← Dashboard as of 2026-10-23

CCL/NCLH

Consumer Discretionary
z today 1.63
p-value (EG) 0.0140
β (log) 0.542
μ spread 1.6705
σ spread 0.0747
half-life 14.9 d
corr 18m 0.803
setup 1Y 7
bollinger 1Y 5
%b today 0.57

CCL — Carnival Corporation Ltd.

Travel Services · Consumer Cyclical
Carnival Corporation Ltd., a cruise company, provides leisure travel services. The company operates through four segments: North America Cruise Operations, Europe Cruise Operations, Cruise Support, and Tour and Other. It operates port destinations and islands, as well as owns and operates hotels, lodges, glass-domed railcars, and motorcoaches. The company offers its services under the AIDA Cruises, Carnival Cruise Line, Costa Cruises, Cunard, Holland America Line, P&O Cruises (Australia), P&O Cruises (UK), Princess Cruises, and Seabourn brands. It sells its cruises through travel agents, tour operators, vacation planners, websites, and onboard future cruise consultants. Carnival Corporation […]
Mkt cap: $36.1B Dipendenti: 160,000 Paese: United States sito ↗

NCLH — Norwegian Cruise Line Holdings Ltd.

Travel Services · Consumer Cyclical
Norwegian Cruise Line Holdings Ltd., together with its subsidiaries, operates as a cruise company in North America, Europe, the Asia-Pacific, and internationally. It offers itineraries to destinations, such as Europe, Asia, Australia, New Zealand, South America, Africa, Canada, Bermuda, the Caribbean, and Alaska; and inter-island itinerary in Hawaii. The company also provides features, amenities, and activities, including various accommodations, dining venues, bars and lounges, spas, casino and retail shopping areas, and entertainment choices; shore excursions at each port of call, and air transportation and hotel packages for stays before or after a voyage. It offers its products and […]
Mkt cap: $7.0B Dipendenti: 44,500 Paese: United States sito ↗
Lo spread — il grafico chiave. La linea verde misura la “distanza” tra le due azioni: ln(CCL) − β·ln(NCLH). 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, CCL e’ diventata cara rispetto a NCLH; 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(VCCL, VNCLH) < 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

CCL

Nessuna news disponibile.

NCLH

Nessuna news disponibile.

Registra trade — CCL / NCLH

z attuale 1.63 · prezzi di carico presi alla chiusura piu' recente disponibile.

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