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9/24/13

- Analyzer

General Stats
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 Beta 2 1.19 0.44

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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

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Another Interesting Spread


Have you looked at DHI/ALGN? Another user rated this spread: Trading 5, Value 5, Statistical 5

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

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