Chip Rally Hits Reverse as Oracle Slides on Data-Center Worries

September 24, 2026 · 09:43 ET · intraday

Investors spent Thursday morning selling the very chip stocks they chased last week, dragging the fastest-moving corners of the market lower while the broad index slipped less than half a percent. Semiconductor funds that had gained roughly 10% over the prior week were down about 1.5%, with memory-chip names hit hardest after Bloomberg reported Micron was leading technology lower on worries about a glut of memory chips. Chip-equipment makers took some of the biggest hits, giving back part of a rally that had followed Meta's launch of its Muse assistant. On the other side of the ledger, the quieter parts of the market — consumer staples, healthcare and communications stocks — all rose. It is the latest turn in a pattern that has held for about three months: whatever led the market one week has tended to get sold the next. Options traders are positioned for more of the same, pricing in big swings for individual stocks even as the broad index looks calm.

The bond market offered a small reprieve. The 10-year Treasury yield eased to just under 5.1%, and the two-year fell more, after a selloff that CNBC said had pushed the 30-year yield to its highest since 2004. Weekly jobless claims came in at 197,000, a touch below forecasts, and yields still drifted lower after the release rather than higher. Oil climbed 2% to about $94 a barrel, while gold was little changed near $4,270. Heavily indebted companies, which have suffered their worst three-month stretch in years alongside the rise in yields, were flat on the day. Citadel's Scott Rubner warned that systematic funds could become sellers of stocks into quarter-end, just as companies pause their own share buybacks ahead of earnings season.

Oracle fell about 5%, wiping roughly $22 billion off its value, after CNBC reported that it had invoked "force majeure" on a giant AI data center it is building in New Mexico as part of the Stargate venture. The legal notice would let Oracle delay payments if the site misses its 2028 opening, though the company says the project is on schedule. Casino operator MGM Resorts fell about 10% after IAC Chairman Barry Diller withdrew his bid for the company, and drugmaker Viking Therapeutics dropped 14% after pricing a $500 million stock and convertible-note offering. Meta was one of the day's few big winners, up about 1% and adding roughly $24 billion in value; in Tokyo, enthusiasm for its new Charm handheld and Muse assistant helped the Nikkei rise 1.3%. Costco reports results after the close.

Beta Down 0.9% as Last Week's Chip Winners Give Back

Beta is -0.90% at z=-0.94. On direction and size alone that is an ordinary day. Its importance comes from the other measure: Beta's 29% share of today's cross-sectional variance sits above the 90th percentile of its own past year. The factor had gained +2.20% over the prior five sessions, the high-beta bid that followed Meta's Muse launch, so today gives back less than half of one week's gain.

FactorReturnZ-Score5d Z20d Z63d ZCategoryDirection
Beta-0.90%-0.94+1.02+0.70-0.72Style-RiskHigh-beta lagging
Semiconductors-0.37%-0.61+0.25+0.58-1.50ThematicChip exposure lagging
One-Day Momentum-0.17%-0.61-0.7-1.7-1.4Style-MomentumYesterday's winners reverting
Short-Term Momentum-0.05%-0.17+0.26-0.94-3.63Style-Momentum5-day reversion, persistent
Leverage-0.03%-0.19-1.08-1.41-3.52StyleIndebted names lagging, persistent
Liquidity+0.13%+0.47+0.53+1.27+1.39StyleHigh-turnover names ahead
Oil-0.07%-0.14-0.29+1.02+1.65ThematicFlat despite crude's rise

The biggest factor-driven losers are chip-equipment makers. FormFactor (FORM) is down -4.25% with almost none of it company-specific, and MaxLinear (MXL) and Ultra Clean (UCTT) look the same. Bloomberg reported that Micron was leading tech lower on DRAM oversupply risks Bloomberg. In the residualized model, though, the Semiconductors factor is only -0.37%. Most of the chip damage is booked on Beta. The top 50 high-beta momentum names are down -2.21%, while the rest of the market is flat at +0.01%.

