Pairs | Price Behavior Correlation | Rank Correlation | Mean Ratio | Lower Bound Ratio | Current Ratio | Upper Bound Ratio |
FTI/AA | 0.62147 | 0.69409 | 3.9404 | 3.3381 | 4.5913 | 4.5427 |
MEE/AA | 0.14407 | 0.69027 | 2.5257 | 1.5597 | 3.6391 | 3.4917 |
ADBE/DIS | 0.61078 | 0.68237 | 1.1786 | 1.0662 | 1.0376 | 1.291 |
FTI/ADBE | 0.57928 | 0.63577 | 1.5285 | 1.2497 | 1.8093 | 1.8074 |
AFL/ALL | 0.62568 | 0.71802 | 1.4722 | 1.2168 | 1.7311 | 1.7276 |
PSA/ALL | 0.60939 | 0.68286 | 2.6082 | 2.3327 | 2.9255 | 2.8837 |
LLTC/ALTR | 0.69527 | 0.67628 | 1.3217 | 1.1389 | 1.1208 | 1.5046 |
BBBY/SPLS | 0.59842 | 0.81229 | 1.6095 | 1.429 | 1.8265 | 1.79 |
CLF/BTU | 0.643 | 0.86803 | 0.90999 | 0.63215 | 1.3577 | 1.1878 |
CLF/HAL | 0.66199 | 0.81599 | 1.3421 | 0.87876 | 2.0899 | 1.8055 |
OXY/CLF | 0.60742 | 0.71407 | 2.1743 | 1.2576 | 1.2429 | 3.091 |
CLF/STR | 0.60609 | 0.83772 | 0.95565 | 0.5865 | 1.5092 | 1.3248 |
CLF/WMB | 0.61488 | 0.89652 | 1.9197 | 1.2586 | 2.8676 | 2.5808 |
CVX/COP | 0.72603 | 0.67657 | 1.5187 | 1.4256 | 1.4181 | 1.6118 |
CRM/CSC | 0.60908 | 0.77235 | 1.1127 | 0.80662 | 1.4292 | 1.4188 |
CSC/CSCO | 0.6115 | 0.72565 | 2.2533 | 2.0881 | 2.052 | 2.4185 |
FTI/CSC | 0.62849 | 0.75669 | 0.99663 | 0.8265 | 1.1808 | 1.1668 |
PRU/CSC | 0.64215 | 0.65028 | 0.92877 | 0.80822 | 1.0639 | 1.0493 |
CVX/CSCO | 0.62225 | 0.6616 | 3.2126 | 2.8587 | 2.8291 | 3.5664 |
WEC/DUK | 0.64159 | 0.81937 | 2.8602 | 2.6725 | 3.0554 | 3.0478 |
GAS/EIX | 0.69194 | 0.59042 | 1.1513 | 1.0424 | 1.2604 | 1.2601 |
EQT/SE | 0.60523 | 0.79599 | 2.1257 | 1.9518 | 1.9474 | 2.2995 |
ESRX/MHS | 0.63409 | 0.88371 | 1.3924 | 1.2633 | 1.5571 | 1.5215 |
FTI/NBR | 0.76231 | 0.77943 | 2.5161 | 2.2244 | 2.8722 | 2.8078 |
ITW/IFF | 0.6101 | 0.74836 | 1.1437 | 1.0457 | 1.0095 | 1.2417 |
MEE/MOLX | 0.06286 | 0.74144 | 1.6994 | 1.0415 | 2.3733 | 2.3572 |
MEE/NBR | 0.17436 | 0.80885 | 1.608 | 1.0784 | 2.2765 | 2.1375 |
How to read this table | ||||||
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Red Current Ratio pirce means it is over upper bound; Green Current Ratio price means it is under lower bound; | ||||||
Comments: |
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