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Directional SPY sensitivity after trimming the most stock-specific 2% of sessions.
90D estimates against SPY
| ARMArm Holdings plc American Depositary SharesAI Compute | 6.41 | 2.73 | +3.68 | 4.72 | 89 retained1 trimmed · 746 available |
|---|---|---|---|---|---|
| CBRSCerebras Systems Inc. Class A Common StockAI Compute | 5.92 | 1.59 | +4.33 | 2.87 | 78 retained1 trimmed · 79 available |
| AMDAdvanced Micro Devices IncAI Compute | 5.33 | 3.06 | +2.27 | 3.86 | 89 retained1 trimmed · 825 available |
| INTCIntel CorporationAI Compute | 5.20 | 1.95 | +3.25 | 3.75 | 89 retained1 trimmed · 825 available |
| GSITGSI Technology IncAI Compute | 5.15 | 3.51 | +1.64 | 4.73 | 89 retained1 trimmed · 825 available |
| NVDANVIDIA CorporationAI Compute | 1.78 | 2.36 | -0.58 | 1.95 | 89 retained1 trimmed · 825 available |
| BZAIBlaize Holdings, Inc.AI Compute | 1.67 | 4.08 | -2.41 | 3.77 | 89 retained1 trimmed · 825 available |
| QCOMQualcomm IncorporatedAI Compute | 1.45 | 2.74 | -1.29 | 2.79 | 89 retained1 trimmed · 825 available |
Regress adjusted close-to-close stock returns on SPY returns with an intercept.
Measure each residual relative to its estimated variance and observation leverage.
Remove floor(n × 2%) sessions with the largest absolute studentized residual.
Estimate retained SPY-up and SPY-down sessions separately. Missing fits remain unknown.