Monday, March 8, 2010

Weekly Pairs Trading Candidates as of 08-Mar-2010

PairsPrice Behavior CorrelationRank CorrelationMean RatioLower Bound RatioCurrent RatioUpper Bound Ratio
A/CSCO0.645370.832611.15750.953041.31541.362
A/INTC0.620580.798881.36121.10151.5951.6209
MCHP/A0.631310.628441.01080.78790.822071.2337
A/MOLX0.663060.777821.3651.15541.54811.5746
NOV/A0.602130.691081.58551.24211.31661.9288
CAM/AA0.619320.718032.85742.49093.21033.2238
FCX/AA0.695440.673085.3924.46255.83166.3216
FTI/AA0.619930.715573.93393.35174.44514.5162
MEE/AA0.656170.690482.48841.61313.56363.3638
ADBE/DIS0.618330.706831.18171.07911.05841.2842
FTI/ADBE0.605740.657721.51841.25131.74971.7855
ADP/PAYX0.67770.817541.37721.32541.38751.4289
AEP/CMS0.6570.888152.30062.16422.18292.437
AEP/DUK0.680530.876561.99171.85782.08082.1255
AEP/PNW0.652430.889480.947190.907490.901550.98689
AEP/SO0.61680.671460.991160.880851.0631.1015
WEC/AEP0.651470.846931.43141.361.45811.5028
AFL/AIZ0.603040.717091.45381.23551.62591.6722
AFL/EQT0.610250.831561.0170.856931.08831.1771
AFL/PCL0.70450.679071.24730.982761.40011.5118
AFL/PLD0.672290.817873.7713.14073.98074.4014
AFL/SE0.615860.904482.17261.85452.33082.4907
SPG/AFL0.659420.887211.57951.41951.5421.7395
AFL/STR0.644940.828521.10240.948271.16751.2565
CB/ALL0.603930.673031.65741.53711.60611.7777
PSA/ALL0.622360.689212.59832.33062.722.866
ALL/XL0.637920.691071.85231.3291.66182.3755
BRCM/ALTR0.673870.691531.42441.26151.2481.5872
ALTR/INTC0.671870.779571.05430.935941.20061.1726
LLTC/ALTR0.687640.690331.33141.16591.10221.4968
ALTR/LSI0.628640.70783.80663.31484.42554.2984
MCHP/ALTR0.724550.605221.29631.12191.09211.4708
ALTR/NVLS0.639540.815430.983530.881941.09331.0851
WDC/ALTR0.606280.882891.73061.441.57252.0213
XLNX/ALTR0.858290.849441.13381.01881.07011.2488
AMT/CAM0.607010.831851.01990.881870.977041.1579
FTI/AMT0.60060.784611.35531.16861.41721.5421
APA/EOG0.746590.819921.11071.03841.1031.1829
APA/LNC0.609790.629874.07833.37853.98114.7781
APA/XTO0.685860.643862.15981.88892.29412.4308
APC/CNX0.609050.7291.32341.16961.30991.4771
DVN/APC0.723840.731311.14540.945650.970051.3452
APC/EMN0.637810.786821.10650.945451.16781.2676
FLS/APC0.62440.721281.57581.41011.48991.7414
OXY/APC0.690760.733881.31171.11421.13631.5092
APC/WMB0.667860.761793.08722.68683.11763.4876
EMN/APH0.613920.809811.36931.14291.40631.5957
AVB/BXP0.859310.776741.15081.04811.16951.2536
AVB/EQR0.780230.850982.41752.18262.23242.6525
AVB/KIM0.738030.733625.70895.01685.69476.401
PSA/AVB0.712420.801751.07410.935861.05071.2124
AVB/VTR0.71220.840751.82291.61741.8442.0285
AXP/DFS0.674150.640812.55792.09242.8373.0233
TMK/AXP0.648880.797551.26860.944391.24351.5928
SHLD/BBBY0.603320.744112.05311.58982.42382.5164
BBBY/SPLS0.620720.833631.59511.41651.78831.7737
BBT/USB0.645850.653891.16141.01551.13211.3074
BDK/SWK0.816510.967261.09270.76951.27531.4159
BEN/BXP0.61520.732991.57141.36691.53631.7758
BEN/DOW0.609730.747154.02123.35643.6434.686
FLS/BEN0.607540.749660.962830.849920.983071.0757
BEN/LNC0.612640.629414.18973.53524.05084.8443
