Compare two stocks
SLB and ADM clearly differ on 1 of 19 forces. The widest gap is value vs growth: in weeks when value stocks beat growth stocks by 1 percentage point, SLB typically moved +1.5% and ADM +0.66%.
| Economic force | SLBSchlumberger | ADMArcher Daniels Midland |
|---|---|---|
| Interest ratesIn weeks when the 10-year Treasury yield rose 0.25 percentage points | −1.1%−2.8% to +0.56%Not distinguishable from zero | −0.72%−2.2% to +0.80%Not distinguishable from zero |
| Inflation expectationsIn weeks when 10-year inflation expectations rose 0.25 percentage points | +5.9%+0.87% to +10.9%Tentative | +4.0%+0.11% to +7.8%Tentative |
| U.S. dollarIn weeks when the trade-weighted U.S. dollar rose 2% | −1.9%−3.6% to −0.15%Tentative | −2.0%−3.5% to −0.44%Tentative |
| Oil and energyIn weeks when the price of oil rose 10% | +1.6%−0.39% to +3.6%Not distinguishable from zero | +1.1%−0.27% to +2.4%Not distinguishable from zero |
| Credit spreadsIn weeks when corporate credit spreads widened 0.25 percentage points | −1.7%−5.2% to +1.7%Not distinguishable from zero | −1.5%−4.3% to +1.3%Not distinguishable from zero |
| Short-term ratesIn weeks when the 2-year Treasury yield rose 0.25 percentage points | +1.5%−1.0% to +4.0%Not distinguishable from zero | +0.55%−2.9% to +3.9%Not distinguishable from zero |
| Market volatilityIn weeks when market volatility (the VIX) rose 5 points | −1.3%−2.8% to +0.27%Not distinguishable from zero | −0.51%−1.7% to +0.64%Not distinguishable from zero |
| Mortgage ratesIn weeks when the 30-year mortgage rate rose 0.25 percentage points | +0.43%−1.5% to +2.4%Not distinguishable from zero | −0.55%−2.2% to +1.1%Not distinguishable from zero |
| GoldIn weeks when the price of gold rose 5% | −0.20%−1.4% to +1.0%Not distinguishable from zero | +0.83%−0.38% to +2.0%Not distinguishable from zero |
| CopperIn weeks when the price of copper rose 5% | +0.94%+0.19% to +1.7%Tentative | −0.12%−1.0% to +0.77%Not distinguishable from zero |
| Natural gasIn weeks when the U.S. natural gas price (Henry Hub) rose 10% | +0.04%−0.01% to +0.10%Not distinguishable from zero | +0.02%0.00% to +0.04%Not distinguishable from zero |
| BitcoinIn weeks when the price of bitcoin rose 10% | −0.71%−1.7% to +0.31%Not distinguishable from zero | −0.55%−1.1% to −0.03%Tentative |
| Small vs large companiesIn weeks when small companies beat large ones by 1 percentage point | +1.0%+0.61% to +1.4%Clear | +0.21%−0.20% to +0.63%Not distinguishable from zero |
| Value vs growthIn weeks when value stocks beat growth stocks by 1 percentage pointClear difference | +1.5%+1.1% to +1.8%Clear | +0.66%+0.40% to +0.93%Clear |
| MomentumIn weeks when recent winners beat the stock market by 1 percentage point | −0.22%−0.78% to +0.34%Not distinguishable from zero | −0.35%−0.76% to +0.06%Not distinguishable from zero |
| EuroIn weeks when the euro rose 2% against the U.S. dollar | −1.1%−3.7% to +1.5%Not distinguishable from zero | +1.3%−0.87% to +3.5%Not distinguishable from zero |
| Japanese yenIn weeks when the yen rose 2% against the U.S. dollar | −1.4%−2.5% to −0.28%Tentative | −0.56%−1.5% to +0.43%Not distinguishable from zero |
| Emerging marketsIn weeks when emerging-market stocks beat the S&P 500 by 1 percentage point | +0.43%−0.10% to +1.0%Not distinguishable from zero | −0.07%−0.45% to +0.31%Not distinguishable from zero |
| ChinaIn weeks when Chinese stocks beat other emerging markets by 1 percentage point | +0.11%−0.15% to +0.37%Not distinguishable from zero | −0.17%−0.39% to +0.05%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.