Data and Analytics


Comprehensive data and powerful analytics designed for investing, trading, and managing risk in equity and ETF portfolios. Featuring many of the same metrics used to build our index products, including truBeta™.

Salt-Financial-Data

truBeta™ Hot List

The truBeta Hot List highlights the top 10 US stocks increasing and decreasing their sensitivity to market moves as measured by the largest differences between Salt Financial’s proprietary truBeta forecast and a traditional beta estimate.

Heating Up

Increasing sensitivity to market moves.

Name Ticker truBeta Traditional Beta % Diff
MONGODB INC MDB 2.03 0.79 158.1%
MATCH GROUP INC MTCH 1.23 0.49 148.9%
ABIOMED INC ABMD 1.34 0.64 110.4%
ALTERYX INC - CLASS A AYX 1.92 1.27 51.0%
AVALARA INC AVLR 1.93 1.31 47.4%
SLACK TECHNOLOGIES INC- CL A WORK 1.50 0.89 68.3%
TESLA INC TSLA 1.54 0.94 63.7%
ANAPLAN INC PLAN 1.85 1.29 43.3%
TWILIO INC - A TWLO 1.94 1.39 39.5%
OKTA INC OKTA 1.66 1.14 45.9%

Cooling Off

Decreasing sensitivity to market moves.

Name Ticker truBeta Traditional Beta % Diff
DEVON ENERGY CORP DVN 1.03 2.00 -48.5%
ACADIA PHARMACEUTICALS INC ACAD 1.01 1.93 -47.8%
WPX ENERGY INC WPX 1.03 1.92 -46.3%
MARATHON OIL CORP MRO 1.06 1.91 -44.6%
ALIGN TECHNOLOGY INC ALGN 1.02 1.79 -42.7%
XPO LOGISTICS INC XPO 1.44 2.16 -33.5%
HUNTSMAN CORP HUN 1.32 2.04 -35.2%
UNITED RENTALS INC URI 1.65 2.36 -29.9%
CYPRESS SEMICONDUCTOR CORP CY 0.53 1.23 -56.6%
SEATTLE GENETICS INC SGEN 0.86 1.55 -44.6%

Data as of Jan 16, 2020. The truBeta Hot List is selected from the top 1000 US stocks by market capitalization. Traditional beta is defined as an average of two historical beta calculations, one using 5 years of monthly returns and the other one year of daily returns.

For additional information on truBeta™, see the Salt Financial white paper “Quarterly Beta Forecasting with Multiple Return Frequencies”, available at https://tinyurl.com/y89xjjxk.

truBeta™ Sector Heatmap

The truBeta Sector Heatmap displays current truBeta scores aggregated by sectors (top row) with a drill down to the industry level to provide a comprehensive picture of what’s moving the market. Higher truBeta values with deeper shades of red color indicate sectors and industries most sensitive to market moves whereas lower values with deeper shades of blue indicate lower sensitivity.

To view industry-level classifications, hover your mouse on the boxes below the top row sectors.