← Dashboard as of 2026-10-23

NSC/UNP

Industrials
z today -0.37
p-value (EG) 0.0202
β (log) 0.798
μ spread 1.2836
σ spread 0.0508
half-life 34.3 d
corr 18m 0.889
setup 1Y 3
bollinger 1Y 10
%b today 0.47

NSC — Norfolk Southern Corporation

Railroads · Industrials
Norfolk Southern Corporation, together with its subsidiaries, engages in the rail transportation of raw materials, intermediate products, and finished goods in the United States. The company transports agriculture, forest, and consumer products comprising soybeans, wheat, corn, fertilizers, livestock and poultry feed, food products, food oils, flour, sweeteners, ethanol, lumber and wood products, pulp board and paper products, wood fibers, wood pulp, beverages, and canned goods; chemicals, including sulfur and related chemicals, petroleum products comprising crude oil, chlorine and bleaching compounds, plastics, rubber, industrial chemicals, chemical wastes, sand, and natural gas liquids; […]
Mkt cap: $75.0B Dipendenti: 19,300 Paese: United States sito ↗

UNP — Union Pacific Corporation

Railroads · Industrials
Union Pacific Corporation, through its subsidiary, Union Pacific Railroad Company, operates in the railroad business in the United States. It offers transportation services for grain and grain products, fertilizers, food and refrigerated products, and coal and renewables to grain processors, animal feeders, and ethanol and renewable biofuel producers; and construction products, industrial chemicals, plastics, forest products, specialized products, metals and ores, petroleum, liquid petroleum gases, soda ash, and sand, as well as finished automobiles, automotive parts, and merchandise in intermodal containers. The company was founded in 1862 and is headquartered in Omaha, Nebraska.
Mkt cap: $176.4B Dipendenti: 28,658 Paese: United States sito ↗
Lo spread — il grafico chiave. La linea verde misura la “distanza” tra le due azioni: ln(NSC) − β·ln(UNP). 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, NSC e’ diventata cara rispetto a UNP; 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(VNSC, VUNP) < 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

NSC

Nessuna news disponibile.

UNP

Nessuna news disponibile.

Registra trade — NSC / UNP

z attuale -0.37 · prezzi di carico presi alla chiusura piu' recente disponibile.

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