Mr Cooper Correlations

COOP Stock

USD 117.54 3.04 2.52%

The current 90-days correlation between Mr Cooper Group and Encore Capital Group is -0.11 (i.e., Good diversification). The correlation of Mr Cooper 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. If the correlation is 0, the equities are not correlated; they are entirely random.

Mr Cooper Correlation With Market

Very good diversification

The correlation between Mr Cooper Group and DJI is -0.28 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Mr Cooper Group 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 Mr Cooper Group. 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 against COOP Stock

0.57	DHIL	Diamond Hill Investment	Pair Corr
0.56	DX	Dynex Capital	Pair Corr
0.49	BX	Blackstone Group	Pair Corr
0.49	MC	Moelis	Pair Corr
0.46	MS	Morgan Stanley	Pair Corr
0.45	CG	Carlyle Group	Pair Corr
0.45	GS	Goldman Sachs Group	Pair Corr
0.44	PX	P10 Inc	Pair Corr
0.42	LC	LendingClub Corp	Pair Corr
0.4	QD	Qudian Inc	Pair Corr
0.37	AC	Associated Capital Earnings Call Today	Pair Corr
0.36	MA	Mastercard	Pair Corr
0.34	RC	Ready Capital Corp	Pair Corr
0.32	V	Visa Class A	Pair Corr
0.6	WD	Walker Dunlop	Pair Corr
0.6	EARN	Ellington Residential Earnings Call This Week	Pair Corr
0.57	SF	Stifel Financial	Pair Corr
0.53	VRTS	Virtus Investment	Pair Corr
0.47	WU	Western Union	Pair Corr
0.46	VCTR	Victory Capital Holdings Earnings Call Today	Pair Corr
0.46	LGHLW	Lion Financial Group	Pair Corr
0.39	RM	Regional Management Corp	Pair Corr
0.38	WT	WisdomTree	Pair Corr
0.36	VINP	Vinci Partners Inves	Pair Corr
0.34	ECPG	Encore Capital Group	Pair Corr

Related Correlations Analysis

	CNF	SNFCA	ECPG	UWMC	COOP	PFSI	WD	RKT	GHLD	GHI
CNF		0.8	0.87	0.81	-0.45	0.69	0.77	-0.25	-0.67	0.39	CNF
SNFCA	0.8		0.68	0.93	-0.54	0.68	0.84	0.09	-0.36	0.73	SNFCA
ECPG	0.87	0.68		0.63	-0.34	0.58	0.66	-0.39	-0.6	0.28	ECPG
UWMC	0.81	0.93	0.63		-0.4	0.74	0.78	0.18	-0.35	0.62	UWMC
COOP	-0.45	-0.54	-0.34	-0.4		-0.07	-0.6	0.13	0.49	-0.48	COOP
PFSI	0.69	0.68	0.58	0.74	-0.07		0.67	0.01	-0.18	0.31	PFSI
WD	0.77	0.84	0.66	0.78	-0.6	0.67		0.06	-0.3	0.58	WD
RKT	-0.25	0.09	-0.39	0.18	0.13	0.01	0.06		0.41	0.31	RKT
GHLD	-0.67	-0.36	-0.6	-0.35	0.49	-0.18	-0.3	0.41		-0.09	GHLD
GHI	0.39	0.73	0.28	0.62	-0.48	0.31	0.58	0.31	-0.09		GHI
	CNF	SNFCA	ECPG	UWMC	COOP	PFSI	WD	RKT	GHLD	GHI

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

UWMC	+ 0.93	SNFCA
ECPG	+ 0.87	CNF
WD	+ 0.84	SNFCA
UWMC	+ 0.81	CNF
SNFCA	+ 0.8	CNF
WD	+ 0.78	UWMC

High negative correlations

GHLD	- 0.67	CNF
WD	- 0.6	COOP
GHLD	- 0.6	ECPG
COOP	- 0.54	SNFCA
GHI	- 0.48	COOP
COOP	- 0.45	CNF

Risk-Adjusted Indicators

There is a big difference between COOP Stock performing well and Mr Cooper 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 Mr Cooper'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
CNF	3.48	(0.57)	0.00	(6.41)	0.00	0.00	10.00	(6.11)	24.79
SNFCA	1.90	(0.24)	0.00	(2.69)	0.00	0.00	3.72	(4.57)	14.15
ECPG	2.89	(0.29)	0.00	(0.29)	0.00	0.00	4.43	(7.04)	24.66
UWMC	2.38	(0.43)	0.00	0.67	0.00	0.00	4.53	(6.05)	19.07
COOP	2.02	0.11	0.11	(0.33)	2.65	(2.15)	5.01	(3.81)	24.21
PFSI	1.72	(0.26)	0.00	0.68	0.00	0.00	3.45	(5.50)	11.09
WD	1.74	(0.30)	0.00	(0.45)	0.00	0.00	2.65	(3.99)	13.61
RKT	3.75	0.15	0.05	0.25	4.20	(5.03)	9.14	(6.82)	26.20
GHLD	2.59	0.17	0.09	37.18	3.09	(2.85)	5.11	(5.60)	24.49
GHI	1.59	0.05	0.00	(0.04)	0.00	0.00	3.58	(3.60)	12.31

Mr Cooper Corporate Executives

Elected by the shareholders, the Mr Cooper's board of directors comprises two types of representatives: Mr Cooper inside directors who are chosen from within the company, and outside directors, selected externally and held independent of COOP. The board's role is to monitor Mr Cooper's management team and ensure that shareholders' interests are well served. Mr Cooper's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Mr Cooper's outside directors are responsible for providing unbiased perspectives on the board's policies.

	Kurt Johnson	Executive CFO	Profile
	Jeff Carroll	Senior CTO	Profile

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