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MTB/PNC

Financials
z today 1.87
p-value (EG) 0.0059
β (log) 0.835
μ spread 0.8736
σ spread 0.0168
half-life 7.8 d
corr 18m 0.890
setup 1Y 0
bollinger 1Y 7
%b today 0.78

MTB — M&T Bank Corporation

Banks - Regional · Financial Services
M&T Bank Corporation operates as a bank holding company for Manufacturers and Traders Trust Company and Wilmington Trust, National Association that provides retail and commercial banking products and services in the United States. The company operates through three segments: Commercial Bank, Retail Bank, and Institutional Services and Wealth Management. It offers a range of credit products and banking services, such as commercial lending and leasing, letters of credits, deposit products, cash management services, commercial real estate loans, and credit facilities secured by various commercial real estate properties to middle-market and large commercial customers. The company also provides […]
Mkt cap: $36.6B Dipendenti: 21,662 Paese: United States sito ↗

PNC — The PNC Financial Services Group, Inc.

Banks - Regional · Financial Services
The PNC Financial Services Group, Inc. operates as a diversified financial services company in the United States. It operates through three segments: Retail Banking, Corporate & Institutional Banking, and Asset Management Group segments. The Retail Banking segment offers checking, savings, and money market accounts, and time deposit; residential mortgages, home equity loans and lines of credit, auto loans, credit cards, education loans, and personal and small business loans and lines of credit; and brokerage, insurance, and investment and cash management services. This segment serves consumer and small business customers through a network of branches, digital channels, ATMs, and through […]
Mkt cap: $100.5B Dipendenti: 55,704 Paese: United States sito ↗
Lo spread — il grafico chiave. La linea verde misura la “distanza” tra le due azioni: ln(MTB) − β·ln(PNC). 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, MTB e’ diventata cara rispetto a PNC; 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(VMTB, VPNC) < 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 — MTB / PNC

z attuale 1.87 · prezzi di carico presi alla chiusura piu' recente disponibile.

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