BEN/TMK0.679860.680472.24391.75382.18622.7339
WMB/BJS0.619640.804531.05870.912981.00741.2043
PPG/BMS0.601660.709792.02911.69742.14832.3608
BRCM/INTC0.656650.644651.49811.37441.49831.6218
BRCM/LSI0.609220.603435.40684.95465.5235.8589
BRCM/NVDA0.600940.64312.05381.62271.81422.485
BRCM/NVLS0.626230.652741.3991.24041.36441.5576
BRCM/XLNX0.687350.69041.25671.16281.16621.3505
CLF/BTU0.647560.862210.891730.648461.2321.135
EQT/BTU0.666510.739621.05070.863010.961411.2383
BTU/HAL0.6410.856411.46751.34671.54421.5883
NBL/BTU0.636550.772081.7021.4211.48751.9829
PPG/BTU0.624140.778531.41831.18791.28561.6487
BTU/STR0.620230.867071.03810.921411.11581.1549
BXP/EMN0.628410.787831.15331.04351.15211.2632
BXP/EQR0.772070.786442.10351.86931.90882.3377
BXP/KIM0.749590.680954.97114.2144.86935.7281
PSA/BXP0.759180.756491.23561.05741.22881.4137
BXP/TMK0.646360.767911.42591.21891.42311.6328
BXP/USB0.611770.747432.74942.43212.8233.0666
BXP/VTR0.749180.78531.58441.45451.57671.7143
CAM/CBG0.648860.726223.24412.66323.16233.8251
COP/CAM0.671090.679311.3191.10041.13461.5376
CRM/CAM0.613540.823161.52081.23571.62681.8058
CAM/CSCO0.616810.784331.62311.42461.76241.8215
CVX/CAM0.66750.659892.00461.62181.67232.3873
FCX/CAM0.719940.772871.88811.63931.81662.1368
FTI/CAM0.815640.816451.37661.27791.38471.4754
CAM/MEE0.770080.831361.1790.798750.900851.5593
CAM/MOLX0.614160.761691.91441.73632.07422.0925
CAM/NBR0.795380.776741.81631.6251.97382.0075
NOV/CAM0.800210.699451.12371.00740.982671.24
PRU/CAM0.632460.691221.29031.16441.22841.4162
CAM/RDC0.720460.606981.60021.36531.59531.8352
CAM/TIE0.697170.601783.6412.72543.23364.5566
X/CAM0.65850.63171.20970.96141.32571.4581
CVX/CAT0.684380.701931.49661.01721.25441.9759
CAT/NOV0.615180.704681.2090.96111.35661.4569
CAT/RDC0.61650.636972.16951.65562.12682.6833
CB/TRV0.748210.644860.991720.924750.956991.0587
FTI/CBG0.625290.684014.4653.64114.37865.2889
NBR/CBG0.601630.728021.79351.37261.60212.2143
PRU/CBG0.642370.662434.18193.40673.88474.957
CCL/DIS0.602990.770831.09460.984071.1151.2052
PXD/CHK0.728170.625741.51051.00211.86162.0188
CI/CVH0.695760.635331.38231.16321.42331.6014
HUM/CI0.735720.877521.29841.13451.38451.4623
CI/UNH0.727260.702981.04480.844891.03051.2447
WLP/CI0.798040.676731.82031.45851.79032.1821
CSC/CINF0.600280.736032.01131.81551.88742.2071
CINF/GNW0.60080.880412.6461.18761.7124.1045
PRU/CINF0.717590.707741.86191.6121.94512.1117
CLF/HAL0.657040.823261.31040.908351.90241.7125
CLF/STR0.613670.84490.930540.594391.37471.2667
CMA/RF0.698230.74095.25184.47945.37136.0243
CMI/DOV0.669080.744571.15990.951641.29091.3682
CMI/EMR0.612160.796121.13460.958941.25181.3102
CMI/HAL0.637960.716791.66811.35061.9041.9856
PH/CMI0.616440.763161.16590.982941.03671.3488
DUK/CMS0.637920.923411.15631.05611.04911.2566
WEC/CMS0.65320.875313.29253.06953.18293.5155
WEC/CNP0.616410.892223.57323.26723.56463.8792
DVN/CNX0.647110.648141.51151.29391.27071.7291
OXY/CNX0.624890.725111.73491.41881.48852.0509
CNX/WMB0.616470.791522.3362.06752.382.6045
EQT/COG0.653760.728181.09220.979671.14411.2048
NBL/COG0.716690.737771.77041.58521.77011.9556
