Compare two stocks
RVTY and GIS clearly differ on 2 of 19 forces. The widest gap is small vs large companies: in weeks when small companies beat large ones by 1 percentage point, RVTY typically moved +0.72% and GIS +0.12%.
| Economic force | RVTYRevvity | GISGeneral Mills |
|---|---|---|
| Interest ratesIn weeks when the 10-year Treasury yield rose 0.25 percentage points | −1.6%−2.9% to −0.19%Tentative | −1.9%−3.2% to −0.68%Tentative |
| Inflation expectationsIn weeks when 10-year inflation expectations rose 0.25 percentage points | +1.1%−2.8% to +5.0%Not distinguishable from zero | +1.7%−0.51% to +3.8%Not distinguishable from zero |
| U.S. dollarIn weeks when the trade-weighted U.S. dollar rose 2% | −1.5%−3.8% to +0.76%Not distinguishable from zero | −1.5%−2.8% to −0.26%Tentative |
| Oil and energyIn weeks when the price of oil rose 10% | −1.5%−2.5% to −0.42%Tentative | −0.76%−1.4% to −0.12%Tentative |
| Credit spreadsIn weeks when corporate credit spreads widened 0.25 percentage points | −5.1%−9.1% to −1.2%Tentative | −2.9%−5.3% to −0.37%Tentative |
| Short-term ratesIn weeks when the 2-year Treasury yield rose 0.25 percentage points | −3.6%−6.5% to −0.74%Tentative | −1.2%−3.2% to +0.75%Not distinguishable from zero |
| Market volatilityIn weeks when market volatility (the VIX) rose 5 points | −0.09%−1.2% to +1.0%Not distinguishable from zero | +0.58%−0.50% to +1.7%Not distinguishable from zero |
| Mortgage ratesIn weeks when the 30-year mortgage rate rose 0.25 percentage points | +1.1%−0.94% to +3.1%Not distinguishable from zero | −0.24%−1.2% to +0.70%Not distinguishable from zero |
| GoldIn weeks when the price of gold rose 5% | +1.1%−0.03% to +2.3%Not distinguishable from zero | +0.73%−0.29% to +1.8%Not distinguishable from zero |
| CopperIn weeks when the price of copper rose 5% | +1.7%+0.65% to +2.7%Tentative | +0.23%−0.39% to +0.85%Not distinguishable from zero |
| Natural gasIn weeks when the U.S. natural gas price (Henry Hub) rose 10%Clear difference | +0.05%+0.03% to +0.08%Clear | −0.01%−0.03% to 0.00%Not distinguishable from zero |
| BitcoinIn weeks when the price of bitcoin rose 10% | +0.65%−0.39% to +1.7%Not distinguishable from zero | −0.34%−0.88% to +0.19%Not distinguishable from zero |
| Small vs large companiesIn weeks when small companies beat large ones by 1 percentage pointClear difference | +0.72%+0.42% to +1.0%Clear | +0.12%−0.08% to +0.33%Not distinguishable from zero |
| Value vs growthIn weeks when value stocks beat growth stocks by 1 percentage point | +0.47%+0.09% to +0.86%Tentative | +0.58%+0.38% to +0.78%Clear |
| MomentumIn weeks when recent winners beat the stock market by 1 percentage point | −0.41%−0.92% to +0.10%Not distinguishable from zero | −0.78%−1.1% to −0.44%Clear |
| EuroIn weeks when the euro rose 2% against the U.S. dollar | +2.8%+0.20% to +5.3%Tentative | +2.5%+0.43% to +4.6%Tentative |
| Japanese yenIn weeks when the yen rose 2% against the U.S. dollar | +0.90%−0.52% to +2.3%Not distinguishable from zero | −0.40%−1.4% to +0.65%Not distinguishable from zero |
| Emerging marketsIn weeks when emerging-market stocks beat the S&P 500 by 1 percentage point | +0.33%−0.15% to +0.80%Not distinguishable from zero | −0.26%−0.56% to +0.03%Not distinguishable from zero |
| ChinaIn weeks when Chinese stocks beat other emerging markets by 1 percentage point | +0.07%−0.11% to +0.25%Not distinguishable from zero | +0.17%+0.02% 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.