.5612
BRCM/XLNX0.689380.700691.25461.15231.20861.3569
CLF/BTU0.653040.859860.88110.666151.22211.096
BTU/COG0.603880.816241.03860.89671.12391.1805
EQT/BTU0.669480.745871.05770.8670.968091.2485
BTU/HAL0.644330.847871.46341.34171.51421.585
NBL/BTU0.643550.780621.71061.4341.56841.9872
PPG/BTU0.630060.787851.42051.19281.34381.6483
BTU/STR0.621570.83661.03190.909251.08191.1545
BXP/EMN0.635530.800061.15551.0441.13521.267
BXP/EQR0.774860.79482.11041.8861.86042.3348
BXP/KIM0.751910.662654.9574.17734.8335.7366
PSA/BXP0.76540.754281.2381.05731.21491.4188
BXP/TMK0.650970.793651.42341.21451.45581.6323
BXP/USB0.610440.748572.74492.42462.77453.0652
BXP/VTR0.754120.796921.58891.45311.51681.7247
CAM/CBG0.658320.737873.26442.6533.09583.8758
COP/CAM0.679530.684481.33141.10441.18641.5584
CRM/CAM0.622810.823591.51311.22941.67061.7968
CSC/CAM0.606690.781291.39891.20421.26261.5935
CAM/CSCO0.625670.802011.61821.4221.67321.8144
CVX/CAM0.664390.683372.02331.63641.77132.4102
FCX/CAM0.72220.785811.88271.62171.81952.1437
FTI/CAM0.818480.794961.37361.2691.39471.4782
CAM/MEE0.773880.837141.19480.813990.951391.5755
CAM/MOLX0.620130.794341.90891.73631.99852.0816
CAM/MU0.607780.813184.98193.7564.48846.2079
CAM/NBR0.801990.771531.81051.61711.85052.0038
NOV/CAM0.806760.739411.12871.01571.06041.2418
CAM/ODP0.617910.75426.40195.23135.88297.5725
PRU/CAM0.645390.7161.2941.16581.28321.4222
CAM/RDC0.730610.615391.60181.36721.5891.8364
SWN/CAM0.73010.589591.2050.956271.0561.4537
X/CAM0.660860.647751.19990.94181.30631.458
CVX/CAT0.678920.708231.51351.0291.26981.998
CAT/NOV0.622130.744461.20140.95351.31551.4493
CAT/RDC0.622710.653072.16771.65312.21662.6824
CB/TRV0.745860.678550.993430.92620.964931.0607
FTI/CBG0.640410.70074.48143.64784.31795.3149
NBR/CBG0.615640.750841.8111.36551.6732.2566
PRU/CBG0.645840.681494.22133.37123.97265.0714
OMC/CBS0.655820.656613.38461.89892.78694.8702
CCL/DIS0.610560.778971.09350.983521.13711.2034
CEG/SCG0.608340.771230.900290.814710.964190.98586
PXD/CHK0.737350.642651.49350.987121.7462
CI/CVH0.695570.616541.37291.1391.49271.6068
HUM/CI0.737150.87531.30081.131.39151.4715
CI/UNH0.719870.669751.03750.817821.01261.2571
WLP/CI0.790660.673511.83211.44891.81432.2153
CSC/CINF0.607810.791872.00321.77011.90652.2363
CINF/GNW0.609910.875582.73231.16121.69134.3033
PRU/CINF0.723670.712081.85621.60391.93772.1085
CLF/HAL0.665440.816271.29060.937241.85041.6439
CLF/STR0.611260.820210.91330.608681.32211.2179
CMA/RF0.691980.702585.21094.3245.47256.0978
CMI/DOV0.670410.7441.15040.936821.2561.3641
CMI/EMR0.623770.778681.12430.934161.17461.3144
CMI/HAL0.643230.706821.65311.33231.8671.974
PH/CMI0.624290.759981.17750.977191.05121.3778
DUK/CMS0.638640.927311.16051.06541.07131.2555
WEC/CMS0.649440.883213.29483.07413.18183.5155
WEC/CNP0.619240.894733.57473.26723.45043.8822
CNX/DD0.606070.663671.38241.12911.47971.6356
DVN/CNX0.651260.651021.52321.30681.38731.7395
OXY/CNX0.633490.754081.74011.43211.59332.048
CNX/WMB0.62260.770872.33632.06652.28262.606
EQT/COG0.656660.720111.0930.979431.08811.2066
NBL/COG0.722310.738161.76911.58371.76281.9545
STR/COG0.627280.780591.00710.912221.03881.1021
LLL/COL0.674520.746811.61271.36911.65971.8564
UTX/COL0.658380.861081.26241.19221.25171.3327
CVX/COP0.728540.638071.51911.42621.4931.612
FCX/COP0.704480.698811.42531.10731.53351.7434