STR/COG0.623840.780331.00680.912771.06651.1008
LLL/COL0.647780.80571.59991.39761.55161.8023
UTX/COL0.645630.866391.25751.19111.18671.3238
CVX/COP0.732730.690521.51891.42641.47391.6113
FCX/COP0.701820.728491.44121.14711.60111.7354
COP/FTI0.693160.708630.959950.772080.819411.1478
COP/MEE0.644590.66711.56880.851631.02212.286
COP/NBR0.687080.634322.39271.99322.23942.7922
COP/NOV0.728140.673751.1731.05141.15461.2946
COP/PRU0.607630.607671.02350.8540.92361.1931
PRU/CSC0.60640.702120.926460.81061.03061.0423
CVX/CSCO0.643860.695173.23772.89032.94723.585
CSCO/EMC0.631610.789751.40991.29351.41071.5262
FTI/CSCO0.615770.796762.23561.88862.44032.5827
CSCO/INTC0.640990.716371.17581.10161.21261.2499
CSCO/MOLX0.665750.75811.18161.08021.17691.283
NOV/CSCO0.607070.676361.82081.6181.73192.0236
RDC/CSCO0.628190.638881.01660.903111.10471.1302
HUM/CVH0.673390.676191.79431.43841.97052.1503
CVX/FCX0.628520.721171.06710.799420.920581.3347
CVX/FTI0.684940.726591.45951.13081.20771.7882
CVX/MEE0.640840.687392.38841.23441.50653.5424
CVX/NBR0.681250.675813.63822.90363.30084.3728
CVX/NOV0.707350.656611.78241.53981.70182.0251
D/DTE0.687030.886620.952260.834450.868341.0701
ED/D0.674830.899371.16061.09611.11531.2251
D/EIX0.684560.67981.07240.981341.15781.1635
GAS/D0.679320.876641.06831.01711.09511.1195
D/POM0.656890.885982.34752.1862.29382.509
D/SCG0.706030.757911.02170.948321.03961.095
D/XEL0.627190.808371.79281.68171.84571.9038
EMN/DD0.679330.731391.65941.4191.76581.8999
DHR/ITW0.603530.733261.57391.38181.62791.7661
EMR/DOV0.608390.916511.02180.955951.03131.0877
DOV/HAL0.654170.843511.44051.25861.47491.6223
DOV/OMC0.604240.636671.07870.920631.23541.2368
PH/DOV0.688460.862511.34371.24591.33841.4414
UNP/DOV0.601240.801041.56691.3781.47021.7557
UTX/DOV0.640680.87371.61461.50531.51531.724
EMN/DOW0.631640.87232.22331.92372.05832.5229
FMC/DOW0.600870.604472.27381.49981.99373.0478
TMK/DOW0.602810.817881.81611.27461.66632.3577
DTE/EIX0.65570.676741.13210.921971.33331.3422
GAS/DTE0.649180.910231.01650.909180.950931.1238
DTE/POM0.609530.925782.47032.28032.64162.6603
DTE/SCG0.70430.777781.07750.907871.19721.2472
DTE/XEL0.626690.843661.89081.60212.12552.1795
DUK/TE0.600780.928021.13591.00411.04241.2677
WEC/DUK0.642290.840442.84982.67073.0343.0289
DVN/EMN0.65630.710631.2660.998461.13281.5335
FLS/DVN0.621910.653261.38291.17561.5361.5902
DVN/OXY0.658540.659190.873590.785480.853670.9617
DVN/WMB0.676830.723393.52313.07463.02423.9717
ED/GAS0.600350.908331.08651.03721.01841.1359
ED/SCG0.680080.770221.18491.11871.15951.2511
GAS/EIX0.700310.627711.14541.04171.26791.2491
PCG/EIX0.658980.658761.24431.18111.26231.3074
EIX/POM0.650820.656422.19361.93571.98122.4515
EIX/SCG0.631090.62280.953320.898550.897931.0081
EIX/XEL0.640710.604791.67311.57751.59411.7687
FLS/EMN0.673160.667311.74041.50471.73991.9762
FMC/EMN0.633140.617631.01860.767780.968581.2694
EMN/HON0.623380.774291.40761.16561.47341.6496
EMN/IFF0.683950.896121.38621.18831.3881.5841
OXY/EMN0.6090.773411.4491.18811.3271.7099
EMN/TMK0.601370.79771.241.00881.23521.4712
