Comparing two stocks statistically: MU against SNDK
Recorded in cvforge on July 8, 2026 by ConvexValue · Published July 25, 2026
Beta, R², return correlation, a ratio z-score and rolling correlation for a pair of names over a year — the whole statistical relationship on one screen.
Exact prompt
Give me a dashboard that lets me compare the statistical relationships of price action between two stocks. Lets start with $MU and $SNDK in the past year.
Data cadence
Live option snapshots for current pricing, with historical stock prices for the realised and correlation series.
Plan requirements
Runs on the free cvforge app and the free data tier (20 requests/hour). No card needed.
What the agent built
- indexed price action
- return correlation, beta, R², ratio z-score, annualized vol
- return scatter with regression fit
- rolling correlation
- price ratio with z-score
- drawdowns
- relative return spread
- summary stats table
Fields used
implied_volatility, delta, strike_price, expiration_date, underlying_price
How to read it
This is the pairs-trading toolkit rendered as one page: indexed price action to see the paths, a return scatter with a regression fit to get beta and R², and the price ratio with a z-score to say whether the pair is currently stretched relative to its own year.
The z-score is the panel people act on and the one most worth distrusting. It assumes the ratio is mean-reverting around a stable level, which is an assumption about the two businesses, not a property of the data. A structural change in either name resets the mean and the z-score keeps reporting confidently against the old one.
Change it
The prompt is the interface. Ask for a different ticker, a different expiration window, or an extra column in the same sentence style and the agent edits the app in place — you do not start over, and you do not wait for anyone to build it.
Limitations
- Snapshot data, not a transaction tape: the build reads the chain as it stands, so it cannot attribute a trade to a buyer or a seller.
- Open interest updates once a day, so an intraday volume/OI comparison is always this session’s volume against yesterday’s open interest.
- Contract coverage is U.S. listed equities, ETFs and indices. Indices use the I: prefix, for example I:SPX.
- Current per-contract valuation is Massive fair market value (FMV), a proprietary estimate. cvforge does not provide option bids, asks, midpoint, quote sizes, NBBO or last trades, and FMV is not an executable quote.
- Correlation is sensitive to the window and the timeframe you pick; a different lookback can reverse the conclusion.
- Comparing implied against realised volatility compares a forward-looking price to a backward-looking measurement.
Related demos
- MU realised volatility against implied, upside versus downside
- Market risk premium against treasury rates and SPX
- Daily price correlation between SPY, QQQ and IWM
Search focus: compare two stocks statistically dashboard. Related: stock pair beta r squared chart, price ratio z score chart. Originally posted on X.