ALV-FDML

Sector: Auto Parts
Currently converging from 0.36 standard deviations

Hedge ratio: 2.72

Cointegration: Over 99%

Avg. holding period: 9 days

σ Equilibrium: 0.99

Profit potential: 156 ticks

You could…

Buy ALV and Short FDML

ACE-CINF

Sector: Property & Casualty Insurance
Currently converging from 0.46 standard deviations

Hedge ratio: 1.85

Cointegration: Over 99%

Avg. holding period: 17 days

σ Equilibrium: 0.54

Profit potential: 219 ticks

You could…

Buy ACE and Short CINF

NKE-WWW

Sector: Textile - Apparel Footwear & Accessories
Currently converging from 0.83 standard deviations

Hedge ratio: 2.41

Cointegration: Over 99%

Avg. holding period: 7 days

σ Equilibrium: 0.48

Profit potential: 328 ticks

You could…

Short NKE and Buy WWW

CYT-SDTH

Sector: Specialty Chemicals
Currently converging from 0.49 standard deviations

Hedge ratio: 5.98

Cointegration: Over 99%

Avg. holding period: 12 days

σ Equilibrium: -0.64

Profit potential: 270 ticks

You could…

Short CYT and Buy SDTH