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Directional SPY sensitivity after trimming the most stock-specific 2% of sessions.
90D estimates against SPY
| AGXArgan IncData Center Construction | 4.13 | 0.35 | +3.78 | 1.99 | 89 retained1 trimmed · 825 available |
|---|---|---|---|---|---|
| MTZMasTec IncData Center Construction | 3.82 | 1.54 | +2.28 | 2.25 | 89 retained1 trimmed · 825 available |
| IESCIES Holdings IncData Center Construction | 3.78 | 2.19 | +1.59 | 3.00 | 89 retained1 trimmed · 825 available |
| ECGEverus Construction Group IncData Center Construction | 3.76 | 1.10 | +2.66 | 2.76 | 89 retained1 trimmed · 464 available |
| STRLSterling Infrastructure, Inc.Data Center Construction | 3.69 | 2.85 | +0.84 | 3.41 | 89 retained1 trimmed · 825 available |
| DYDycom Industries IncData Center Construction | 3.56 | 1.05 | +2.51 | 1.84 | 89 retained1 trimmed · 825 available |
| LGNLegence Corp. Class A Common stockData Center Construction | 3.50 | 2.76 | +0.73 | 2.96 | 89 retained1 trimmed · 246 available |
| PRIMPrimoris Services CorporationData Center Construction | 2.76 | 3.27 | -0.51 | 2.99 | 89 retained1 trimmed · 825 available |
| FIXComfort Systems USA IncData Center Construction | 2.58 | 1.72 | +0.86 | 2.28 | 89 retained1 trimmed · 825 available |
| PWRQuanta Services IncData Center Construction | 2.40 | 1.27 | +1.13 | 1.70 | 89 retained1 trimmed · 825 available |
| EMEEMCOR Group IncData Center Construction | 1.92 | 1.31 | +0.61 | 1.62 | 89 retained1 trimmed · 825 available |
| MYRGMYR Group IncData Center Construction | 1.70 | 0.88 | +0.83 | 1.62 | 89 retained1 trimmed · 825 available |
| ITGITG, Inc. Class A Common StockData Center Construction | 1.64 | -3.68 | +5.32 | 1.55 | 46 retained0 trimmed · 46 available |
| FLRFluor CorporationData Center Construction | 1.59 | 1.32 | +0.27 | 1.90 | 89 retained1 trimmed · 825 available |
| APGApi Group CorpData Center Construction | 1.05 | 0.87 | +0.17 | 1.09 | 89 retained1 trimmed · 825 available |
| JJacobs Solutions Inc.Data Center Construction | -0.09 | 0.87 | -0.96 | 0.49 | 89 retained1 trimmed · 825 available |
| ACMAecom Technology CorporationData Center Construction | -0.25 | 0.25 | -0.50 | 0.58 | 89 retained1 trimmed · 825 available |
| LMBLimbach Holdings IncData Center Construction | -0.96 | 2.37 | -3.32 | 0.96 | 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.