EQequibles
Correlations

Stocks whose daily price returns are most (or least) correlated with one stock — Pearson correlation of daily log returns on raw closes inside each exact listing's comparable post-split interval, computed over the trading days both stocks priced. Dividends are excluded; correlations are never computed on price levels. Candidates need a $100M market cap and enough overlapping trading days; each row reports the observation count behind its coefficient.

get/v1/stocks/{ticker}/correlated

Request

Path parameters

tickerstring required

Exact listed ticker (e.g. GOOG or GOOGL). The requested listing's own daily series is the correlation subject; dot class-share spelling such as BRK.B is accepted as BRK-B.

Query parameters

scopestring

Candidate universe: Industry (default), Sector, or Market (~1,500 largest listed names).

daysinteger

Trailing calendar window in days for the return series (default 180, clamped to 30-730).

directionstring

Positive (default) for the strongest co-movers, Negative for the strongest inverse movers.

limitinteger

Maximum number of stocks to return (default 10, max 50).

Response

OK

tickerstring nullable
companyNamestring nullable
scopestring nullable
directionstring nullable
windowDaysinteger
methodstring nullable
universeSizeinteger
subjectObservationsinteger
notestring nullable

Changes

No recorded changes to this operation across all 1 revision of this API.