EMN/VTR0.6140.909671.3751.28041.36861.4696
EMN/WMB0.632030.840132.80022.36922.66973.2312
EQT/EMR0.60850.832881.04670.928720.976081.1648
ETN/EMR0.624340.901511.46531.30931.50841.6213
FO/EMR0.627350.714841.02780.898570.957311.157
GWW/EMR0.611920.905992.35772.13582.20442.5797
LLL/EMR0.617580.833972.00981.8011.92122.2186
EMR/PCL0.645280.679471.17390.987631.3181.3602
PPG/EMR0.614140.840961.41421.24931.30521.5792
WHR/EMR0.649720.926381.66871.24621.78742.0913
EOG/XTO0.687580.664571.94581.69412.07992.1976
EQR/KIM0.731690.743912.36662.0122.5512.7212
PSA/EQR0.761380.83692.60072.08062.34563.1207
VTR/EQR0.738370.885171.32881.17581.21061.4819
NBL/EQT0.676840.736981.62261.46851.54721.7768
PPG/EQT0.600180.766661.3531.20571.33721.5003
EQT/SE0.666170.803412.1391.94572.14162.3324
EQT/STR0.722660.716651.08620.96921.07281.2032
ESRX/MHS0.640970.900151.38591.27141.56381.5004
GWW/ETN0.613890.905721.61391.37171.46141.8562
ETN/PH0.65530.882361.11421.00691.16221.2214
FCX/FTI0.716260.795521.37121.23531.31191.5071
FCX/MEE0.772930.769142.21441.60161.63652.8273
FCX/NBR0.671420.727633.42852.87013.58553.9869
FCX/NOV0.686840.719961.68471.4081.84861.9615
FCX/PRU0.610720.673511.46831.19261.47871.744
FLS/HON0.646380.686472.44212.06252.56362.8216
FLS/ITW0.602410.695522.1031.8282.27292.378
FLS/OXY0.613210.725541.20591.04341.31121.3685
FLS/WMB0.636050.672084.86264.10724.6455.6179
FMC/IFF0.624550.620951.40161.20321.34431.6
FMC/WMB0.604010.610682.83312.37962.58583.2867
GWW/FO0.605730.728142.29942.05232.30272.5465
FO/TE0.602810.714992.88522.5032.93983.2673
FTI/MEE0.737670.795511.61881.13991.24742.0977
FTI/NBR0.762960.796162.49952.21092.7332.788
FTI/NOV0.762960.716721.22831.07621.40911.3804
PRU/FTI0.61510.72660.939040.807810.887191.0703
FTI/RDC0.712530.641342.20371.8292.2092.5784
X/FTI0.606170.607060.880820.674990.957411.0867
GAS/RSG0.615630.771231.43311.33471.45141.5315
GAS/SCG0.606690.77311.0911.01741.13851.1646
GD/RTN0.601680.795231.29611.15661.2911.4356
PRU/GE0.603190.635813.18392.83383.33823.5339
PRU/GNW0.698670.735214.85882.6763.33017.0416
HAL/SE0.604180.815371.39791.15821.44251.6375
STR/HAL0.705160.821351.41671.26481.38391.5685
VNO/HCN0.73150.643851.43471.21711.60471.6524
VTR/HCP0.616650.723471.38681.26111.48421.5126
HON/IFF0.616620.81250.986850.90370.942011.07
ITW/HON0.625880.714421.16231.02491.12791.2998
HUM/UNH0.753960.746951.35291.10791.42681.598
WLP/HUM0.741610.741611.40511.11861.29311.6916
ITW/IFF0.638930.798131.1451.05171.06251.2383
OXY/IFF0.602080.780441.99671.84911.84182.1444
IFF/WMB0.614150.883312.02211.81821.92352.226
INTC/LSI0.600390.661583.61143.3493.68623.8738
MOLX/INTC0.627730.645060.997050.888121.03031.106
INTC/MU0.634950.749652.60151.80072.19773.4023
NVLS/INTC0.687070.6951.07370.942531.09811.2048
INTC/TER0.606730.752892.19281.81091.9432.5747
WDC/INTC0.607620.775541.82671.41671.88792.2368
XLNX/INTC0.649530.752291.19331.08031.28481.3063
MWV/IP0.681580.817821.050.946140.968051.1538
WY/IP0.634950.770871.78771.30911.71122.2663
PSA/KIM0.654230.676226.13394.98465.98367.2832
VTR/KIM0.683650.721433.14462.56753.08833.7218
