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Directional SPY sensitivity after trimming the most stock-specific 2% of sessions.
90D estimates against SPY
| FLNCFluence Energy IncEnergy Storage | 4.75 | 3.70 | +1.05 | 4.81 | 89 retained1 trimmed · 825 available |
|---|---|---|---|---|---|
| EOSEEos Energy Enterprises IncEnergy Storage | 4.28 | 1.25 | +3.04 | 4.02 | 89 retained1 trimmed · 825 available |
| MVSTMicrovast Holdings IncEnergy Storage | 3.98 | 0.20 | +3.78 | 3.74 | 89 retained1 trimmed · 825 available |
| STEMStem IncEnergy Storage | 3.97 | 3.87 | +0.10 | 3.83 | 89 retained1 trimmed · 825 available |
| NRGVEnergy Vault Holdings IncEnergy Storage | 2.80 | 2.60 | +0.20 | 4.42 | 89 retained1 trimmed · 825 available |
| ENSEnersysEnergy Storage | 1.86 | 0.56 | +1.30 | 1.84 | 89 retained1 trimmed · 825 available |
| GWHESS Tech IncEnergy Storage | 1.70 | 1.09 | +0.61 | 1.84 | 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.