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Directional SPY sensitivity after trimming the most stock-specific 2% of sessions.
90D estimates against SPY
| WOLFWolfspeed, Inc.Power Semiconductors | 5.58 | 4.13 | +1.46 | 6.02 | 89 retained1 trimmed · 235 available |
|---|---|---|---|---|---|
| NVTSNavitas Semiconductor CorpPower Semiconductors | 5.01 | 2.10 | +2.91 | 5.04 | 89 retained1 trimmed · 825 available |
| AOSLAlpha and Omega Semiconductor LtdPower Semiconductors | 4.72 | 3.76 | +0.96 | 4.74 | 89 retained1 trimmed · 825 available |
| VSHVishay Intertechnology IncPower Semiconductors | 3.95 | 2.43 | +1.52 | 3.90 | 89 retained1 trimmed · 825 available |
| POWIPower Integrations IncPower Semiconductors | 3.52 | 1.21 | +2.31 | 2.83 | 89 retained1 trimmed · 825 available |
| STMSTMicroelectronics NV ADRPower Semiconductors | 3.44 | 3.85 | -0.41 | 3.78 | 89 retained1 trimmed · 825 available |
| DIODDiodes IncorporatedPower Semiconductors | 3.27 | 3.15 | +0.11 | 3.29 | 89 retained1 trimmed · 825 available |
| MPWRMonolithic Power Systems IncPower Semiconductors | 2.86 | 2.86 | -0.00 | 2.96 | 89 retained1 trimmed · 825 available |
| ADIAnalog Devices IncPower Semiconductors | 2.19 | 2.58 | -0.38 | 2.11 | 89 retained1 trimmed · 825 available |
| TXNTexas Instruments IncorporatedPower Semiconductors | 2.08 | 2.50 | -0.42 | 2.15 | 89 retained1 trimmed · 825 available |
| ONON Semiconductor CorporationPower Semiconductors | 1.86 | 4.30 | -2.44 | 3.20 | 89 retained1 trimmed · 825 available |
| IPWRIdeal Power IncPower Semiconductors | 1.02 | 6.50 | -5.48 | 3.00 | 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.