Basket Correlation Trade Report

Based off of Thursday July 29, 2010 Settlement Prices.
The following stocks are more than 2.2 Z Score +Rich/-Cheap to their hedge basket.

Ticker	Rich.Cheap	zscore	var1	var2	var3	coef1	coef2	coef3	inter	adjr2
CTXS	10.59	9.078	CTSH	INTC	TXN	0.397	1.813	-1.022	11.965	0.922
AKAM	-6.98	-5.736	AAPL	INTU	MFE	0.132	0.687	-0.664	4.179	0.98
LSI	-0.7	-5.446	CSC	INTC	TDC	0.099	0.227	-0.066	-2.35	0.925
K	-3.72	-5.371	CCE	MKC	WAG	-0.343	1.332	0.212	3.773	0.92
CL	-5.38	-5.318	KMB	PM	PG	0.321	0.449	0.878	-14.165	0.936
NVDA	-3.83	-5.279	AMD	AKAM	XRX	1.15	-0.289	0.91	6.353	0.905
KO	3.96	4.688	CL	COST	TSN	0.498	0.273	-0.532	5.957	0.881
BBT	-3.14	-4.591	FII	L	RF	0.529	-0.386	2.987	9.075	0.942
WAT	5.82	4.581	MCK	PKI	TMO	0.69	0.817	0.583	-27.069	0.954
TER	1.27	4.493	LSI	MOLX	SNDK	0.813	0.29	0.081	-2.782	0.947
HST	-1.19	-4.216	LNC	PLD	VNO	0.292	-0.408	0.194	-3.6	0.98
FLR	7.16	4.202	GD	JEC	MAS	-0.446	0.671	1.427	29.842	0.82
GENZ	9.08	4.194	BIIB	CAH	MDT	0.915	-0.464	-0.535	43.285	0.597
CBG	1.92	4.179	AIV	AIZ	PRU	0.341	-0.235	0.245	2.313	0.94
ERTS	-2.61	-4.006	CTXS	CTSH	FISV	0.203	-0.307	0.51	-1.429	0.842
CRM	7.89	3.912	AKAM	ADI	EMC	1.085	1.059	3.4	-50.942	0.98
CHRW	3.74	3.866	AVY	EMR	EXPD	0.515	-0.451	0.909	26.541	0.818
APA	5.97	3.835	CNX	MUR	WMB	0.577	0.262	2.242	11.034	0.955
SYMC	-1.45	-3.827	ADSK	MFE	MSFT	-0.141	0.09	0.492	3.069	0.913
AN	2.97	3.792	GT	NKE	ODP	0.498	0.256	-0.914	0.81	0.611
PCP	7.83	3.738	RRD	EMR	COL	0.775	1.024	1.114	-12.776	0.969
IPG	1	3.563	CMCSA	DV	M	0.346	0.043	0.118	-3.168	0.912
GILD	-4.56	-3.557	BAX	CELG	WPI	0.394	0.479	-0.717	23.648	0.925
BIIB	4.74	3.523	CEPH	FRX	DGX	0.684	0.864	-0.475	10.95	0.876
WYN	2.33	3.478	F	MAT	RL	0.691	0.722	0.145	-12.749	0.965
OI	-4.86	-3.417	BMS	NUE	PX	-1.055	0.705	0.662	-21.49	0.813
VAR	4.37	3.396	BCR	HSP	MHS	0.681	0.791	-0.273	-30.196	0.948
A	-2.02	-3.381	JDSU	PAYX	TER	0.845	0.605	0.647	-2.28	0.965
TJX	-2.53	-3.371	FDO	M	VIA.B	0.328	0.525	0.267	11.463	0.955
LIFE	-2.89	-3.338	XRAY	MHS	WAT	0.408	0.272	0.24	4.779	0.885
FAST	-4.95	-3.242	CMI	GE	PBI	0.469	1.624	-0.956	14.063	0.942
QLGC	-2.06	-3.226	EMC	HPQ	XLNX	1.085	0.439	-0.468	-10.955	0.871
RTN	-2.5	-3.1	LLL	NOC	PBI	0.277	0.377	-0.42	17.065	0.961
OXY	-4.51	-3.08	APC	MRO	PXD	0.196	0.953	0.278	24.39	0.875
R	-4.08	-3.048	BA	CHRW	NSC	-0.237	0.868	0.624	-27.214	0.839
INTU	2.28	3.045	AKAM	ORCL	WDC	0.274	0.828	-0.209	12.792	0.946
CEPH	-4.8	-3.031	BIIB	GILD	ISRG	0.568	0.392	0.062	-3.82	0.894
HAR	-6.28	-3.02	ANF	ORLY	WYN	0.475	-0.772	1.417	21.34	0.89
LTD	1.73	3.011	BIG	M	MCD	0.335	0.396	0.3	-15.91	0.98
BF.B	3.39	3.003	KO	DPS	SJM	0.388	0.841	0.401	-16.991	0.953
MKC	1.26	2.889	DPS	K	SYY	0.166	0.332	0.506	-0.016	0.966