ETFThemeToday1d Ago5d Ago20d Ago63d Ago
DRAMmemory chips & storage-2.33%-2.70%+11.87%+10.06%-11.48%
SMHsemiconductors-1.48%-1.00%+10.24%+8.20%-2.83%
AIPOAI power infrastructure-1.35%-1.60%+4.40%+0.35%-12.43%
XLKtechnology-1.16%-0.47%+6.32%+7.60%+6.83%
SPYlarge cap-0.43%-0.72%+2.08%+0.50%+4.97%
XLPconsumer staples+0.48%-0.36%-0.43%-4.10%-1.74%
XLVhealthcare+0.78%-0.64%+1.00%-3.34%+10.49%
XLCcommunication services+0.80%-0.85%-0.07%-0.23%+5.99%
USOoil+2.02%+3.30%-4.70%+17.98%+40.02%

The ETF pattern is the same trade. The two funds with the biggest five-day gains, DRAM and SMH, are the heaviest decliners today, while the low-beta staples and healthcare sectors are up. The 63-day column matters here: DRAM and SMH are still below where they were three months ago, so last week's rally came off a low base.

Oracle Down 5.18% on a Force Majeure Notice for Its Stargate Data Center

Oracle (ORCL) is down -5.18%, erasing $22.0B, and -4.48% of that is stock-specific. CNBC reported that Oracle sent a force majeure notice to a Blue Owl Capital unit on Project Jupiter, its Stargate data center in New Mexico. The notice would let Oracle delay payments if the site is not online by its 2028 target. About $18 billion of debt tied to the project trades at stressed levels, and the project has faced regulatory hurdles and local opposition CNBC. Oracle says Project Jupiter remains on schedule, and Blue Owl shares also fell.

The notice puts the financing risk of the AI buildout into a single $22.0B move, on a morning when last week's chip winners are giving back and the most indebted companies are extending their worst 63 days since 2020.

Selling Last Week's Winners Has Lasted Three Months

Short-Term Momentum, the factor that tracks how last week's winners do this week, has lost -8.55% over 60 sessions. Its z-score on the 63-day window is z=-3.6. The factor is nearly flat today, at -0.05%, because last week's winners and the high-beta names are largely the same stocks. The model assigns the overlap to Beta first. So today's chip selloff is that pattern in its latest form, landing on the Beta factor.

Short-Term Momentum — Cumulative Factor Return, Since 2020
Short-Term Momentum's completed 63-day return of -8.78% through the prior close ranks in the 0.3rd percentile of all 63-day windows since 2020.
Short-Term Momentum — Cumulative Factor Return, Since 2020
DateCumret Pct
2020-05-120.10
2020-06-04-1.69
2020-06-26-1.96
2020-07-21-3.15
2020-08-12-2.43
2020-09-03-1.52
2020-09-28-1.68
2020-10-20-1.53
2020-11-11-5.23
2020-12-04-3.94
2020-12-29-3.39
2021-01-22-2.14
2021-02-16-2.12
2021-03-10-2.06
2021-04-01-4.62
2021-04-26-3.31
2021-05-18-2.39
2021-06-10-1.15
2021-07-02-1.87
2021-07-27-2.75
2021-08-18-3.26
2021-09-10-2.76
2021-10-04-0.92
2021-10-26-0.51
2021-11-17-0.10
2021-12-10-0.83
2022-01-04-1.97
2022-01-27-0.26
2022-02-18-1.31
2022-03-15-0.03
2022-04-06-1.51
2022-04-29-1.71
2022-05-23-1.39
2022-06-15-1.22
2022-07-110.04
2022-08-020.15
2022-08-24-0.86
2022-09-16-0.94
2022-10-100.04
2022-11-010.15
2022-11-23-0.12
2022-12-160.38
2023-01-110.33
2023-02-030.98
2023-02-28-1.09
2023-03-220.67
2023-04-140.05
2023-05-08-0.51
2023-05-310.30
2023-06-23-0.98
2023-07-18-1.87
2023-08-09-2.78
2023-08-31-2.51
2023-09-25-2.39
2023-10-17-2.09
2023-11-08-2.49
2023-12-01-2.18
2023-12-26-1.95
2024-01-19-0.68
2024-02-12-1.40
2024-03-06-0.85
2024-03-28-0.73
2024-04-22-1.09
2024-05-14-2.21
2024-06-06-2.55
2024-07-01-2.80
2024-07-24-2.66
2024-08-15-2.70
2024-09-09-2.73
2024-10-01-2.48
2024-10-23-1.98
2024-11-14-1.58
2024-12-09-2.03
2025-01-02-1.13
2025-01-28-2.12
2025-02-20-1.04
2025-03-14-1.92
2025-04-07-1.03
2025-04-30-1.72
2025-05-22-2.90
2025-06-16-2.45
2025-07-10-2.09
2025-08-01-2.79
2025-08-25-3.20
2025-09-17-2.62
2025-10-09-1.61
2025-10-31-2.45
2025-11-24-0.37
2025-12-170.11
2026-01-12-1.53
2026-02-04-0.16
2026-02-27-1.19
2026-03-230.95
2026-04-150.33
2026-05-070.35
2026-06-010.56
2026-06-24-0.95
2026-07-17-1.75
2026-08-10-6.79
2026-09-01-8.49
2026-09-24-9.45

