Dillards Correlations

DDS Stock

USD 405.11 13.29 3.18%

The current 90-days correlation between Dillards and Macys Inc is 0.8 (i.e., Very poor diversification). The correlation of Dillards 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.

Dillards Correlation With Market

Good diversification

The correlation between Dillards and DJI is -0.07 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dillards and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Dillards Stock

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Dillards. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in unemployment.

For more information on how to buy Dillards Stock please use our How to Invest in Dillards guide.

Moving together with Dillards Stock

0.69	BQ	Boqii Holding Limited	Pair Corr
0.74	HD	Home Depot	Pair Corr
0.67	RH	RH	Pair Corr
0.86	VSCO	Victorias Secret	Pair Corr
0.85	WEYS	Weyco Group	Pair Corr
0.66	ABG	Asbury Automotive	Pair Corr
0.65	ASO	Academy Sports Outdoors	Pair Corr
0.79	BBY	Best Buy	Pair Corr
0.64	GAP	Gap, Earnings Call Today	Pair Corr
0.7	GPC	Genuine Parts	Pair Corr
0.69	GPI	Group 1 Automotive	Pair Corr
0.82	LAD	Lithia Motors	Pair Corr
0.64	LOW	Lowes Companies	Pair Corr
0.8	LOGC	Contextlogic	Pair Corr
0.7	NEGG	Newegg Commerce	Pair Corr
0.72	PETS	PetMed Express	Pair Corr
0.7	ARHS	Arhaus Inc	Pair Corr
0.66	CPNG	Coupang LLC	Pair Corr
0.69	BC	Brunswick	Pair Corr
0.8	LI	Li Auto	Pair Corr
0.78	VC	Visteon Corp	Pair Corr
0.62	DOOO	BRP Inc Earnings Call Today	Pair Corr

Moving against Dillards Stock

0.64	VSTA	Vasta Platform	Pair Corr
0.37	HRB	HR Block	Pair Corr

Related Correlations Analysis

	M	KSS	MAKSY	MAKSF	JWN	LRENY	PMDKF	SRSCQ	LENTY
M		0.86	-0.76	-0.47	0.16	0.0	0.0	0.0	0.0	M
KSS	0.86		-0.52	-0.41	0.14	0.0	0.0	0.0	0.0	KSS
MAKSY	-0.76	-0.52		0.53	-0.35	0.0	0.0	0.0	0.0	MAKSY
MAKSF	-0.47	-0.41	0.53		0.1	0.0	0.0	0.0	0.0	MAKSF
JWN	0.16	0.14	-0.35	0.1		0.0	0.0	0.0	0.0	JWN
LRENY	0.0	0.0	0.0	0.0	0.0		0.0	0.0	0.0	LRENY
PMDKF	0.0	0.0	0.0	0.0	0.0	0.0		0.0	0.0	PMDKF
SRSCQ	0.0	0.0	0.0	0.0	0.0	0.0	0.0		0.0	SRSCQ
LENTY	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0		LENTY
	M	KSS	MAKSY	MAKSF	JWN	LRENY	PMDKF	SRSCQ	LENTY

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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

KSS	+ 0.86	M
MAKSF	+ 0.53	MAKSY
JWN	+ 0.16	M
JWN	+ 0.14	KSS
JWN	+ 0.1	MAKSF
LRENY	+ 0.0	M

High negative correlations

MAKSY	- 0.76	M
MAKSY	- 0.52	KSS
MAKSF	- 0.47	M
MAKSF	- 0.41	KSS
JWN	- 0.35	MAKSY
LENTY	- 0.0	SRSCQ

Risk-Adjusted Indicators

There is a big difference between Dillards Stock performing well and Dillards 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 Dillards' 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
M	2.52	(0.27)	0.00	0.46	0.00	0.00	5.58	(4.63)	22.35
KSS	4.78	(0.38)	0.00	0.79	0.00	0.00	8.67	(9.25)	37.42
MAKSY	1.98	0.28	0.12	0.49	2.15	(2.17)	4.26	(4.29)	17.29
MAKSF	1.84	0.53	0.09	(2.70)	1.76	(10.67)	4.67	(3.81)	34.38
JWN	0.32	0.02	0.09	(1.79)	0.67	(0.31)	0.83	(0.75)	3.78
LRENY	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
PMDKF	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
SRSCQ	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
LENTY	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00

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