Pairs | Price Behavior Correlation | Rank Correlation | Mean Ratio | Lower Bound Ratio | Current Ratio | Upper Bound Ratio |
ADBE/DIS | 0.60206 | 0.64459 | 1.1761 | 1.0573 | 1.0295 | 1.2948 |
AEP/PNW | 0.62554 | 0.85568 | 0.94459 | 0.90296 | 0.90254 | 0.98622 |
PSA/ALL | 0.60342 | 0.66709 | 2.6152 | 2.3255 | 2.9533 | 2.9049 |
CLF/BTU | 0.63442 | 0.86639 | 0.92105 | 0.61828 | 1.4 | 1.2238 |
BTU/COG | 0.60642 | 0.78659 | 1.0563 | 0.89976 | 1.241 | 1.2129 |
CRM/CAM | 0.62273 | 0.82576 | 1.5469 | 1.2749 | 1.8337 | 1.8189 |
CAM/NBR | 0.80124 | 0.74605 | 1.8331 | 1.6296 | 2.0853 | 2.0365 |
CLF/HAL | 0.65071 | 0.821 | 1.3601 | 0.85649 | 2.1292 | 1.8638 |
CLF/STR | 0.60574 | 0.85341 | 0.9698 | 0.57332 | 1.5322 | 1.3663 |
CLF/WMB | 0.61884 | 0.90211 | 1.9444 | 1.2396 | 2.8983 | 2.6491 |
STR/COG | 0.62184 | 0.76643 | 1.0087 | 0.91255 | 1.134 | 1.1048 |
UTX/COL | 0.63785 | 0.87333 | 1.2526 | 1.1795 | 1.1601 | 1.3257 |
CVX/CSCO | 0.60447 | 0.6478 | 3.1987 | 2.8428 | 2.8333 | 3.5545 |
EQT/SE | 0.59761 | 0.78359 | 2.1171 | 1.9404 | 1.8567 | 2.2939 |
ESRX/MHS | 0.6311 | 0.88071 | 1.3956 | 1.2611 | 1.5442 | 1.53 |
FTI/NBR | 0.75885 | 0.7702 | 2.5305 | 2.2179 | 3.0074 | 2.8432 |
ITW/IFF | -0.0025319 | 0.73015 | 1.1451 | 1.0415 | 1.0321 | 1.2487 |
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; | ||||||
Diptyque Fragrances (59 TOTAL)
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