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Directional SPY sensitivity after trimming the most stock-specific 2% of sessions.
90D estimates against SPY
| MXLMaxLinear IncOptical Interconnect | 7.79 | 1.28 | +6.51 | 4.27 | 89 retained1 trimmed · 825 available |
|---|---|---|---|---|---|
| FABCFabric.AI, Inc.Optical Interconnect | 7.02 | 6.83 | +0.19 | 3.79 | 89 retained1 trimmed · 825 available |
| AAOIApplied OptOptical Interconnect | 5.84 | 2.81 | +3.03 | 4.77 | 89 retained1 trimmed · 825 available |
| POETPOET Technologies IncOptical Interconnect | 5.68 | 4.36 | +1.33 | 6.18 | 89 retained1 trimmed · 825 available |
| LWLGLightwave Logic IncOptical Interconnect | 5.55 | 2.01 | +3.54 | 5.30 | 89 retained1 trimmed · 825 available |
| COHRCoherent IncOptical Interconnect | 4.41 | 2.46 | +1.95 | 3.95 | 89 retained1 trimmed · 825 available |
| MTSIMACOM Technology Solutions Holdings IncOptical Interconnect | 3.24 | 2.46 | +0.78 | 2.86 | 89 retained1 trimmed · 825 available |
| SMTCSemtech CorporationOptical Interconnect | 3.18 | 2.73 | +0.45 | 3.74 | 89 retained1 trimmed · 825 available |
| ALMUAeluma, IncOptical Interconnect | 3.18 | 0.43 | +2.75 | 3.94 | 89 retained1 trimmed · 825 available |
| FNFabrinetOptical Interconnect | 2.78 | 2.53 | +0.25 | 2.70 | 89 retained1 trimmed · 825 available |
| LITELumentum Holdings IncOptical Interconnect | 2.40 | 1.49 | +0.91 | 2.86 | 89 retained1 trimmed · 825 available |
| CIENCiena CorpOptical Interconnect | 2.24 | 0.98 | +1.26 | 2.62 | 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.