Stock Clusters
Sectors tell you what a company does; this groups stocks by how they actually trade. A k-means model clusters the largest PSE names on four standardized features — volatility, beta, 1-year momentum, and correlation to the market — surfacing which stocks move alike regardless of industry. Unsupervised, descriptive — not a recommendation.
Each stock becomes a point in 4-dimensional space (volatility, beta, momentum, correlation). Features are z-scored so none dominates by scale, then k-means partitions them into 5groups by minimizing within-group distance. Each cluster is auto-labeled from its centroid's most extreme traits.
The model is seeded deterministically, so the same closing prices always yield the same clusters. Closes through 2026-07-27.
Point size ∝ market cap; the dashed line marks beta = 1 (moves with the market).
Computed over the largest ~100 PSE stocks with sufficient history. Delayed / end-of-day data, recomputed by PSEye. Descriptive statistics and unsupervised grouping — not financial advice, a stock pick, or a buy/sell signal.