Behavioral Cluster Drift

Mahalanobis distance from assigned cluster centroid · 715 issuers · 16 weekly snapshots
as of 2026-05-05
Above P95 (chi₃)
27 / 715
40 above P90 · 675 in normal range
Worst drifter
AEGEBZ D=4.35
BRA · C5 · driver: spread_skewness
Biggest 4w move
ARADAD -3.05
ARE · now D=2.03
% drifting away
45%
slope > 0 over the last 4 weeks
Cluster heat — click to filter (bar height = # outliers ≥ P90)
Top drifters — composite rank (60% recent slope, 40% latest level)
Top 40 by default · cluster click or search expands · 40 visible thresholds: P90=2.50 · P95=2.79 · P99=3.37 (chi₃)
# Issuer Country Cluster DM Δ 4w 16w path Top driver
1 AEGEBZ BRA C5 4.35 ▲ +2.22 spread_skewness
2 AYDEMT TUR C2 2.57 ▲ +1.02 spread_skewness
3 SAAVIE MEX C4 2.49 ▲ +1.58 spread_skewness
4 BEEFBZ BRA C6 2.69 ▲ +0.47 spread_skewness
5 BOPREA ARG C7 3.69 ▲ +0.37 beta_level
6 CZGRPA CZE C2 2.42 ▲ +0.90 spread_skewness
7 ABCIHL CHN C2 4.03 · +0.00 spread_skewness
8 GOLLBZ BRA C6 2.74 ▲ +0.28 beta_level
9 TGPERU PER C0 2.29 · -0.00 spread_skewness
10 SAMMIN BRA C7 3.57 ▲ +0.05 spread_skewness
11 TCELLT TUR C2 1.99 ▲ +0.37 beta_level
12 VAKBN TUR C2 1.88 ▲ +0.48 beta_level
13 ISTNBL TUR C2 1.87 ▲ +0.44 beta_level
14 DARALA SAU C5 1.77 ▲ +0.74 spread_skewness
15 TURKSK TUR C2 1.74 ▲ +0.97 spread_skewness
16 YKBNK TUR C2 1.85 ▲ +0.44 beta_level
17 PAKWNP PAK C6 2.02 ▲ +0.26 beta_level
18 FIBRAP MEX C2 1.75 · +0.00 beta_level
19 BMAAR ARG C1 3.51 ▲ +0.05 beta_level
20 VOLCAN PER C2 1.87 ▲ +0.29 beta_level
21 IHS NGA C2 1.89 ▲ +0.28 beta_level
22 ALINMA SAU C3 4.95 ▲ +0.10 beta_level
23 LYURBN CHN C2 2.01 ▲ +0.22 beta_level
24 MELI BRA C6 2.35 ▲ +0.12 beta_level
25 ISCTR TUR C5 1.56 ▲ +0.67 spread_skewness
26 TCZIRA TUR C2 1.60 ▲ +0.42 beta_level
27 TURKTI TUR C2 1.81 ▲ +0.21 beta_level
28 LILAPR PRI C0 3.05 ▲ +0.08 spread_skewness
29 AHL BMU C0 3.17 ▲ +0.07 spread_skewness
30 PTTGC THA C0 1.43 ▲ +0.70 spread_skewness
31 HWFPCO KOR C0 2.77 · +0.05 spread_skewness
32 FRIDPT IDN C2 2.10 ▲ +0.09 spread_skewness
33 DVREIN BMU C2 1.65 ▲ +0.14 beta_level
34 LTMCI CHL C2 1.52 ▲ +0.28 beta_level
35 MAYMK MYS C2 1.58 · +0.00 spread_skewness
36 WHREST CHN C2 1.46 ▲ +0.27 beta_level
37 SZCONS CHN C2 1.29 ▲ +0.37 beta_level
38 UKRAIN UKR C6 1.36 ▲ +0.46 beta_level
39 MOZAM MOZ C6 2.37 · +0.02 beta_level
40 RDEDOR BRA C6 1.79 ▲ +0.07 beta_level