Capital One Correlations

COF Stock

USD 217.42 1.54 0.71%

The current 90-days correlation between Capital One Financial and American Express is 0.03 (i.e., Significant diversification). The correlation of Capital One is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Capital One Correlation With Market

Good diversification

The correlation between Capital One Financial and DJI is -0.11 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Capital One Financial and DJI in the same portfolio, assuming nothing else is changed.

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Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Capital One Financial. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in persons.

Moving together with Capital Stock

0.93	AXP	American Express	Pair Corr
0.91	PNNT	PennantPark Investment	Pair Corr
0.95	C	Citigroup Aggressive Push	Pair Corr
0.89	L	Loews Corp Earnings Call This Week	Pair Corr
0.94	DHIL	Diamond Hill Investment	Pair Corr
0.78	AB	AllianceBernstein Earnings Call Today	Pair Corr
0.68	AC	Associated Capital	Pair Corr
0.96	AX	Axos Financial Earnings Call This Week	Pair Corr
0.89	BK	Bank of New York	Pair Corr
0.96	BN	Brookfield Corp	Pair Corr
0.89	BX	Blackstone Group	Pair Corr
0.83	BY	Byline Bancorp Earnings Call Today	Pair Corr
0.96	CG	Carlyle Group Earnings Call Today	Pair Corr
0.94	CM	Canadian Imperial Bank	Pair Corr
0.93	DB	Deutsche Bank AG Earnings Call Today	Pair Corr
0.96	GS	Goldman Sachs Group	Pair Corr
0.67	HG	Hamilton Insurance Group,	Pair Corr
0.89	IX	Orix Corp Ads Normal Trading	Pair Corr
0.89	KB	KB Financial Group	Pair Corr
0.92	LC	LendingClub Corp Earnings Call This Week	Pair Corr
0.93	MC	Moelis	Pair Corr
0.97	MS	Morgan Stanley	Pair Corr
0.8	NU	Nu Holdings	Pair Corr
0.81	PB	Prosperity Bancshares	Pair Corr
0.9	QD	Qudian Inc	Pair Corr
0.94	RF	Regions Financial Normal Trading	Pair Corr

Moving against Capital Stock

0.62	EG	Everest Group Earnings Call This Week	Pair Corr
0.6	FG	FG Annuities Life	Pair Corr
0.42	CB	Chubb	Pair Corr
0.77	WU	Western Union Earnings Call This Week	Pair Corr
0.33	LX	Lexinfintech Holdings Normal Trading	Pair Corr

Related Correlations Analysis

	AXP	ALLY	MA	V	PYPL	BK	PNC	USB
AXP		0.93	0.45	0.53	0.93	0.88	0.92	0.98	AXP
ALLY	0.93		0.24	0.35	0.85	0.87	0.97	0.94	ALLY
MA	0.45	0.24		0.98	0.63	0.44	0.31	0.44	MA
V	0.53	0.35	0.98		0.7	0.52	0.42	0.53	V
PYPL	0.93	0.85	0.63	0.7		0.89	0.87	0.92	PYPL
BK	0.88	0.87	0.44	0.52	0.89		0.93	0.89	BK
PNC	0.92	0.97	0.31	0.42	0.87	0.93		0.95	PNC
USB	0.98	0.94	0.44	0.53	0.92	0.89	0.95		USB
	AXP	ALLY	MA	V	PYPL	BK	PNC	USB

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Risk-Adjusted Indicators

There is a big difference between Capital Stock performing well and Capital One Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Capital One's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
AXP	1.23	(0.02)	0.07	0.19	1.34	(1.31)	3.06	(3.20)	8.50
ALLY	1.45	0.33	0.05	(3.14)	1.65	(1.59)	3.53	(2.58)	10.02
MA	0.96	(0.10)	(0.04)	0.12	1.56	(0.91)	2.11	(1.99)	8.93
V	0.94	(0.11)	(0.05)	0.10	1.65	(0.86)	1.64	(2.33)	8.52
PYPL	1.30	0.10	0.07	0.28	1.66	(1.41)	2.80	(2.24)	9.43
BK	0.82	0.26	0.19	0.56	0.42	(0.95)	2.04	(1.33)	5.24
PNC	0.97	0.45	0.17	(2.18)	0.63	(1.10)	2.83	(1.44)	8.07
USB	1.04	0.06	0.08	0.25	0.97	(1.22)	2.50	(2.30)	8.16

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