COP/FTI0.707380.720680.971650.767120.850651.1762
COP/MEE0.642720.702111.6050.870021.12882.34
COP/NBR0.697310.69522.4072.00392.19552.8102
COP/NOV0.739020.709321.17861.04881.11881.3085
COP/PRU0.611530.643661.03010.859150.924581.201
COP/RDC0.693630.595542.12271.88031.88522.3651
CRM/FTI0.6110.822331.10040.939121.19781.2617
FTI/CSC0.605610.822910.986650.832731.10471.1406
PRU/CSC0.611530.748060.928090.804971.01631.0512
CVX/CSCO0.639580.703463.25862.89622.96383.6209
CSCO/EMC0.631360.800721.41381.28991.40471.5377
FTI/CSCO0.623290.788622.22421.87112.33372.5773
CSCO/INTC0.640160.722181.17571.10151.17941.25
MCHP/CSCO0.597470.607671.15991.04821.11471.2716
CSCO/MOLX0.667090.77761.18181.08021.19441.2834
NOV/CSCO0.62250.708661.82361.62131.77442.0259
RDC/CSCO0.631560.646951.01260.901761.0531.1233
HUM/CVH0.676530.669121.78411.43192.07712.1363
CVX/FCX0.61990.729751.08150.791810.973541.3712
CVX/FTI0.68780.745641.47711.13191.271.8224
CVX/MEE0.635820.716982.44271.27271.68523.6126
CVX/NBR0.686590.718933.66012.92943.27774.3908
CVX/NOV0.710990.688521.79111.54341.67042.0389
CVX/PRU0.65050.619341.56461.28641.38041.8429
D/DTE0.691460.895840.957110.840360.872351.0738
ED/D0.663740.915731.16111.09711.11821.225
D/EIX0.685380.700021.06960.983851.1711.1553
GAS/D0.690220.889921.06671.01661.07771.1168
D/POM0.661690.891362.35532.18232.26862.5282
D/SCG0.710210.764211.02180.948311.05621.0953
D/XEL0.638550.814191.79051.67931.82831.9017
EMN/DD0.680970.741351.64991.40261.77181.8972
TMK/DFS0.663860.616013.24542.3453.44064.1458
DHR/ITW0.601730.757931.57721.37751.64861.777
EMR/DOV0.619350.904551.02310.954211.06931.0921
DOV/HAL0.659140.82561.43941.25791.48651.621
LLL/DOV0.60240.796422.06421.80812.0412.3202
DOV/MDP0.604270.705541.31561.13511.45881.4961
PH/DOV0.691790.860961.3451.2461.32031.4439
UNP/DOV0.611730.78651.56781.38021.53461.7555
UTX/DOV0.648580.878471.61741.51291.53931.7219
EMN/DOW0.632190.880732.23221.93182.09712.5326
EIX/DTE0.662140.731230.89730.742780.744941.0518
GAS/DTE0.661260.914041.02020.912880.940161.1275
DTE/POM0.61110.931942.46542.28452.60062.6462
DTE/SCG0.709760.785471.0720.906421.21071.2376
DTE/XEL0.631880.853321.87861.59342.09592.1638
WEC/DUK0.640850.846872.84132.66832.97013.0144
DVN/EMN0.658860.687351.27850.995041.15861.562
FLS/DVN0.624840.646531.37131.14921.41231.5935
DVN/IFF0.611880.737511.75711.52521.63951.9889
DVN/OXY0.664880.652150.877820.779420.870680.97622
DVN/WMB0.678990.713463.55123.08853.16664.014
ED/SCG0.672560.77911.18561.11941.1811.2518
GAS/EIX0.70590.687191.14061.0481.26211.2333
PCG/EIX0.667760.684421.24321.18091.26761.3056
EIX/POM0.647920.724952.2061.95251.93732.4595
EIX/SCG0.653530.68770.955810.904410.901931.0072
EIX/XEL0.654790.624131.67511.58511.56131.7652
FLS/EMN0.681850.683851.74111.50541.63631.9768
FMC/EMN0.635730.60391.02640.766410.943421.2865
EMN/HON0.628180.779741.39951.15061.47771.6485
EMN/IFF0.69090.890521.38321.18361.41511.5829
EMN/ITW0.60190.78951.20761.0311.31341.3842
EMN/OMC0.642320.702641.45971.16241.62181.7571
OXY/EMN0.616040.785081.45591.19521.33071.7165
PSA/EMN0.606690.816171.43181.14731.37921.7164
EMN/TMK0.60610.815111.23561.00091.28241.4704
EMN/VTR0.621510.902871.37621.28111.33611.4714
EMN/WMB0.63710.842982.79642.36022.73313.2327
EQT/EMR0.619060.809951.050.936430.922221.1635
