← Dashboard as of 2026-07-27

KMI/WMB

Energy
z today 0.58
p-value (EG) 0.0234
β (log) 0.811
μ spread -0.0095
σ spread 0.0217
half-life 9.4 d
corr 18m 0.838
setup 1Y 4
bollinger 1Y 17
%b today 1.12

KMI — Kinder Morgan, Inc.

Oil & Gas Midstream · Energy
Kinder Morgan, Inc. operates as an energy infrastructure company primarily in North America. It operates through Natural Gas Pipelines, Products Pipelines, Terminals, and CO2 segments. The Natural Gas Pipelines segment owns and operates interstate and intrastate natural gas pipeline, and storage systems; natural gas gathering systems and natural gas processing and treating facilities; natural gas liquids fractionation facilities and transportation systems; and liquefied natural gas gasification, liquefaction, and storage facilities. The Products Pipelines segment owns and operates refined petroleum products, and crude oil and condensate pipelines; and associated product terminals and […]
Mkt cap: $70.7B Dipendenti: 11,028 Paese: United States sito ↗

WMB — The Williams Companies, Inc.

Oil & Gas Midstream · Energy
The Williams Companies, Inc., together with its subsidiaries, operates as an energy infrastructure company primarily in the United States. It operates through Transmission, Power & Gulf, Northeast G&P, West, and Gas & NGL Marketing Services segments. The Transmission, Power & Gulf segment comprises Transco, NWP, and Mountain West interstate natural gas pipelines, and their related natural gas storage facilities, as well as natural gas gathering and processing; and crude oil production handling and transportation assets in the Gulf Coast region. The Northeast G&P segment engages in the midstream gathering, processing, and fractionation activities in the Marcellus Shale region primarily in […]
Mkt cap: $85.7B Dipendenti: 5,987 Paese: United States sito ↗
Lo spread — il grafico chiave. La linea verde misura la “distanza” tra le due azioni: ln(KMI) − β·ln(WMB). 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, KMI e’ diventata cara rispetto a WMB; 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(VKMI, VWMB) < 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 — KMI / WMB

z attuale 0.58 · prezzi di carico presi alla chiusura piu' recente disponibile.

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