Options pricing supports that picture. Implied single-stock volatility (Cboe VIXEQ) is 39.08, at the top of its 20-session range. Implied index volatility (Cboe VIX) is 14.21, 20% below its September 10 high of 17.84. Individual stocks are priced for large moves on a calm index, and fading last week's leaders has been profitable in that setting.

Indebted Companies' Worst 63 Days Since 2020, With the 10-Year Near 5.1%

The Leverage factor has lost -4.12% over 60 sessions. The completed 63-day run through Wednesday is the weakest since 2020. Today's -0.03% adds almost nothing, so the trend is intact but no new selling is showing up. The drawdown has run alongside a Treasury selloff that CNBC reported had pushed the 30-year yield to its highest since 2004.

Leverage — Cumulative Factor Return, Since 2020
Leverage's -4.69% over the 63 sessions through the prior close is the weakest 63-day stretch since 2020, at z=-3.5.
Leverage — Cumulative Factor Return, Since 2020
DateCumret Pct
2020-05-120.06
2020-06-04-0.04
2020-06-26-0.68
2020-07-21-1.35
2020-08-12-0.22
2020-09-03-0.45
2020-09-28-0.54
2020-10-20-1.27
2020-11-11-1.14
2020-12-04-0.58
2020-12-29-1.32
2021-01-22-2.11
2021-02-16-2.87
2021-03-10-1.35
2021-04-01-1.73
2021-04-26-1.65
2021-05-18-1.15
2021-06-10-0.36
2021-07-02-0.62
2021-07-27-0.46
2021-08-18-1.04
2021-09-10-1.40
2021-10-04-0.00
2021-10-26-1.06
2021-11-17-2.24
2021-12-10-2.17
2022-01-04-1.79
2022-01-27-0.81
2022-02-18-0.53
2022-03-15-0.63
2022-04-06-0.03
2022-04-290.06
2022-05-23-0.77
2022-06-15-2.30
2022-07-11-2.91
2022-08-02-2.33
2022-08-24-2.42
2022-09-16-2.51
2022-10-10-5.60
2022-11-01-4.33
2022-11-23-4.80
2022-12-16-4.71
2023-01-11-4.33
2023-02-03-5.32
2023-02-28-5.80
2023-03-22-7.69
2023-04-14-7.74
2023-05-08-7.72
2023-05-31-8.67
2023-06-23-8.54
2023-07-18-8.91
2023-08-09-9.35
2023-08-31-9.79
2023-09-25-10.39
2023-10-17-11.67
2023-11-08-10.85
2023-12-01-10.57
2023-12-26-11.07
2024-01-19-11.27
2024-02-12-12.09
2024-03-06-12.04
2024-03-28-12.03
2024-04-22-12.41
2024-05-14-11.78
2024-06-06-11.90
2024-07-01-12.18
2024-07-24-11.55
2024-08-15-11.03
2024-09-09-10.10
2024-10-01-10.40
2024-10-23-10.09
2024-11-14-11.48
2024-12-09-11.61
2025-01-02-11.68
2025-01-28-11.76
2025-02-20-10.85
2025-03-14-11.16
2025-04-07-11.59
2025-04-30-11.77
2025-05-22-12.38
2025-06-16-11.84
2025-07-10-11.29
2025-08-01-12.10
2025-08-25-12.26
2025-09-17-12.34
2025-10-09-13.28
2025-10-31-13.43
2025-11-24-13.79
2025-12-17-14.36
2026-01-12-14.14
2026-02-04-13.62
2026-02-27-13.45
2026-03-23-14.01
2026-04-15-13.27
2026-05-07-13.32
2026-06-01-13.22
2026-06-24-12.60
2026-07-17-14.11
2026-08-10-16.10
2026-09-01-16.39
2026-09-24-17.12