RF	0.58	2.888	BBT	CMA	STI	0.118	0.076	0.142	-2.768	0.967
PM	2.9	2.828	CL	K	SVU	0.694	-0.732	0.481	23.805	0.78
CSC	-2.1	-2.802	ADBE	GOOG	WFR	0.481	0.04	0.264	11	0.946
SBUX	-1.46	-2.785	DTV	HAS	MAR	0.283	0.12	0.218	3.52	0.96
BCR	-3.71	-2.733	BDX	HSP	VAR	0.459	-0.423	0.614	38.686	0.832
NTRS	-2.56	-2.716	DFS	NYX	STT	-0.771	0.695	0.679	15.038	0.949
CCE	2.32	2.715	DF	DPS	TSN	0.342	0.613	0.489	-8.707	0.937
STT	3.23	2.711	L	NTRS	PSA	0.498	1.015	-0.24	-7.24	0.95
WDC	-3.4	-2.677	HRS	NOVL	NVDA	0.436	-1.728	1.103	10.95	0.907
ALL	-1.58	-2.674	AMP	LNC	VTR	0.169	0.481	-0.16	18.264	0.884
MHS	-3.49	-2.643	DVA	MRK	DGX	0.284	0.49	0.797	-18.772	0.905
TIF	3.02	2.623	AMZN	GCI	GPS	0.081	0.724	0.924	2.849	0.942
TMO	-2.51	-2.607	ABT	LH	PKI	-0.202	0.371	0.891	13.067	0.892
RRC	-4.3	-2.588	COG	CHK	MUR	0.321	0.834	0.318	-2.063	0.812
QCOM	3.64	2.567	HRS	LXK	WFR	0.753	-0.765	0.85	19.43	0.892
MIL	9.99	2.553	MYL	PFE	WPI	3.995	-7.506	1.839	67.058	0.952
LLTC	1.26	2.545	KLAC	MCHP	XLNX	0.185	0.634	0.287	-2.302	0.896
PNC	-3.86	-2.521	STT	USB	VNO	-0.498	1.738	0.463	3.131	0.96
JNS	-0.88	-2.509	BEN	LUK	PNC	0.118	0.417	-0.084	-4.454	0.955
SYK	-2.51	-2.506	PKI	VAR	ZMH	0.836	0.209	0.582	-9.224	0.96
EFX	1.4	2.486	PWR	RHI	COL	-0.338	0.526	0.232	10.832	0.952
BIG	-2.32	-2.429	F	LTD	MCD	0.916	1.093	-0.277	15.966	0.964
HRS	2.54	2.404	AKAM	MSFT	WDC	0.388	1.126	0.278	-9.038	0.958
FDO	2.67	2.403	BIG	CMCSA	ORLY	0.547	-0.865	0.68	2.841	0.944
EQR	-1.65	-2.383	AVB	HCN	PSA	0.334	-0.36	0.273	1.202	0.989
PBI	-1.35	-2.373	ITT	NOC	RTN	0.409	0.306	-0.497	10.787	0.811
PWR	-1.79	-2.346	CSX	FLR	RTN	0.2	0.219	-0.363	19.379	0.797
AMP	2.73	2.333	AFL	ALL	PNC	0.41	0.691	0.334	-19.541	0.946
ICE	-6.64	-2.325	CME	EQR	FHN	0.255	0.892	-2.559	29.474	0.893
SRCL	-3.09	-2.324	CAT	FLS	RSG	0.547	-0.365	1.131	27.692	0.923
FIS	1.67	2.313	AKAM	GOOG	KLAC	0.178	-0.023	0.311	21.873	0.846
INTC	0.83	2.312	INTU	LSI	TLAB	0.214	1.484	0.349	3.077	0.92
TSO	1.22	2.299	EP	MRO	VLO	-0.848	0.465	0.621	-3.966	0.793
MFE	-2.74	-2.297	AKAM	EBAY	ERTS	-0.322	0.758	0.531	21.073	0.919
FMC	2.99	2.29	ARG	IFF	VMC	0.198	0.648	0.29	4.547	0.91
BMC	-1.14	-2.29	CSC	EMC	WU	0.318	0.788	0.327	1.315	0.902
ESRX	-13.53	-2.279	HSP	MYL	SYK	-3.956	6.24	2.789	24.651	0.881
WLP	-2.76	-2.279	AMGN	KG	UNH	0.36	1.028	1.795	-29.903	0.952
MBI	1.43	2.27	HCBK	NDAQ	ZION	-0.997	0.652	0.291	0.655	0.853
JDSU	0.95	2.266	A	ALTR	NOVL	0.419	0.149	1.127	-12.39	0.967
ISRG	20.79	2.252	ABT	ABC	CEPH	2.056	8.482	3.007	-210.631	0.957
CNX	-3.07	-2.247	CHK	BTU	PXD	1.28	0.895	-0.184	-16.527	0.943
KEY	0.39	2.233	FITB	HBAN	ICE	0.257	0.641	-0.007	1.598	0.968
PNW	-1.05	-2.215	AEP	GAS	NU	0.371	0.315	0.504	-2.142	0.952
MCHP	0.88	2.202	AKAM	LLTC	NSM	0.078	0.46	0.867	-0.149	0.926

Top Home