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MPC/PSX

Energy
z today 0.42
p-value (EG) 0.0436
β (log) 1.130
μ spread -0.3211
σ spread 0.0527
half-life 17.2 d
corr 18m 0.872
setup 1Y 4
bollinger 1Y 19
%b today 0.58

MPC — Marathon Petroleum Corporation

Oil & Gas Refining & Marketing · Energy
Marathon Petroleum Corporation, together with its subsidiaries, operates as an integrated downstream energy company in the United States. The company operates through three segments: Refining & Marketing; Midstream; and Renewable Diesel. The Refining & Marketing segment refines crude oil and other feedstocks at its refineries in the Gulf Coast, Mid-Continent, and West Coast regions of the United States; and purchases refined products and ethanol for resale and distributes refined products through transportation, storage, distribution, and marketing services. Its refined products include transportation fuels, such as reformulated gasolines and blend-grade gasolines; heavy fuel oil; and […]
Mkt cap: $111.6B Dipendenti: 18,500 Paese: United States sito ↗

PSX — Phillips 66

Oil & Gas Refining & Marketing · Energy
Phillips 66 operates as an integrated downstream energy provider in the United States, the United Kingdom, Germany, and internationally. It operates through five segments: Midstream, Chemicals, Refining, Marketing and Specialties (M&S), and Renewable Fuels. The Midstream segment provides crude oil and refined petroleum product transportation, terminaling, and storage services, as well as natural gas and natural gas liquids (NGL) gathering, processing, transportation, fractionation, storage and marketing services. It also exports liquefied petroleum gas. The Chemicals segment produces and markets ethylene and other olefin products; aromatics and styrenics products, such as benzene, […]
Mkt cap: $104.0B Dipendenti: 12,600 Paese: United States sito ↗
Lo spread — il grafico chiave. La linea verde misura la “distanza” tra le due azioni: ln(MPC) − β·ln(PSX). 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, MPC e’ diventata cara rispetto a PSX; 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(VMPC, VPSX) < 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 — MPC / PSX

z attuale 0.42 · prezzi di carico presi alla chiusura piu' recente disponibile.

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