Compare two stocks
TJX and ACGL clearly differ on 2 of 19 forces. The widest gap is value vs growth: in weeks when value stocks beat growth stocks by 1 percentage point, TJX typically moved +0.29% and ACGL +0.74%.
| Economic force | TJXTJX Companies | ACGLArch Capital Group |
|---|---|---|
| Interest ratesIn weeks when the 10-year Treasury yield rose 0.25 percentage points | −0.41%−1.4% to +0.52%Not distinguishable from zero | +0.39%−1.2% to +2.0%Not distinguishable from zero |
| Inflation expectationsIn weeks when 10-year inflation expectations rose 0.25 percentage points | −1.2%−3.7% to +1.3%Not distinguishable from zero | −0.33%−2.9% to +2.2%Not distinguishable from zero |
| U.S. dollarIn weeks when the trade-weighted U.S. dollar rose 2% | +1.4%+0.14% to +2.8%Tentative | +0.94%−0.42% to +2.3%Not distinguishable from zero |
| Oil and energyIn weeks when the price of oil rose 10% | −0.33%−0.93% to +0.26%Not distinguishable from zero | −0.04%−0.85% to +0.77%Not distinguishable from zero |
| Credit spreadsIn weeks when corporate credit spreads widened 0.25 percentage points | +1.5%−0.80% to +3.8%Not distinguishable from zero | +1.1%−1.4% to +3.6%Not distinguishable from zero |
| Short-term ratesIn weeks when the 2-year Treasury yield rose 0.25 percentage points | −0.69%−2.0% to +0.57%Not distinguishable from zero | +1.6%−0.06% to +3.3%Not distinguishable from zero |
| Market volatilityIn weeks when market volatility (the VIX) rose 5 points | +0.26%−0.76% to +1.3%Not distinguishable from zero | −1.4%−2.1% to −0.71%Clear |
| Mortgage ratesIn weeks when the 30-year mortgage rate rose 0.25 percentage points | +0.08%−0.58% to +0.74%Not distinguishable from zero | −0.42%−1.6% to +0.77%Not distinguishable from zero |
| GoldIn weeks when the price of gold rose 5% | −0.42%−1.0% to +0.12%Not distinguishable from zero | +0.22%−0.49% to +0.92%Not distinguishable from zero |
| CopperIn weeks when the price of copper rose 5% | −0.31%−0.74% to +0.13%Not distinguishable from zero | +0.40%−0.04% to +0.85%Not distinguishable from zero |
| Natural gasIn weeks when the U.S. natural gas price (Henry Hub) rose 10%Clear difference | −0.01%−0.03% to +0.01%Not distinguishable from zero | +0.03%+0.01% to +0.05%Tentative |
| BitcoinIn weeks when the price of bitcoin rose 10% | −0.53%−1.1% to +0.02%Not distinguishable from zero | −0.60%−1.2% to +0.05%Not distinguishable from zero |
| Small vs large companiesIn weeks when small companies beat large ones by 1 percentage point | +0.21%+0.02% to +0.40%Tentative | +0.10%−0.12% to +0.33%Not distinguishable from zero |
| Value vs growthIn weeks when value stocks beat growth stocks by 1 percentage pointClear difference | +0.29%+0.06% to +0.52%Tentative | +0.74%+0.54% to +0.94%Clear |
| MomentumIn weeks when recent winners beat the stock market by 1 percentage point | −0.06%−0.27% to +0.14%Not distinguishable from zero | −0.15%−0.39% to +0.08%Not distinguishable from zero |
| EuroIn weeks when the euro rose 2% against the U.S. dollar | +1.5%+0.06% to +3.0%Tentative | −0.79%−2.6% to +1.1%Not distinguishable from zero |
| Japanese yenIn weeks when the yen rose 2% against the U.S. dollar | +0.11%−0.51% to +0.74%Not distinguishable from zero | −0.82%−1.7% to +0.04%Not distinguishable from zero |
| Emerging marketsIn weeks when emerging-market stocks beat the S&P 500 by 1 percentage point | −0.35%−0.56% to −0.13%Tentative | −0.35%−0.60% to −0.10%Tentative |
| ChinaIn weeks when Chinese stocks beat other emerging markets by 1 percentage point | +0.06%−0.07% to +0.20%Not distinguishable from zero | +0.14%+0.02% to +0.27%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.