ETN/EMR0.633620.882461.46021.29561.40361.6247
FO/EMR0.635610.654391.03270.904310.914051.1612
GWW/EMR0.6280.882352.362.14372.14862.5763
LLL/EMR0.62820.787152.01771.80151.90882.2339
PPG/EMR0.627260.831091.4121.23971.28011.5843
EMR/ROK0.607080.89670.946580.820030.891261.0731
WHR/EMR0.658080.913831.65311.21211.75282.094
EOG/XTO0.691350.635341.93541.67632.03892.1945
EQR/KIM0.726510.743862.35171.99042.59782.713
PSA/EQR0.775510.832872.61442.09782.26023.131
VTR/EQR0.748090.881831.32961.17831.22651.4809
NBL/EQT0.686910.752961.62041.46321.62011.7777
PPG/EQT0.604050.749461.34671.18611.3881.5074
EQT/SE0.675240.803152.14831.93812.02252.3585
EQT/STR0.723050.730851.08660.969741.04741.2034
ESRX/MHS0.639850.911251.37881.27671.51351.4808
GWW/ETN0.610310.898511.62141.38141.53081.8615
ETN/ITT0.634850.614271.15920.94561.31251.3728
ETN/PH0.654760.878731.11050.999271.13671.2218
FCX/FTI0.724140.782881.37011.23241.30451.5079
FCX/MEE0.773510.783222.23551.64771.7312.8232
FCX/NBR0.676150.750883.40882.81143.36684.0062
FCX/NOV0.691010.723111.67271.38051.71581.9649
FCX/PRU0.618280.700081.46051.171.41791.751
X/FCX0.718650.637560.640080.485490.717970.79467
FLS/HON0.658630.724622.42912.03722.4182.821
FLS/OXY0.616570.77411.20071.03831.22971.363
FLS/WMB0.644720.674134.85784.09554.47225.6202
FMC/IFF0.625610.603691.4091.19941.3351.6186
FMC/WMB0.612150.612292.84972.38852.57853.3108
GWW/FO0.606530.706712.29112.02822.35072.5541
FO/TE0.596190.699772.89752.4892.85343.3061
FTI/MEE0.747110.801191.63611.16631.32692.1059
FTI/MOLX0.609070.827392.62272.29562.78742.9497
FTI/NBR0.769450.811252.48642.1792.58092.7937
FTI/NOV0.772060.741961.22021.06491.31531.3754
PRU/FTI0.635550.750630.944090.80520.920041.083
FTI/RDC0.729180.644492.2011.82372.21622.5782
X/FTI0.613350.611930.875330.66740.93661.0833
GAS/POM0.592780.907882.51112.35832.4452.664
GAS/RSG0.615060.780911.43251.33441.46841.5305
GAS/SCG0.614960.780311.08951.01841.13831.1606
GAS/XEL0.604310.837681.90941.78841.97042.0304
PRU/GE0.611550.670153.17342.81883.28143.5281
PRU/GNW0.698870.727854.99912.62813.27737.3702
TIE/GNW0.607860.616051.07610.491130.734631.6611
HAL/SE0.61650.81981.39841.15861.37981.6382
STR/HAL0.704750.802391.42161.26431.39951.5789
VNO/HCN0.739350.684461.43071.21721.54091.6441
VTR/HCP0.622150.761711.38071.26091.53221.5006
HON/IFF0.621490.807110.990680.902510.957591.0789
ITW/HON0.621520.772081.15961.01611.12521.3032
HON/OMC0.627030.689511.04240.962851.09751.122
PCP/HON0.609320.79092.57752.2032.7952.952
HUM/UNH0.75220.681581.34471.08941.4091.6001
WLP/HUM0.736220.735881.41111.1251.30381.6972
ITW/IFF0.640130.822361.14641.05591.07741.2369
OXY/IFF0.611410.794242.00181.85841.8832.1452
IFF/WMB0.619690.881762.02361.82151.93142.2256
MOLX/INTC0.626460.690220.996820.887790.98741.1058
INTC/MU0.638530.755092.63831.80422.27453.4725
NVLS/INTC0.689960.717251.07380.941981.07271.2057
INTC/TER0.60850.741722.21041.81522.05682.6056
WDC/INTC0.605050.774481.81491.39161.89532.2381
XLNX/INTC0.648830.751791.19221.08161.25931.3027
MWV/IP0.676540.811311.05480.950670.989541.1589
WY/IP0.63330.770641.81161.27421.72582.3491
PSA/KIM0.661660.686896.12734.97045.87177.2842
VTR/KIM0.692030.704933.1282.52143.18643.7345
LLL/UTX0.624750.730341.2771.1161.32591.4379
LLTC/MCHP0.734680.65791.02860.973051.01031.0842
LLTC/MU0.638040.686073.6942.51223.02094.8758