LLL/UTX0.614750.803191.27241.12621.30751.4185
LLTC/MU0.633150.632943.64062.48122.9084.8001
LLTC/NVDA0.605410.61431.91881.51881.60222.3189
LLTC/NVLS0.617790.60731.30741.14781.2051.4671
WDC/LLTC0.60730.679251.30671.00731.42681.6061
LLTC/XLNX0.695020.627111.17461.06891.031.2802
TMK/LNC0.693330.677921.88351.47761.85292.2894
TER/LSI0.642430.682091.65781.38341.89721.9322
XLNX/LSI0.608080.657724.30833.82764.73584.7891
MCHP/MU0.683890.634453.54592.39742.88164.6945
MCHP/TER0.661250.605752.98862.39762.54773.5796
WDC/MCHP0.609150.618941.34321.02061.43981.6657
MEE/MOLX0.60430.770771.67311.04462.30252.3015
MEE/NBR0.743010.814091.57881.08052.1912.077
NOV/MEE0.726340.704691.33080.813690.885241.8478
PRU/MEE0.623450.732881.5260.959431.10672.0926
MEE/RDC0.678090.682631.40360.798691.77092.0084
MEE/TIE0.733920.691013.15792.06543.58954.2504
X/MEE0.71770.71651.4190.946511.19421.8915
RDC/MOLX0.622060.6211.20121.03161.30021.3708
MTB/STI0.640220.71593.06932.59433.13453.5443
TER/MU0.656320.823261.18150.968931.13111.3941
PPG/MWV0.633950.845142.50092.04882.57912.9529
WY/MWV0.687680.794571.69961.34941.76772.0498
NBL/PPG0.628690.729641.20351.01011.15711.3968
NBL/SE0.673330.836563.4673.15213.31363.782
NBL/STR0.638510.719411.761.59191.65981.9281
NOV/NBR0.800640.73392.03851.81651.93962.2606
PRU/NBR0.608670.654632.34541.95612.42472.7347
RDC/NBR0.752160.603031.14060.953271.23721.3279
NBR/TIE0.707440.60192.00191.59381.63832.4099
X/NBR0.604020.631142.19681.70332.61662.6903
PNW/NI0.601030.910532.46142.33912.47012.5838
PRU/NOV0.639250.656051.15090.996821.25011.305
NVLS/TER0.64670.7862.3472.00992.13362.684
XLNX/NVLS0.6350.790871.1140.990081.171.2379
PRU/ODP0.615830.633358.17126.5047.36579.8385
OXY/WMB0.702640.736644.03833.51793.54264.5586
SPG/PCL0.755730.600691.96931.5212.1592.4176
PCL/TE0.607310.670732.40791.96192.332.8538
WY/PCL0.60720.615731.12460.966721.17911.2825
UPS/PH0.602070.796621.07980.957370.945341.2021
SPG/PLD0.788760.810925.93865.22346.13836.6539
VNO/PLD0.653920.81045.33214.69615.35245.9682
SO/PNW0.661720.70660.958730.840130.848121.0773
SCG/POM0.647980.772032.30062.07762.20652.5237
XEL/POM0.604040.841771.31071.18861.24281.4329
PPG/SE0.621020.82522.89122.57492.86383.2076
PPG/WY0.628840.77691.47521.30591.4591.6444
PRU/RDC0.624710.643462.06361.72871.95982.3985
PRU/TROW0.690310.662790.995510.850641.01111.1404
PSA/VTR0.81480.858281.95721.64221.93752.2722
PSA/XL0.643690.75984.80933.41424.52026.2044
SCG/XEL0.663030.715091.75531.69151.77541.8192
STR/SE0.695640.822511.97351.74241.99642.2047
SE/TE0.613360.89011.37381.26171.39961.4858
SWK/SNA0.61190.889211.221.0651.361.3751
SPG/VNO0.718150.840291.11421.04831.14681.18
WEC/TE0.606070.862813.23462.89493.16283.5744
WDC/TER0.631110.841713.97363.47113.66824.4761
XLNX/TER0.610420.802822.6142.14992.49633.078
TMK/USB0.603580.792951.93341.71381.98372.1529
WLP/UNH0.771740.65361.88521.72511.8452.0453
VNO/WY0.620870.792721.56861.37011.59661.7671
WDC/XLNX0.61870.838341.53411.17281.46951.8953
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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