Yields are easing slightly this morning. The 10-year Treasury is at 5.096%, down 1.8 bps CNBC. The 2-year is down more, 4.5 bps to 4.85% CNBC, so the front end is leading a modest rally. The Treasury (Duration) factor is +0.14% but lost -1.64% over 20 sessions. WTI crude is at $94.00 at 9:27 AM ET, up +2.00% CNBC, yet the Oil factor is flat. Citadel's Scott Rubner, in commentary covering the September 23 session, identified systematic funds as a potential source of equity supply into quarter-end as corporate buybacks enter blackout windows.

MGM, Viking and TD SYNNEX Down 10% or More on Their Own News

MGM Resorts (MGM) is down -10.52%, erasing about $1.0B, after IAC Chairman Barry Diller withdrew his bid for the company The Wall Street Journal. Viking Therapeutics (VKTX) is down -14.34%, two sessions after a 36% rally. Its PR Newswire release said it priced an upsized $500 million offering of common stock and convertible notes, with the shares at $35.00. TD SYNNEX (SNX) is down -10.35%, erasing $2.4B. Its BusinessWire results release showed adjusted EPS of $5.68 against $4.64 expected. Free cash flow swung to a $975.6 million deficit on inventory builds. Costco (COST) reports after the close and is up +0.19%.

Several large moves have no sourced driver yet. Acadia (ACAD) is down -10.32%, Gildan (GIL) -8.79% and Everpure (P) is up +10.56%, all stock-specific. Kinross Gold (KGC) is down -7.86%, much more than spot gold, which is -0.33% at $4,272.90 at 9:36 AM ET CNBC. Meta (META) is up +1.28%, adding $24.5B. In Tokyo, the Meta Charm handheld and Muse assistant lifted chip suppliers such as Ibiden and helped the Nikkei 225 rise 1.33%, even as the 10-year JGB yield reached its highest since 1996 Economic Times.

Economic Context

Initial Claims the BLS, released at 8:30 AM ET, fell to 197,000 against a 201,000 consensus, and the four-week average dropped to a six-week low of 202,250. Front-end Treasury yields are lower since the release, not higher. The next FOMC the Federal Reserve decision is October 28, eight days after the September 16 meeting's successor window opens for pricing.

Factor Regime Reference

Variance decomposition: live intraday — 20260924 session, bracketed against its trailing-year range. Factor returns are trailing through last close. Total cross-sectional dispersion: 1.6%ile of the past year.

Variance mix — % of total, today vs 1d ago vs 1-yr avg

market 34%ile style 89%ile thematic 72%ile idiosyncratic 26%ile

Today (live)
34%61%
1d ago
17%79%
1-yr avg
9%22%66%

Variance explained — today vs. factor's trailing-year range

Beta 29.15% · 94%ile Semiconductors 2.06% · 91%ile One-Day Momentum 1.03% · 80%ile Long-Term Momentum 1.86% · 55%ile Gold 0.72% · 75%ile Liquidity 0.44% · 59%ile Bitcoin / Crypto 0.37% · 73%ile Value 0.23% · 52%ile Growth 0.18% · 60%ile Treasury (Duration) 0.15% · 62%ile Size 0.23% · 42%ile Residual Volatility 0.23% · 30%ile

Marker = the factor's share of today's total variance, placed in its own trailing-year range (box 25–75%ile, ticks 90%ile and max). Amber marker = unusually load-bearing today (≥90%ile of its own year). Factor name green = up today / red = down.

