Compare two stocks
ITW and TEL clearly differ on 2 of 19 forces. The widest gap is value vs growth: in weeks when value stocks beat growth stocks by 1 percentage point, ITW typically moved +0.83% and TEL +0.23%.
| Economic force | ITWIllinois Tool Works | TELTE Connectivity |
|---|---|---|
| Interest ratesIn weeks when the 10-year Treasury yield rose 0.25 percentage points | −0.41%−1.0% to +0.16%Not distinguishable from zero | −0.23%−1.4% to +1.0%Not distinguishable from zero |
| Inflation expectationsIn weeks when 10-year inflation expectations rose 0.25 percentage points | +0.62%−1.1% to +2.4%Not distinguishable from zero | +1.5%−1.4% to +4.4%Not distinguishable from zero |
| U.S. dollarIn weeks when the trade-weighted U.S. dollar rose 2% | −0.81%−1.8% to +0.14%Not distinguishable from zero | −1.4%−2.5% to −0.34%Tentative |
| Oil and energyIn weeks when the price of oil rose 10% | −0.87%−1.3% to −0.39%Clear | −0.94%−1.9% to +0.06%Not distinguishable from zero |
| Credit spreadsIn weeks when corporate credit spreads widened 0.25 percentage points | −1.9%−3.3% to −0.46%Tentative | −1.3%−3.5% to +0.88%Not distinguishable from zero |
| Short-term ratesIn weeks when the 2-year Treasury yield rose 0.25 percentage points | −0.86%−2.1% to +0.39%Not distinguishable from zero | +0.01%−1.7% to +1.7%Not distinguishable from zero |
| Market volatilityIn weeks when market volatility (the VIX) rose 5 points | −0.08%−0.67% to +0.51%Not distinguishable from zero | −0.42%−1.2% to +0.36%Not distinguishable from zero |
| Mortgage ratesIn weeks when the 30-year mortgage rate rose 0.25 percentage points | −0.28%−1.0% to +0.44%Not distinguishable from zero | +0.68%−0.22% to +1.6%Not distinguishable from zero |
| GoldIn weeks when the price of gold rose 5% | +0.01%−0.56% to +0.58%Not distinguishable from zero | −0.52%−1.4% to +0.39%Not distinguishable from zero |
| CopperIn weeks when the price of copper rose 5% | +0.20%−0.14% to +0.55%Not distinguishable from zero | +0.26%−0.18% to +0.69%Not distinguishable from zero |
| Natural gasIn weeks when the U.S. natural gas price (Henry Hub) rose 10%Clear difference | −0.03%−0.05% to −0.01%Tentative | −0.08%−0.09% to −0.07%Clear |
| BitcoinIn weeks when the price of bitcoin rose 10% | −0.35%−1.0% to +0.33%Not distinguishable from zero | −0.08%−0.65% to +0.50%Not distinguishable from zero |
| Small vs large companiesIn weeks when small companies beat large ones by 1 percentage point | +0.54%+0.38% to +0.71%Clear | +0.31%+0.03% to +0.60%Tentative |
| Value vs growthIn weeks when value stocks beat growth stocks by 1 percentage pointClear difference | +0.83%+0.62% to +1.0%Clear | +0.23%0.00% to +0.45%Tentative |
| MomentumIn weeks when recent winners beat the stock market by 1 percentage point | −0.43%−0.66% to −0.20%Clear | +0.03%−0.25% to +0.31%Not distinguishable from zero |
| EuroIn weeks when the euro rose 2% against the U.S. dollar | +0.22%−1.7% to +2.1%Not distinguishable from zero | −0.52%−2.3% to +1.2%Not distinguishable from zero |
| Japanese yenIn weeks when the yen rose 2% against the U.S. dollar | +0.18%−0.50% to +0.87%Not distinguishable from zero | +0.53%−0.32% to +1.4%Not distinguishable from zero |
| Emerging marketsIn weeks when emerging-market stocks beat the S&P 500 by 1 percentage point | +0.02%−0.20% to +0.25%Not distinguishable from zero | +0.30%+0.05% to +0.54%Tentative |
| ChinaIn weeks when Chinese stocks beat other emerging markets by 1 percentage point | +0.13%+0.03% to +0.24%Tentative | +0.01%−0.14% to +0.16%Not distinguishable from zero |
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.