Compare two stocks
FFIV and AIZ clearly differ on 2 of 19 forces. The widest gap is market volatility: in weeks when market volatility (the VIX) rose 5 points, FFIV typically moved +0.33% and AIZ −1.6%.
| Economic force | FFIVF5, Inc. | AIZAssurant |
|---|---|---|
| Interest ratesIn weeks when the 10-year Treasury yield rose 0.25 percentage points | +0.21%−1.2% to +1.6%Not distinguishable from zero | −0.18%−1.3% to +0.93%Not distinguishable from zero |
| Inflation expectationsIn weeks when 10-year inflation expectations rose 0.25 percentage points | −1.8%−5.4% to +1.8%Not distinguishable from zero | −0.46%−2.9% to +2.0%Not distinguishable from zero |
| U.S. dollarIn weeks when the trade-weighted U.S. dollar rose 2% | +0.92%−0.34% to +2.2%Not distinguishable from zero | +0.92%−0.49% to +2.3%Not distinguishable from zero |
| Oil and energyIn weeks when the price of oil rose 10% | +0.60%−0.27% to +1.5%Not distinguishable from zero | −0.09%−0.83% to +0.65%Not distinguishable from zero |
| Credit spreadsIn weeks when corporate credit spreads widened 0.25 percentage points | −1.3%−4.0% to +1.4%Not distinguishable from zero | −0.52%−2.3% to +1.2%Not distinguishable from zero |
| Short-term ratesIn weeks when the 2-year Treasury yield rose 0.25 percentage points | −3.0%−4.9% to −1.1%Tentative | −0.20%−1.5% to +1.1%Not distinguishable from zero |
| Market volatilityIn weeks when market volatility (the VIX) rose 5 pointsClear difference | +0.33%−0.52% to +1.2%Not distinguishable from zero | −1.6%−2.3% to −0.83%Clear |
| Mortgage ratesIn weeks when the 30-year mortgage rate rose 0.25 percentage points | +0.52%−0.75% to +1.8%Not distinguishable from zero | −0.09%−1.0% to +0.82%Not distinguishable from zero |
| GoldIn weeks when the price of gold rose 5% | +0.02%−0.88% to +0.91%Not distinguishable from zero | −0.47%−1.1% to +0.19%Not distinguishable from zero |
| CopperIn weeks when the price of copper rose 5% | −0.05%−0.65% to +0.54%Not distinguishable from zero | −0.34%−0.87% to +0.19%Not distinguishable from zero |
| Natural gasIn weeks when the U.S. natural gas price (Henry Hub) rose 10% | −0.04%−0.06% to −0.02%Tentative | −0.01%−0.04% to +0.02%Not distinguishable from zero |
| BitcoinIn weeks when the price of bitcoin rose 10% | −0.28%−0.85% to +0.29%Not distinguishable from zero | +0.23%−0.47% to +0.93%Not distinguishable from zero |
| Small vs large companiesIn weeks when small companies beat large ones by 1 percentage point | +0.07%−0.19% to +0.34%Not distinguishable from zero | +0.41%+0.19% to +0.63%Clear |
| Value vs growthIn weeks when value stocks beat growth stocks by 1 percentage pointClear difference | +0.05%−0.21% to +0.32%Not distinguishable from zero | +0.72%+0.54% to +0.89%Clear |
| MomentumIn weeks when recent winners beat the stock market by 1 percentage point | +0.22%−0.22% to +0.65%Not distinguishable from zero | −0.37%−0.54% to −0.19%Clear |
| EuroIn weeks when the euro rose 2% against the U.S. dollar | −0.07%−2.1% to +1.9%Not distinguishable from zero | −1.5%−3.2% to +0.24%Not distinguishable from zero |
| Japanese yenIn weeks when the yen rose 2% against the U.S. dollar | +1.2%+0.17% to +2.2%Tentative | +0.03%−0.79% to +0.85%Not distinguishable from zero |
| Emerging marketsIn weeks when emerging-market stocks beat the S&P 500 by 1 percentage point | −0.46%−0.72% to −0.20%Tentative | −0.24%−0.49% to 0.00%Not distinguishable from zero |
| ChinaIn weeks when Chinese stocks beat other emerging markets by 1 percentage point | +0.04%−0.12% to +0.20%Not distinguishable from zero | +0.24%+0.12% to +0.36%Clear |
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.