FRT-WRE

Sector: REIT - Retail
Currently converging from 0.64 standard deviations

Hedge ratio: 2.29

Cointegration: Over 99%

Avg. holding period: 16 days

σ Equilibrium: 0.19

Profit potential: 276 ticks

You could…

Short FRT and Buy WRE

MCO-EFX

Sector: Credit Services
Currently converging from 0.88 standard deviations

Hedge ratio: 0.98

Cointegration: Over 99%

Avg. holding period: 11 days

σ Equilibrium: -0.29

Profit potential: 268 ticks

You could…

Buy MCO and Short EFX

ANN-CMRG

Sector: Apparel Stores
Currently converging from 0.88 standard deviations

Hedge ratio: 5.53

Cointegration: Over 99%

Avg. holding period: 10 days

σ Equilibrium: 0.42

Profit potential: 227 ticks

You could…

Short ANN and Buy CMRG

JWN-GES

Sector: Apparel Stores
Currently converging from 1.08 standard deviations

Hedge ratio: 0.87

Cointegration: Over 99%

Avg. holding period: 8 days

σ Equilibrium: -0.06

Profit potential: 208 ticks

You could…

Buy JWN and Short GES