Compare two stocks
F and CMCSA clearly differ on 2 of 19 forces. The widest gap is momentum: in weeks when recent winners beat the stock market by 1 percentage point, F typically moved −0.09% and CMCSA −0.92%.
| Economic force | FFord Motor Company | CMCSAComcast |
|---|---|---|
| Interest ratesIn weeks when the 10-year Treasury yield rose 0.25 percentage points | −2.1%−3.9% to −0.33%Tentative | −1.7%−2.4% to −0.92%Clear |
| Inflation expectationsIn weeks when 10-year inflation expectations rose 0.25 percentage points | +5.6%+0.93% to +10.4%Tentative | +3.8%+1.3% to +6.4%Tentative |
| U.S. dollarIn weeks when the trade-weighted U.S. dollar rose 2% | −3.0%−5.0% to −1.0%Tentative | −2.9%−4.2% to −1.7%Clear |
| Oil and energyIn weeks when the price of oil rose 10% | −0.41%−1.7% to +0.90%Not distinguishable from zero | −0.18%−1.1% to +0.72%Not distinguishable from zero |
| Credit spreadsIn weeks when corporate credit spreads widened 0.25 percentage points | −0.01%−4.0% to +4.0%Not distinguishable from zero | −1.1%−3.0% to +0.77%Not distinguishable from zero |
| Short-term ratesIn weeks when the 2-year Treasury yield rose 0.25 percentage points | −0.07%−3.2% to +3.0%Not distinguishable from zero | −1.9%−3.8% to +0.04%Not distinguishable from zero |
| Market volatilityIn weeks when market volatility (the VIX) rose 5 points | −0.18%−1.8% to +1.5%Not distinguishable from zero | +0.33%−0.91% to +1.6%Not distinguishable from zero |
| Mortgage ratesIn weeks when the 30-year mortgage rate rose 0.25 percentage points | +0.30%−1.4% to +2.0%Not distinguishable from zero | +0.33%−0.88% to +1.5%Not distinguishable from zero |
| GoldIn weeks when the price of gold rose 5% | −1.0%−1.9% to +0.01%Not distinguishable from zero | +0.11%−0.69% to +0.91%Not distinguishable from zero |
| CopperIn weeks when the price of copper rose 5% | −0.33%−1.0% to +0.39%Not distinguishable from zero | −0.08%−0.65% to +0.49%Not distinguishable from zero |
| Natural gasIn weeks when the U.S. natural gas price (Henry Hub) rose 10% | −0.03%−0.07% to +0.01%Not distinguishable from zero | +0.03%−0.01% to +0.06%Not distinguishable from zero |
| BitcoinIn weeks when the price of bitcoin rose 10% | +0.19%−0.80% to +1.2%Not distinguishable from zero | −0.69%−1.4% to +0.03%Not distinguishable from zero |
| Small vs large companiesIn weeks when small companies beat large ones by 1 percentage point | +0.68%+0.25% to +1.1%Tentative | +0.31%+0.10% to +0.52%Tentative |
| Value vs growthIn weeks when value stocks beat growth stocks by 1 percentage point | +0.54%+0.06% to +1.0%Tentative | +0.62%+0.40% to +0.85%Clear |
| MomentumIn weeks when recent winners beat the stock market by 1 percentage pointClear difference | −0.09%−0.54% to +0.37%Not distinguishable from zero | −0.92%−1.2% to −0.62%Clear |
| EuroIn weeks when the euro rose 2% against the U.S. dollar | +1.2%−1.7% to +4.1%Not distinguishable from zero | +1.0%−0.55% to +2.5%Not distinguishable from zero |
| Japanese yenIn weeks when the yen rose 2% against the U.S. dollar | −1.3%−2.8% to +0.08%Not distinguishable from zero | +0.32%−0.44% to +1.1%Not distinguishable from zero |
| Emerging marketsIn weeks when emerging-market stocks beat the S&P 500 by 1 percentage point | +0.25%−0.05% to +0.55%Not distinguishable from zero | −0.38%−0.70% to −0.05%Tentative |
| ChinaIn weeks when Chinese stocks beat other emerging markets by 1 percentage pointClear difference | −0.22%−0.43% to −0.01%Tentative | +0.17%+0.01% to +0.33%Tentative |
Each figure is the stock's typical move in a week when the force moved by the stated amount, after accounting for the stock market, with its 90% range beneath. Grey figures could not be told apart from zero. A row is marked a clear difference only when the two 90% ranges do not overlap.
This describes the past, and it is not a forecast. Relationships change, and nothing here is a recommendation to buy, sell or hold any security.