Dunelm Group Correlations

DNLMY Stock

USD 14.97 0.00 0.00%

The current 90-days correlation between Dunelm Group PLC and Mercari is -0.02 (i.e., Good diversification). The correlation of Dunelm Group 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.

Dunelm Group Correlation With Market

Good diversification

The correlation between Dunelm Group PLC and DJI is -0.17 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dunelm Group PLC and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to Dunelm Group could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Dunelm Group when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Dunelm Group - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Dunelm Group PLC to buy it.

Moving together with Dunelm Pink Sheet

0.71	PPERF	Bank Mandiri Persero	Pair Corr
0.92	PPERY	Bank Mandiri Persero	Pair Corr
0.76	PTAIY	Astra International Tbk	Pair Corr
0.95	RLMD	Relmada Therapeutics	Pair Corr
0.85	CX	Cemex SAB de Aggressive Push	Pair Corr
0.65	NOEM	CO2 Energy Transition	Pair Corr
0.94	REGN	Regeneron Pharmaceuticals	Pair Corr
0.77	HL	Hecla Mining Aggressive Push	Pair Corr
0.82	GM	General Motors	Pair Corr
0.69	EGP	EastGroup Properties	Pair Corr
0.62	EOLS	Evolus Inc	Pair Corr
0.87	SHIP	Seanergy Maritime	Pair Corr
0.79	PHAR	Pharming Group NV	Pair Corr
0.67	BAC	Bank of America Aggressive Push	Pair Corr

Moving against Dunelm Pink Sheet

0.77	DKS	Dicks Sporting Goods	Pair Corr
0.7	TSCO	Tractor Supply	Pair Corr
0.66	AZO	AutoZone	Pair Corr
0.66	WSM	Williams Sonoma	Pair Corr
0.58	GPC	Genuine Parts	Pair Corr
0.56	PTAIF	PT Astra International	Pair Corr
0.54	ORLY	OReilly Automotive	Pair Corr
0.5	SWRM	Appswarm	Pair Corr
0.32	RYSKF	Reysas Tasimacilik	Pair Corr
0.37	WOLF	Wolfspeed,	Pair Corr
0.31	12532HAF1	GIBACN 23 14	Pair Corr

Related Correlations Analysis

	MCARY	MRCIF	MRPLY	STAEY	SMSEY	HUGPF	BOSSY	DSITF	SEBYY	JUMSF
MCARY		0.0	-0.46	0.19	0.8	-0.68	-0.66	-0.67	-0.37	0.0	MCARY
MRCIF	0.0		0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	MRCIF
MRPLY	-0.46	0.0		-0.16	-0.38	0.49	0.45	0.4	0.12	0.0	MRPLY
STAEY	0.19	0.0	-0.16		0.11	-0.4	-0.34	-0.1	-0.67	0.0	STAEY
SMSEY	0.8	0.0	-0.38	0.11		-0.66	-0.63	-0.86	-0.3	0.0	SMSEY
HUGPF	-0.68	0.0	0.49	-0.4	-0.66		0.91	0.69	0.63	0.0	HUGPF
BOSSY	-0.66	0.0	0.45	-0.34	-0.63	0.91		0.61	0.53	0.0	BOSSY
DSITF	-0.67	0.0	0.4	-0.1	-0.86	0.69	0.61		0.31	0.0	DSITF
SEBYY	-0.37	0.0	0.12	-0.67	-0.3	0.63	0.53	0.31		0.0	SEBYY
JUMSF	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0		JUMSF
	MCARY	MRCIF	MRPLY	STAEY	SMSEY	HUGPF	BOSSY	DSITF	SEBYY	JUMSF

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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

BOSSY	+ 0.91	HUGPF
SMSEY	+ 0.8	MCARY
DSITF	+ 0.69	HUGPF
SEBYY	+ 0.63	HUGPF
DSITF	+ 0.61	BOSSY
SEBYY	+ 0.53	BOSSY

High negative correlations

DSITF	- 0.86	SMSEY
HUGPF	- 0.68	MCARY
SEBYY	- 0.67	STAEY
DSITF	- 0.67	MCARY
HUGPF	- 0.66	SMSEY
BOSSY	- 0.66	MCARY

Risk-Adjusted Indicators

There is a big difference between Dunelm Pink Sheet performing well and Dunelm Group 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 Dunelm Group'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
MCARY	1.97	0.36	0.06	1.71	2.10	(4.71)	6.94	(4.49)	20.46
MRCIF	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
MRPLY	2.12	(0.13)	0.00	0.23	0.00	0.00	3.63	(7.57)	24.88
STAEY	0.04	0.01	0.00	2.23	0.00	0.00	0.00	0.00	1.17
SMSEY	1.74	0.21	0.05	(0.34)	1.83	(2.16)	3.02	(2.67)	18.39
HUGPF	0.42	(0.24)	0.00	(2.15)	0.00	0.00	0.00	(0.02)	10.45
BOSSY	1.21	(0.20)	0.00	(2.13)	0.00	0.00	2.72	(4.22)	15.88
DSITF	0.75	(0.16)	0.00	(0.24)	0.00	0.00	1.64	(1.61)	16.58
SEBYY	1.56	(0.85)	0.00	(1.70)	0.00	0.00	0.00	(0.33)	33.20
JUMSF	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00

Be your own money manager

Our tools can tell you how much better you can do entering a position in Dunelm Group without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Dunelm Group Corporate Management

Luisa Wright	Company Counsel	Profile
FCA FCA	CFO Director	Profile
Dawn Durrant	Company Secretary	Profile
Christopher Brocklesby	Chief Officer	Profile
Will Adderley	Ex Chairman	Profile

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