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KLAC/LRCX

Information Technology
z today -1.49
p-value (EG) 0.0309
β (log) 0.710
μ spread 1.2000
σ spread 0.0504
half-life 12.3 d
corr 18m 0.886
setup 1Y 4
bollinger 1Y 8
%b today 0.31

KLAC — KLA Corporation

Semiconductor Equipment & Materials · Technology
KLA Corporation, together with its subsidiaries, provides process control and process-enabling solutions for manufacturing wafers, reticles/masks, chemicals/materials, integrated circuits (ICs), packaged ICs, and printed circuit boards. It operates through three segments: Semiconductor Process Control; Specialty Semiconductor Process; and PCB and Component Inspection. The company offers inspection and review tools to identify, locate, characterize, review, and analyze defects on various surfaces of patterned and unpatterned wafers; chemical process control equipment; wired and wireless sensor wafers and reticles; wafer defect inspection, review, and metrology systems; reticle inspection and […]
Mkt cap: $237.1B Dipendenti: 17,000 Paese: United States sito ↗

LRCX — Lam Research Corporation

Semiconductor Equipment & Materials · Technology
Lam Research Corporation designs, manufactures, markets, refurbishes, and services semiconductor processing equipment used in the fabrication of integrated circuits in the United States, China, Korea, Taiwan, Japan, Southeast Asia, and Europe. The company offers ALTUS systems to deposit conformal or selective films for tungsten or molybdenum metallization applications; SABRE electrochemical deposition products for copper interconnect transition, which support copper damascene manufacturing; Striker single-wafer atomic layer deposition products for dielectric film solutions; and VECTOR plasma-enhanced chemical vapor deposition (CVD) products. It also provides Akara, a conductor etch system […]
Mkt cap: $376.9B Dipendenti: 23,300 Paese: United States sito ↗
Lo spread — il grafico chiave. La linea verde misura la “distanza” tra le due azioni: ln(KLAC) − β·ln(LRCX). 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, KLAC e’ diventata cara rispetto a LRCX; 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(VKLAC, VLRCX) < 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 — KLAC / LRCX

z attuale -1.49 · prezzi di carico presi alla chiusura piu' recente disponibile.

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