9/24/13 - Analyzer

General Stats Visualize

l(1) Random Walk: True

Cointegration Level %: 90%

Pearson Correlation %
-17.95%
(Price):

Beta: 2.65

Current Spread: 31.95

Dollar-Neutral Ratio: 7.03

Average Price Ratio: 5.51

Beta 1 1.19

Beta 2 0.44

Spread Mean: 14.94

Spread Median: 25.12

Spread Maximum: 34.12

Spread Minimum: -32.35

Half Life: 149 Days

Current ZScore: 0.91

$ Value of 1 ZScore: 18.64

Criteria
First Leg: SKYY

Leg 1 Lag: 0

Second Leg: ZNGA

Start Date: 9/23/2008

End Date: 9/23/2013

Benchmark: SPY
Frequency: d
biggercapital.squarespace.com/spread-analyzer/?q=Rmlyc3RMZWc9U0tZWSZTZWNvbmRMZWc9Wk5HQSZTdGFydERhdGU9OS8yMy8yMDA4JkVuZERhdGU9OS8yMy8yMDEzJkxlZzFMYWc9MCZMZWdPb 1/2
9/24/13 - Analyzer

Leg 1 Multiplier: 2

Leg 2 Multiplier: 5

Click here to learn more.

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biggercapital.squarespace.com/spread-analyzer/?q=Rmlyc3RMZWc9U0tZWSZTZWNvbmRMZWc9Wk5HQSZTdGFydERhdGU9OS8yMy8yMDA4JkVuZERhdGU9OS8yMy8yMDEzJkxlZzFMYWc9MCZMZWdPb 2/2