Pairs | Price Behavior Correlation | Rank Correlation | Mean Ratio | Lower Bound Ratio | Current Ratio | Upper Bound Ratio |
ADBE/DIS | 0.60067 | 0.65438 | 1.1768 | 1.0599 | 1.0306 | 1.2937 |
PSA/ALL | 0.60839 | 0.67065 | 2.6133 | 2.3275 | 2.9082 | 2.8991 |
BBBY/SPLS | 0.58301 | 0.81315 | 1.616 | 1.4342 | 1.848 | 1.7979 |
CLF/BTU | 0.63782 | 0.87337 | 0.9181 | 0.62264 | 1.3619 | 1.2136 |
CRM/CAM | 0.61995 | 0.82726 | 1.5441 | 1.2723 | 1.8182 | 1.8158 |
CAM/NBR | 0.80195 | 0.76338 | 1.8308 | 1.6285 | 2.1031 | 2.0331 |
CLF/HAL | 0.65197 | 0.82853 | 1.3556 | 0.86343 | 2.0987 | 1.8477 |
CLF/STR | 0.60809 | 0.84934 | 0.96619 | 0.57719 | 1.5008 | 1.3552 |
CLF/WMB | 0.62068 | 0.89664 | 1.938 | 1.245 | 2.8411 | 2.6311 |
STR/COG | 0.62471 | 0.78089 | 1.0078 | 0.91322 | 1.1182 | 1.1025 |
UTX/COL | 0.64725 | 0.87244 | 1.2529 | 1.1809 | 1.1631 | 1.3249 |
PRU/CSC | 0.64978 | 0.64421 | 0.93078 | 0.80615 | 1.0623 | 1.0554 |
ED/D | 0.6384 | 0.88256 | 1.1596 | 1.0925 | 1.0885 | 1.2266 |
D/EIX | 0.65434 | 0.6357 | 1.077 | 0.97706 | 1.1828 | 1.177 |
EQT/SE | 0.60238 | 0.76258 | 2.1195 | 1.9442 | 1.8776 | 2.2948 |
FTI/NBR | 0.75929 | 0.74593 | 2.5268 | 2.2193 | 3.0272 | 2.8344 |
ITW/IFF | 0.61456 | 0.73956 | 1.1435 | 1.045 | 1.0398 | 1.2421 |
MEE/NBR | 0.17771 | 0.81397 | 1.6263 | 1.062 | 2.5106 | 2.1906 |
PRU/NBR | 0.58363 | 0.61976 | 2.3623 | 1.9584 | 2.9155 | 2.7662 |
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: The list gets shorter, that means that many pairs reverted back inside the channel. That is good for pairs trading. |
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