ACE-RE

Sector: Property & Casualty Insurance
Currently converging from 0.47 standard deviations

Hedge ratio: 0.61

Cointegration: Over 99%

Avg. holding period: 10 days

σ Equilibrium: 0.41

Profit potential: 203 ticks

You could…

Buy ACE and Short RE

BEN-LAZ

Sector: Asset Management
Currently converging from 0.15 standard deviations

Hedge ratio: 2.6

Cointegration: Over 99%

Avg. holding period: 13 days

σ Equilibrium: -1.37

Profit potential: 209 ticks

You could…

Buy BEN and Short LAZ

TOL-SPF

Sector: Residential Construction
Currently converging from 0.89 standard deviations

Hedge ratio: -0.01

Cointegration: Over 99%

Avg. holding period: 10 days

σ Equilibrium: 20.23

Profit potential: 305 ticks

You could…

Buy TOL and Short SPF

OMX-ABD

Sector: Office Supplies
Currently converging from 0.72 standard deviations

Hedge ratio: 1.48

Cointegration: Over 99%

Avg. holding period: 9 days

σ Equilibrium: 0.64

Profit potential: 162 ticks

You could…

Short OMX and Buy ABD