Compare two stocks
TDG and MA clearly differ on 2 of 19 forces. The widest gap is momentum: in weeks when recent winners beat the stock market by 1 percentage point, TDG typically moved +0.35% and MA −0.57%.
| Economic force | TDGTransDigm Group | MAMastercard |
|---|---|---|
| Interest ratesIn weeks when the 10-year Treasury yield rose 0.25 percentage points | −0.28%−1.1% to +0.59%Not distinguishable from zero | −0.45%−1.1% to +0.18%Not distinguishable from zero |
| Inflation expectationsIn weeks when 10-year inflation expectations rose 0.25 percentage points | +0.57%−2.4% to +3.6%Not distinguishable from zero | +0.71%−1.5% to +2.9%Not distinguishable from zero |
| U.S. dollarIn weeks when the trade-weighted U.S. dollar rose 2% | +0.77%−0.53% to +2.1%Not distinguishable from zero | +0.76%−0.29% to +1.8%Not distinguishable from zero |
| Oil and energyIn weeks when the price of oil rose 10% | −0.93%−1.8% to −0.07%Tentative | −0.56%−1.1% to −0.02%Tentative |
| Credit spreadsIn weeks when corporate credit spreads widened 0.25 percentage points | −1.3%−4.0% to +1.3%Not distinguishable from zero | −0.73%−2.6% to +1.2%Not distinguishable from zero |
| Short-term ratesIn weeks when the 2-year Treasury yield rose 0.25 percentage points | −0.25%−2.4% to +1.9%Not distinguishable from zero | −1.2%−2.7% to +0.24%Not distinguishable from zero |
| Market volatilityIn weeks when market volatility (the VIX) rose 5 points | −0.03%−1.2% to +1.2%Not distinguishable from zero | −0.05%−1.0% to +0.90%Not distinguishable from zero |
| Mortgage ratesIn weeks when the 30-year mortgage rate rose 0.25 percentage points | −0.68%−2.2% to +0.81%Not distinguishable from zero | −0.39%−1.1% to +0.28%Not distinguishable from zero |
| GoldIn weeks when the price of gold rose 5% | −0.57%−1.4% to +0.27%Not distinguishable from zero | −0.28%−0.89% to +0.32%Not distinguishable from zero |
| CopperIn weeks when the price of copper rose 5% | +0.12%−0.33% to +0.56%Not distinguishable from zero | −0.07%−0.46% to +0.32%Not distinguishable from zero |
| Natural gasIn weeks when the U.S. natural gas price (Henry Hub) rose 10% | +0.01%−0.03% to +0.04%Not distinguishable from zero | −0.02%−0.04% to −0.01%Clear |
| BitcoinIn weeks when the price of bitcoin rose 10% | −0.44%−1.3% to +0.40%Not distinguishable from zero | −0.31%−0.73% to +0.12%Not distinguishable from zero |
| Small vs large companiesIn weeks when small companies beat large ones by 1 percentage point | −0.16%−0.42% to +0.10%Not distinguishable from zero | −0.15%−0.32% to +0.03%Not distinguishable from zero |
| Value vs growthIn weeks when value stocks beat growth stocks by 1 percentage point | 0.00%−0.30% to +0.30%Not distinguishable from zero | +0.40%+0.19% to +0.61%Clear |
| MomentumIn weeks when recent winners beat the stock market by 1 percentage pointClear difference | +0.35%+0.11% to +0.59%Tentative | −0.57%−0.80% to −0.33%Clear |
| EuroIn weeks when the euro rose 2% against the U.S. dollar | −0.14%−1.9% to +1.6%Not distinguishable from zero | +0.11%−1.3% to +1.5%Not distinguishable from zero |
| Japanese yenIn weeks when the yen rose 2% against the U.S. dollar | −0.45%−1.2% to +0.34%Not distinguishable from zero | +0.15%−0.47% to +0.78%Not distinguishable from zero |
| Emerging marketsIn weeks when emerging-market stocks beat the S&P 500 by 1 percentage pointClear difference | +0.05%−0.21% to +0.31%Not distinguishable from zero | −0.54%−0.74% to −0.34%Clear |
| ChinaIn weeks when Chinese stocks beat other emerging markets by 1 percentage point | −0.04%−0.16% to +0.09%Not distinguishable from zero | +0.22%+0.07% to +0.36%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.