Correlated Assets

Assets that tend to move strongly with IMNM

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  CNI  Canadian National Railway (0.84)

  COTY  Coty (0.84)

  CAL  Caleres (0.83)

  LYB  LyondellBasell Industries (0.82)

  TAN  Invesco Solar (0.81)

Uncorrelated Assets

Assets with little price relationship to IMNM

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  RMBS  Rambus (0.0)

  DNOW  NOW (0.01)

  VOYA  Voya Financial (0.01)

  LHX  L3Harris (0.01)

  SU  Suncor Energy (0.02)

Anticorrelated Assets

Assets that tend to move strongly against IMNM

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  JPM  JPMorgan Chase (-0.77)

  CRS  Carpenter Technology (-0.78)

  KGC  Kinross Gold (-0.78)

  CRK  Comstock Resources (-0.8)

  EAT  Brinker International (-0.84)

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