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Directional SPY sensitivity after trimming the most stock-specific 2% of sessions.
90D estimates against SPY
| AIRJAirJoule Technologies CorporationCooling | 5.05 | 3.38 | +1.67 | 4.29 | 89 retained1 trimmed · 825 available |
|---|---|---|---|---|---|
| AAONAAON IncCooling | 3.04 | 1.39 | +1.65 | 2.74 | 89 retained1 trimmed · 825 available |
| MODModine Manufacturing CompanyCooling | 2.89 | 2.82 | +0.07 | 3.27 | 89 retained1 trimmed · 825 available |
| CARRCarrier Global CorpCooling | 1.85 | 1.46 | +0.39 | 1.60 | 89 retained1 trimmed · 825 available |
| SPXCSPX CorpCooling | 1.79 | 1.25 | +0.55 | 1.89 | 89 retained1 trimmed · 825 available |
| JCIJohnson Controls International PLCCooling | 1.70 | 1.21 | +0.48 | 1.19 | 89 retained1 trimmed · 825 available |
| TTTrane Technologies plcCooling | 1.12 | 1.36 | -0.24 | 1.20 | 89 retained1 trimmed · 825 available |
| MAIRMadison Air Solutions CorporationCooling | 0.98 | 2.44 | -1.47 | 1.79 | 89 retained1 trimmed · 98 available |
| XYLXylem IncCooling | 0.51 | 0.64 | -0.13 | 0.84 | 89 retained1 trimmed · 825 available |
| WTSWatts Water Technologies IncCooling | 0.45 | 1.05 | -0.60 | 0.91 | 89 retained1 trimmed · 825 available |
| PNRPentair PLCCooling | 0.42 | 0.76 | -0.34 | 0.76 | 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.