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Directional SPY sensitivity after trimming the most stock-specific 2% of sessions.
90D estimates against SPY
| AEISAdvanced Energy Industries IncPower Delivery | 5.13 | 1.77 | +3.35 | 3.48 | 89 retained1 trimmed · 825 available |
|---|---|---|---|---|---|
| VICRVicor CorporationPower Delivery | 5.03 | 1.43 | +3.60 | 3.44 | 89 retained1 trimmed · 825 available |
| POWLPowell Industries IncPower Delivery | 4.84 | 1.38 | +3.46 | 3.35 | 89 retained1 trimmed · 825 available |
| FPSForgent Power Solutions, Inc.Power Delivery | 4.50 | 2.01 | +2.49 | 3.75 | 89 retained1 trimmed · 146 available |
| VRTVertiv Holdings CoPower Delivery | 2.81 | 1.87 | +0.95 | 2.57 | 89 retained1 trimmed · 825 available |
| BELFBBel Fuse B IncPower Delivery | 2.70 | 1.49 | +1.21 | 1.90 | 89 retained1 trimmed · 825 available |
| NVTnVent Electric PLCPower Delivery | 2.62 | 2.08 | +0.54 | 2.29 | 89 retained1 trimmed · 825 available |
| RRXRegal Beloit CorporationPower Delivery | 2.56 | 1.68 | +0.88 | 2.58 | 89 retained1 trimmed · 825 available |
| ETNEaton Corporation PLCPower Delivery | 2.28 | 2.03 | +0.25 | 2.24 | 89 retained1 trimmed · 825 available |
| WCCWESCO International IncPower Delivery | 2.00 | 1.52 | +0.48 | 2.15 | 89 retained1 trimmed · 825 available |
| LFUSLittelfuse IncPower Delivery | 1.92 | 1.67 | +0.25 | 1.98 | 89 retained1 trimmed · 825 available |
| ATKRAtkore International Group IncPower Delivery | -0.11 | 1.91 | -2.02 | 1.66 | 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.