Correlation & dispersion — realized vs implied

Pairwise realized correlation (20d): 10.08% 9.0%ile since 2020 · 89%ile 3m

Top-500 pairwise: 11.51% 12%ile since 2020 · 84%ile 3m · implied (Cboe COR1M): 7.59 1.2%ile of its own history (gap +3.9pp)

Realized 20d vol (ann. pts): all stocks 39 vs VIXEQ 39 · index 11 vs VIX 14 · style factors 19 67%ile

20-day window (19 completed days + today); percentiles vs model history since 2020; '3m' tokens rank vs the trailing 63 trading days; definitions in Terms below. Implied prints (Cboe) are delayed ~15 min. as of 09:21 ET

Top 50 high-beta momentum names (eq-wt, since-2020 rank): -2.2% 18%ile · rest of market +0.0%

Trailing factor returns

FactorToday1d5d20d60d
Style-Risk
Beta-0.90% z-0.9-0.59%+2.20%+3.05%-6.53%
Residual Volatility+0.08% z+0.2+0.21%+0.53%+1.89%+3.79%
International-0.03% z-0.1-0.17%-0.26%+0.54%+1.79%
Style
Liquidity+0.13% z+0.5-0.18%+0.32%+1.54%+3.18%
Value-0.08% z-0.3+0.28%-0.02%-0.04%+0.16%
Growth-0.08% z-0.3+0.09%+0.08%-0.14%+1.56%
Size-0.08% z-0.2+0.37%+0.69%+2.78%+2.15%
Leverage-0.03% z-0.2-0.18%-0.40%-1.06%-4.12%
Profitability-0.02% z-0.1+0.18%+0.59%-0.47%-2.08%
Dividend Yield+0.01% z+0.0+0.08%-0.08%+0.17%+0.17%
Style-Momentum
One-Day Momentum-0.17% z-0.6+0.07%-0.41%-2.19%-3.30%
Long-Term Momentum-0.26% z-0.4+0.12%+0.11%+2.18%-5.48%
Short-Term Momentum-0.05% z-0.2+0.07%+0.18%-1.28%-8.55%
Medium-Term Momentum+0.01% z+0.0+0.48%+0.01%-0.39%-1.29%
Style-Positioning
Hedge-Fund Ownership-0.04% z-0.3-0.17%+0.16%-0.71%+0.17%
Short Interest-0.02% z-0.1-0.30%-0.42%-1.11%-1.23%
Style-Flow
Morning Activity+0.02% z+0.2-0.21%-0.64%-0.03%+2.06%
Short-Sale Activity+0.01% z+0.1+0.11%+0.13%+0.66%+1.19%
Thematic
Semiconductors-0.37% z-0.6+0.32%+0.34%+1.57%-6.32%
Bitcoin / Crypto+0.14% z+0.5+0.09%+0.57%+2.14%+2.92%
Treasury (Duration)+0.14% z+0.4-0.39%-0.13%-1.64%-1.19%
Gold-0.13% z-0.4-0.70%-0.74%-0.93%+5.07%
Oil-0.07% z-0.1+0.36%-0.30%+2.17%+5.45%
China+0.03% z+0.1-0.30%+0.38%+0.46%+2.25%

5/20/60d windows include today's session; 1d is the previous session.

Terms

Pairwise realized correlation. Index variance net of the weighted idiosyncratic diagonal, over the cross terms — the estimator used for implied-correlation indices. 20-day window unless noted; history since 2020.

Market variance share. The fraction of cross-sectional variance explained by the market factor — the attribution companion to pairwise correlation, not a substitute for it.

Factor z-score. Today's factor return divided by its daily-return standard deviation over ~1,600 trading days.

Conditional importance. A factor's relative share of what a tree-based fit of today's stock returns explains; sums to 100% across factors.

High-beta momentum cohort. US names above $2B market cap in the top quintile of both raw beta and 12-month momentum; membership frozen at each month's first business day. “Top 50” = the 50 strongest by combined rank.

Dispersion (realized). Total cross-sectional volatility net of the market component; high dispersion is the flip side of low correlation.

Stock-specific (idiosyncratic) return. The part of a stock's move not explained by market, style, or thematic factors in our decomposition.

VIXEQ / DSPX / COR1M. Cboe implied indices: single-stock volatility, dispersion, and 1-month implied correlation (top-50 S&P names). Quotes delayed ~15 minutes.

Data compiled by FactorPulse AI; edited and verified by Jeff Klein. For informational purposes only. Does not constitute financial advice, an investment recommendation, or an offer to buy or sell any securities. Always consult a qualified financial professional before making investment decisions.

For more on factor construction methodology, see www.factorpulse.com/glossary.

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