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ARES/KKR

Financials
z today 0.30
p-value (EG) 0.0326
β (log) 1.009
μ spread 0.1717
σ spread 0.0479
half-life 12.0 d
corr 18m 0.850
setup 1Y 14
bollinger 1Y 3
%b today 0.67

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 ↗

KKR — KKR & Co. Inc.

Asset Management · Financial Services
KKR & Co. Inc. is a private equity and real estate investment firm specializing in direct and fund of fund investments. It specializes in acquisitions, leveraged buyouts, management buyouts, credit special situations, growth equity, mature, mezzanine, distressed, turnaround, lower middle market, and middle market investments. The firm considers investments in all industries with a focus on software, cybersecurity, fintech, data and information, security, semiconductors, consumer electronics, internet of things (iot), internet, information services, information technology infrastructure, financial technology, network and cyber security architecture, engineering and operations, content, […]
Mkt cap: $95.7B Dipendenti: 5,043 Paese: United States sito ↗
Lo spread — il grafico chiave. La linea verde misura la “distanza” tra le due azioni: ln(ARES) − β·ln(KKR). 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, ARES e’ diventata cara rispetto a KKR; 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(VARES, VKKR) < 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.

Ultime notizie

Registra trade — ARES / KKR

z attuale 0.30 · prezzi di carico presi alla chiusura piu' recente disponibile.

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