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Directional SPY sensitivity after trimming the most stock-specific 2% of sessions.
90D estimates against SPY
| ICHRIchor Holdings LtdSemiconductor Manufacturing & EDA | 7.99 | 1.93 | +6.06 | 4.58 | 89 retained1 trimmed · 825 available |
|---|---|---|---|---|---|
| ACMRAcm Research IncSemiconductor Manufacturing & EDA | 6.64 | 2.70 | +3.94 | 4.29 | 89 retained1 trimmed · 825 available |
| UCTTUltra Clean Holdings IncSemiconductor Manufacturing & EDA | 6.03 | 2.28 | +3.75 | 4.37 | 89 retained1 trimmed · 825 available |
| UMCUnited MicroelectronicsSemiconductor Manufacturing & EDA | 5.77 | 2.89 | +2.87 | 3.21 | 89 retained1 trimmed · 825 available |
| ENTGEntegris IncSemiconductor Manufacturing & EDA | 5.55 | 2.81 | +2.74 | 4.14 | 89 retained1 trimmed · 825 available |
| ACLSAxcelis Technologies IncSemiconductor Manufacturing & EDA | 5.44 | 2.19 | +3.25 | 3.99 | 89 retained1 trimmed · 825 available |
| AMATApplied Materials IncSemiconductor Manufacturing & EDA | 5.12 | 1.67 | +3.45 | 3.45 | 89 retained1 trimmed · 825 available |
| LRCXLam Research CorpSemiconductor Manufacturing & EDA | 5.06 | 2.25 | +2.80 | 3.65 | 89 retained1 trimmed · 825 available |
| MKSIMKS Instruments IncSemiconductor Manufacturing & EDA | 5.06 | 2.29 | +2.76 | 3.43 | 89 retained1 trimmed · 825 available |
| AIPArteris IncSemiconductor Manufacturing & EDA | 4.84 | 2.09 | +2.75 | 3.78 | 89 retained1 trimmed · 825 available |
| TSEMTower Semiconductor LtdSemiconductor Manufacturing & EDA | 4.59 | 1.53 | +3.05 | 3.48 | 89 retained1 trimmed · 825 available |
| IONQIONQ IncSemiconductor Manufacturing & EDA | 4.16 | 2.09 | +2.07 | 4.39 | 89 retained1 trimmed · 825 available |
| NVMINova LtdSemiconductor Manufacturing & EDA | 4.05 | 2.29 | +1.76 | 3.62 | 89 retained1 trimmed · 825 available |
| KLACKLA CorporationSemiconductor Manufacturing & EDA | 3.96 | 2.52 | +1.44 | 3.41 | 89 retained1 trimmed · 825 available |
| AXTIAXT IncSemiconductor Manufacturing & EDA | 3.96 | 2.04 | +1.92 | 3.97 | 89 retained1 trimmed · 825 available |
| ASYSAmtech Systems IncSemiconductor Manufacturing & EDA | 3.90 | 1.70 | +2.20 | 4.15 | 89 retained1 trimmed · 825 available |
| VECOVeeco Instruments IncSemiconductor Manufacturing & EDA | 3.69 | 0.65 | +3.04 | 3.14 | 89 retained1 trimmed · 825 available |
| PDFSPDF Solutions IncSemiconductor Manufacturing & EDA | 3.69 | 2.00 | +1.68 | 4.08 | 89 retained1 trimmed · 825 available |
| ASMLASML Holding NV ADRSemiconductor Manufacturing & EDA | 3.25 | 1.91 | +1.33 | 2.54 | 89 retained1 trimmed · 825 available |
| PLABPhotronics IncSemiconductor Manufacturing & EDA | 3.00 | 1.64 | +1.36 | 3.16 | 89 retained1 trimmed · 825 available |
| TSMTaiwan Semiconductor ManufacturingSemiconductor Manufacturing & EDA | 2.94 | 2.63 | +0.31 | 2.40 | 89 retained1 trimmed · 825 available |
| GFSGlobalfoundries IncSemiconductor Manufacturing & EDA | 2.72 | 1.95 | +0.77 | 2.91 | 89 retained1 trimmed · 825 available |
| SNPSSynopsys IncSemiconductor Manufacturing & EDA | -0.25 | 1.24 | -1.49 | 1.12 | 89 retained1 trimmed · 825 available |
| CDNSCadence Design Systems IncSemiconductor Manufacturing & EDA | -0.41 | 2.21 | -2.63 | 1.56 | 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.