73 lines
4.7 KiB
CSV
73 lines
4.7 KiB
CSV
symbol,n_days,VR_5d,z_5d,p_5d,VR_10d,z_10d,p_10d,VR_20d,z_20d,p_20d
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AGG,2924,0.9097,-2.34,0.0194,0.8609,-2.4,0.0163,0.8397,-1.91,0.0567
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ARKK,2924,0.9864,-0.34,0.7357,0.9354,-1.07,0.284,0.9442,-0.63,0.532
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BIL,2658,0.7672,-6.26,0.0,0.5346,-9.73,0.0,0.1342,-24.56,0.0
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BND,2924,0.8574,-3.8,0.0001,0.8383,-2.83,0.0047,0.8216,-2.14,0.0322
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DBA,2921,1.055,1.32,0.1868,0.9978,-0.04,0.9715,0.9522,-0.53,0.5945
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DBC,2923,1.021,0.51,0.6078,1.0126,0.2,0.8414,1.0324,0.35,0.7294
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DIA,2924,0.8656,-3.57,0.0004,0.8399,-2.8,0.0051,0.8225,-2.13,0.0329
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EEM,2924,0.8788,-3.19,0.0014,0.8293,-3.01,0.0027,0.7882,-2.6,0.0093
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EFA,2924,0.9588,-1.04,0.2987,0.9409,-0.98,0.329,0.8853,-1.33,0.1838
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EMB,2924,1.056,1.35,0.1785,1.0907,1.39,0.164,1.1128,1.17,0.2435
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ESPO,1958,0.6191,-9.78,0.0,0.5412,-8.12,0.0,0.5161,-5.96,0.0
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EWA,2672,0.8081,-5.02,0.0,0.814,-3.13,0.0017,0.8024,-2.28,0.0226
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EWG,2672,1.0308,0.72,0.4744,1.0339,0.51,0.6103,1.0125,0.13,0.8972
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EWJ,2672,0.9185,-2.0,0.0451,0.8644,-2.23,0.0258,0.7457,-3.05,0.0023
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EWU,2672,0.9757,-0.58,0.5624,0.9338,-1.05,0.2954,0.8919,-1.19,0.2352
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EWY,2672,0.8729,-3.21,0.0013,0.8266,-2.92,0.0035,0.8406,-1.8,0.0711
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EWZ,2672,0.8651,-3.42,0.0006,0.8822,-1.92,0.0548,0.9524,-0.51,0.6115
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FDN,2923,0.9523,-1.21,0.2275,0.8836,-1.98,0.0473,0.8566,-1.69,0.0916
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FXI,2672,0.8852,-2.87,0.004,0.8312,-2.82,0.0047,0.7516,-2.96,0.003
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GDX,2672,0.9159,-2.07,0.0384,0.8388,-2.69,0.0071,0.8019,-2.28,0.0226
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GLD,2924,0.9712,-0.72,0.4704,0.9144,-1.43,0.152,0.8802,-1.37,0.1695
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HYG,2924,1.0529,1.27,0.2031,0.9766,-0.38,0.7043,0.9166,-0.95,0.3418
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IBB,2924,0.9412,-1.49,0.1359,0.8999,-1.68,0.0921,0.7981,-2.44,0.0146
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ICLN,2924,1.0298,0.73,0.4682,1.0343,0.54,0.5891,1.1145,1.18,0.2369
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IEF,2924,0.8899,-2.88,0.004,0.8662,-2.3,0.0215,0.8838,-1.34,0.18
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IGV,2924,0.9889,-0.28,0.7822,0.9954,-0.07,0.9415,0.9952,-0.05,0.9582
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INDA,2672,0.7818,-5.82,0.0,0.7803,-3.81,0.0001,0.816,-2.12,0.0343
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ITA,2908,0.9747,-0.63,0.528,0.9891,-0.18,0.8606,0.9957,-0.05,0.9626
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ITB,2672,1.0153,0.36,0.7198,0.9751,-0.39,0.6999,1.002,0.02,0.9837
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IWM,2924,0.9602,-1.0,0.3163,0.9483,-0.85,0.3949,0.9469,-0.6,0.5518
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IWV,2665,0.808,-5.03,0.0,0.7791,-3.82,0.0001,0.7672,-2.75,0.006
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JNK,2924,1.1001,2.36,0.0184,1.0612,0.95,0.341,1.0189,0.2,0.8382
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KRE,2672,0.9209,-1.94,0.0518,0.9524,-0.75,0.4555,0.9833,-0.18,0.861
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KWEB,2672,0.9051,-2.35,0.0186,0.8517,-2.46,0.0139,0.8147,-2.14,0.0326
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LQD,2924,1.0826,1.96,0.0499,1.037,0.58,0.5606,0.9921,-0.09,0.9312
