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APO/ARES

Financials
z today 0.10
p-value (EG) 0.0256
β (log) 0.485
μ spread 2.4642
σ spread 0.0514
half-life 11.7 d
corr 18m 0.812
setup 1Y 3
bollinger 1Y 11
%b today 0.60

APO — Apollo Global Management, Inc.

Asset Management · Financial Services
Apollo Global Management, Inc. is a private equity firm specializing in investments in credit, private equity, infrastructure, secondaries and real estate markets. The firm prefers to invest in private and public markets. The firm's private equity investments include traditional buyouts, recapitalization, distressed buyouts and debt investments in real estate, corporate partner buyouts, distressed asset, corporate carve-outs, middle market, growth, venture capital, turnaround, bridge, corporate restructuring, special situation, acquisition, and industry consolidation transactions. For credit strategies, the firm focuses to invest in multi-sector credit, semi-liquid credit, direct lending, […]
Mkt cap: $72.1B Dipendenti: 6,140 Paese: United States sito ↗

ARES — Ares Management Corporation

Asset Management · Financial Services
Ares Management Corporation operates as an alternative asset manager. Its Direct Lending Group segment provides financing solutions to small-to-medium sized companies. The company's Private Equity Group segment specializes in early venture, turnaround, mid venture, late venture, recapitalization, growth capital, middle market, mezzanine, distressed and growth buyouts. The firm seeks to invest in healthcare, services, energy, industrials and consumer. The firm seeks to takes majority, minority and shared-control investments primarily in under-capitalized companies in North America, Europe, Asia Pacific, Southeast Asia and Australia. Its Real Estate Group segment invests in new developments […]
Mkt cap: $42.6B Dipendenti: 4,297 Paese: United States sito ↗
Lo spread — il grafico chiave. La linea verde misura la “distanza” tra le due azioni: ln(APO) − β·ln(ARES). La riga orizzontale al centro e’ il suo valore medio (μ), la banda grigia l’oscillazione normale (±σ e ±2σ). Come leggerlo: finche’ la linea resta nella banda le due azioni sono in equilibrio. Quando esce in alto, APO e’ diventata cara rispetto a ARES; quando esce in basso, il contrario. Piu’ e’ lontana dal centro (z elevato), piu’ ci si aspetta che rientri: e’ li’ che nasce il segnale di pair trading.
Setup contrarian: RSI(14) < 30 (ipervenduto) o > 70 (ipercomprato) sullo spread daily, in concomitanza con volume aggregato min(VAPO, VARES) < SMA(20). Volume basso in fase estrema = forza del movimento in esaurimento ⇒ mean reversion più probabile. Le zone gialle sul grafico evidenziano i giorni triggered.
Setup volatilità: %b > 1 (spread sopra banda superiore ⇒ short spread) o %b < 0 (sotto banda inferiore ⇒ long spread), in concomitanza con BandWidth in pendenza piatta o negativa su 5 giorni (volatilità non in espansione ⇒ movimento esaurito). Bande di Bollinger SMA(20) ± 2σ rolling. Le zone gialle evidenziano i giorni triggered.

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Registra trade — APO / ARES

z attuale 0.10 · prezzi di carico presi alla chiusura piu' recente disponibile.

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