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Directional SPY sensitivity after trimming the most stock-specific 2% of sessions.
90D estimates against SPY
| FCELFuelCell Energy IncPower Generation | 7.12 | 3.15 | +3.96 | 5.07 | 89 retained1 trimmed · 825 available |
|---|---|---|---|---|---|
| FRVOFervo Energy Company Class A common stockPower Generation | 6.18 | 1.45 | +4.73 | 2.82 | 78 retained1 trimmed · 79 available |
| BEBloom Energy CorpPower Generation | 6.16 | 2.13 | +4.03 | 4.56 | 89 retained1 trimmed · 825 available |
| OKLOOklo Inc.Power Generation | 5.41 | 1.71 | +3.70 | 4.24 | 89 retained1 trimmed · 825 available |
| CEPLCapstone Energy Plus, Inc. Common StockPower Generation | 5.05 | 0.59 | +4.46 | 2.29 | 44 retained0 trimmed · 44 available |
| NNENano Nuclear Energy Inc. Common StockPower Generation | 4.87 | 2.39 | +2.48 | 4.72 | 89 retained1 trimmed · 583 available |
| BWBabcock & Wilcox Enterprises IncPower Generation | 4.77 | 2.73 | +2.04 | 3.20 | 89 retained1 trimmed · 825 available |
| XEX-Energy, Inc. Class A Common StockPower Generation | 4.65 | 0.16 | +4.49 | 3.20 | 89 retained1 trimmed · 92 available |
| PSIXPower Solutions International, Inc. Common StockPower Generation | 4.54 | 2.55 | +1.99 | 3.57 | 89 retained1 trimmed · 825 available |
| INIOINNIO N.V. Ordinary SharesPower Generation | 4.27 | 1.89 | +2.38 | 3.53 | 64 retained1 trimmed · 65 available |
| AMRCAmeresco IncPower Generation | 4.18 | 2.69 | +1.49 | 3.83 | 89 retained1 trimmed · 825 available |
| SEISolaris Energy Infrastructure, Inc.Power Generation | 4.04 | 1.35 | +2.70 | 2.74 | 89 retained1 trimmed · 825 available |
| SMRNuscale Power CorpPower Generation | 4.00 | 2.48 | +1.51 | 4.58 | 89 retained1 trimmed · 825 available |
| LEUCentrus Energy Corp.Power Generation | 3.49 | 2.26 | +1.24 | 4.40 | 89 retained1 trimmed · 825 available |
| EROCERock, Inc.Power Generation | 3.30 | 3.13 | +0.17 | 3.10 | 59 retained1 trimmed · 60 available |
| PPSIPioneer Power Solutions Inc.Power Generation | 3.04 | 3.10 | -0.06 | 2.75 | 89 retained1 trimmed · 825 available |
| GEVGE Vernova LLCPower Generation | 2.96 | 1.17 | +1.80 | 2.32 | 89 retained1 trimmed · 612 available |
| TLNTalen Energy CorporationPower Generation | 2.65 | 1.27 | +1.38 | 2.00 | 89 retained1 trimmed · 817 available |
| CCJCameco CorpPower Generation | 2.30 | 2.16 | +0.14 | 2.44 | 89 retained1 trimmed · 825 available |
| NRGNRG Energy Inc.Power Generation | 2.27 | 1.86 | +0.41 | 1.49 | 89 retained1 trimmed · 825 available |
| VSTVistra Corp.Power Generation | 2.17 | 1.19 | +0.98 | 1.53 | 89 retained1 trimmed · 825 available |
| GNRCGenerac Holdings IncPower Generation | 2.11 | 2.01 | +0.10 | 2.29 | 89 retained1 trimmed · 825 available |
| CATCaterpillar IncPower Generation | 2.09 | 1.55 | +0.54 | 1.97 | 89 retained1 trimmed · 825 available |
| CMICummins IncPower Generation | 1.63 | 1.73 | -0.10 | 1.79 | 89 retained1 trimmed · 825 available |
| BWXTBWX Technologies IncPower Generation | 1.61 | 0.70 | +0.91 | 1.50 | 89 retained1 trimmed · 825 available |
| PLUGPlug Power IncPower Generation | 1.56 | 2.45 | -0.89 | 2.28 | 89 retained1 trimmed · 825 available |
| CEGConstellation Energy CorpPower Generation | 1.02 | 0.94 | +0.08 | 0.99 | 89 retained1 trimmed · 825 available |
| LBRTLiberty Energy Inc.Power Generation | 0.50 | 2.38 | -1.88 | 0.98 | 89 retained1 trimmed · 825 available |
| ORAOrmat Technologies IncPower Generation | 0.48 | 1.93 | -1.46 | 0.90 | 89 retained1 trimmed · 825 available |
| ETREntergy CorporationPower Generation | 0.14 | -0.05 | +0.19 | -0.13 | 89 retained1 trimmed · 825 available |
| NEENextera Energy IncPower Generation | 0.06 | -0.17 | +0.23 | 0.05 | 89 retained1 trimmed · 825 available |
| PEGPublic Service Enterprise Group IncPower Generation | 0.03 | -0.08 | +0.11 | -0.09 | 89 retained1 trimmed · 825 available |
| AESThe AES CorporationPower Generation | 0.02 | 0.09 | -0.07 | 0.05 | 89 retained1 trimmed · 825 available |
| DDominion Energy IncPower Generation | -0.08 | -0.03 | -0.05 | -0.03 | 89 retained1 trimmed · 825 available |
| DTEDTE Energy CompanyPower Generation | -0.20 | -0.05 | -0.15 | -0.21 | 89 retained1 trimmed · 825 available |
| DUKDuke Energy CorporationPower Generation | -0.24 | -0.33 | +0.09 | -0.37 | 89 retained1 trimmed · 825 available |
| AEPAmerican Electric Power Co IncPower Generation | -0.37 | -0.01 | -0.36 | -0.18 | 89 retained1 trimmed · 825 available |
| BKRBaker Hughes CoPower Generation | -0.40 | 1.23 | -1.64 | 0.55 | 89 retained1 trimmed · 825 available |
| SOSouthern CompanyPower Generation | -0.52 | -0.07 | -0.46 | -0.38 | 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.