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MDY,2924,0.9161,-2.17,0.0304,0.8976,-1.73,0.0832,0.8979,-1.18,0.24
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QQQ,2924,0.8369,-4.4,0.0,0.7887,-3.81,0.0001,0.7654,-2.92,0.0035
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REM,2920,1.2256,5.03,0.0,1.2122,3.09,0.002,1.3822,3.54,0.0004
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SHY,2924,0.8209,-4.88,0.0,0.7856,-3.87,0.0001,0.7764,-2.76,0.0058
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SLV,2924,1.0275,0.67,0.5034,0.9628,-0.61,0.544,0.9051,-1.08,0.2794
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SMH,2924,0.8999,-2.6,0.0092,0.8786,-2.08,0.0379,0.8669,-1.56,0.1191
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SOXX,2924,0.9364,-1.62,0.105,0.933,-1.11,0.266,0.9293,-0.8,0.4238
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SPY,2491,0.9373,-1.48,0.1401,0.8716,-2.03,0.0419,0.7884,-2.4,0.0165
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TAN,2924,1.0551,1.32,0.1856,1.0388,0.61,0.5414,1.035,0.38,0.7075
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TIP,2672,0.9749,-0.6,0.5489,0.9029,-1.57,0.1173,0.7982,-2.36,0.0185
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TLT,2924,0.8357,-4.43,0.0,0.7992,-3.59,0.0003,0.7999,-2.43,0.0153
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UNG,2924,0.9046,-2.48,0.0133,0.8158,-3.27,0.0011,0.7691,-2.87,0.0041
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USO,2858,0.3304,-28.43,0.0,0.2495,-23.78,0.0,0.2036,-18.98,0.0
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VEA,2924,0.9586,-1.04,0.2966,0.9471,-0.87,0.3833,0.9091,-1.04,0.299
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VNQ,2672,0.9886,-0.27,0.7861,0.9616,-0.6,0.5489,0.9241,-0.82,0.4107
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VOO,2924,0.8533,-3.92,0.0001,0.8196,-3.19,0.0014,0.8044,-2.38,0.0175
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VT,2924,0.8973,-2.68,0.0074,0.8755,-2.13,0.033,0.853,-1.73,0.0828
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VTI,2924,0.8758,-3.28,0.001,0.8448,-2.71,0.0068,0.8333,-1.99,0.0466
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VWO,2924,0.8939,-2.77,0.0056,0.8628,-2.37,0.0179,0.8211,-2.15,0.0314
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XAR,2872,1.0054,0.13,0.895,0.9676,-0.52,0.6008,0.9755,-0.27,0.7891
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XBI,2924,0.9248,-1.93,0.0538,0.8984,-1.72,0.0861,0.8613,-1.62,0.1043
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XHB,2672,1.0099,0.23,0.8166,0.9724,-0.43,0.6689,0.9967,-0.03,0.9729
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XLB,2924,0.9752,-0.62,0.536,0.9536,-0.76,0.4466,0.9725,-0.3,0.7606
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XLC,2053,0.839,-3.64,0.0003,0.7846,-3.27,0.0011,0.7814,-2.26,0.0237
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XLE,2924,0.9831,-0.42,0.674,1.0235,0.37,0.7098,1.0652,0.69,0.4916
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XLF,2924,0.9032,-2.51,0.012,0.904,-1.62,0.106,0.9029,-1.11,0.2658
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XLI,2924,0.9322,-1.73,0.0832,0.9285,-1.19,0.2346,0.9444,-0.62,0.5326
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XLK,2924,0.8964,-2.7,0.0069,0.9027,-1.64,0.1007,0.9224,-0.88,0.3783
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XLP,2924,0.8261,-4.72,0.0,0.783,-3.93,0.0001,0.7475,-3.18,0.0015
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XLRE,2731,0.9439,-1.38,0.1683,0.9153,-1.37,0.17,0.8546,-1.66,0.0973
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XLU,2924,1.0033,0.08,0.9347,1.0101,0.16,0.8725,1.0192,0.21,0.8352
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XLV,2924,0.888,-2.92,0.0034,0.8251,-3.08,0.0021,0.7321,-3.39,0.0007
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XLY,2924,0.9771,-0.57,0.5666,0.9599,-0.66,0.5119,0.9994,-0.01,0.9947
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XME,2672,0.9908,-0.22,0.828,0.9907,-0.14,0.8873,1.041,0.41,0.6787
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XOP,2221,0.8552,-3.37,0.0008,0.8266,-2.66,0.0079,0.7578,-2.63,0.0085
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XRT,2672,0.914,-2.12,0.0338,0.8823,-1.92,0.0552,0.9414,-0.63,0.5299
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