Compare two stocks
SPG and CFG 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, SPG typically moved +0.56% and CFG +1.4%.
| Economic force | SPGSimon Property Group | CFGCitizens Financial Group |
|---|---|---|
| Interest ratesIn weeks when the 10-year Treasury yield rose 0.25 percentage points | −3.1%−4.3% to −1.9%Clear | −3.2%−4.7% to −1.6%Clear |
| Inflation expectationsIn weeks when 10-year inflation expectations rose 0.25 percentage points | +6.0%+4.0% to +7.9%Clear | +5.9%+2.5% to +9.3%Clear |
| U.S. dollarIn weeks when the trade-weighted U.S. dollar rose 2% | −0.02%−1.2% to +1.2%Not distinguishable from zero | −0.01%−1.7% to +1.7%Not distinguishable from zero |
| Oil and energyIn weeks when the price of oil rose 10% | −0.73%−1.3% to −0.12%Tentative | −0.31%−1.1% to +0.52%Not distinguishable from zero |
| Credit spreadsIn weeks when corporate credit spreads widened 0.25 percentage points | −2.9%−4.7% to −1.2%Clear | −3.1%−6.1% to −0.19%Tentative |
| Short-term ratesIn weeks when the 2-year Treasury yield rose 0.25 percentage points | −1.3%−2.6% to −0.08%Tentative | −0.13%−2.3% to +2.1%Not distinguishable from zero |
| Market volatilityIn weeks when market volatility (the VIX) rose 5 points | −1.1%−1.8% to −0.46%Tentative | −1.5%−2.4% to −0.67%Tentative |
| Mortgage ratesIn weeks when the 30-year mortgage rate rose 0.25 percentage points | −0.33%−1.3% to +0.61%Not distinguishable from zero | +0.88%−0.41% to +2.2%Not distinguishable from zero |
| GoldIn weeks when the price of gold rose 5% | −0.92%−1.7% to −0.10%Tentative | −1.6%−2.6% to −0.60%Tentative |
| CopperIn weeks when the price of copper rose 5% | −0.42%−0.95% to +0.10%Not distinguishable from zero | −0.26%−1.1% to +0.53%Not distinguishable from zero |
| Natural gasIn weeks when the U.S. natural gas price (Henry Hub) rose 10% | 0.00%−0.01% to +0.01%Not distinguishable from zero | 0.00%−0.09% to +0.08%Not distinguishable from zero |
| BitcoinIn weeks when the price of bitcoin rose 10% | −0.19%−0.81% to +0.42%Not distinguishable from zero | −0.53%−1.6% to +0.58%Not distinguishable from zero |
| Small vs large companiesIn weeks when small companies beat large ones by 1 percentage pointClear difference | +0.56%+0.32% to +0.80%Clear | +1.4%+1.2% to +1.6%Clear |
| Value vs growthIn weeks when value stocks beat growth stocks by 1 percentage pointClear difference | +0.75%+0.54% to +1.0%Clear | +1.4%+1.2% to +1.6%Clear |
| MomentumIn weeks when recent winners beat the stock market by 1 percentage point | −0.11%−0.33% to +0.11%Not distinguishable from zero | −0.26%−0.63% to +0.11%Not distinguishable from zero |
| EuroIn weeks when the euro rose 2% against the U.S. dollar | −1.5%−3.0% to −0.01%Tentative | −1.7%−4.0% to +0.51%Not distinguishable from zero |
| Japanese yenIn weeks when the yen rose 2% against the U.S. dollar | +0.36%−0.39% to +1.1%Not distinguishable from zero | +0.02%−1.0% to +1.0%Not distinguishable from zero |
| Emerging marketsIn weeks when emerging-market stocks beat the S&P 500 by 1 percentage point | −0.24%−0.50% to +0.01%Not distinguishable from zero | −0.18%−0.42% to +0.07%Not distinguishable from zero |
| ChinaIn weeks when Chinese stocks beat other emerging markets by 1 percentage point | +0.10%−0.02% to +0.22%Not distinguishable from zero | +0.04%−0.12% to +0.19%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.