LLTC/NVLS0.617210.629861.30851.15011.23811.467
WDC/LLTC0.608970.733491.29660.992941.4271.6002
LLTC/XLNX0.693180.698031.17661.07891.05471.2743
TMK/LNC0.703520.656991.89421.47381.83262.3145
TER/LSI0.646760.714161.64681.38091.8371.9126
XLNX/LSI0.606910.700344.313.82044.75824.7996
MCHP/MU0.678870.646453.59462.4252.99014.7643
MCHP/NVDA0.665930.664261.88721.48911.65372.2854
WDC/MCHP0.607150.632611.33411.00671.44171.6615
MCHP/XLNX0.696790.608491.14481.02781.04391.2617
MEE/MOLX0.606590.789731.64531.0332.10062.2576
MEE/NBR0.751650.818161.55261.06361.9452.0416
NOV/MEE0.733190.722341.35420.837491.00891.8708
PRU/MEE0.62970.735721.55110.977341.22082.1249
MEE/RDC0.683650.681731.38630.782491.67021.9901
MEE/TIE0.734050.669463.12282.01733.65414.2283
X/MEE0.717680.71721.42530.958371.24281.8922
RDC/MOLX0.623730.639121.19661.03041.25771.3628
MTB/STI0.642520.70993.06272.58463.2563.5408
TER/MU0.659680.832871.18830.971141.10581.4055
PPG/MWV0.651480.835992.50912.03872.58292.9796
WY/MWV0.693570.795431.71321.32141.74412.105
NBL/PPG0.636250.722921.20791.01151.16721.4042
NBL/SE0.675940.837323.47663.15893.27683.7943
NBL/STR0.639680.700251.75821.58591.69691.9306
NOV/NBR0.803030.751452.04111.82181.96232.2604
NBR/ODP0.613090.705293.54922.72963.17924.3687
PRU/NBR0.627030.661882.34441.95472.37452.7341
NBR/TIE0.713520.58092.01151.611.87872.4131
X/NBR0.609960.663042.17241.65662.41732.6883
PNW/NI0.618540.91562.46232.33992.50632.5847
PRU/NOV0.657220.648941.14890.996421.21011.3014
NVLS/TER0.650560.808882.366522.20642.733
XLNX/NVLS0.638130.80341.11280.989721.1741.2359
PRU/ODP0.619690.654198.29546.33087.549110.2599
OXY/WMB0.710860.749244.0513.55143.63694.5506
PCG/SCG0.60150.756031.18781.1351.14331.2406
PCG/XEL0.613980.762642.08171.98831.9792.1752
PCL/TE0.605930.60462.42481.95092.35542.8987
XRAY/PDCO0.646120.676041.28861.12071.09731.4564
UPS/PH0.610760.779381.08770.964540.991851.2108
SPG/PLD0.790740.861865.94395.21616.22116.6717
VNO/PLD0.662120.838965.35074.69035.20526.0111
SO/PNW0.65640.698020.964240.847010.852011.0815
SCG/POM0.643060.781082.30772.0832.14792.5325
XEL/POM0.612490.851031.31681.18751.24081.446
PPG/SE0.625760.826142.88892.57062.80743.2073
PPG/WY0.646030.795551.46981.29061.4811.6489
PRU/RDC0.629090.666652.07161.73392.0392.4093
PRU/TROW0.691210.684250.995710.850431.03821.141
PSA/VTR0.821980.851611.96691.63861.84272.2952
PSA/XL0.650360.767064.87363.34374.4766.4034
VFC/RL0.648560.825310.986710.836320.970121.1371
SCG/XEL0.684920.719981.75291.68431.7311.8216
STR/SE0.701920.79471.98151.73511.9312.2278
SE/TE0.619960.89891.37141.25881.42341.4839
SPG/VNO0.721420.865641.11141.04711.19521.1756
URBN/SPLS0.603430.7761.25650.941061.22951.5719
WDC/TER0.634550.856533.97653.47743.89834.4757
XLNX/TER0.612880.817382.63342.13392.59023.1329
TMK/USB0.61280.782861.93361.71341.90582.1538
WLP/UNH0.7670.645841.88131.71011.83712.0524
VNO/WY0.634020.800611.56411.36041.59331.7677
VTR/XL0.603820.786242.4672.04412.4292.8899
WDC/XLNX0.620410.868081.52581.14921.5051.9024
How to read this table
This list is generated from all S&P 500 stocks possible 125250 pairs. This list will be updated weekly. For daily price ratio and postential trading signals, check the Daily Pairs Trading Signals in this blog.
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