Compare two stocks
On none of the 19 forces measured do L and ALL differ by more than the noise in the readings: their 90% ranges overlap every time.
| Economic force | LLoews Corporation | ALLAllstate |
|---|---|---|
| Interest ratesIn weeks when the 10-year Treasury yield rose 0.25 percentage points | −0.51%−1.3% to +0.23%Not distinguishable from zero | −0.85%−2.2% to +0.51%Not distinguishable from zero |
| Inflation expectationsIn weeks when 10-year inflation expectations rose 0.25 percentage points | +1.1%−0.88% to +3.0%Not distinguishable from zero | +1.4%−1.5% to +4.3%Not distinguishable from zero |
| U.S. dollarIn weeks when the trade-weighted U.S. dollar rose 2% | +1.0%−0.02% to +2.0%Not distinguishable from zero | +0.93%−0.57% to +2.4%Not distinguishable from zero |
| Oil and energyIn weeks when the price of oil rose 10% | +0.07%−0.44% to +0.58%Not distinguishable from zero | −0.04%−0.88% to +0.81%Not distinguishable from zero |
| Credit spreadsIn weeks when corporate credit spreads widened 0.25 percentage points | +0.33%−1.4% to +2.0%Not distinguishable from zero | −0.02%−2.6% to +2.6%Not distinguishable from zero |
| Short-term ratesIn weeks when the 2-year Treasury yield rose 0.25 percentage points | +0.25%−0.76% to +1.3%Not distinguishable from zero | +0.50%−1.1% to +2.1%Not distinguishable from zero |
| Market volatilityIn weeks when market volatility (the VIX) rose 5 points | −1.3%−1.9% to −0.71%Clear | −1.2%−2.2% to −0.22%Tentative |
| Mortgage ratesIn weeks when the 30-year mortgage rate rose 0.25 percentage points | +0.02%−0.70% to +0.74%Not distinguishable from zero | −0.11%−1.3% to +1.1%Not distinguishable from zero |
| GoldIn weeks when the price of gold rose 5% | −0.22%−0.80% to +0.35%Not distinguishable from zero | +0.03%−0.76% to +0.83%Not distinguishable from zero |
| CopperIn weeks when the price of copper rose 5% | +0.12%−0.31% to +0.56%Not distinguishable from zero | −0.31%−0.90% to +0.28%Not distinguishable from zero |
| Natural gasIn weeks when the U.S. natural gas price (Henry Hub) rose 10% | −0.01%−0.03% to +0.01%Not distinguishable from zero | −0.01%−0.03% to +0.02%Not distinguishable from zero |
| BitcoinIn weeks when the price of bitcoin rose 10% | −0.45%−1.1% to +0.15%Not distinguishable from zero | −0.85%−1.6% to −0.08%Tentative |
| Small vs large companiesIn weeks when small companies beat large ones by 1 percentage point | +0.42%+0.26% to +0.58%Clear | +0.21%−0.06% to +0.49%Not distinguishable from zero |
| Value vs growthIn weeks when value stocks beat growth stocks by 1 percentage point | +0.81%+0.66% to +1.0%Clear | +0.89%+0.68% to +1.1%Clear |
| MomentumIn weeks when recent winners beat the stock market by 1 percentage point | −0.35%−0.57% to −0.12%Tentative | −0.55%−0.79% to −0.32%Clear |
| EuroIn weeks when the euro rose 2% against the U.S. dollar | −0.90%−2.3% to +0.48%Not distinguishable from zero | −0.42%−2.6% to +1.7%Not distinguishable from zero |
| Japanese yenIn weeks when the yen rose 2% against the U.S. dollar | −0.21%−0.75% to +0.33%Not distinguishable from zero | −0.14%−0.86% to +0.58%Not distinguishable from zero |
| Emerging marketsIn weeks when emerging-market stocks beat the S&P 500 by 1 percentage point | −0.29%−0.52% to −0.07%Tentative | −0.54%−0.79% to −0.29%Clear |
| ChinaIn weeks when Chinese stocks beat other emerging markets by 1 percentage point | +0.17%+0.05% to +0.29%Tentative | +0.17%+0.01% to +0.32%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.