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Directional SPY sensitivity after trimming the most stock-specific 2% of sessions.
90D estimates against SPY
| PENGPenguin Solutions, Inc.Server & Rack Systems | 5.33 | 3.39 | +1.94 | 5.13 | 89 retained1 trimmed · 825 available |
|---|---|---|---|---|---|
| TSSITSS, Inc. Common StockServer & Rack Systems | 4.54 | -0.13 | +4.67 | 3.66 | 89 retained1 trimmed · 825 available |
| DELLDell Technologies IncServer & Rack Systems | 4.18 | 1.15 | +3.03 | 3.13 | 89 retained1 trimmed · 825 available |
| FLEXFlex LtdServer & Rack Systems | 4.15 | 2.00 | +2.15 | 3.20 | 89 retained1 trimmed · 825 available |
| SMCISuper Micro Computer IncServer & Rack Systems | 3.59 | 4.61 | -1.02 | 3.96 | 89 retained1 trimmed · 825 available |
| SANMSanmina CorporationServer & Rack Systems | 3.36 | 2.31 | +1.05 | 3.22 | 89 retained1 trimmed · 825 available |
| JBLJabil Circuit IncServer & Rack Systems | 3.14 | 1.69 | +1.45 | 2.34 | 89 retained1 trimmed · 825 available |
| SUPXSuperX AI Technology LimitedServer & Rack Systems | 2.72 | 4.51 | -1.79 | 2.74 | 89 retained1 trimmed · 598 available |
| CLSCelestica Inc.Server & Rack Systems | 1.64 | 3.16 | -1.53 | 3.34 | 89 retained1 trimmed · 825 available |
| HPEHewlett Packard Enterprise CoServer & Rack Systems | 1.50 | 1.83 | -0.33 | 2.64 | 89 retained1 trimmed · 825 available |
| IBMInternational Business MachinesServer & Rack Systems | -1.13 | 0.88 | -2.00 | 0.57 | 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.